new files added

2026-07-28 04:57:44 +00:00 · 2025-10-25 23:41:42 +02:00
parent 2aeec3c11a
commit 9ef54759fb
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+//+------------------------------------------------------------------+
+//|                                   CG_Oscillator_Calculator.mqh   |
+//|      Calculation engine for the John Ehlers' CG Oscillator.      |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+================================----------------==================+
+//|                                                                  |
+//|           CLASS 1: CCGOscillatorCalculator (Base Class)          |
+//|                                                                  |
+//+==================================================================+
+class CCGOscillatorCalculator
+  {
+protected:
+   int               m_period;
+   double            m_price[];
+
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CCGOscillatorCalculator(void) {};
+   virtual          ~CCGOscillatorCalculator(void) {};
+
+   bool              Init(int period);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &cg_buffer[], double &signal_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CCGOscillatorCalculator::Init(int period)
+  {
+   m_period = (period < 2) ? 2 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CCGOscillatorCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                                        double &cg_buffer[], double &signal_buffer[])
+  {
+   if(rates_total < m_period)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+// Full recalculation for stability
+   for(int i = m_period - 1; i < rates_total; i++)
+     {
+      double numerator = 0;
+      double denominator = 0;
+
+      // Inner loop to calculate the weighted and simple sums
+      for(int j = 0; j < m_period; j++)
+        {
+         // Ehlers' code: count from 0 to Length-1, weight is (1+count)
+         // This corresponds to j from 0 to m_period-1, weight is (j+1)
+         // The price is Price[count], which is m_price[i-j] in our chronological array
+         double current_price = m_price[i - j];
+         numerator += (j + 1) * current_price;
+         denominator += current_price;
+        }
+
+      if(denominator != 0)
+        {
+         cg_buffer[i] = -numerator / denominator;
+        }
+     }
+
+// Create the signal line (1-bar delay)
+   for(int i = m_period; i < rates_total; i++)
+     {
+      signal_buffer[i] = cg_buffer[i-1];
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CCGOscillatorCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+// Ehlers' example uses Median Price
+   for(int i=0; i<rates_total; i++)
+      m_price[i] = (high[i]+low[i])/2.0;
+   return true;
+  }
+
+//+==================================================================+
+class CCGOscillatorCalculator_HA : public CCGOscillatorCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+bool CCGOscillatorCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   double ha_open[], ha_high[], ha_low[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(ha_high, rates_total);
+   ArrayResize(ha_low, rates_total);
+   ArrayResize(ha_close, rates_total);
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+
+   ArrayResize(m_price, rates_total);
+// Use Median Price of Heikin Ashi candles
+   for(int i=0; i<rates_total; i++)
+      m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+