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//+------------------------------------------------------------------+
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//| Bollinger_Bands_Fibonacci_Calculator.mqh |
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//| Calculation engine for Standard and HA Bollinger Bands with |
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//| Fibonacci Ratio deviations. Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CBollingerBandsFibonacciCalculator (Standard) |
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//| |
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//+==================================================================+
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class CBollingerBandsFibonacciCalculator
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{
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protected:
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int m_period;
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double m_fib_ratio1, m_fib_ratio2, m_fib_ratio3;
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ENUM_MA_METHOD m_ma_method;
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double m_price[];
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double m_ma_buffer[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CBollingerBandsFibonacciCalculator(void) {};
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virtual ~CBollingerBandsFibonacciCalculator(void) {};
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bool Init(int period, double r1, double r2, double r3, ENUM_MA_METHOD ma_method);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &ma_out[], double &upper1_out[], double &lower1_out[], double &upper2_out[], double &lower2_out[], double &upper3_out[], double &lower3_out[]);
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};
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//+------------------------------------------------------------------+
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//| CBollingerBandsFibonacciCalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CBollingerBandsFibonacciCalculator::Init(int period, double r1, double r2, double r3, ENUM_MA_METHOD ma_method)
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{
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m_period = (period < 1) ? 1 : period;
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m_fib_ratio1 = r1;
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m_fib_ratio2 = r2;
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m_fib_ratio3 = r3;
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m_ma_method = ma_method;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CBollingerBandsFibonacciCalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CBollingerBandsFibonacciCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &ma_out[], double &upper1_out[], double &lower1_out[], double &upper2_out[], double &lower2_out[], double &upper3_out[], double &lower3_out[])
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{
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if(rates_total < m_period)
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return;
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ArrayResize(m_price, rates_total);
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ArrayResize(m_ma_buffer, rates_total);
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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//--- Step 1: Calculate the centerline (Moving Average)
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int ma_start_pos = m_period - 1;
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for(int i = ma_start_pos; i < rates_total; i++)
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{
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switch(m_ma_method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == ma_start_pos)
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{
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double sum=0;
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for(int j=0; j<m_period; j++)
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sum+=m_price[i-j];
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m_ma_buffer[i]=sum/m_period;
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}
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else
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{
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if(m_ma_method==MODE_EMA)
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{
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double pr=2.0/(m_period+1.0);
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m_ma_buffer[i]=m_price[i]*pr + m_ma_buffer[i-1]*(1.0-pr);
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}
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else
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m_ma_buffer[i]=(m_ma_buffer[i-1]*(m_period-1)+m_price[i])/m_period;
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}
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break;
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case MODE_LWMA:
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{
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double lwma_sum=0, weight_sum=0;
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for(int j=0; j<m_period; j++)
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{
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int w=m_period-j;
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lwma_sum+=m_price[i-j]*w;
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weight_sum+=w;
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}
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if(weight_sum>0)
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m_ma_buffer[i]=lwma_sum/weight_sum;
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}
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break;
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default: // MODE_SMA
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{
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double sum=0;
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for(int j=0; j<m_period; j++)
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sum+=m_price[i-j];
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m_ma_buffer[i]=sum/m_period;
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}
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break;
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}
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}
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//--- Step 2: Calculate the Standard Deviation and the Bands
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for(int i = ma_start_pos; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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for(int j = 0; j < m_period; j++)
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sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
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std_dev_val = sqrt(sum_sq / m_period);
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upper1_out[i] = m_ma_buffer[i] + m_fib_ratio1 * std_dev_val;
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lower1_out[i] = m_ma_buffer[i] - m_fib_ratio1 * std_dev_val;
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upper2_out[i] = m_ma_buffer[i] + m_fib_ratio2 * std_dev_val;
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lower2_out[i] = m_ma_buffer[i] - m_fib_ratio2 * std_dev_val;
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upper3_out[i] = m_ma_buffer[i] + m_fib_ratio3 * std_dev_val;
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lower3_out[i] = m_ma_buffer[i] - m_fib_ratio3 * std_dev_val;
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}
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ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total);
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}
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//+------------------------------------------------------------------+
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//| CBollingerBandsFibonacciCalculator: Prepares the source price. |
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//+------------------------------------------------------------------+
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bool CBollingerBandsFibonacciCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CBollingerBandsFibonacciCalculator_HA (HA) |
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//| |
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//+==================================================================+
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class CBollingerBandsFibonacciCalculator_HA : public CBollingerBandsFibonacciCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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};
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//+------------------------------------------------------------------+
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//| CBollingerBandsFibonacciCalculator_HA: Prepares the source price.|
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//+------------------------------------------------------------------+
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bool CBollingerBandsFibonacciCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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