diff --git a/Include/MyIncludes/Butterworth_Slope_Calculator.mqh b/Include/MyIncludes/Butterworth_Slope_Calculator.mqh new file mode 100644 index 0000000..2d06f44 --- /dev/null +++ b/Include/MyIncludes/Butterworth_Slope_Calculator.mqh @@ -0,0 +1,130 @@ +//+------------------------------------------------------------------+ +//| Butterworth_Slope_Calculator.mqh | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // Performance optimized first derivative of Butterworth Filter +#property description "Calculator engine for analyzing the slope (1st derivative) of Butterworth Filter." + +#ifndef BUTTERWORTH_SLOPE_CALCULATOR_MQH +#define BUTTERWORTH_SLOPE_CALCULATOR_MQH + +#include + +//+==================================================================+ +//| CLASS: CButterworthSlopeCalculator | +//+==================================================================+ +class CButterworthSlopeCalculator + { +private: + CButterworthCalculator *m_filter_calc; + double m_filter_buffer[]; + +public: + CButterworthSlopeCalculator(void); + ~CButterworthSlopeCalculator(void); + + bool Init(int period, ENUM_BUTTERWORTH_POLES poles, bool is_ha); + void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, + const double &open[], const double &high[], const double &low[], const double &close[], + double &slope_buffer[], double &color_buffer[], double threshold); + }; + +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CButterworthSlopeCalculator::CButterworthSlopeCalculator(void) + : m_filter_calc(NULL) + { + } + +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +CButterworthSlopeCalculator::~CButterworthSlopeCalculator(void) + { + if(CheckPointer(m_filter_calc) != POINTER_INVALID) + delete m_filter_calc; + } + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +bool CButterworthSlopeCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles, bool is_ha) + { + if(CheckPointer(m_filter_calc) != POINTER_INVALID) + delete m_filter_calc; + + if(is_ha) + m_filter_calc = new CButterworthCalculator_HA(); + else + m_filter_calc = new CButterworthCalculator(); + + if(CheckPointer(m_filter_calc) == POINTER_INVALID) + return false; + + return m_filter_calc.Init(period, poles, SOURCE_PRICE); + } + +//+------------------------------------------------------------------+ +//| Calculate | +//+------------------------------------------------------------------+ +void CButterworthSlopeCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, + const double &open[], const double &high[], const double &low[], const double &close[], + double &slope_buffer[], double &color_buffer[], double threshold) + { + if(CheckPointer(m_filter_calc) == POINTER_INVALID || rates_total < 5) + return; + +//--- Resize state buffers and enforce chronological safety + if(ArraySize(m_filter_buffer) != rates_total) + { + ArrayResize(m_filter_buffer, rates_total); + ArraySetAsSeries(m_filter_buffer, false); + } + +//--- Calculate underlying Butterworth filter + m_filter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_filter_buffer); + + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + if(start_index == 0) + { + slope_buffer[0] = 0.0; + color_buffer[0] = 0.0; // Index 0: clrGray + start_index = 1; + } + +//--- Slope calculation loop: Slope = Filter[t] - Filter[t-1] + for(int i = start_index; i < rates_total; i++) + { + slope_buffer[i] = m_filter_buffer[i] - m_filter_buffer[i - 1]; + + double current_slope = slope_buffer[i]; + double previous_slope = slope_buffer[i - 1]; + + //--- Symmetrical 5-Zone Momentum Matrix + if(MathAbs(current_slope) <= threshold) + { + color_buffer[i] = 0.0; // Index 0: clrGray (Neutral / Consolidation) + } + else + if(current_slope > 0.0) + { + if(current_slope > previous_slope) + color_buffer[i] = 1.0; // Index 1: clrMediumSeaGreen (Strong Bullish Acceleration) + else + color_buffer[i] = 2.0; // Index 2: clrPaleGreen (Weak Bullish Deceleration) + } + else // current_slope < 0.0 + { + if(current_slope < previous_slope) + color_buffer[i] = 3.0; // Index 3: clrCrimson (Strong Bearish Acceleration) + else + color_buffer[i] = 4.0; // Index 4: clrLightCoral (Weak Bearish Deceleration) + } + } + } + +#endif // BUTTERWORTH_SLOPE_CALCULATOR_MQH +//+------------------------------------------------------------------+