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refactor: Added Heikin Ashi smoothing pipeline support

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This commit is contained in:
Toh4iem9
2026-06-24 01:18:56 +02:00
parent 143c90972b
commit abc51dca4f
1 changed files with 81 additions and 15 deletions
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Include/MyIncludes/VHF_Calculator.mqh
+81 -15
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@@ -2,9 +2,16 @@
//| VHF_Calculator.mqh |
//| Engine for Vertical Horizontal Filter (Adam White). |
//| Algorithm: Selectable (Standard Close vs High-Low Range). |
//| VERSION 1.10: Added Heikin Ashi smoothing pipeline support |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.10"
#ifndef VHF_CALCULATOR_MQH
#define VHF_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
enum ENUM_VHF_MODE
{
@@ -12,9 +19,9 @@ enum ENUM_VHF_MODE
VHF_MODE_HIGH_LOW // Professional (Highest High - Lowest Low)
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//+==================================================================+
//| CLASS 1: CVHFCalculator (Base Class) |
//+==================================================================+
class CVHFCalculator
{
protected:
@@ -85,11 +92,9 @@ void CVHFCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIE
// 1. Numerator (Range)
if(m_mode == VHF_MODE_CLOSE_ONLY)
{
// Classic: Search within source price (usually Close)
for(int k = 0; k < m_period; k++)
{
double p = m_price[i - k]; // i down to i-period+1 ? Standard VHF lookback is usually [i .. i-period+1]
// Actually, Adam White lookback N means Highest over N bars. [i-N+1 ... i]
double p = m_price[i - k];
if(p > max_p)
max_p = p;
if(p < min_p)
@@ -98,11 +103,9 @@ void CVHFCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIE
}
else // VHF_MODE_HIGH_LOW
{
// Pro: Search within TRUE High/Low arrays
// Note: m_high/m_low are populated in PrepareData
for(int k = 0; k < m_period; k++)
{
int idx = i - k; // Simple loop back
int idx = i - k;
if(m_high[idx] > max_p)
max_p = m_high[idx];
if(m_low[idx] < min_p)
@@ -111,13 +114,11 @@ void CVHFCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIE
}
// 2. Denominator (Noise)
// Sum of Abs Changes of the SOURCE PRICE (Close) over Period
// usually Change[i] ... Change[i-N+1]
for(int k = 0; k < m_period; k++)
{
int idx = i - k;
double p_curr = m_price[idx];
double p_prev = m_price[idx-1]; // Safe if i >= period >= 1
double p_prev = m_price[idx-1];
sum_change += MathAbs(p_curr - p_prev);
}
@@ -129,13 +130,12 @@ void CVHFCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIE
}
//+------------------------------------------------------------------+
//| Prepare Data |
//| Prepare Data (Standard) |
//+------------------------------------------------------------------+
bool CVHFCalculator::PrepareData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
for(int i = start_index; i < rates_total; i++)
{
// 1. Prepare Denominator Base (Close/Selected)
switch(price_type)
{
case PRICE_CLOSE:
@@ -164,7 +164,6 @@ bool CVHFCalculator::PrepareData(int rates_total, int start_index, ENUM_APPLIED_
break;
}
// 2. Prepare Numerator Base (High/Low) - Only if needed
if(m_mode == VHF_MODE_HIGH_LOW)
{
m_high[i] = high[i];
@@ -173,4 +172,71 @@ bool CVHFCalculator::PrepareData(int rates_total, int start_index, ENUM_APPLIED_
}
return true;
}
//+==================================================================+
//| CLASS 2: CVHFCalculator_HA (Heikin Ashi) |
//+==================================================================+
class CVHFCalculator_HA : public CVHFCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
virtual bool PrepareData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| Prepare Data (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CVHFCalculator_HA::PrepareData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = m_ha_close[i];
break;
case PRICE_OPEN:
m_price[i] = m_ha_open[i];
break;
case PRICE_HIGH:
m_price[i] = m_ha_high[i];
break;
case PRICE_LOW:
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
if(m_mode == VHF_MODE_HIGH_LOW)
{
m_high[i] = m_ha_high[i];
m_low[i] = m_ha_low[i];
}
}
return true;
}
#endif // VHF_CALCULATOR_MQH
//+------------------------------------------------------------------+