From abc51dca4fbe745b3091014b021e6d977281c82a Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 24 Jun 2026 01:18:56 +0200 Subject: [PATCH] refactor: Added Heikin Ashi smoothing pipeline support --- Include/MyIncludes/VHF_Calculator.mqh | 96 ++++++++++++++++++++++----- 1 file changed, 81 insertions(+), 15 deletions(-) diff --git a/Include/MyIncludes/VHF_Calculator.mqh b/Include/MyIncludes/VHF_Calculator.mqh index 8551f1c..0470090 100644 --- a/Include/MyIncludes/VHF_Calculator.mqh +++ b/Include/MyIncludes/VHF_Calculator.mqh @@ -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 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 //+------------------------------------------------------------------+