diff --git a/Include/MyIncludes/VIDYA_Stdev_Calculator.mqh b/Include/MyIncludes/VIDYA_Stdev_Calculator.mqh new file mode 100644 index 0000000..ee6cc6f --- /dev/null +++ b/Include/MyIncludes/VIDYA_Stdev_Calculator.mqh @@ -0,0 +1,213 @@ +//+------------------------------------------------------------------+ +//| VIDYA_Stdev_Calculator.mqh | +//| VERSION 1.20: Corrected Stdev to manual calculation. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +class CVIDYAStdevCalculator + { +protected: + int m_vidya_period, m_stdev_short, m_stdev_long; + double m_price[]; + double m_prev_vidya; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + //--- Helper function for manual Standard Deviation calculation --- + double CalculateStdDev(const double &array[], int period, int position); + +public: + CVIDYAStdevCalculator(void) : m_prev_vidya(0) {}; + virtual ~CVIDYAStdevCalculator(void) {}; + + bool Init(int vidya_p, int stdev_s, int stdev_l); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]); + }; + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +class CVIDYAStdevCalculator_HA : public CVIDYAStdevCalculator + { +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; + }; + +//+==================================================================+ +//| METHOD IMPLEMENTATIONS | +//+==================================================================+ + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CVIDYAStdevCalculator::Init(int vidya_p, int stdev_s, int stdev_l) + { + m_vidya_period = (vidya_p < 1) ? 1 : vidya_p; + m_stdev_short = (stdev_s < 1) ? 1 : stdev_s; + m_stdev_long = (stdev_l <= m_stdev_short) ? m_stdev_short + 1 : stdev_l; + m_prev_vidya = 0; + return true; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CVIDYAStdevCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]) + { + if(rates_total <= m_stdev_long) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + + double stdev_short_buff[], stdev_long_buff[]; + ArrayResize(stdev_short_buff, rates_total); + ArrayResize(stdev_long_buff, rates_total); + +//--- STEP 1: Calculate Standard Deviations manually --- + for(int i = m_stdev_long - 1; i < rates_total; i++) + { + if(i >= m_stdev_short - 1) + stdev_short_buff[i] = CalculateStdDev(m_price, m_stdev_short, i); + + stdev_long_buff[i] = CalculateStdDev(m_price, m_stdev_long, i); + } + +//--- STEP 2: Calculate VIDYA + double alpha = 2.0 / (m_vidya_period + 1.0); + int start_pos = m_stdev_long; + + if(ArraySize(vidya_buffer) == 0 || vidya_buffer[start_pos-1] == 0) + { + m_prev_vidya = m_price[start_pos-1]; + } + + for(int i = start_pos; i < rates_total; i++) + { + double k = (stdev_long_buff[i] > 0.000001) ? stdev_short_buff[i] / stdev_long_buff[i] : 1.0; + + double alpha_k = alpha * k; + if(alpha_k > 1.0) + alpha_k = 1.0; + + vidya_buffer[i] = m_price[i] * alpha_k + m_prev_vidya * (1.0 - alpha_k); + + m_prev_vidya = vidya_buffer[i]; + } + } + +//--- NEW: Helper function for manual Standard Deviation calculation --- +double CVIDYAStdevCalculator::CalculateStdDev(const double &array[], int period, int position) + { + if(position < period - 1) + return 0.0; + +// 1. Calculate the average (SMA) + double sum = 0; + for(int i = 0; i < period; i++) + sum += array[position - i]; + double avg = sum / period; + +// 2. Calculate the sum of squared differences + double sum_sq = 0; + for(int i = 0; i < period; i++) + sum_sq += pow(array[position - i] - avg, 2); + +// 3. Return the standard deviation + return sqrt(sum_sq / period); + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CVIDYAStdevCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + if(ArraySize(m_price) != rates_total) + if(ArrayResize(m_price, rates_total) != rates_total) + return false; + + switch(price_type) + { + case PRICE_CLOSE: + ArrayCopy(m_price, close, 0, 0, rates_total); + break; + case PRICE_OPEN: + ArrayCopy(m_price, open, 0, 0, rates_total); + break; + case PRICE_HIGH: + ArrayCopy(m_price, high, 0, 0, rates_total); + break; + case PRICE_LOW: + ArrayCopy(m_price, low, 0, 0, rates_total); + break; + case PRICE_MEDIAN: + for(int i=0; i