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Toh4iem9
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//+------------------------------------------------------------------+
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//| VIDYA_Stdev_Calculator.mqh |
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//| VERSION 1.20: Corrected Stdev to manual calculation. |
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//| 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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class CVIDYAStdevCalculator
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{
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protected:
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int m_vidya_period, m_stdev_short, m_stdev_long;
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double m_price[];
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double m_prev_vidya;
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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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//--- Helper function for manual Standard Deviation calculation ---
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double CalculateStdDev(const double &array[], int period, int position);
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public:
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CVIDYAStdevCalculator(void) : m_prev_vidya(0) {};
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virtual ~CVIDYAStdevCalculator(void) {};
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bool Init(int vidya_p, int stdev_s, int stdev_l);
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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[], double &vidya_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CVIDYAStdevCalculator_HA : public CVIDYAStdevCalculator
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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[]) override;
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};
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//+==================================================================+
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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CVIDYAStdevCalculator::Init(int vidya_p, int stdev_s, int stdev_l)
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{
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m_vidya_period = (vidya_p < 1) ? 1 : vidya_p;
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m_stdev_short = (stdev_s < 1) ? 1 : stdev_s;
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m_stdev_long = (stdev_l <= m_stdev_short) ? m_stdev_short + 1 : stdev_l;
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m_prev_vidya = 0;
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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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[])
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{
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if(rates_total <= m_stdev_long)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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double stdev_short_buff[], stdev_long_buff[];
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ArrayResize(stdev_short_buff, rates_total);
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ArrayResize(stdev_long_buff, rates_total);
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//--- STEP 1: Calculate Standard Deviations manually ---
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for(int i = m_stdev_long - 1; i < rates_total; i++)
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{
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if(i >= m_stdev_short - 1)
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stdev_short_buff[i] = CalculateStdDev(m_price, m_stdev_short, i);
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stdev_long_buff[i] = CalculateStdDev(m_price, m_stdev_long, i);
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}
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//--- STEP 2: Calculate VIDYA
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double alpha = 2.0 / (m_vidya_period + 1.0);
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int start_pos = m_stdev_long;
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if(ArraySize(vidya_buffer) == 0 || vidya_buffer[start_pos-1] == 0)
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{
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m_prev_vidya = m_price[start_pos-1];
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}
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for(int i = start_pos; i < rates_total; i++)
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{
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double k = (stdev_long_buff[i] > 0.000001) ? stdev_short_buff[i] / stdev_long_buff[i] : 1.0;
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double alpha_k = alpha * k;
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if(alpha_k > 1.0)
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alpha_k = 1.0;
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vidya_buffer[i] = m_price[i] * alpha_k + m_prev_vidya * (1.0 - alpha_k);
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m_prev_vidya = vidya_buffer[i];
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}
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}
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//--- NEW: Helper function for manual Standard Deviation calculation ---
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double CVIDYAStdevCalculator::CalculateStdDev(const double &array[], int period, int position)
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{
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if(position < period - 1)
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return 0.0;
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// 1. Calculate the average (SMA)
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double sum = 0;
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for(int i = 0; i < period; i++)
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sum += array[position - i];
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double avg = sum / period;
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// 2. Calculate the sum of squared differences
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double sum_sq = 0;
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for(int i = 0; i < period; i++)
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sum_sq += pow(array[position - i] - avg, 2);
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// 3. Return the standard deviation
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return sqrt(sum_sq / period);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CVIDYAStdevCalculator::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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if(ArraySize(m_price) != rates_total)
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if(ArrayResize(m_price, rates_total) != rates_total)
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return false;
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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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//+------------------------------------------------------------------+
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bool CVIDYAStdevCalculator_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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if(ArraySize(m_price) != rates_total)
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if(ArrayResize(m_price, rates_total) != rates_total)
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return false;
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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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