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refactor(indicators): Added CalculateOnArray support
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@@ -1,7 +1,7 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Cyber_Cycle_Calculator.mqh|
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//| Cyber_Cycle_Calculator.mqh|
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//| Calculation engine for the John Ehlers' Cyber Cycle. |
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//| Calculation engine for the John Ehlers' Cyber Cycle. |
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//| VERSION 2.00: Optimized for incremental calculation. |
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//| VERSION 2.10: Added CalculateOnArray support. |
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//| Copyright 2026, xxxxxxxx |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property copyright "Copyright 2026, xxxxxxxx"
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@@ -30,9 +30,12 @@ public:
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bool Init(double alpha);
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bool Init(double alpha);
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//--- Updated: Accepts prev_calculated
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//--- Standard Calculation (OHLC)
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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[],
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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[],
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double &cycle_out[], double &signal_out[]);
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double &cycle_out[], double &signal_out[]);
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//--- Calculation on Custom Array
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void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &cycle_out[], double &signal_out[]);
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};
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};
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -45,7 +48,7 @@ bool CCyberCycleCalculator::Init(double alpha)
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//| Main Calculation (Wrapper for OHLC) |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void CCyberCycleCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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void CCyberCycleCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &cycle_out[], double &signal_out[])
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double &cycle_out[], double &signal_out[])
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@@ -53,31 +56,44 @@ void CCyberCycleCalculator::Calculate(int rates_total, int prev_calculated, ENUM
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if(rates_total < 7)
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if(rates_total < 7)
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return;
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return;
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//--- 1. Determine Start Index
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- 2. Resize Buffers
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if(ArraySize(m_price) != rates_total)
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_price, rates_total);
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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// Delegate to generic array calculation
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CalculateOnArray(rates_total, prev_calculated, m_price, cycle_out, signal_out);
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}
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//+------------------------------------------------------------------+
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//| Calculate On Array (Core Logic) |
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//+------------------------------------------------------------------+
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void CCyberCycleCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &cycle_out[], double &signal_out[])
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{
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if(rates_total < 7)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize internal buffers
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if(ArraySize(m_smooth) != rates_total)
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{
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ArrayResize(m_smooth, rates_total);
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ArrayResize(m_smooth, rates_total);
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ArrayResize(m_cycle, rates_total);
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ArrayResize(m_cycle, rates_total);
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}
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}
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//--- 3. Prepare Price
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// Main Loop
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- 4. Main Loop
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// Start at index 6 to ensure enough history for smoothing (i-3) and cycle (i-2)
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int loop_start = MathMax(6, start_index);
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int loop_start = MathMax(6, start_index);
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// Initialization for the very first bars (if needed)
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// Initialization
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if(loop_start == 6)
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if(loop_start == 6)
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{
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{
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for(int k=0; k<6; k++)
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for(int k=0; k<6; k++)
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{
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{
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m_smooth[k] = m_price[k];
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m_smooth[k] = src_buffer[k];
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m_cycle[k] = 0;
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m_cycle[k] = 0;
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cycle_out[k] = 0;
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cycle_out[k] = 0;
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signal_out[k] = 0;
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signal_out[k] = 0;
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@@ -87,11 +103,9 @@ void CCyberCycleCalculator::Calculate(int rates_total, int prev_calculated, ENUM
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for(int i = loop_start; i < rates_total; i++)
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for(int i = loop_start; i < rates_total; i++)
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{
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{
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// Step 1: Pre-smoothing (4-bar FIR filter)
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// Step 1: Pre-smoothing (4-bar FIR filter)
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m_smooth[i] = (m_price[i] + 2.0 * m_price[i-1] + 2.0 * m_price[i-2] + m_price[i-3]) / 6.0;
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m_smooth[i] = (src_buffer[i] + 2.0 * src_buffer[i-1] + 2.0 * src_buffer[i-2] + src_buffer[i-3]) / 6.0;
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// Step 2: Calculate Cyber Cycle
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// Step 2: Calculate Cyber Cycle
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// Formula: Cycle = (1 - 0.5*alpha)^2 * (Smooth[i] - 2*Smooth[i-1] + Smooth[i-2]) + 2*(1-alpha)*Cycle[i-1] - (1-alpha)^2*Cycle[i-2]
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double term1 = (1.0 - 0.5 * m_alpha) * (1.0 - 0.5 * m_alpha) * (m_smooth[i] - 2.0 * m_smooth[i-1] + m_smooth[i-2]);
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double term1 = (1.0 - 0.5 * m_alpha) * (1.0 - 0.5 * m_alpha) * (m_smooth[i] - 2.0 * m_smooth[i-1] + m_smooth[i-2]);
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double term2 = 2.0 * (1.0 - m_alpha) * m_cycle[i-1];
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double term2 = 2.0 * (1.0 - m_alpha) * m_cycle[i-1];
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double term3 = (1.0 - m_alpha) * (1.0 - m_alpha) * m_cycle[i-2];
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double term3 = (1.0 - m_alpha) * (1.0 - m_alpha) * m_cycle[i-2];
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@@ -101,14 +115,8 @@ void CCyberCycleCalculator::Calculate(int rates_total, int prev_calculated, ENUM
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// Output
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// Output
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cycle_out[i] = m_cycle[i];
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cycle_out[i] = m_cycle[i];
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// Step 3: Signal Line (Cycle delayed by 1 bar, effectively Cycle[i-1])
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// Step 3: Signal Line (1 bar delay)
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// Note: Original code used i-2, but standard Cyber Cycle signal is often i-1.
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signal_out[i] = m_cycle[i-1];
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// Let's stick to the original code's logic (i-2) if that was the intent, or standard (i-1).
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// Ehlers usually defines the trigger as Cycle[i-1].
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// The previous code had `signal_buffer[i] = cycle_buffer[i-2]`. Let's keep it for consistency,
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// but note that i-1 is more common for a fast trigger.
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signal_out[i] = m_cycle[i-1]; // Changed to i-1 for standard Ehlers trigger behavior
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}
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}
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}
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}
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@@ -144,7 +152,7 @@ bool CCyberCycleCalculator::PreparePriceSeries(int rates_total, int start_index,
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break;
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break;
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default:
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default:
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m_price[i] = (high[i] + low[i]) / 2.0;
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m_price[i] = (high[i] + low[i]) / 2.0;
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break; // Default to Median (Ehlers standard)
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break;
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}
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}
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}
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}
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return true;
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return true;
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