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Toh4iem9
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//+------------------------------------------------------------------+
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//| Aroon_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi Aroon. |
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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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//| |
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//| CLASS 1: CAroonCalculator (Base Class) |
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//| |
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//+==================================================================+
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class CAroonCalculator
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{
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protected:
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int m_aroon_period;
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//--- Virtual method for preparing the source high/low data.
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virtual void PrepareSourceData(int rates_total, const double &high[], const double &low[],
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double &source_high[], double &source_low[]);
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public:
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CAroonCalculator(void) {};
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virtual ~CAroonCalculator(void) {};
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//--- Public methods
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bool Init(int period);
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int GetPeriod(void) const { return m_aroon_period; }
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void Calculate(int rates_total, const double &high[], const double &low[],
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double &aroon_up_buffer[], double &aroon_down_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CAroonCalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CAroonCalculator::Init(int period)
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{
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m_aroon_period = (period < 1) ? 1 : period;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CAroonCalculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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void CAroonCalculator::Calculate(int rates_total, const double &high[], const double &low[],
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double &aroon_up_buffer[], double &aroon_down_buffer[])
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{
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if(rates_total < m_aroon_period)
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return;
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//--- STEP 1: Get the source high/low data (standard or HA)
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double source_high[], source_low[];
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PrepareSourceData(rates_total, high, low, source_high, source_low);
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//--- STEP 2: Calculate Aroon Up and Aroon Down for each bar
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// Start from the first bar where a full period is available.
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for(int i = m_aroon_period - 1; i < rates_total; i++)
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{
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double highest_val = -DBL_MAX;
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int highest_idx = -1;
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double lowest_val = DBL_MAX;
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int lowest_idx = -1;
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// Inner loop: Look back over the defined period to find the highest high and lowest low.
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// The period is from [i - period + 1] to [i].
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for(int j = i - m_aroon_period + 1; j <= i; j++)
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{
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// Use '>=' to ensure that if multiple bars have the same high,
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// the most recent one is chosen. This is crucial for the "time since" concept.
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if(source_high[j] >= highest_val)
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{
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highest_val = source_high[j];
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highest_idx = j;
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}
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// Use '<=' for the same reason for the low.
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if(source_low[j] <= lowest_val)
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{
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lowest_val = source_low[j];
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lowest_idx = j;
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}
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}
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// STEP 3: Calculate the number of bars that have passed since these extremes occurred.
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// If the extreme was on the current bar (i), the result is 0.
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// If it was on the previous bar (i-1), the result is 1, and so on.
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int bars_since_high = i - highest_idx;
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int bars_since_low = i - lowest_idx;
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// STEP 4: Apply the original Aroon formula by Tushar Chande.
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// The formula converts the "bars since" value into a percentage scale from 0 to 100.
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// A value of 100 means the extreme occurred on the current bar (0 bars ago).
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// A value of 0 means the extreme occurred 'period' or more bars ago.
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aroon_up_buffer[i] = (double)(m_aroon_period - bars_since_high) / m_aroon_period * 100.0;
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aroon_down_buffer[i] = (double)(m_aroon_period - bars_since_low) / m_aroon_period * 100.0;
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}
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}
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//+------------------------------------------------------------------+
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//| CAroonCalculator: Prepares source data from standard prices. |
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//+------------------------------------------------------------------+
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void CAroonCalculator::PrepareSourceData(int rates_total, const double &high[], const double &low[],
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double &source_high[], double &source_low[])
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{
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ArrayResize(source_high, rates_total);
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ArrayResize(source_low, rates_total);
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ArrayCopy(source_high, high, 0, 0, rates_total);
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ArrayCopy(source_low, low, 0, 0, rates_total);
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CAroonCalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CAroonCalculator_HA : public CAroonCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator; // Instance of the HA calculator tool
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protected:
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//--- Overridden method to prepare Heikin Ashi based source data
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virtual void PrepareSourceData(int rates_total, const double &high[], const double &low[],
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double &source_high[], double &source_low[]) override;
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};
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//+------------------------------------------------------------------+
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//| CAroonCalculator_HA: Prepares source data from HA prices. |
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//+------------------------------------------------------------------+
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void CAroonCalculator_HA::PrepareSourceData(int rates_total, const double &high[], const double &low[],
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double &source_high[], double &source_low[])
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{
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//--- We need open and close to calculate HA candles
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MqlRates rates[];
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if(CopyRates(_Symbol, _Period, 0, rates_total, rates) <= 0)
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return;
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double open[], close[];
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ArrayResize(open, rates_total);
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ArrayResize(close, rates_total);
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for(int i=0; i<rates_total; i++)
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{
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open[i] = rates[i].open;
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close[i] = rates[i].close;
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}
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//--- Intermediate Heikin Ashi Buffers
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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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//--- Calculate the HA candles first
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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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//--- Now, provide the HA high and low as the source data
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ArrayResize(source_high, rates_total);
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ArrayResize(source_low, rates_total);
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ArrayCopy(source_high, ha_high, 0, 0, rates_total);
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ArrayCopy(source_low, ha_low, 0, 0, rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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