From bbdc40f740633272eee72ebe3223a502fe9fa442 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sun, 26 Oct 2025 09:36:05 +0100
Subject: [PATCH] new files added

---
 .../MyIncludes/Gaussian_Filter_Calculator.mqh | 166 ++++++++++++++++++
 1 file changed, 166 insertions(+)
 create mode 100644 Include/MyIncludes/Gaussian_Filter_Calculator.mqh

diff --git a/Include/MyIncludes/Gaussian_Filter_Calculator.mqh b/Include/MyIncludes/Gaussian_Filter_Calculator.mqh
new file mode 100644
index 0000000..cae1cf0
--- /dev/null
+++ b/Include/MyIncludes/Gaussian_Filter_Calculator.mqh
@@ -0,0 +1,166 @@
+//+------------------------------------------------------------------+
+//|                                   Gaussian_Filter_Calculator.mqh |
+//|      Calculation engine for the John Ehlers' Gaussian Filter.    |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CGaussianFilterCalculator (Base Class)        |
+//|                                                                  |
+//+==================================================================+
+class CGaussianFilterCalculator
+  {
+protected:
+   int               m_period;
+   double            m_price[];
+
+   // Filter coefficients
+   double            c0, a1, a2;
+
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CGaussianFilterCalculator(void) {};
+   virtual          ~CGaussianFilterCalculator(void) {};
+
+   bool              Init(int period);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CGaussianFilterCalculator::Init(int period)
+  {
+   m_period = (period < 2) ? 2 : period;
+
+// Pre-calculate filter coefficients based on Ehlers' formulas
+   double beta = 2.415 * (1.0 - cos(2.0 * M_PI / m_period));
+   double alpha = -beta + sqrt(beta * beta + 2.0 * beta);
+
+   c0 = alpha * alpha;
+   a1 = 2.0 * (1.0 - alpha);
+   a2 = -pow(1.0 - alpha, 2);
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CGaussianFilterCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
+  {
+   if(rates_total < 3)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+// --- State variables for recursive calculation ---
+   double f1=0, f2=0; // f[1], f[2]
+
+// --- Initialization for the first few bars ---
+   filter_buffer[0] = m_price[0];
+   filter_buffer[1] = m_price[1];
+   f1 = filter_buffer[1];
+   f2 = filter_buffer[0];
+
+// --- Full recalculation loop for stability ---
+   for(int i = 2; i < rates_total; i++)
+     {
+      double current_f = c0 * m_price[i] + a1 * f1 + a2 * f2;
+      filter_buffer[i] = current_f;
+
+      // Update state for next iteration
+      f2 = f1;
+      f1 = current_f;
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CGaussianFilterCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+   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<rates_total; i++)
+            m_price[i] = (high[i]+low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+
+//+==================================================================+
+class CGaussianFilterCalculator_HA : public CGaussianFilterCalculator
+  {
+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;
+  };
+
+//+------------------------------------------------------------------+
+bool CGaussianFilterCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   double ha_open[], ha_high[], ha_low[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(ha_high, rates_total);
+   ArrayResize(ha_low, rates_total);
+   ArrayResize(ha_close, rates_total);
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+         break;
+      case PRICE_OPEN:
+         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+         break;
+      case PRICE_HIGH:
+         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
+         break;
+      case PRICE_LOW:
+         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
+         break;
+      case PRICE_MEDIAN:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+