new files added

2026-08-16 05:48:05 +00:00 · 2025-10-27 15:57:47 +01:00
parent 91bc51d462
commit bbf6390c86
1 changed files with 130 additions and 0 deletions
@@ -0,0 +1,130 @@
+//+------------------------------------------------------------------+
+//|                                    Ehlers_Bands_Calculator.mqh   |
+//|      Calculation engine for Ehlers Bands, using a selectable     |
+//|      smoother (SuperSmoother or UltimateSmoother) as centerline. |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
+
+//+==================================================================+
+class CEhlersBandsCalculator
+  {
+protected:
+   CEhlersSmootherCalculator *m_calc_center;
+   int               m_period;
+   double            m_multiplier;
+   double            m_price[];
+
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CEhlersBandsCalculator(void);
+   virtual          ~CEhlersBandsCalculator(void);
+
+   bool              Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &upper_buffer[], double &lower_buffer[], double &middle_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+CEhlersBandsCalculator::CEhlersBandsCalculator(void)
+  {
+   m_calc_center = NULL; // Will be instantiated in Init based on HA/Std choice
+  }
+//+------------------------------------------------------------------+
+CEhlersBandsCalculator::~CEhlersBandsCalculator(void)
+  {
+   if(CheckPointer(m_calc_center) != POINTER_INVALID)
+      delete m_calc_center;
+  }
+//+------------------------------------------------------------------+
+bool CEhlersBandsCalculator::Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type)
+  {
+   m_period = (period < 2) ? 2 : period;
+   m_multiplier = multiplier;
+
+// Instantiate the correct smoother type here if not already done (for HA)
+   if(CheckPointer(m_calc_center) == POINTER_INVALID)
+      m_calc_center = new CEhlersSmootherCalculator();
+
+   if(CheckPointer(m_calc_center) == POINTER_INVALID)
+      return false;
+
+   return(m_calc_center.Init(m_period, smoother_type));
+  }
+
+//+------------------------------------------------------------------+
+void CEhlersBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                                       double &upper_buffer[], double &lower_buffer[], double &middle_buffer[])
+  {
+   if(rates_total < m_period)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+// --- Step 1: Calculate Centerline using the selected smoother ---
+   m_calc_center.Calculate(rates_total, price_type, open, high, low, close, middle_buffer);
+
+// --- Step 2: Calculate Standard Deviation ---
+   for(int i = m_period - 1; i < rates_total; i++)
+     {
+      double sum_sq = 0;
+      for(int j = 0; j < m_period; j++)
+        {
+         double diff = m_price[i-j] - middle_buffer[i-j];
+         sum_sq += diff * diff;
+        }
+
+      double std_dev = sqrt(sum_sq / m_period);
+
+      // --- Step 3: Calculate Upper and Lower Bands ---
+      if(middle_buffer[i] != EMPTY_VALUE)
+        {
+         upper_buffer[i] = middle_buffer[i] + m_multiplier * std_dev;
+         lower_buffer[i] = middle_buffer[i] - m_multiplier * std_dev;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CEhlersBandsCalculator::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);
+   ArrayCopy(m_price, close, 0, 0, rates_total);
+   return true;
+  }
+
+//+==================================================================+
+class CEhlersBandsCalculator_HA : public CEhlersBandsCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+public:
+                     CEhlersBandsCalculator_HA(void)
+     {
+      if(CheckPointer(m_calc_center) != POINTER_INVALID)
+         delete m_calc_center;
+      m_calc_center = new CEhlersSmootherCalculator_HA();
+     }
+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 CEhlersBandsCalculator_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);
+   ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+