From be6e2ee0f322b5e1fb125d67a81b35b2f92d0a6e Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Wed, 4 Feb 2026 16:27:23 +0100
Subject: [PATCH] new files added

---
 .../MyIncludes/EfficiencyRatio_Calculator.mqh | 128 ++++++++++++++++++
 1 file changed, 128 insertions(+)
 create mode 100644 Include/MyIncludes/EfficiencyRatio_Calculator.mqh

diff --git a/Include/MyIncludes/EfficiencyRatio_Calculator.mqh b/Include/MyIncludes/EfficiencyRatio_Calculator.mqh
new file mode 100644
index 0000000..7449ac8
--- /dev/null
+++ b/Include/MyIncludes/EfficiencyRatio_Calculator.mqh
@@ -0,0 +1,128 @@
+//+------------------------------------------------------------------+
+//|                                EfficiencyRatio_Calculator.mqh    |
+//|      Engine for Kaufman's Efficiency Ratio (ER).                 |
+//|      Formula: Net Change / Sum of Changes.                       |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|             CLASS: CEfficiencyRatioCalculator                    |
+//+==================================================================+
+class CEfficiencyRatioCalculator
+  {
+protected:
+   int               m_period;
+   double            m_price[]; // Persistent price buffer
+
+   virtual bool      PreparePrice(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CEfficiencyRatioCalculator() {};
+   virtual          ~CEfficiencyRatioCalculator() {};
+
+   bool              Init(int period);
+
+   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[],
+                               double &out_er[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CEfficiencyRatioCalculator::Init(int period)
+  {
+   m_period = (period < 1) ? 1 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation                                                 |
+//+------------------------------------------------------------------+
+void CEfficiencyRatioCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
+      const double &open[], const double &high[],
+      const double &low[], const double &close[],
+      double &out_er[])
+  {
+   if(rates_total <= m_period)
+      return;
+
+// 1. Resize Internal
+   if(ArraySize(m_price) != rates_total)
+      ArrayResize(m_price, rates_total);
+
+// 2. Prepare Data
+   int prepare_start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+   if(!PreparePrice(rates_total, prepare_start, price_type, open, high, low, close))
+      return;
+
+// 3. Calculate ER
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : m_period;
+   if(start_index < m_period)
+      start_index = m_period;
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      double net_change = MathAbs(m_price[i] - m_price[i - m_period]);
+      double sum_change = 0.0;
+
+      // Sum absolute bar-to-bar changes over period
+      for(int k = 0; k < m_period; k++)
+        {
+         sum_change += MathAbs(m_price[i - k] - m_price[i - k - 1]);
+        }
+
+      if(sum_change > 1.0e-9) // Determine efficiency
+         out_er[i] = net_change / sum_change;
+      else
+         out_er[i] = 1.0; // If no volatility, mathematically efficient (flat line) but usually handled as 0 or previous.
+      // 1.0 is technically correct for straight line, but in trading sum_change=0 usually happens with gaps or bad data.
+      // Let's default to 0.0 for safety in trading context if flat.
+
+      if(sum_change == 0.0)
+         out_er[i] = 0.0;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price                                                    |
+//+------------------------------------------------------------------+
+bool CEfficiencyRatioCalculator::PreparePrice(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   for(int i = start_index; i < rates_total; i++)
+     {
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_price[i] = (high[i]+low[i])*0.5;
+            break;
+         case PRICE_TYPICAL:
+            m_price[i] = (high[i]+low[i]+close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (high[i]+low[i]+close[i]*2.0)*0.25;
+            break;
+         default:
+            m_price[i] = close[i];
+            break;
+        }
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+