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//+------------------------------------------------------------------+
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//| Currency_Strength_Calculator.mqh |
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//| Engine for calculating relative currency strength. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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//--- List of 8 Major Currencies
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string g_currencies[8] = {"USD", "EUR", "GBP", "JPY", "AUD", "CAD", "CHF", "NZD"};
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//--- List of 28 Major Pairs to monitor
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string g_pairs[28] =
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{
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"EURUSD", "GBPUSD", "AUDUSD", "NZDUSD", "USDCAD", "USDCHF", "USDJPY",
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"EURGBP", "EURAUD", "EURNZD", "EURCAD", "EURCHF", "EURJPY",
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"GBPAUD", "GBPNZD", "GBPCAD", "GBPCHF", "GBPJPY",
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"AUDNZD", "AUDCAD", "AUDCHF", "AUDJPY",
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"NZDCAD", "NZDCHF", "NZDJPY",
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"CADCHF", "CADJPY",
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"CHFJPY"
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CCurrencyStrengthCalculator
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{
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private:
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int m_period;
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ENUM_TIMEFRAMES m_timeframe;
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//--- Helper to get ROC of a symbol
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double GetROC(string symbol, int index);
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public:
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CCurrencyStrengthCalculator(void) {};
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~CCurrencyStrengthCalculator(void) {};
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bool Init(int period, ENUM_TIMEFRAMES tf);
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//--- Main calculation: Fills the strength array [8] for a specific bar index
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void CalculateStep(int bar_index, double &strengths[]);
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};
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//+------------------------------------------------------------------+
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bool CCurrencyStrengthCalculator::Init(int period, ENUM_TIMEFRAMES tf)
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{
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m_period = period;
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m_timeframe = tf;
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return true;
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}
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//+------------------------------------------------------------------+
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double CCurrencyStrengthCalculator::GetROC(string symbol, int index)
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{
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// We need Close[index] and Close[index + period]
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double close_curr[1], close_prev[1];
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// Check if symbol is available in Market Watch
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if(!SymbolInfoInteger(symbol, SYMBOL_SELECT))
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SymbolSelect(symbol, true);
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if(CopyClose(symbol, m_timeframe, index, 1, close_curr) <= 0)
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return 0.0;
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if(CopyClose(symbol, m_timeframe, index + m_period, 1, close_prev) <= 0)
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return 0.0;
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if(close_prev[0] == 0)
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return 0.0;
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return ((close_curr[0] - close_prev[0]) / close_prev[0]) * 100.0;
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}
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//+------------------------------------------------------------------+
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void CCurrencyStrengthCalculator::CalculateStep(int bar_index, double &strengths[])
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{
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ArrayInitialize(strengths, 0.0); // Reset [0..7]
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for(int i = 0; i < 28; i++)
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{
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string symbol = g_pairs[i];
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string base = StringSubstr(symbol, 0, 3);
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string quote = StringSubstr(symbol, 3, 3);
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double roc = GetROC(symbol, bar_index);
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// Find indices
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int base_idx = -1, quote_idx = -1;
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for(int k=0; k<8; k++)
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{
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if(g_currencies[k] == base)
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base_idx = k;
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if(g_currencies[k] == quote)
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quote_idx = k;
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}
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if(base_idx != -1 && quote_idx != -1)
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{
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// If Pair goes UP, Base is Stronger, Quote is Weaker
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strengths[base_idx] += roc;
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strengths[quote_idx] -= roc;
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}
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}
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// Optional: Normalize or smooth here if needed
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}
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//+------------------------------------------------------------------+
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