diff --git a/Include/MyIncludes/DPO_Calculator.mqh b/Include/MyIncludes/DPO_Calculator.mqh new file mode 100644 index 0000000..4b91593 --- /dev/null +++ b/Include/MyIncludes/DPO_Calculator.mqh @@ -0,0 +1,143 @@ +//+------------------------------------------------------------------+ +//| DPO_Calculator.mqh | +//| Engine for calculating the Detrended Price Oscillator. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +class CDPOCalculator + { +protected: + int m_period; + CMovingAverageCalculator *m_ma_calc; + double m_price[]; // Internal price buffer + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CDPOCalculator(void); + virtual ~CDPOCalculator(void); + + bool Init(int period, ENUM_MA_TYPE ma_type); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &dpo_buffer[]); + }; + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +class CDPOCalculator_HA : public CDPOCalculator + { +public: + CDPOCalculator_HA(void); + }; + +//+==================================================================+ +//| METHOD IMPLEMENTATIONS | +//+==================================================================+ + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CDPOCalculator::CDPOCalculator(void) { m_ma_calc = new CMovingAverageCalculator(); } +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CDPOCalculator::~CDPOCalculator(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) delete m_ma_calc; } +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CDPOCalculator_HA::CDPOCalculator_HA(void) + { + if(CheckPointer(m_ma_calc) != POINTER_INVALID) + delete m_ma_calc; + m_ma_calc = new CMovingAverageCalculator_HA(); + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CDPOCalculator::Init(int period, ENUM_MA_TYPE ma_type) + { + m_period = period; + if(CheckPointer(m_ma_calc) == POINTER_INVALID) + return false; + return m_ma_calc.Init(period, ma_type); + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CDPOCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &dpo_buffer[]) + { + if(rates_total < m_period) + return; + if(CheckPointer(m_ma_calc) == POINTER_INVALID) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + +//--- Step 1: Calculate the standard, lagging MA into an internal buffer --- + double ma_buffer[]; + ArrayResize(ma_buffer, rates_total); + m_ma_calc.Calculate(rates_total, price_type, open, high, low, close, ma_buffer); + +//--- Step 2: Calculate DPO by subtracting the shifted MA from the price --- + int shift = (m_period / 2) + 1; + + for(int i = 0; i < rates_total; i++) + { + int source_index = i - shift; + if(source_index >= 0 && ma_buffer[source_index] != EMPTY_VALUE) + dpo_buffer[i] = m_price[i] - ma_buffer[source_index]; + else + dpo_buffer[i] = EMPTY_VALUE; + } + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CDPOCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + if(ArraySize(m_price) != rates_total) + if(ArrayResize(m_price, rates_total) != rates_total) + return false; + + 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