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Toh4iem9
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//+------------------------------------------------------------------+
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//| Jurik_Calculator.mqh |
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//| High-performance, incremental JMA calculation engine. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS 1: CJurik_Calculator (Standard) |
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//+==================================================================+
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class CJurik_Calculator
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{
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protected:
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//--- Parameters
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int m_length;
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double m_phase;
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//--- Pre-calculated Constants
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double m_beta;
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double m_kv;
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double m_pow1;
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double m_pr_phase;
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//--- Internal State Buffers (Persistent)
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double m_price[];
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double m_upper_band[];
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double m_lower_band[];
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double m_volty[];
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double m_avg_volty[];
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double m_rvolty[];
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double m_alpha[];
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double m_ma1[];
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double m_det0[];
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double m_ma2[];
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double m_det1[];
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double m_jma[];
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//--- Virtual Helper for Price Preparation
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE_HA_ALL price_type,
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const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CJurik_Calculator(void);
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virtual ~CJurik_Calculator(void) {};
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bool Init(int length, double phase);
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE_HA_ALL price_type,
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &jma_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CJurik_Calculator::CJurik_Calculator(void) : m_length(0), m_phase(0) {}
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//+------------------------------------------------------------------+
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//| Initialization |
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//+------------------------------------------------------------------+
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bool CJurik_Calculator::Init(int length, double phase)
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{
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m_length = (length < 1) ? 1 : length;
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m_phase = phase;
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m_beta = 0.45 * (m_length - 1) / (0.45 * (m_length - 1) + 2);
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double len1 = MathLog(MathSqrt(m_length)) / MathLog(2.0) + 2.0;
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double pow2 = (len1 > 2) ? len1 - 2 : 0.5;
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if(pow2 < 0.5)
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pow2 = 0.5;
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m_kv = MathPow(m_beta, MathSqrt(pow2));
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m_pow1 = pow2;
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m_pr_phase = m_phase / 100.0 + 1.5;
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if(m_phase < -100)
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m_pr_phase = 0.5;
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if(m_phase > 100)
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m_pr_phase = 2.5;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation Method (Incremental O(1)) |
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//+------------------------------------------------------------------+
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void CJurik_Calculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE_HA_ALL price_type,
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &jma_buffer[])
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{
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if(rates_total <= m_length)
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return;
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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//--- Resize Internal Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_upper_band, rates_total);
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ArrayResize(m_lower_band, rates_total);
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ArrayResize(m_volty, rates_total);
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ArrayResize(m_avg_volty, rates_total);
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ArrayResize(m_rvolty, rates_total);
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ArrayResize(m_alpha, rates_total);
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ArrayResize(m_ma1, rates_total);
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ArrayResize(m_det0, rates_total);
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ArrayResize(m_ma2, rates_total);
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ArrayResize(m_det1, rates_total);
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ArrayResize(m_jma, rates_total);
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}
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//--- Prepare Price Data
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- Main Loop
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int loop_start = MathMax(1, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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if(i == 0)
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{
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m_upper_band[0] = m_price[0];
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m_lower_band[0] = m_price[0];
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m_volty[0] = 0;
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m_ma1[0] = m_price[0];
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m_det0[0] = 0;
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m_ma2[0] = m_price[0];
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m_det1[0] = 0;
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m_jma[0] = m_price[0];
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jma_buffer[0] = m_price[0];
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continue;
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}
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double del1 = m_price[i] - m_upper_band[i - 1];
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double del2 = m_price[i] - m_lower_band[i - 1];
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m_upper_band[i] = (del1 > 0) ? m_price[i] : m_price[i] - m_kv * del1;
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m_lower_band[i] = (del2 < 0) ? m_price[i] : m_price[i] - m_kv * del2;
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m_volty[i] = (MathAbs(del1) == MathAbs(del2)) ? 0 : MathMax(MathAbs(del1), MathAbs(del2));
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double volty_sum = 0;
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int start_v = MathMax(0, i - m_length + 1);
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for(int v = start_v; v <= i; v++)
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volty_sum += m_volty[v];
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m_avg_volty[i] = (i >= m_length) ? volty_sum / m_length : 0;
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if(m_avg_volty[i] > 0)
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m_rvolty[i] = m_volty[i] / m_avg_volty[i];
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else
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m_rvolty[i] = 0;
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if(m_rvolty[i] < 1)
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m_rvolty[i] = 1;
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double pow_val = MathPow(m_rvolty[i], m_pow1);
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m_alpha[i] = MathPow(m_beta, pow_val);
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m_ma1[i] = (1 - m_alpha[i]) * m_price[i] + m_alpha[i] * m_ma1[i - 1];
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m_det0[i] = (m_price[i] - m_ma1[i]) * (1 - m_beta) + m_beta * m_det0[i - 1];
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m_ma2[i] = m_ma1[i] + m_pr_phase * m_det0[i];
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m_det1[i] = (m_ma2[i] - m_jma[i - 1]) * MathPow(1 - m_alpha[i], 2) + MathPow(m_alpha[i], 2) * m_det1[i - 1];
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m_jma[i] = m_jma[i - 1] + m_det1[i];
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jma_buffer[i] = m_jma[i];
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price Series (Standard) |
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//+------------------------------------------------------------------+
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bool CJurik_Calculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE_HA_ALL price_type,
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const double &open[], const double &high[], const double &low[], const double &close[])
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE_STD:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN_STD:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH_STD:
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m_price[i] = high[i];
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break;
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case PRICE_LOW_STD:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN_STD:
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m_price[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL_STD:
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m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED_STD:
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m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CJurik_Calculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CJurik_Calculator_HA : public CJurik_Calculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE_HA_ALL price_type,
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const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| Prepare Price Series (Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CJurik_Calculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE_HA_ALL price_type,
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const double &open[], const double &high[], const double &low[], const double &close[])
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{
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// 1. Resize internal HA buffers
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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// 2. Calculate HA Candles (Incremental)
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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// 3. Fill m_price from HA data based on specific HA price type
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_HA_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_HA_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HA_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_HA_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_HA_MEDIAN:
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m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
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break;
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case PRICE_HA_TYPICAL:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
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break;
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case PRICE_HA_WEIGHTED:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break; // Default to HA Close
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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