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Toh4iem9
2025-10-23 08:50:37 +02:00
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Include/MyIncludes/ZeroLag_EMA_Calculator.mqh
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//+------------------------------------------------------------------+
//| ZeroLag_EMA_Calculator.mqh |
//| Calculation engine for the John Ehlers' Zero-Lag EMA. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CZeroLagEMACalculator (Base Class) |
//| |
//+==================================================================+
class CZeroLagEMACalculator
{
protected:
int m_period;
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:
CZeroLagEMACalculator(void) {};
virtual ~CZeroLagEMACalculator(void) {};
bool Init(int period);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &zlema_buffer[]);
};
//+------------------------------------------------------------------+
bool CZeroLagEMACalculator::Init(int period)
{
m_period = (period < 1) ? 1 : period;
return true;
}
//+------------------------------------------------------------------+
void CZeroLagEMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &zlema_buffer[])
{
if(rates_total < m_period * 2)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
double alpha = 2.0 / (m_period + 1.0);
// --- Intermediate buffers for the two EMA stages ---
double ema1_buffer[], ema2_buffer[];
ArrayResize(ema1_buffer, rates_total);
ArrayResize(ema2_buffer, rates_total);
// --- State variables for recursive calculations ---
double ema1_prev = 0;
double ema2_prev = 0;
// --- Full recalculation loop for stability ---
for(int i = 0; i < rates_total; i++)
{
// Initialize first value with a simple average
if(i == m_period - 1)
{
double sum = 0;
for(int j=0; j<m_period; j++)
sum += m_price[i-j];
ema1_prev = sum / m_period;
}
if(i >= m_period)
{
// Step 1: Calculate first EMA on price
double ema1 = m_price[i] * alpha + (1.0 - alpha) * ema1_prev;
ema1_buffer[i] = ema1;
// Initialize second EMA
if(i == m_period * 2 - 2)
{
double sum = 0;
for(int j=0; j<m_period; j++)
sum += ema1_buffer[i-j];
ema2_prev = sum / m_period;
}
if(i >= m_period * 2 - 1)
{
// Step 2: Calculate second EMA on the first EMA
double ema2 = ema1_buffer[i] * alpha + (1.0 - alpha) * ema2_prev;
ema2_buffer[i] = ema2;
// Step 3 & 4: Calculate the difference (error) and add it back to the first EMA
double diff = ema1_buffer[i] - ema2_buffer[i];
zlema_buffer[i] = ema1_buffer[i] + diff;
ema2_prev = ema2;
}
ema1_prev = ema1;
}
}
}
//+------------------------------------------------------------------+
bool CZeroLagEMACalculator::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);
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<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+==================================================================+
class CZeroLagEMACalculator_HA : public CZeroLagEMACalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
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 CZeroLagEMACalculator_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);
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+