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refactor: Advanced Settings

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This commit is contained in:
Toh4iem9
2025-10-23 14:32:14 +02:00
parent 516e0da43f
commit e5aebc7184
1 changed files with 83 additions and 46 deletions
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Include/MyIncludes/ZeroLag_EMA_Calculator.mqh
+83 -46
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@@ -1,6 +1,7 @@
//+------------------------------------------------------------------+
//| ZeroLag_EMA_Calculator.mqh |
//| Calculation engine for the John Ehlers' Zero-Lag EMA. |
//| Supports standard (double EMA) and optimized gain modes. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
@@ -16,6 +17,8 @@ class CZeroLagEMACalculator
{
protected:
int m_period;
bool m_optimize_gain;
double m_gain_limit;
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[]);
@@ -24,14 +27,16 @@ public:
CZeroLagEMACalculator(void) {};
virtual ~CZeroLagEMACalculator(void) {};
bool Init(int period);
bool Init(int period, bool optimize_gain, double gain_limit);
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)
bool CZeroLagEMACalculator::Init(int period, bool optimize_gain, double gain_limit)
{
m_period = (period < 1) ? 1 : period;
m_optimize_gain = optimize_gain;
m_gain_limit = gain_limit;
return true;
}
@@ -45,56 +50,88 @@ void CZeroLagEMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_
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++)
if(!m_optimize_gain)
{
// 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;
}
// --- Standard (Double EMA) Zero-Lag EMA Calculation ---
double ema1_buffer[], ema2_buffer[];
ArrayResize(ema1_buffer, rates_total);
ArrayResize(ema2_buffer, rates_total);
double ema1_prev = 0, ema2_prev = 0;
if(i >= m_period)
for(int i = 0; i < rates_total; i++)
{
// 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)
if(i == m_period - 1)
{
double sum = 0;
double sum=0;
for(int j=0; j<m_period; j++)
sum += ema1_buffer[i-j];
ema2_prev = sum / m_period;
sum+=m_price[i-j];
ema1_prev = sum/m_period;
}
if(i >= m_period * 2 - 1)
if(i >= m_period)
{
// Step 2: Calculate second EMA on the first EMA
double ema2 = ema1_buffer[i] * alpha + (1.0 - alpha) * ema2_prev;
ema2_buffer[i] = ema2;
double ema1 = m_price[i] * alpha + (1.0 - alpha) * ema1_prev;
ema1_buffer[i] = ema1;
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)
{
double ema2 = ema1_buffer[i] * alpha + (1.0 - alpha) * ema2_prev;
zlema_buffer[i] = 2.0 * ema1 - ema2;
ema2_prev = ema2;
}
ema1_prev = ema1;
}
}
}
else
{
// --- Ehlers' Optimized Gain (Error Correcting) Calculation ---
double ema_buffer[];
ArrayResize(ema_buffer, rates_total);
double ema_prev = 0;
double ec_prev = 0;
// 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;
for(int i = 0; i < rates_total; i++)
{
// Calculate standard EMA first
if(i > 0)
ema_buffer[i] = m_price[i] * alpha + (1.0 - alpha) * ema_prev;
else
ema_buffer[i] = m_price[i];
ema_prev = ema_buffer[i];
ema2_prev = ema2;
if(i < 1)
{
zlema_buffer[i] = m_price[i];
ec_prev = m_price[i];
continue;
}
ema1_prev = ema1;
// Find the BestGain for the current bar
double least_error = 1e10;
double best_gain = 0;
int gain_steps = (int)(m_gain_limit * 10);
for(int j = -gain_steps; j <= gain_steps; j++)
{
double current_gain = j / 10.0;
double ec_trial = alpha * (ema_buffer[i] + current_gain * (m_price[i] - ec_prev)) + (1.0 - alpha) * ec_prev;
double error = m_price[i] - ec_trial;
if(fabs(error) < least_error)
{
least_error = fabs(error);
best_gain = current_gain;
}
}
// Calculate the final ZLEMA (EC) with the BestGain
zlema_buffer[i] = alpha * (ema_buffer[i] + best_gain * (m_price[i] - ec_prev)) + (1.0 - alpha) * ec_prev;
ec_prev = zlema_buffer[i];
}
}
}
@@ -134,8 +171,9 @@ bool CZeroLagEMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRI
}
return true;
}
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CZeroLagEMACalculator_HA : public CZeroLagEMACalculator
{
private:
@@ -143,7 +181,8 @@ private:
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[])
{
@@ -185,5 +224,3 @@ bool CZeroLagEMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+