diff --git a/Include/MyIncludes/VIDYA_Calculator.mqh b/Include/MyIncludes/VIDYA_Calculator.mqh new file mode 100644 index 0000000..ca625e3 --- /dev/null +++ b/Include/MyIncludes/VIDYA_Calculator.mqh @@ -0,0 +1,189 @@ +//+------------------------------------------------------------------+ +//| VIDYA_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi VIDYA. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CVIDYACalculator (Base Class) | +//| | +//+==================================================================+ +class CVIDYACalculator + { +protected: + int m_cmo_period, m_ema_period; + double m_price[]; + + double CalculateCMO(int position, int period, const double &price_array[]); + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CVIDYACalculator(void) {}; + virtual ~CVIDYACalculator(void) {}; + + bool Init(int cmo_p, int ema_p); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]); + }; + +//+------------------------------------------------------------------+ +//| CVIDYACalculator: Initialization | +//+------------------------------------------------------------------+ +bool CVIDYACalculator::Init(int cmo_p, int ema_p) + { + m_cmo_period = (cmo_p < 1) ? 1 : cmo_p; + m_ema_period = (ema_p < 1) ? 1 : ema_p; + return true; + } + +//+------------------------------------------------------------------+ +//| CVIDYACalculator: Main Calculation Method (Shared Logic) | +//+------------------------------------------------------------------+ +void CVIDYACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]) + { + int start_pos = m_cmo_period + m_ema_period; + if(rates_total <= start_pos) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + + double alpha = 2.0 / (m_ema_period + 1.0); + for(int i = 1; i < rates_total; i++) + { + if(i == start_pos) + { + double sum=0; + for(int j=0; j start_pos) + { + double cmo = MathAbs(CalculateCMO(i, m_cmo_period, m_price)); + vidya_buffer[i] = m_price[i] * alpha * cmo + vidya_buffer[i-1] * (1 - alpha * cmo); + } + } + } + +//+------------------------------------------------------------------+ +//| CVIDYACalculator: Helper to calculate CMO | +//+------------------------------------------------------------------+ +double CVIDYACalculator::CalculateCMO(int position, int period, const double &price_array[]) + { + if(position < period) + return 0.0; + double sum_up = 0.0, sum_down = 0.0; + for(int i = 0; i < period; i++) + { + double diff = price_array[position - i] - price_array[position - i - 1]; + if(diff > 0.0) + sum_up += diff; + else + sum_down += (-diff); + } + if(sum_up + sum_down == 0.0) + return 0.0; + return (sum_up - sum_down) / (sum_up + sum_down); + } + +//+------------------------------------------------------------------+ +//| CVIDYACalculator: Prepares the standard source price. | +//+------------------------------------------------------------------+ +bool CVIDYACalculator::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