//+------------------------------------------------------------------+ //| DMH_Calculator.mqh | //| Calculation engine for Ehlers' Directional Movement with | //| Hann Windowing (DMH). | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CDMHCalculator (Base Class) | //| | //+==================================================================+ class CDMHCalculator { protected: int m_period; // These arrays will hold the source data, either standard or HA double m_source_high[], m_source_low[]; virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]); public: CDMHCalculator(void) {}; virtual ~CDMHCalculator(void) {}; bool Init(int period); void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dmh_buffer[]); }; //+------------------------------------------------------------------+ bool CDMHCalculator::Init(int period) { m_period = (period < 2) ? 2 : period; return true; } //+------------------------------------------------------------------+ void CDMHCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &dmh_buffer[]) { if(rates_total < m_period * 2) return; // This call populates m_source_high and m_source_low with either standard or HA data if(!PrepareSourceData(rates_total, open, high, low, close)) return; double ema_buffer[]; ArrayResize(ema_buffer, rates_total); double ema_prev = 0; double sf = 1.0 / m_period; // EMA alpha // Step 1 & 2: Calculate raw DM difference and smooth with EMA for(int i = 1; i < rates_total; i++) { double plus_dm = 0, minus_dm = 0; double upper_move = m_source_high[i] - m_source_high[i-1]; double lower_move = m_source_low[i-1] - m_source_low[i]; if(upper_move > lower_move && upper_move > 0) plus_dm = upper_move; else if(lower_move > upper_move && lower_move > 0) minus_dm = lower_move; double dm_diff = plus_dm - minus_dm; ema_buffer[i] = sf * dm_diff + (1.0 - sf) * ema_prev; ema_prev = ema_buffer[i]; } // Step 3: Smooth the EMA with a Hann-windowed FIR filter double hann_weights[]; ArrayResize(hann_weights, m_period); double coef_sum = 0; for(int i = 0; i < m_period; i++) { hann_weights[i] = 1.0 - cos(2 * M_PI * (i + 1.0) / (m_period + 1.0)); coef_sum += hann_weights[i]; } if(coef_sum <= 0) return; for(int i = m_period - 1; i < rates_total; i++) { double dm_sum = 0; for(int j = 0; j < m_period; j++) { dm_sum += hann_weights[j] * ema_buffer[i-j]; } dmh_buffer[i] = dm_sum / coef_sum; } } //+------------------------------------------------------------------+ // Base class implementation: copies standard prices to source arrays //+------------------------------------------------------------------+ bool CDMHCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_source_high, rates_total); ArrayResize(m_source_low, rates_total); ArrayCopy(m_source_high, high, 0, 0, rates_total); ArrayCopy(m_source_low, low, 0, 0, rates_total); return true; } //+==================================================================+ class CDMHCalculator_HA : public CDMHCalculator { private: CHeikinAshi_Calculator m_ha_calculator; protected: virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ // Derived class implementation: copies HA prices to source arrays //+------------------------------------------------------------------+ bool CDMHCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) { // CORRECTED: Resize the destination arrays before the calculation ArrayResize(m_source_high, rates_total); ArrayResize(m_source_low, rates_total); double ha_open[], ha_close[]; ArrayResize(ha_open, rates_total); ArrayResize(ha_close, rates_total); // The m_source_high and m_source_low arrays are protected members of the base class, // so this overridden method can write directly into them. m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_source_high, m_source_low, ha_close); return true; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+