//+------------------------------------------------------------------+ //| DPO_Calculator.mqh | //| Engine for calculating the Detrended Price Oscillator. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CDPOCalculator { protected: int m_period; CMovingAverageCalculator *m_ma_calc; double m_price[]; // Internal price buffer virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CDPOCalculator(void); virtual ~CDPOCalculator(void); bool Init(int period, ENUM_MA_TYPE ma_type); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &dpo_buffer[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CDPOCalculator_HA : public CDPOCalculator { public: CDPOCalculator_HA(void); }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CDPOCalculator::CDPOCalculator(void) { m_ma_calc = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CDPOCalculator::~CDPOCalculator(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) delete m_ma_calc; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CDPOCalculator_HA::CDPOCalculator_HA(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) delete m_ma_calc; m_ma_calc = new CMovingAverageCalculator_HA(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CDPOCalculator::Init(int period, ENUM_MA_TYPE ma_type) { m_period = period; if(CheckPointer(m_ma_calc) == POINTER_INVALID) return false; return m_ma_calc.Init(period, ma_type); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CDPOCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &dpo_buffer[]) { if(rates_total < m_period) return; if(CheckPointer(m_ma_calc) == POINTER_INVALID) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; //--- Step 1: Calculate the standard, lagging MA into an internal buffer --- double ma_buffer[]; ArrayResize(ma_buffer, rates_total); m_ma_calc.Calculate(rates_total, price_type, open, high, low, close, ma_buffer); //--- Step 2: Calculate DPO by subtracting the shifted MA from the price --- int shift = (m_period / 2) + 1; for(int i = 0; i < rates_total; i++) { int source_index = i - shift; if(source_index >= 0 && ma_buffer[source_index] != EMPTY_VALUE) dpo_buffer[i] = m_price[i] - ma_buffer[source_index]; else dpo_buffer[i] = EMPTY_VALUE; } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CDPOCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { if(ArraySize(m_price) != rates_total) if(ArrayResize(m_price, rates_total) != rates_total) return false; 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