//+------------------------------------------------------------------+ //| Ehlers_Bands_Calculator.mqh | //| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CEhlersBandsCalculator { protected: CEhlersSmootherCalculator *m_calc_center; int m_period; double m_multiplier; //--- Persistent Buffer for Price double m_price[]; //--- Updated: Accepts start_index virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CEhlersBandsCalculator(void); virtual ~CEhlersBandsCalculator(void); bool Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &upper_buffer[], double &lower_buffer[], double &middle_buffer[]); }; //+------------------------------------------------------------------+ CEhlersBandsCalculator::CEhlersBandsCalculator(void) { m_calc_center = NULL; } //+------------------------------------------------------------------+ CEhlersBandsCalculator::~CEhlersBandsCalculator(void) { if(CheckPointer(m_calc_center) != POINTER_INVALID) delete m_calc_center; } //+------------------------------------------------------------------+ bool CEhlersBandsCalculator::Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type) { m_period = (period < 2) ? 2 : period; m_multiplier = multiplier; if(CheckPointer(m_calc_center) == POINTER_INVALID) m_calc_center = new CEhlersSmootherCalculator(); if(CheckPointer(m_calc_center) == POINTER_INVALID) return false; return(m_calc_center.Init(m_period, smoother_type, SOURCE_PRICE)); } //+------------------------------------------------------------------+ void CEhlersBandsCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &upper_buffer[], double &lower_buffer[], double &middle_buffer[]) { if(rates_total < m_period) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Internal Buffer if(ArraySize(m_price) != rates_total) ArrayResize(m_price, rates_total); //--- 3. Prepare Price (Optimized) if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 4. Calculate Centerline (Incremental) m_calc_center.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer); //--- 5. Calculate Bands (Incremental Loop) int loop_start = MathMax(m_period - 1, start_index); for(int i = loop_start; i < rates_total; i++) { double sum_sq = 0; for(int j = 0; j < m_period; j++) { double diff = m_price[i-j] - middle_buffer[i-j]; sum_sq += diff * diff; } double std_dev = sqrt(sum_sq / m_period); if(middle_buffer[i] != EMPTY_VALUE) { upper_buffer[i] = middle_buffer[i] + m_multiplier * std_dev; lower_buffer[i] = middle_buffer[i] - m_multiplier * std_dev; } } } //+------------------------------------------------------------------+ bool CEhlersBandsCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { // Optimized copy loop for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = close[i]; break; case PRICE_OPEN: m_price[i] = open[i]; break; case PRICE_HIGH: m_price[i] = high[i]; break; case PRICE_LOW: m_price[i] = low[i]; break; case PRICE_MEDIAN: m_price[i] = (high[i]+low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (high[i]+low[i]+close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (high[i]+low[i]+2*close[i])/4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ class CEhlersBandsCalculator_HA : public CEhlersBandsCalculator { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; public: CEhlersBandsCalculator_HA(void) { if(CheckPointer(m_calc_center) != POINTER_INVALID) delete m_calc_center; m_calc_center = new CEhlersSmootherCalculator_HA(); } protected: virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ bool CEhlersBandsCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { // Resize internal HA buffers if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); } //--- STRICT CALL: Use the optimized 10-param HA calculation m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); //--- Copy to m_price (Optimized loop) for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = m_ha_close[i]; break; case PRICE_OPEN: m_price[i] = m_ha_open[i]; break; case PRICE_HIGH: m_price[i] = m_ha_high[i]; break; case PRICE_LOW: m_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; break; default: m_price[i] = m_ha_close[i]; break; } } return true; } //+------------------------------------------------------------------+