//+------------------------------------------------------------------+ //| Ultimate_Channel_Calculator.mqh | //| Calculation engine for John Ehlers' Ultimate Channel. | //| VERSION 1.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CUltimateChannelCalculator | //+==================================================================+ class CUltimateChannelCalculator { protected: //--- Sub-Engines CEhlersSmootherCalculator *m_calc_center; // For Price CEhlersSmootherCalculator *m_calc_range; // For True Range (STR) int m_length; // Period for Price Smoothing int m_str_length; // Period for True Range Smoothing double m_multiplier; // Channel Multiplier //--- Internal Buffers double m_tr_buffer[]; // Raw True Range double m_str_buffer[];// Smoothed True Range double m_center_buffer[]; // Smoothed Price //--- Persistent Price Buffers for TR calculation double m_high[]; double m_low[]; double m_close[]; //--- Factory Method virtual void CreateEngines(void); //--- Helper: Calculate True Range double CalcTrueRange(int i); public: CUltimateChannelCalculator(void); virtual ~CUltimateChannelCalculator(void); bool Init(int length, int str_length, double multiplier); //--- Main Calculation 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[]); //--- Virtual Prepare (to be overridden by HA) virtual bool PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CUltimateChannelCalculator::CUltimateChannelCalculator(void) { m_calc_center = NULL; m_calc_range = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CUltimateChannelCalculator::~CUltimateChannelCalculator(void) { if(CheckPointer(m_calc_center) != POINTER_INVALID) delete m_calc_center; if(CheckPointer(m_calc_range) != POINTER_INVALID) delete m_calc_range; } //+------------------------------------------------------------------+ //| Factory Method (Standard) | //+------------------------------------------------------------------+ void CUltimateChannelCalculator::CreateEngines(void) { m_calc_center = new CEhlersSmootherCalculator(); m_calc_range = new CEhlersSmootherCalculator(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CUltimateChannelCalculator::Init(int length, int str_length, double multiplier) { m_length = length; m_str_length = str_length; m_multiplier = multiplier; CreateEngines(); if(CheckPointer(m_calc_center) == POINTER_INVALID || CheckPointer(m_calc_range) == POINTER_INVALID) return false; // Init Center Calculator (Ultimate Smoother on Price) if(!m_calc_center.Init(m_length, ULTIMATESMOOTHER, SOURCE_PRICE)) return false; // Init Range Calculator (Ultimate Smoother on True Range) // Note: We use SOURCE_PRICE mode for the sub-engine, but we will feed it TR values as "price" if(!m_calc_range.Init(m_str_length, ULTIMATESMOOTHER, SOURCE_PRICE)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CUltimateChannelCalculator::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 < MathMax(m_length, m_str_length)) return; int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; // Resize Buffers if(ArraySize(m_tr_buffer) != rates_total) { ArrayResize(m_tr_buffer, rates_total); ArrayResize(m_str_buffer, rates_total); ArrayResize(m_center_buffer, rates_total); ArrayResize(m_high, rates_total); ArrayResize(m_low, rates_total); ArrayResize(m_close, rates_total); } // Prepare Data (Standard or HA) if(!PrepareData(rates_total, start_index, open, high, low, close)) return; //--- 1. Calculate Centerline (Ultimate Smoother on Price) // The sub-engine handles its own data preparation internally based on the raw arrays passed m_calc_center.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer); //--- 2. Calculate True Range int loop_start = MathMax(1, start_index); for(int i = loop_start; i < rates_total; i++) { m_tr_buffer[i] = CalcTrueRange(i); } //--- 3. Smooth True Range (Ultimate Smoother on TR) // We trick the sub-engine by passing m_tr_buffer as the "Close" price // The other arrays (open, high, low) are dummy here because price_type will be PRICE_CLOSE m_calc_range.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_tr_buffer, m_tr_buffer, m_tr_buffer, m_tr_buffer, m_str_buffer); //--- 4. Calculate Bands for(int i = loop_start; i < rates_total; i++) { if(middle_buffer[i] != EMPTY_VALUE && m_str_buffer[i] != EMPTY_VALUE) { upper_buffer[i] = middle_buffer[i] + m_multiplier * m_str_buffer[i]; lower_buffer[i] = middle_buffer[i] - m_multiplier * m_str_buffer[i]; } } } //+------------------------------------------------------------------+ //| Helper: Calculate True Range | //+------------------------------------------------------------------+ double CUltimateChannelCalculator::CalcTrueRange(int i) { double th = MathMax(m_high[i], m_close[i-1]); double tl = MathMin(m_low[i], m_close[i-1]); return th - tl; } //+------------------------------------------------------------------+ //| Prepare Data (Standard) | //+------------------------------------------------------------------+ bool CUltimateChannelCalculator::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { m_high[i] = high[i]; m_low[i] = low[i]; m_close[i] = close[i]; } return true; } //+==================================================================+ //| CLASS 2: CUltimateChannelCalculator_HA | //+==================================================================+ class CUltimateChannelCalculator_HA : public CUltimateChannelCalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual void CreateEngines(void) override; virtual bool PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Factory Method (Heikin Ashi) | //+------------------------------------------------------------------+ void CUltimateChannelCalculator_HA::CreateEngines(void) { m_calc_center = new CEhlersSmootherCalculator_HA(); // Note: For TR smoothing, we use standard smoother because TR is already calculated from HA values m_calc_range = new CEhlersSmootherCalculator(); } //+------------------------------------------------------------------+ //| Prepare Data (Heikin Ashi) | //+------------------------------------------------------------------+ bool CUltimateChannelCalculator_HA::PrepareData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { 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); } m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); for(int i = start_index; i < rates_total; i++) { m_high[i] = m_ha_high[i]; m_low[i] = m_ha_low[i]; m_close[i] = m_ha_close[i]; } return true; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+