//+------------------------------------------------------------------+ //| Butterworth_Acceleration_Calculator.mqh | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.00" // Performance optimized second derivative of Butterworth Filter #property description "Calculator engine for analyzing the acceleration (2nd derivative) of Butterworth Filter." #ifndef BUTTERWORTH_ACCELERATION_CALCULATOR_MQH #define BUTTERWORTH_ACCELERATION_CALCULATOR_MQH #include //+==================================================================+ //| CLASS: CButterworthAccelerationCalculator | //+==================================================================+ class CButterworthAccelerationCalculator { private: CButterworthCalculator *m_filter_calc; double m_filter_buffer[]; public: CButterworthAccelerationCalculator(void); ~CButterworthAccelerationCalculator(void); bool Init(int period, ENUM_BUTTERWORTH_POLES poles, bool is_ha); 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 &accel_buffer[], double &color_buffer[], double threshold); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CButterworthAccelerationCalculator::CButterworthAccelerationCalculator(void) : m_filter_calc(NULL) { } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CButterworthAccelerationCalculator::~CButterworthAccelerationCalculator(void) { if(CheckPointer(m_filter_calc) != POINTER_INVALID) delete m_filter_calc; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CButterworthAccelerationCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles, bool is_ha) { if(CheckPointer(m_filter_calc) != POINTER_INVALID) delete m_filter_calc; if(is_ha) m_filter_calc = new CButterworthCalculator_HA(); else m_filter_calc = new CButterworthCalculator(); if(CheckPointer(m_filter_calc) == POINTER_INVALID) return false; return m_filter_calc.Init(period, poles, SOURCE_PRICE); } //+------------------------------------------------------------------+ //| Calculate (2nd derivative of Butterworth Filter with thermal matrix) | //+------------------------------------------------------------------+ void CButterworthAccelerationCalculator::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 &accel_buffer[], double &color_buffer[], double threshold) { if(CheckPointer(m_filter_calc) == POINTER_INVALID || rates_total < 5) return; //--- Resize state buffers and force chronological alignment if(ArraySize(m_filter_buffer) != rates_total) { ArrayResize(m_filter_buffer, rates_total); ArraySetAsSeries(m_filter_buffer, false); } //--- Calculate underlying Butterworth filter m_filter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_filter_buffer); int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; //--- Warm-up initialization for index 0 and 1 if(start_index < 2) { accel_buffer[0] = 0.0; color_buffer[0] = 0.0; accel_buffer[1] = 0.0; color_buffer[1] = 0.0; start_index = 2; } //--- Acceleration: Accel = Filter[t] - 2*Filter[t-1] + Filter[t-2] for(int i = start_index; i < rates_total; i++) { accel_buffer[i] = m_filter_buffer[i] - 2.0 * m_filter_buffer[i - 1] + m_filter_buffer[i - 2]; double current_accel = accel_buffer[i]; double previous_accel = accel_buffer[i - 1]; //--- Classify into 5-zone Symmetrical Thermal Acceleration Matrix if(MathAbs(current_accel) <= threshold) { color_buffer[i] = 0.0; // Index 0: clrGray (Neutral / Consolidation) } else if(current_accel > 0.0) { if(current_accel > previous_accel) color_buffer[i] = 1.0; // Index 1: clrDodgerBlue (Strong Bull Acceleration) else color_buffer[i] = 2.0; // Index 2: clrLightSkyBlue (Weak Bull Acceleration) } else // current_accel < 0.0 { if(current_accel < previous_accel) color_buffer[i] = 3.0; // Index 3: clrCrimson (Strong Bear Acceleration) else color_buffer[i] = 4.0; // Index 4: clrCoral (Weak Bear Acceleration) } } } #endif // BUTTERWORTH_ACCELERATION_CALCULATOR_MQH //+------------------------------------------------------------------+