//+------------------------------------------------------------------+ //| BScore_Calculator.mqh| //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.02" // Fully corrected dynamic buffers, dynamic pointers and Ha subclass #ifndef BSCORE_CALCULATOR_MQH #define BSCORE_CALCULATOR_MQH #include //+==================================================================+ //| CLASS: CBScoreCalculator | //+==================================================================+ class CBScoreCalculator { protected: int m_period; // Volatility lookback period (N) int m_butter_period;// Butterworth cutoff period ENUM_BUTTERWORTH_POLES m_poles; // Butterworth poles bool m_use_ha; // Use Heikin Ashi price? CButterworthCalculator *m_butter_calc; // Embedded Butterworth Filter engine double m_butter_buf[]; // Cached Butterworth centerline double m_price_buf[]; // Cached price buffer double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; CHeikinAshi_Calculator m_ha_calc; virtual void CreateEngine(void); 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: CBScoreCalculator(void); virtual ~CBScoreCalculator(void); bool Init(int period, int butter_period, ENUM_BUTTERWORTH_POLES poles, bool use_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 &out_bscore[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CBScoreCalculator::CBScoreCalculator(void) : m_period(20), m_butter_period(20), m_poles(POLES_TWO), m_use_ha(false), m_butter_calc(NULL) { } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CBScoreCalculator::~CBScoreCalculator(void) { if(CheckPointer(m_butter_calc) != POINTER_INVALID) delete m_butter_calc; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CBScoreCalculator::CreateEngine(void) { m_butter_calc = new CButterworthCalculator(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CBScoreCalculator::Init(int period, int butter_period, ENUM_BUTTERWORTH_POLES poles, bool use_ha) { m_period = (period < 2) ? 2 : period; m_butter_period = (butter_period < 2) ? 2 : butter_period; m_poles = poles; m_use_ha = use_ha; CreateEngine(); // Polymorphically instantiates the correct engine if(CheckPointer(m_butter_calc) == POINTER_INVALID) return false; return m_butter_calc.Init(m_butter_period, m_poles, SOURCE_PRICE); } //+------------------------------------------------------------------+ //| Calculate (Incremental O(1)) | //+------------------------------------------------------------------+ void CBScoreCalculator::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 &out_bscore[]) { if(rates_total < m_period + 5) return; if(CheckPointer(m_butter_calc) == POINTER_INVALID) return; //--- Resize Internal Buffers & force strict chronological indexing if(ArraySize(m_butter_buf) != rates_total) { ArrayResize(m_butter_buf, rates_total); ArraySetAsSeries(m_butter_buf, false); } // 1. Prepare aligned source prices (Standard or Heikin Ashi) if(!PreparePriceSeries(rates_total, prev_calculated, price_type, open, high, low, close)) return; // 2. Calculate underlying Ehlers Butterworth Filter m_butter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_butter_buf); // 3. Compute rolling Z-Score around Butterworth Filter centerline int start = (prev_calculated > m_period) ? prev_calculated - 1 : m_period; for(int i = start; i < rates_total; i++) { double current_butter = m_butter_buf[i]; double p = m_price_buf[i]; if(current_butter == 0.0 || current_butter == EMPTY_VALUE) current_butter = p; double sum_sq_diff = 0; for(int k = 0; k < m_period; k++) { int idx = i - k; double p_k = m_price_buf[idx]; double b_k = m_butter_buf[idx]; if(b_k == 0.0 || b_k == EMPTY_VALUE) b_k = p_k; double diff = p_k - b_k; sum_sq_diff += diff * diff; } double std_dev = MathSqrt(sum_sq_diff / m_period); if(std_dev > 1.0e-9) out_bscore[i] = (p - current_butter) / std_dev; else out_bscore[i] = 0.0; } } //+------------------------------------------------------------------+ //| PreparePriceSeries | //+------------------------------------------------------------------+ bool CBScoreCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { int start = (start_index == 0) ? 0 : start_index; if(ArraySize(m_price_buf) != rates_total) { ArrayResize(m_price_buf, rates_total); ArraySetAsSeries(m_price_buf, false); // Fixed: chronological sorting safety } for(int i = start; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price_buf[i] = close[i]; break; case PRICE_OPEN: m_price_buf[i] = open[i]; break; case PRICE_HIGH: m_price_buf[i] = high[i]; break; case PRICE_LOW: m_price_buf[i] = low[i]; break; case PRICE_MEDIAN: m_price_buf[i] = (high[i] + low[i]) / 2.0; break; case PRICE_TYPICAL: m_price_buf[i] = (high[i] + low[i] + close[i]) / 3.0; break; case PRICE_WEIGHTED: m_price_buf[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0; break; default: m_price_buf[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CBScoreCalculator_HA | //+==================================================================+ class CBScoreCalculator_HA : public CBScoreCalculator { protected: virtual void CreateEngine(void) override; 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; }; //+------------------------------------------------------------------+ void CBScoreCalculator_HA::CreateEngine(void) { m_butter_calc = new CButterworthCalculator_HA(); } //+------------------------------------------------------------------+ bool CBScoreCalculator_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[]) { int start = (start_index == 0) ? 0 : start_index; if(ArraySize(m_price_buf) != rates_total) { ArrayResize(m_price_buf, rates_total); ArraySetAsSeries(m_price_buf, false); } 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); ArraySetAsSeries(m_ha_open, false); ArraySetAsSeries(m_ha_high, false); ArraySetAsSeries(m_ha_low, false); ArraySetAsSeries(m_ha_close, false); } m_ha_calc.Calculate(rates_total, start, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); for(int i = start; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price_buf[i] = m_ha_close[i]; break; case PRICE_OPEN: m_price_buf[i] = m_ha_open[i]; break; case PRICE_HIGH: m_price_buf[i] = m_ha_high[i]; break; case PRICE_LOW: m_price_buf[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_price_buf[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0; break; case PRICE_TYPICAL: m_price_buf[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0; break; case PRICE_WEIGHTED: m_price_buf[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0; break; default: m_price_buf[i] = m_ha_close[i]; break; } } return true; } #endif // BSCORE_CALCULATOR_MQH //+------------------------------------------------------------------+