//+------------------------------------------------------------------+ //| Cyber_Cycle_Calculator.mqh| //| Calculation engine for the John Ehlers' Cyber Cycle. | //| VERSION 3.00: Added flexible Signal Line support. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include #include //--- Enum for Signal Line Type enum ENUM_CYBER_SIGNAL_TYPE { SIGNAL_DELAY_1BAR, // Classic Ehlers (Cycle[i-1]) SIGNAL_MA // Custom Moving Average }; //+==================================================================+ //| CLASS 1: CCyberCycleCalculator (Base Class) | //+==================================================================+ class CCyberCycleCalculator { protected: double m_alpha; //--- Signal Settings ENUM_CYBER_SIGNAL_TYPE m_signal_type; int m_signal_period; ENUM_MA_TYPE m_signal_method; //--- Engines CMovingAverageCalculator *m_signal_engine; //--- Persistent Buffers double m_price[]; double m_smooth[]; // Pre-smoothing buffer double m_cycle[]; // Internal cycle buffer //--- 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: CCyberCycleCalculator(void); virtual ~CCyberCycleCalculator(void); bool Init(double alpha, ENUM_CYBER_SIGNAL_TYPE sig_type, int sig_period, ENUM_MA_TYPE sig_method); //--- Standard Calculation (OHLC) 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 &cycle_out[], double &signal_out[]); //--- Calculation on Custom Array void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &cycle_out[], double &signal_out[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CCyberCycleCalculator::CCyberCycleCalculator(void) { m_signal_engine = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CCyberCycleCalculator::~CCyberCycleCalculator(void) { if(CheckPointer(m_signal_engine) != POINTER_INVALID) delete m_signal_engine; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CCyberCycleCalculator::Init(double alpha, ENUM_CYBER_SIGNAL_TYPE sig_type, int sig_period, ENUM_MA_TYPE sig_method) { m_alpha = alpha; m_signal_type = sig_type; m_signal_period = sig_period; m_signal_method = sig_method; if(m_signal_type == SIGNAL_MA) { if(!m_signal_engine.Init(m_signal_period, m_signal_method)) return false; } return true; } //+------------------------------------------------------------------+ //| Main Calculation (Wrapper for OHLC) | //+------------------------------------------------------------------+ void CCyberCycleCalculator::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 &cycle_out[], double &signal_out[]) { if(rates_total < 7) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; if(ArraySize(m_price) != rates_total) ArrayResize(m_price, rates_total); if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; // Delegate to generic array calculation CalculateOnArray(rates_total, prev_calculated, m_price, cycle_out, signal_out); } //+------------------------------------------------------------------+ //| Calculate On Array (Core Logic) | //+------------------------------------------------------------------+ void CCyberCycleCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &cycle_out[], double &signal_out[]) { if(rates_total < 7) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; // Resize internal buffers if(ArraySize(m_smooth) != rates_total) { ArrayResize(m_smooth, rates_total); ArrayResize(m_cycle, rates_total); } // Main Loop int loop_start = MathMax(6, start_index); // Initialization if(loop_start == 6) { for(int k=0; k<6; k++) { m_smooth[k] = src_buffer[k]; m_cycle[k] = 0; cycle_out[k] = 0; // Signal init handled later or by engine } } for(int i = loop_start; i < rates_total; i++) { // Step 1: Pre-smoothing (4-bar FIR filter) m_smooth[i] = (src_buffer[i] + 2.0 * src_buffer[i-1] + 2.0 * src_buffer[i-2] + src_buffer[i-3]) / 6.0; // Step 2: Calculate Cyber Cycle double term1 = (1.0 - 0.5 * m_alpha) * (1.0 - 0.5 * m_alpha) * (m_smooth[i] - 2.0 * m_smooth[i-1] + m_smooth[i-2]); double term2 = 2.0 * (1.0 - m_alpha) * m_cycle[i-1]; double term3 = (1.0 - m_alpha) * (1.0 - m_alpha) * m_cycle[i-2]; m_cycle[i] = term1 + term2 - term3; // Output cycle_out[i] = m_cycle[i]; } // Step 3: Signal Line if(m_signal_type == SIGNAL_DELAY_1BAR) { for(int i = loop_start; i < rates_total; i++) signal_out[i] = m_cycle[i-1]; } else // SIGNAL_MA { // Use MA Engine on the Cycle Line // Offset: Cyber Cycle needs ~6 bars to start, so offset 6 is safe m_signal_engine.CalculateOnArray(rates_total, prev_calculated, m_cycle, signal_out, 6); } } //+------------------------------------------------------------------+ //| Prepare Price (Standard) | //+------------------------------------------------------------------+ bool CCyberCycleCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { 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] = (high[i] + low[i]) / 2.0; break; } } return true; } //+==================================================================+ //| CLASS 2: CCyberCycleCalculator_HA (Heikin Ashi) | //+==================================================================+ class CCyberCycleCalculator_HA : public CCyberCycleCalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; 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; }; //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi) | //+------------------------------------------------------------------+ bool CCyberCycleCalculator_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[]) { 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++) { 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_high[i] + m_ha_low[i]) / 2.0; break; } } return true; } //+------------------------------------------------------------------+