//+------------------------------------------------------------------+ //| Ehlers_Bands_Calculator.mqh | //| Calculation engine for Ehlers Bands, using a selectable | //| smoother (SuperSmoother or UltimateSmoother) as centerline. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CEhlersBandsCalculator { protected: CEhlersSmootherCalculator *m_calc_center; int m_period; double m_multiplier; double m_price[]; virtual bool PreparePriceSeries(int rates_total, 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); void Calculate(int rates_total, 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; // Will be instantiated in Init based on HA/Std choice } //+------------------------------------------------------------------+ 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; // CORRECTED: Pass the required SOURCE_PRICE to the smoother's Init method. return(m_calc_center.Init(m_period, smoother_type, SOURCE_PRICE)); } //+------------------------------------------------------------------+ void CEhlersBandsCalculator::Calculate(int rates_total, 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; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; // --- Step 1: Calculate Centerline using the selected smoother --- m_calc_center.Calculate(rates_total, price_type, open, high, low, close, middle_buffer); // --- Step 2: Calculate Standard Deviation --- for(int i = m_period - 1; 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); // --- Step 3: Calculate Upper and Lower Bands --- 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, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_price, rates_total); ArrayCopy(m_price, close, 0, 0, rates_total); return true; } //+==================================================================+ class CEhlersBandsCalculator_HA : public CEhlersBandsCalculator { private: CHeikinAshi_Calculator m_ha_calculator; 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, 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, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { double ha_open[], ha_high[], ha_low[], ha_close[]; ArrayResize(ha_open, rates_total); ArrayResize(ha_high, rates_total); ArrayResize(ha_low, rates_total); ArrayResize(ha_close, rates_total); m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); ArrayResize(m_price, rates_total); ArrayCopy(m_price, ha_close, 0, 0, rates_total); return true; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+