mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
220 lines
8.3 KiB
Plaintext
220 lines
8.3 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Jurik_Calculators.mqh |
|
|
//| Calculation engines for standard and Heikin Ashi Jurik |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
|
|
|
//+==================================================================+
|
|
//| |
|
|
//| CLASS 1: CJurikMACalculator (Standard) |
|
|
//| |
|
|
//+==================================================================+
|
|
class CJurikMACalculator
|
|
{
|
|
protected: // Changed to protected to allow inheritance if needed in future
|
|
//--- Parameters
|
|
int m_length;
|
|
double m_phase;
|
|
int m_price_type;
|
|
|
|
//--- Internal calculation buffers
|
|
double m_price[];
|
|
double m_kv;
|
|
double m_pow2;
|
|
double m_upper_band[];
|
|
double m_lower_band[];
|
|
double m_volty[];
|
|
double m_avg_volty[];
|
|
double m_rvolty[];
|
|
double m_beta;
|
|
double m_alpha[];
|
|
double m_phase_ratio[];
|
|
double m_ma1[];
|
|
double m_det0[];
|
|
double m_ma2[];
|
|
double m_det1[];
|
|
double m_jma[];
|
|
|
|
//--- Helper methods
|
|
virtual void PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
|
|
|
|
public:
|
|
CJurikMACalculator(void);
|
|
virtual ~CJurikMACalculator(void) {}; // Made virtual for safe inheritance
|
|
|
|
virtual bool Init(int length, double phase, int price_type);
|
|
virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
|
|
double &jma_out[], double &upper_band_out[], double &lower_band_out[], double &volty_out[]);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| CJurikMACalculator: Constructor |
|
|
//+------------------------------------------------------------------+
|
|
CJurikMACalculator::CJurikMACalculator(void) : m_length(0), m_phase(0), m_price_type(0)
|
|
{
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| CJurikMACalculator: Initialization |
|
|
//+------------------------------------------------------------------+
|
|
bool CJurikMACalculator::Init(int length, double phase, int price_type)
|
|
{
|
|
m_length = (length < 1) ? 1 : length;
|
|
m_phase = phase;
|
|
m_price_type = price_type;
|
|
|
|
m_beta = 0.45 * (m_length - 1) / (0.45 * (m_length - 1) + 2);
|
|
|
|
double len1 = MathLog(MathSqrt(m_length)) / MathLog(2.0) + 2.0;
|
|
m_pow2 = (len1 > 2) ? len1 - 2 : 0.5;
|
|
if(m_pow2 < 0.5)
|
|
m_pow2 = 0.5;
|
|
|
|
m_kv = MathPow(m_beta, MathSqrt(m_pow2));
|
|
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| CJurikMACalculator: Main Calculation Method |
|
|
//+------------------------------------------------------------------+
|
|
void CJurikMACalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
|
|
double &jma_out[], double &upper_band_out[], double &lower_band_out[], double &volty_out[])
|
|
{
|
|
if(rates_total < m_length)
|
|
return;
|
|
|
|
#define RESIZE_ARRAY(arr) ArrayResize(arr, rates_total)
|
|
RESIZE_ARRAY(m_price);
|
|
RESIZE_ARRAY(m_upper_band);
|
|
RESIZE_ARRAY(m_lower_band);
|
|
RESIZE_ARRAY(m_volty);
|
|
RESIZE_ARRAY(m_avg_volty);
|
|
RESIZE_ARRAY(m_rvolty);
|
|
RESIZE_ARRAY(m_alpha);
|
|
RESIZE_ARRAY(m_phase_ratio);
|
|
RESIZE_ARRAY(m_ma1);
|
|
RESIZE_ARRAY(m_det0);
|
|
RESIZE_ARRAY(m_ma2);
|
|
RESIZE_ARRAY(m_det1);
|
|
RESIZE_ARRAY(m_jma);
|
|
#undef RESIZE_ARRAY
|
|
|
|
PreparePriceSeries(rates_total, open, high, low, close);
|
|
|
|
m_upper_band[0] = m_price[0];
|
|
m_lower_band[0] = m_price[0];
|
|
m_volty[0] = 0;
|
|
for(int i = 1; i < rates_total; i++)
|
|
{
|
|
double del1 = m_price[i] - m_upper_band[i-1];
|
|
double del2 = m_price[i] - m_lower_band[i-1];
|
|
if(del1 > 0)
|
|
m_upper_band[i] = m_price[i];
|
|
else
|
|
m_upper_band[i] = m_price[i] - m_kv * del1;
|
|
if(del2 < 0)
|
|
m_lower_band[i] = m_price[i];
|
|
else
|
|
m_lower_band[i] = m_price[i] - m_kv * del2;
|
|
m_volty[i] = (MathAbs(del1) == MathAbs(del2)) ? 0 : MathMax(MathAbs(del1), MathAbs(del2));
|
|
}
|
|
|
|
double len1 = MathLog(MathSqrt(m_length)) / MathLog(2.0) + 2.0;
|
|
double pow1 = (len1 > 2) ? len1 - 2 : 0.5;
|
|
if(pow1 < 0.5)
|
|
pow1 = 0.5;
|
|
|
|
double volty_sum = 0;
|
|
for(int i = 1; i < rates_total; i++)
|
|
{
|
|
volty_sum += m_volty[i];
|
|
if(i > m_length)
|
|
volty_sum -= m_volty[i - m_length];
|
|
if(i >= m_length)
|
|
m_avg_volty[i] = volty_sum / m_length;
|
|
else
|
|
m_avg_volty[i] = 0;
|
|
|
|
if(m_avg_volty[i] > 0)
|
|
m_rvolty[i] = m_volty[i] / m_avg_volty[i];
|
|
else
|
|
m_rvolty[i] = 0;
|
|
if(m_rvolty[i] < 1)
|
|
m_rvolty[i] = 1;
|
|
|
|
double pow_val = MathPow(m_rvolty[i], pow1);
|
|
m_alpha[i] = MathPow(m_beta, pow_val);
|
|
}
|
|
|
|
double pr_phase = m_phase / 100.0 + 1.5;
|
|
if(m_phase < -100)
|
|
pr_phase = 0.5;
|
|
if(m_phase > 100)
|
|
pr_phase = 2.5;
|
|
|
|
m_ma1[0] = m_price[0];
|
|
m_det0[0] = 0;
|
|
m_ma2[0] = m_price[0];
|
|
m_det1[0] = 0;
|
|
m_jma[0] = m_price[0];
|
|
|
|
for(int i = 1; i < rates_total; i++)
|
|
{
|
|
m_ma1[i] = (1 - m_alpha[i]) * m_price[i] + m_alpha[i] * m_ma1[i-1];
|
|
m_det0[i] = (m_price[i] - m_ma1[i]) * (1 - m_beta) + m_beta * m_det0[i-1];
|
|
m_ma2[i] = m_ma1[i] + pr_phase * m_det0[i];
|
|
m_det1[i] = (m_ma2[i] - m_jma[i-1]) * MathPow(1 - m_alpha[i], 2) + MathPow(m_alpha[i], 2) * m_det1[i-1];
|
|
m_jma[i] = m_jma[i-1] + m_det1[i];
|
|
}
|
|
|
|
ArrayCopy(jma_out, m_jma, 0, 0, rates_total);
|
|
ArrayCopy(upper_band_out, m_upper_band, 0, 0, rates_total);
|
|
ArrayCopy(lower_band_out, m_lower_band, 0, 0, rates_total);
|
|
ArrayCopy(volty_out, m_volty, 0, 0, rates_total);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| CJurikMACalculator: Prepares the source price series. |
|
|
//+------------------------------------------------------------------+
|
|
void CJurikMACalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
|
|
{
|
|
ArrayCopy(m_price, close, 0, 0, rates_total);
|
|
}
|
|
|
|
//+==================================================================+
|
|
//| |
|
|
//| CLASS 2: CJurikMACalculator_HA (Heikin Ashi) |
|
|
//| |
|
|
//+==================================================================+
|
|
class CJurikMACalculator_HA : public CJurikMACalculator
|
|
{
|
|
private:
|
|
CHeikinAshi_Calculator m_ha_calculator;
|
|
|
|
protected:
|
|
virtual void PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| CJurikMACalculator_HA: Prepares the source price series. |
|
|
//+------------------------------------------------------------------+
|
|
void CJurikMACalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
|
|
{
|
|
//--- Step 1: Calculate Heikin Ashi data from the original OHLC
|
|
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);
|
|
|
|
//--- Step 2: Use the HA Close as the source price for all further calculations
|
|
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|