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Toh4iem9
56 lines
2.1 KiB
Plaintext
56 lines
2.1 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Metrics_Tools.mqh |
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//| Utility for Slope, Distance, and Cost calculations. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CMetricsTools
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{
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public:
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//--- Calculate Normalized Slope (Change per bar in ATR units)
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// lookback: How many bars back to compare (e.g., 3 or 5)
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static double CalculateSlope(double current_val, double prev_val, double atr, int lookback_bars)
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{
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if(atr == 0 || lookback_bars == 0)
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return 0.0;
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double change = current_val - prev_val;
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// Slope = Change / (Bars * ATR) -> Normalized speed
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return change / (atr * lookback_bars); // Result approx -1.0 to +1.0 usually
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}
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//--- Calculate Spread Cost (Spread in ATR units)
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static double CalculateSpreadCost(string symbol, double atr)
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{
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if(atr == 0)
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return 0.0;
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long spread_points = SymbolInfoInteger(symbol, SYMBOL_SPREAD);
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double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
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double spread_value = spread_points * point;
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return spread_value / atr;
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}
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//--- Calculate Distance from Level (in ATR units)
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static double CalculateDistance(double price, double level, double atr)
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{
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if(atr == 0)
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return 0.0;
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return (price - level) / atr;
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}
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//--- Calculate Normalized Deviation (Score)
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// Formula: (CurrentValue - ReferenceValue) / Normalizer (e.g. ATR)
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static double CalculateDeviation(double current_val, double ref_val, double normalizer)
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{
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if(normalizer == 0)
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return 0.0;
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return (current_val - ref_val) / normalizer;
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}
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};
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//+------------------------------------------------------------------+
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