mql5/Include/MyIncludes/PivotPoint_Calculator.mqh

//+------------------------------------------------------------------+
//|                                        PivotPoint_Calculator.mqh |
//|      Engine for calculating various Pivot Point types.           |
//|                                        Copyright 2026, xxxxxxxx  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"

enum ENUM_PIVOT_TYPE
  {
   PIVOT_CLASSIC,
   PIVOT_FIBONACCI,
   PIVOT_WOODIE,
   PIVOT_CAMARILLA,
   PIVOT_DEMARK
  };

enum ENUM_PIVOT_SOURCE
  {
   PIVOT_SRC_STANDARD,
   PIVOT_SRC_HEIKIN_ASHI
  };

struct PivotLevels
  {
   double            PP;
   double            R1, R2, R3;
   double            S1, S2, S3;
  };

//+==================================================================+
//|             CLASS: CPivotPointCalculator                         |
//+==================================================================+
class CPivotPointCalculator
  {
protected:
   ENUM_PIVOT_TYPE   m_type;
   ENUM_PIVOT_SOURCE m_source;

   // Cache for optimization
   datetime          m_last_calc_time;
   PivotLevels       m_last_levels;

public:
                     CPivotPointCalculator(void) : m_last_calc_time(0) {};
   virtual          ~CPivotPointCalculator(void) {};

   bool              Init(ENUM_PIVOT_TYPE type, ENUM_PIVOT_SOURCE source);
   bool              CalculateLevels(datetime current_time, ENUM_TIMEFRAMES tf, PivotLevels &out_levels);
  };

//+------------------------------------------------------------------+
//| Init                                                             |
//+------------------------------------------------------------------+
bool CPivotPointCalculator::Init(ENUM_PIVOT_TYPE type, ENUM_PIVOT_SOURCE source)
  {
   m_type = type;
   m_source = source;
   return true;
  }

//+------------------------------------------------------------------+
//| Calculate Levels                                                 |
//+------------------------------------------------------------------+
bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAMES tf, PivotLevels &out_levels)
  {
// 1. Identify the start time of the HTF bar containing current_time
   datetime htf_time = iTime(_Symbol, tf, iBarShift(_Symbol, tf, current_time));

// Optimization: If we already calculated for this HTF bar, return cached
   if(htf_time == m_last_calc_time && m_last_calc_time != 0)
     {
      out_levels = m_last_levels;
      return true;
     }

// 2. We need the PREVIOUS completed HTF bar data
   int htf_index = iBarShift(_Symbol, tf, current_time) + 1;

   double O, H, L, C;

   double o_arr[1], h_arr[1], l_arr[1], c_arr[1];

   if(CopyOpen(_Symbol, tf, htf_index, 1, o_arr)<=0 ||
      CopyHigh(_Symbol, tf, htf_index, 1, h_arr)<=0 ||
      CopyLow(_Symbol, tf, htf_index, 1, l_arr)<=0 ||
      CopyClose(_Symbol, tf, htf_index, 1, c_arr)<=0)
      return false;

   O = o_arr[0];
   H = h_arr[0];
   L = l_arr[0];
   C = c_arr[0];

// Heikin Ashi Transformation if requested
   if(m_source == PIVOT_SRC_HEIKIN_ASHI)
     {
      double ha_close = (O + H + L + C) / 4.0;

      double po_arr[1], pc_arr[1];
      CopyOpen(_Symbol, tf, htf_index+1, 1, po_arr);
      CopyClose(_Symbol, tf, htf_index+1, 1, pc_arr);
      double ha_open = (po_arr[0] + pc_arr[0]) / 2.0;

      double ha_high = MathMax(H, MathMax(ha_open, ha_close));
      double ha_low = MathMin(L, MathMin(ha_open, ha_close));

      O = ha_open;
      H = ha_high;
      L = ha_low;
      C = ha_close;
     }

// 3. Calculate Formulas
   double range = H - L;

   switch(m_type)
     {
      case PIVOT_CLASSIC:
         out_levels.PP = (H + L + C) / 3.0;
         out_levels.R1 = 2 * out_levels.PP - L;
         out_levels.S1 = 2 * out_levels.PP - H;
         out_levels.R2 = out_levels.PP + range;
         out_levels.S2 = out_levels.PP - range;
         out_levels.R3 = H + 2 * (out_levels.PP - L);
         out_levels.S3 = L - 2 * (H - out_levels.PP);
         break;

      case PIVOT_FIBONACCI:
         out_levels.PP = (H + L + C) / 3.0;
         out_levels.R1 = out_levels.PP + 0.382 * range;
         out_levels.S1 = out_levels.PP - 0.382 * range;
         out_levels.R2 = out_levels.PP + 0.618 * range;
         out_levels.S2 = out_levels.PP - 0.618 * range;
         out_levels.R3 = out_levels.PP + 1.000 * range;
         out_levels.S3 = out_levels.PP - 1.000 * range;
         break;

      case PIVOT_WOODIE:
         out_levels.PP = (H + L + 2 * C) / 4.0;
         out_levels.R1 = 2 * out_levels.PP - L;
         out_levels.S1 = 2 * out_levels.PP - H;
         out_levels.R2 = out_levels.PP + range;
         out_levels.S2 = out_levels.PP - range;
         out_levels.R3 = H + 2 * (out_levels.PP - L);
         out_levels.S3 = L - 2 * (H - out_levels.PP);
         break;

      case PIVOT_CAMARILLA:
         out_levels.PP = (H + L + C) / 3.0;
         out_levels.R3 = C + range * 1.1 / 4.0;
         out_levels.S3 = C - range * 1.1 / 4.0;
         out_levels.R2 = C + range * 1.1 / 6.0;
         out_levels.S2 = C - range * 1.1 / 6.0;
         out_levels.R1 = C + range * 1.1 / 12.0;
         out_levels.S1 = C - range * 1.1 / 12.0;
         break;

      case PIVOT_DEMARK:
        {
         double X;
         if(C < O)
            X = H + 2 * L + C;
         else
            if(C > O)
               X = 2 * H + L + C;
            else
               X = H + L + 2 * C;

         out_levels.PP = X / 4.0;
         out_levels.R1 = X / 2.0 - L;
         out_levels.S1 = X / 2.0 - H;
         out_levels.R2 = 0;
         out_levels.S2 = 0;
         out_levels.R3 = 0;
         out_levels.S3 = 0;
         break;
        }
     }

// Update Cache
   m_last_calc_time = htf_time;
   m_last_levels = out_levels;

   return true;
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+