mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-03 23:57:44 +00:00
Toh4iem9
121 lines
4.7 KiB
Plaintext
121 lines
4.7 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Fisher_Transform_Calculator.mqh |
|
|
//| Calculation engine for the John Ehlers' Fisher Transform. |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
|
|
|
//+==================================================================+
|
|
//| |
|
|
//| CLASS 1: CFisherTransformCalculator (Base Class) |
|
|
//| |
|
|
//+==================================================================+
|
|
class CFisherTransformCalculator
|
|
{
|
|
protected:
|
|
int m_period;
|
|
double m_alpha;
|
|
double m_price[]; // Will hold Median Price (Standard or HA)
|
|
|
|
// CORRECTED: Added close[] for the derived class
|
|
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
|
|
|
|
public:
|
|
CFisherTransformCalculator(void) {};
|
|
virtual ~CFisherTransformCalculator(void) {};
|
|
|
|
bool Init(int period, double alpha);
|
|
// CORRECTED: Added open[] and close[] for the derived class
|
|
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
|
|
double &fisher_buffer[], double &signal_buffer[]);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
bool CFisherTransformCalculator::Init(int period, double alpha)
|
|
{
|
|
m_period = (period < 2) ? 2 : period;
|
|
m_alpha = alpha;
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void CFisherTransformCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
|
|
double &fisher_buffer[], double &signal_buffer[])
|
|
{
|
|
if(rates_total < m_period)
|
|
return;
|
|
if(!PreparePriceSeries(rates_total, open, high, low, close))
|
|
return;
|
|
|
|
double value1 = 0, value1_prev = 0;
|
|
double fish = 0, fish_prev = 0;
|
|
|
|
for(int i = 0; i < rates_total; i++)
|
|
{
|
|
if(i < m_period -1)
|
|
continue;
|
|
|
|
int high_idx = ArrayMaximum(m_price, i - m_period + 1, m_period);
|
|
int low_idx = ArrayMinimum(m_price, i - m_period + 1, m_period);
|
|
double maxH = m_price[high_idx];
|
|
double minL = m_price[low_idx];
|
|
|
|
double norm_price = 0.0;
|
|
if(maxH - minL != 0)
|
|
norm_price = 2.0 * ((m_price[i] - minL) / (maxH - minL) - 0.5);
|
|
|
|
value1 = m_alpha * norm_price + (1.0 - m_alpha) * value1_prev;
|
|
|
|
value1 = fmin(0.999, fmax(-0.999, value1));
|
|
|
|
fish = 0.5 * log((1.0 + value1) / (1.0 - value1)) + 0.5 * fish_prev;
|
|
|
|
fisher_buffer[i] = fish;
|
|
signal_buffer[i] = fish_prev;
|
|
|
|
value1_prev = value1;
|
|
fish_prev = fish;
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
bool CFisherTransformCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
|
|
{
|
|
ArrayResize(m_price, rates_total);
|
|
for(int i=0; i<rates_total; i++)
|
|
m_price[i] = (high[i]+low[i])/2.0;
|
|
return true;
|
|
}
|
|
|
|
//+==================================================================+
|
|
class CFisherTransformCalculator_HA : public CFisherTransformCalculator
|
|
{
|
|
private:
|
|
CHeikinAshi_Calculator m_ha_calculator;
|
|
protected:
|
|
// CORRECTED: Signature now matches the base class
|
|
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
bool CFisherTransformCalculator_HA::PreparePriceSeries(int rates_total, 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);
|
|
|
|
// CORRECTED: Pass the full 'close' array to the calculator
|
|
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
|
|
|
ArrayResize(m_price, rates_total);
|
|
for(int i=0; i<rates_total; i++)
|
|
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
|
|
return true;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|