gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-07-27 20:47:44 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
14c728b8669954bac9a5ad3e9abe85a57338a64e
mql5/Include/MyIncludes/Butterworth_Calculator.mqh
T

250 lines
9.2 KiB
Plaintext
Raw Blame History

//+------------------------------------------------------------------+
//| Butterworth_Calculator.mqh |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.12" // Fixed missing GetPeriod public getter method
#ifndef BUTTERWORTH_CALCULATOR_MQH
#define BUTTERWORTH_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Butterworth Poles Enum Definition
#ifndef ENUM_BUTTERWORTH_POLES_DEFINED
#define ENUM_BUTTERWORTH_POLES_DEFINED
enum ENUM_BUTTERWORTH_POLES
{
POLES_TWO = 2, // 2-Pole Filter
POLES_THREE = 3 // 3-Pole Filter
};
#endif
enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
//+==================================================================+
//| CLASS 1: CButterworthCalculator |
//+==================================================================+
class CButterworthCalculator
{
protected:
int m_period;
ENUM_BUTTERWORTH_POLES m_poles;
ENUM_INPUT_SOURCE m_source_type;
//--- Persistent Buffer for Price
double m_price[];
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CButterworthCalculator(void) {};
virtual ~CButterworthCalculator(void) {};
bool Init(int period, ENUM_BUTTERWORTH_POLES poles, ENUM_INPUT_SOURCE source_type);
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
//--- FIXED: Public getter method for the filter period
int GetPeriod(void) const { return m_period; }
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CButterworthCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles, ENUM_INPUT_SOURCE source_type)
{
m_period = (period < 2) ? 2 : period;
m_poles = poles;
m_source_type = source_type;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CButterworthCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
{
if(rates_total < 4)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize and force strict chronological sorting
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false); // Fixed: strict chronological safety on internal buffers
}
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- Calculate Coefficients
double a = exp(-M_SQRT2 * M_PI / m_period);
double b = 2.0 * a * cos(M_SQRT2 * M_PI / m_period);
double c1 = (1.0 - b + a*a) / 4.0;
//--- Incremental Loop
int loop_start = MathMax(3, start_index);
// Initialization
if(loop_start == 3)
{
filter_buffer[0] = m_price[0];
filter_buffer[1] = m_price[1];
filter_buffer[2] = m_price[2];
}
if(m_poles == POLES_TWO)
{
double a_coeff = exp(-M_SQRT2 * M_PI / m_period);
double b_coeff = 2.0 * a_coeff * cos(M_SQRT2 * M_PI / m_period);
double c1_coeff = (1.0 - b_coeff + a_coeff*a_coeff) / 4.0;
for(int i = loop_start; i < rates_total; i++)
{
// Recursive calculation using persistent buffer [i-1], [i-2]
double f1 = filter_buffer[i-1];
double f2 = filter_buffer[i-2];
filter_buffer[i] = b_coeff * f1 - a_coeff * a_coeff * f2 + c1_coeff * (m_price[i] + 2.0 * m_price[i-1] + m_price[i-2]);
}
}
else // POLES_THREE
{
double a_coeff = exp(-M_PI / m_period);
double b_coeff = 2.0 * a_coeff * cos(1.738 * M_PI / m_period); // 1.738 is approx sqrt(3) * pi / 3
double c_coeff = a_coeff * a_coeff;
double c1_coeff = (1.0 - b_coeff + c_coeff) * (1.0 - c_coeff) / 8.0;
for(int i = loop_start; i < rates_total; i++)
{
// Recursive calculation using persistent buffer [i-1], [i-2], [i-3]
double f1 = filter_buffer[i-1];
double f2 = filter_buffer[i-2];
double f3 = filter_buffer[i-3];
filter_buffer[i] = (b_coeff + c_coeff) * f1 - (c_coeff + b_coeff*c_coeff) * f2 + c_coeff*c_coeff * f3 + c1_coeff * (m_price[i] + 3.0 * m_price[i-1] + 3.0 * m_price[i-2] + m_price[i-3]);
}
}
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CButterworthCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
for(int i = start_index; i < rates_total; i++)
{
if(m_source_type == SOURCE_PRICE)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = close[i];
break;
case PRICE_OPEN:
m_price[i] = open[i];
break;
case PRICE_HIGH:
m_price[i] = high[i];
break;
case PRICE_LOW:
m_price[i] = low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
m_price[i] = close[i];
break;
}
}
else // SOURCE_MOMENTUM
{
m_price[i] = close[i] - open[i];
}
}
return true;
}
//+==================================================================+
//| CLASS 2: CButterworthCalculator_HA |
//+==================================================================+
class CButterworthCalculator_HA : public CButterworthCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CButterworthCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
for(int i = start_index; i < rates_total; i++)
{
if(m_source_type == SOURCE_PRICE)
{
switch(price_type)
{
case PRICE_CLOSE:
m_price[i] = m_ha_close[i];
break;
case PRICE_OPEN:
m_price[i] = m_ha_open[i];
break;
case PRICE_HIGH:
m_price[i] = m_ha_high[i];
break;
case PRICE_LOW:
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
}
else // SOURCE_MOMENTUM
{
m_price[i] = m_ha_close[i] - m_ha_open[i];
}
}
return true;
}
#endif // BUTTERWORTH_CALCULATOR_MQH
//+------------------------------------------------------------------+
Reference in New Issue View Git Blame Copy Permalink