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306 lines
11 KiB
Plaintext
306 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Velocity_Calculator.mqh |
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//| Engine for Kinematic Velocity Vector & Speed Envelopes |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.10" // Optimized: Precomputed kinematic multipliers & FMA acceleration
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#property description "Performance-optimized Kinematic Velocity & Speed Engine."
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#ifndef VELOCITY_CALCULATOR_MQH
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#define VELOCITY_CALCULATOR_MQH
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#include <MyIncludes\ATR_Calculator.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS: CVelocityCalculator |
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//+==================================================================+
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class CVelocityCalculator
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{
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private:
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int m_vel_period;
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int m_atr_period;
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double m_inv_vel_period; // Precalculated 1.0 / vel_period
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ENUM_APPLIED_PRICE_HA_ALL m_source_price;
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ENUM_ATR_SOURCE m_atr_source;
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//--- Composition Engines
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CATRCalculator *m_atr_calc;
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CHeikinAshi_Calculator m_ha_engine;
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//--- Persistent State Buffers
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double m_atr_buf[];
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double m_price_buf[];
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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bool PreparePriceSeries(const int rates_total, const int start_index,
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const double &open[], const double &high[],
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const double &low[], const double &close[]);
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public:
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CVelocityCalculator(void);
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~CVelocityCalculator(void);
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bool Init(const int vel_p, const int atr_p,
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const ENUM_APPLIED_PRICE_HA_ALL price_source,
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const ENUM_ATR_SOURCE atr_source);
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void Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &vel_buffer[], double &color_buffer[],
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double &speed_pos[], double &speed_neg[],
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const double th_low, const double th_high);
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int GetRequiredWarmup(void) const { return m_atr_period + m_vel_period; }
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CVelocityCalculator::CVelocityCalculator(void) :
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m_vel_period(3),
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m_atr_period(14),
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m_inv_vel_period(1.0 / 3.0),
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m_source_price(PRICE_CLOSE_STD),
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m_atr_source(ATR_SOURCE_STANDARD),
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m_atr_calc(NULL)
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{
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ArraySetAsSeries(m_atr_buf, false);
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ArraySetAsSeries(m_price_buf, false);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CVelocityCalculator::~CVelocityCalculator(void)
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{
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if(CheckPointer(m_atr_calc) != POINTER_INVALID)
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{
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delete m_atr_calc;
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m_atr_calc = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Initialization |
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//+------------------------------------------------------------------+
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bool CVelocityCalculator::Init(const int vel_p, const int atr_p,
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const ENUM_APPLIED_PRICE_HA_ALL price_source,
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const ENUM_ATR_SOURCE atr_source)
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{
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m_vel_period = (vel_p < 1) ? 1 : vel_p;
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m_atr_period = (atr_p < 1) ? 1 : atr_p;
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m_inv_vel_period = 1.0 / (double)m_vel_period;
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m_source_price = price_source;
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m_atr_source = atr_source;
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if(CheckPointer(m_atr_calc) != POINTER_INVALID)
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{
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delete m_atr_calc;
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m_atr_calc = NULL;
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}
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if(m_atr_source == ATR_SOURCE_HEIKIN_ASHI)
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m_atr_calc = new CATRCalculator_HA();
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else
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m_atr_calc = new CATRCalculator();
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if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(m_atr_period, ATR_POINTS))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Prepare Price Series |
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//+------------------------------------------------------------------+
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bool CVelocityCalculator::PreparePriceSeries(const int rates_total, const int start_index,
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const double &open[], const double &high[],
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const double &low[], const double &close[])
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{
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if(ArraySize(m_price_buf) != rates_total)
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{
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ArrayResize(m_price_buf, rates_total);
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ArraySetAsSeries(m_price_buf, false);
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}
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bool is_heikin_ashi = (m_source_price <= PRICE_HA_CLOSE);
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if(is_heikin_ashi)
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArraySetAsSeries(m_ha_open, false);
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ArrayResize(m_ha_high, rates_total);
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ArraySetAsSeries(m_ha_high, false);
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ArrayResize(m_ha_low, rates_total);
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ArraySetAsSeries(m_ha_low, false);
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ArrayResize(m_ha_close, rates_total);
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ArraySetAsSeries(m_ha_close, false);
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}
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m_ha_engine.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(m_source_price)
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{
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case PRICE_HA_OPEN:
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m_price_buf[i] = m_ha_open[i];
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break;
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case PRICE_HA_HIGH:
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m_price_buf[i] = m_ha_high[i];
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break;
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case PRICE_HA_LOW:
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m_price_buf[i] = m_ha_low[i];
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break;
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case PRICE_HA_MEDIAN:
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m_price_buf[i] = (m_ha_high[i] + m_ha_low[i]) * 0.5;
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break;
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case PRICE_HA_TYPICAL:
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m_price_buf[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
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break;
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case PRICE_HA_WEIGHTED:
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m_price_buf[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) * 0.25;
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break;
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case PRICE_HA_CLOSE:
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default:
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m_price_buf[i] = m_ha_close[i];
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break;
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}
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}
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}
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else
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(m_source_price)
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{
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case PRICE_OPEN_STD:
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m_price_buf[i] = open[i];
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break;
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case PRICE_HIGH_STD:
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m_price_buf[i] = high[i];
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break;
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case PRICE_LOW_STD:
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m_price_buf[i] = low[i];
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break;
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case PRICE_MEDIAN_STD:
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m_price_buf[i] = (high[i] + low[i]) * 0.5;
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break;
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case PRICE_TYPICAL_STD:
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m_price_buf[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED_STD:
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m_price_buf[i] = (high[i] + low[i] + 2.0 * close[i]) * 0.25;
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break;
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case PRICE_CLOSE_STD:
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default:
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m_price_buf[i] = close[i];
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break;
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}
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Incremental Calculation Loop |
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//+------------------------------------------------------------------+
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void CVelocityCalculator::Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &vel_buffer[], double &color_buffer[],
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double &speed_pos[], double &speed_neg[],
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const double th_low, const double th_high)
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{
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int warmup = GetRequiredWarmup();
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if(rates_total <= warmup || CheckPointer(m_atr_calc) == POINTER_INVALID)
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return;
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// Safe allocation of internal ATR buffer
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if(ArraySize(m_atr_buf) != rates_total)
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{
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ArrayResize(m_atr_buf, rates_total);
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ArraySetAsSeries(m_atr_buf, false);
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}
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// 1. Prepare Price Series & Compute ATR
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int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
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if(!PreparePriceSeries(rates_total, start_index, open, high, low, close))
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return;
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m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buf);
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// 2. Clean warmup period on fresh run
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if(prev_calculated == 0)
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{
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for(int i = 0; i < warmup; i++)
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{
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vel_buffer[i] = 0.0;
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color_buffer[i] = 0.0;
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speed_pos[i] = EMPTY_VALUE;
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speed_neg[i] = EMPTY_VALUE;
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}
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}
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int start = (prev_calculated > warmup) ? (prev_calculated - 1) : warmup;
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if(start < warmup)
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start = warmup;
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// 3. Kinematic Vector & Scalar Envelope Loop (Pipelined Multipliers)
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for(int i = start; i < rates_total; i++)
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{
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double atr = m_atr_buf[i];
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if(atr <= 1.0e-9)
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{
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vel_buffer[i] = 0.0;
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color_buffer[i] = 0.0;
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speed_pos[i] = 0.0;
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speed_neg[i] = 0.0;
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continue;
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}
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// Velocity Vector (Normalized Directional Displacement)
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double displacement = m_price_buf[i] - m_price_buf[i - m_vel_period];
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double vel = (displacement * m_inv_vel_period) / atr;
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vel_buffer[i] = vel;
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// Swapped Thermal 5-Zone Palette Classification
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if(vel >= th_high)
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color_buffer[i] = 2.0; // DeepSkyBlue (Bull Climax)
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else
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if(vel >= th_low)
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color_buffer[i] = 1.0; // LightSkyBlue (Bull Flow)
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else
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if(vel <= -th_high)
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color_buffer[i] = 4.0; // OrangeRed (Bear Climax)
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else
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if(vel <= -th_low)
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color_buffer[i] = 3.0; // Coral (Bear Flow)
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else
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color_buffer[i] = 0.0; // Gray (Neutral Noise)
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// Speed Scalar (Cumulative Path Length / ATR)
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double path_length = 0.0;
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for(int k = 0; k < m_vel_period; k++)
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path_length += MathAbs(m_price_buf[i - k] - m_price_buf[i - k - 1]);
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double speed = (path_length * m_inv_vel_period) / atr;
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speed_pos[i] = speed;
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speed_neg[i] = -speed;
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}
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}
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#endif // VELOCITY_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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