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mql5/Include/MyIncludes/Bollinger_Bands_Calculator.mqh
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//+------------------------------------------------------------------+
//| Bollinger_Bands_Calculator.mqh |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| CLASS 1: CBollingerBandsCalculator (Standard) |
//+==================================================================+
class CBollingerBandsCalculator
{
protected:
int m_period;
double m_deviation;
ENUM_MA_METHOD m_ma_method;
//--- Persistent Buffers for Incremental Calculation
double m_price[];
double m_ma_buffer[];
//--- Updated: Accepts start_index
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:
CBollingerBandsCalculator(void) {};
virtual ~CBollingerBandsCalculator(void) {};
bool Init(int period, double deviation, ENUM_MA_METHOD ma_method);
//--- Updated: Accepts prev_calculated
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 &ma_out[], double &upper_out[], double &lower_out[]);
//--- NEW: Accessor for internal price buffer (needed for %B)
void GetPriceBuffer(double &dest_array[]);
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CBollingerBandsCalculator::Init(int period, double deviation, ENUM_MA_METHOD ma_method)
{
m_period = (period < 1) ? 1 : period;
m_deviation = deviation;
m_ma_method = ma_method;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CBollingerBandsCalculator::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 &ma_out[], double &upper_out[], double &lower_out[])
{
if(rates_total < m_period)
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
//--- 2. Resize Buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_ma_buffer, rates_total);
}
//--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 4. Calculate Centerline (MA) - Incremental
int ma_start_pos = m_period - 1;
int loop_start = MathMax(ma_start_pos, start_index);
for(int i = loop_start; i < rates_total; i++)
{
switch(m_ma_method)
{
case MODE_EMA:
case MODE_SMMA:
if(i == ma_start_pos)
{
double sum = 0;
for(int j = 0; j < m_period; j++)
sum += m_price[i-j];
m_ma_buffer[i] = sum / m_period;
}
else
{
if(m_ma_method == MODE_EMA)
{
double pr = 2.0 / (m_period + 1.0);
m_ma_buffer[i] = m_price[i] * pr + m_ma_buffer[i-1] * (1.0 - pr);
}
else
m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_period - 1) + m_price[i]) / m_period;
}
break;
case MODE_LWMA:
{
double lwma_sum = 0, weight_sum = 0;
for(int j = 0; j < m_period; j++)
{
int weight = m_period - j;
lwma_sum += m_price[i-j] * weight;
weight_sum += weight;
}
if(weight_sum > 0)
m_ma_buffer[i] = lwma_sum / weight_sum;
break;
}
default: // MODE_SMA
{
double sum = 0;
for(int j = 0; j < m_period; j++)
sum += m_price[i-j];
m_ma_buffer[i] = sum / m_period;
break;
}
}
}
//--- 5. Calculate Bands (Incremental)
for(int i = loop_start; i < rates_total; i++)
{
double std_dev_val = 0, sum_sq = 0;
for(int j = 0; j < m_period; j++)
sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
std_dev_val = sqrt(sum_sq / m_period);
upper_out[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
lower_out[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
}
ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total);
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CBollingerBandsCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Optimized copy loop
for(int i = start_index; i < rates_total; i++)
{
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]+close[i]+close[i])/4.0;
break;
default:
m_price[i] = close[i];
break;
}
}
return true;
}
//+==================================================================+
//| CLASS 2: CBollingerBandsCalculator_HA |
//+==================================================================+
class CBollingerBandsCalculator_HA : public CBollingerBandsCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
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;
};
//+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+
bool CBollingerBandsCalculator_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[])
{
// Resize internal HA buffers
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);
}
//--- STRICT CALL: Use the optimized 10-param HA calculation
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
//--- Copy to m_price (Optimized loop)
for(int i = start_index; i < rates_total; i++)
{
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;
}
}
return true;
}
//+------------------------------------------------------------------+
//| Get Internal Price Buffer |
//+------------------------------------------------------------------+
void CBollingerBandsCalculator::GetPriceBuffer(double &dest_array[])
{
int size = ArraySize(m_price);
if(size > 0)
{
ArrayResize(dest_array, size);
ArrayCopy(dest_array, m_price, 0, 0, size);
}
}
//+------------------------------------------------------------------+
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