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