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223 lines
8.2 KiB
Plaintext
223 lines
8.2 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Cyber_Cycle_Calculator.mqh|
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//| Calculation engine for the John Ehlers' Cyber Cycle. |
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//| VERSION 2.10: Added CalculateOnArray support. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS 1: CCyberCycleCalculator (Base Class) |
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//+==================================================================+
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class CCyberCycleCalculator
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{
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protected:
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double m_alpha;
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//--- Persistent Buffers
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double m_price[];
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double m_smooth[]; // Pre-smoothing buffer
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double m_cycle[]; // Internal cycle buffer
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//--- Updated: Accepts start_index
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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[]);
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public:
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CCyberCycleCalculator(void) {};
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virtual ~CCyberCycleCalculator(void) {};
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bool Init(double alpha);
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//--- Standard Calculation (OHLC)
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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[],
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double &cycle_out[], double &signal_out[]);
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//--- Calculation on Custom Array
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void CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &cycle_out[], double &signal_out[]);
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};
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CCyberCycleCalculator::Init(double alpha)
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{
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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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//| Main Calculation (Wrapper for OHLC) |
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//+------------------------------------------------------------------+
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void CCyberCycleCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &cycle_out[], double &signal_out[])
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{
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if(rates_total < 7)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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if(ArraySize(m_price) != rates_total)
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ArrayResize(m_price, rates_total);
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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// Delegate to generic array calculation
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CalculateOnArray(rates_total, prev_calculated, m_price, cycle_out, signal_out);
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}
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//+------------------------------------------------------------------+
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//| Calculate On Array (Core Logic) |
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//+------------------------------------------------------------------+
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void CCyberCycleCalculator::CalculateOnArray(int rates_total, int prev_calculated, const double &src_buffer[], double &cycle_out[], double &signal_out[])
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{
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if(rates_total < 7)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize internal buffers
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if(ArraySize(m_smooth) != rates_total)
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{
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ArrayResize(m_smooth, rates_total);
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ArrayResize(m_cycle, rates_total);
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}
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// Main Loop
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int loop_start = MathMax(6, start_index);
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// Initialization
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if(loop_start == 6)
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{
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for(int k=0; k<6; k++)
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{
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m_smooth[k] = src_buffer[k];
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m_cycle[k] = 0;
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cycle_out[k] = 0;
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signal_out[k] = 0;
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}
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}
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for(int i = loop_start; i < rates_total; i++)
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{
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// Step 1: Pre-smoothing (4-bar FIR filter)
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m_smooth[i] = (src_buffer[i] + 2.0 * src_buffer[i-1] + 2.0 * src_buffer[i-2] + src_buffer[i-3]) / 6.0;
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// Step 2: Calculate Cyber Cycle
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double term1 = (1.0 - 0.5 * m_alpha) * (1.0 - 0.5 * m_alpha) * (m_smooth[i] - 2.0 * m_smooth[i-1] + m_smooth[i-2]);
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double term2 = 2.0 * (1.0 - m_alpha) * m_cycle[i-1];
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double term3 = (1.0 - m_alpha) * (1.0 - m_alpha) * m_cycle[i-2];
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m_cycle[i] = term1 + term2 - term3;
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// Output
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cycle_out[i] = m_cycle[i];
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// Step 3: Signal Line (1 bar delay)
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signal_out[i] = m_cycle[i-1];
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard) |
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//+------------------------------------------------------------------+
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bool CCyberCycleCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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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(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
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break;
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default:
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m_price[i] = (high[i] + low[i]) / 2.0;
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break;
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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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//| CLASS 2: CCyberCycleCalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CCyberCycleCalculator_HA : public CCyberCycleCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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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;
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};
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CCyberCycleCalculator_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[])
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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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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.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(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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m_price[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_WEIGHTED:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0;
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break;
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default:
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m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
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break;
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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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