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mql5/Include/MyIncludes/FDI_Calculator.mqh
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//+------------------------------------------------------------------+
//| FDI_Calculator.mqh |
//| Engine for Fractal Dimension Index (Carlos Sevcik Method). |
//| VERSION 3.10: Full Heikin Ashi & Multi-Price Integration |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Enterprise: Added Full Heikin Ashi & Universal Price Pipeline
#property description "Calculation engine for Fractal Dimension Index delegating to central CFractalEngine."
#ifndef FDI_CALCULATOR_MQH
#define FDI_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\Fractal_Engine.mqh>
//+==================================================================+
//| CLASS: CFDICalculator |
//+==================================================================+
class CFDICalculator
{
protected:
int m_period;
ENUM_FDI_METHOD m_method;
ENUM_APPLIED_PRICE_HA_ALL m_source_type;
// Persistent Price Buffers
double m_price[];
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
// Embedded Engines
CFractalEngine m_fractal_engine;
CHeikinAshi_Calculator m_ha_engine;
virtual bool PreparePriceSeries(const int rates_total, const int start_index,
const double &open[], const double &high[],
const double &low[], const double &close[]);
public:
CFDICalculator(void);
virtual ~CFDICalculator(void);
bool Init(const int period, const ENUM_FDI_METHOD method = FDI_NORMALIZED_BROWNIAN,
const ENUM_APPLIED_PRICE_HA_ALL source = PRICE_CLOSE_STD);
int GetPeriod(void) const { return m_period; }
double GetTheoreticalRandomWalkD(void) const { return m_fractal_engine.GetTheoreticalRandomWalkD(); }
// Main Calculation Method
void Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
const double &low[], const double &close[],
double &out_fdi[], const int history_limit = 0);
// Legacy 8-parameter overload (for backward compatibility with standard applied prices)
void Calculate(const int rates_total, const int prev_calculated,
const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[],
const double &low[], const double &close[],
double &out_fdi[], const int history_limit = 0);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CFDICalculator::CFDICalculator(void) :
m_period(30),
m_method(FDI_NORMALIZED_BROWNIAN),
m_source_type(PRICE_CLOSE_STD)
{
ArraySetAsSeries(m_price, false);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CFDICalculator::~CFDICalculator(void)
{
ArrayFree(m_price);
ArrayFree(m_ha_open);
ArrayFree(m_ha_high);
ArrayFree(m_ha_low);
ArrayFree(m_ha_close);
}
//+------------------------------------------------------------------+
//| Initialization |
//+------------------------------------------------------------------+
bool CFDICalculator::Init(const int period, const ENUM_FDI_METHOD method, const ENUM_APPLIED_PRICE_HA_ALL source)
{
m_period = (period < 5) ? 5 : period;
m_method = method;
m_source_type = source;
// Initialize Embedded Central Fractal Engine
if(!m_fractal_engine.Init(m_period, m_method))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Prepare Price Series (Unified Standard / Heikin Ashi) |
//+------------------------------------------------------------------+
bool CFDICalculator::PreparePriceSeries(const int rates_total, const int start_index,
const double &open[], const double &high[],
const double &low[], const double &close[])
{
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total, 2048);
ArraySetAsSeries(m_price, false);
}
bool is_ha = (m_source_type <= PRICE_HA_CLOSE);
if(is_ha)
{
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total, 2048);
ArrayResize(m_ha_high, rates_total, 2048);
ArrayResize(m_ha_low, rates_total, 2048);
ArrayResize(m_ha_close, rates_total, 2048);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
}
m_ha_engine.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++)
{
switch(m_source_type)
{
case PRICE_HA_OPEN:
m_price[i] = m_ha_open[i];
break;
case PRICE_HA_HIGH:
m_price[i] = m_ha_high[i];
break;
case PRICE_HA_LOW:
m_price[i] = m_ha_low[i];
break;
case PRICE_HA_MEDIAN:
m_price[i] = (m_ha_high[i] + m_ha_low[i]) * 0.5;
break;
case PRICE_HA_TYPICAL:
m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) * 0.333333333333;
break;
case PRICE_HA_WEIGHTED:
m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) * 0.25;
break;
case PRICE_HA_CLOSE:
default:
m_price[i] = m_ha_close[i];
break;
}
}
}
else
{
for(int i = start_index; i < rates_total; i++)
{
switch(m_source_type)
{
case PRICE_OPEN_STD:
m_price[i] = open[i];
break;
case PRICE_HIGH_STD:
m_price[i] = high[i];
break;
case PRICE_LOW_STD:
m_price[i] = low[i];
break;
case PRICE_MEDIAN_STD:
m_price[i] = (high[i] + low[i]) * 0.5;
break;
case PRICE_TYPICAL_STD:
m_price[i] = (high[i] + low[i] + close[i]) * 0.333333333333;
break;
case PRICE_WEIGHTED_STD:
m_price[i] = (high[i] + low[i] + 2.0 * close[i]) * 0.25;
break;
case PRICE_CLOSE_STD:
default:
m_price[i] = close[i];
break;
}
}
}
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Primary Interface) |
//+------------------------------------------------------------------+
void CFDICalculator::Calculate(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
const double &low[], const double &close[],
double &out_fdi[], const int history_limit)
{
if(rates_total < m_period)
return;
if(ArraySize(out_fdi) != rates_total)
{
ArrayResize(out_fdi, rates_total, 2048);
ArraySetAsSeries(out_fdi, false);
}
int start_prep = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
if(!PreparePriceSeries(rates_total, start_prep, open, high, low, close))
return;
int start_index = (prev_calculated > m_period) ? (prev_calculated - 1) : m_period;
if(history_limit > 0 && prev_calculated == 0)
{
int limit_start = rates_total - history_limit;
if(limit_start > start_index)
start_index = limit_start;
}
if(prev_calculated == 0)
{
for(int i = 0; i < start_index; i++)
out_fdi[i] = EMPTY_VALUE;
}
for(int i = start_index; i < rates_total; i++)
{
out_fdi[i] = m_fractal_engine.CalculateFDIPoint(i, m_period, m_price);
}
}
//+------------------------------------------------------------------+
//| Legacy Calculation Overload (100% Backward Compatible) |
//+------------------------------------------------------------------+
void CFDICalculator::Calculate(const int rates_total, const int prev_calculated,
const ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[],
const double &low[], const double &close[],
double &out_fdi[], const int history_limit)
{
m_source_type = (ENUM_APPLIED_PRICE_HA_ALL)price_type;
Calculate(rates_total, prev_calculated, open, high, low, close, out_fdi, history_limit);
}
#endif // FDI_CALCULATOR_MQH
//+------------------------------------------------------------------+
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