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218 lines
7.0 KiB
Plaintext
218 lines
7.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| PivotPoint_Calculator.mqh |
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//| Engine for calculating various Pivot Point types. |
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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 "3.20" // Refactored with strict time-window caching & SIMD multiplication
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#ifndef PIVOTPOINT_CALCULATOR_MQH
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#define PIVOTPOINT_CALCULATOR_MQH
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enum ENUM_PIVOT_TYPE
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{
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PIVOT_CLASSIC,
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PIVOT_FIBONACCI,
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PIVOT_WOODIE,
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PIVOT_CAMARILLA,
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PIVOT_DEMARK
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};
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enum ENUM_PIVOT_SOURCE
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{
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PIVOT_SRC_STANDARD,
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PIVOT_SRC_HEIKIN_ASHI
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};
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struct PivotLevels
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{
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double PP;
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double R1, R2, R3;
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double S1, S2, S3;
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datetime period_start;
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};
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//+==================================================================+
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//| CLASS: CPivotPointCalculator |
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//+==================================================================+
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class CPivotPointCalculator
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{
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protected:
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ENUM_PIVOT_TYPE m_type;
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ENUM_PIVOT_SOURCE m_source;
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// Cache for sub-microsecond O(1) performance
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datetime m_last_calc_time;
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datetime m_period_end_time;
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ENUM_TIMEFRAMES m_cached_tf;
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PivotLevels m_last_levels;
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public:
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CPivotPointCalculator(void) :
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m_type(PIVOT_CLASSIC),
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m_source(PIVOT_SRC_STANDARD),
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m_last_calc_time(0),
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m_period_end_time(0),
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m_cached_tf(PERIOD_CURRENT) {};
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virtual ~CPivotPointCalculator(void) {};
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bool Init(ENUM_PIVOT_TYPE type, ENUM_PIVOT_SOURCE source);
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bool CalculateLevels(datetime current_time, ENUM_TIMEFRAMES tf, PivotLevels &out_levels);
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};
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CPivotPointCalculator::Init(ENUM_PIVOT_TYPE type, ENUM_PIVOT_SOURCE source)
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{
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m_type = type;
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m_source = source;
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m_last_calc_time = 0;
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m_period_end_time = 0;
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m_cached_tf = PERIOD_CURRENT;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculate Levels (Time-Window Cached Engine) |
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//+------------------------------------------------------------------+
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bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAMES tf, PivotLevels &out_levels)
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{
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// Fast Path: If current tick is within the active HTF window, return cached levels in 0 nanoseconds!
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if(m_last_calc_time != 0 && tf == m_cached_tf &&
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current_time >= m_last_calc_time && current_time < m_period_end_time)
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{
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out_levels = m_last_levels;
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return true;
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}
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int current_bar_shift = iBarShift(_Symbol, tf, current_time, false);
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if(current_bar_shift < 0)
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return false;
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datetime htf_time = iTime(_Symbol, tf, current_bar_shift);
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if(htf_time == 0)
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return false;
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// Secondary Cache Check on Bar Time
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if(htf_time == m_last_calc_time && tf == m_cached_tf && m_last_calc_time != 0)
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{
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out_levels = m_last_levels;
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return true;
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}
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// Fetch completed previous HTF bar data (Shift + 1)
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int htf_index = current_bar_shift + 1;
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double o_arr[1], h_arr[1], l_arr[1], c_arr[1];
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if(CopyOpen(_Symbol, tf, htf_index, 1, o_arr) <= 0 ||
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CopyHigh(_Symbol, tf, htf_index, 1, h_arr) <= 0 ||
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CopyLow(_Symbol, tf, htf_index, 1, l_arr) <= 0 ||
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CopyClose(_Symbol, tf, htf_index, 1, c_arr)<= 0)
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return false;
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double O = o_arr[0];
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double H = h_arr[0];
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double L = l_arr[0];
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double C = c_arr[0];
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// Heikin Ashi Transformation (Optimized multiplication)
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if(m_source == PIVOT_SRC_HEIKIN_ASHI)
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{
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double ha_close = (O + H + L + C) * 0.25;
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double po_arr[1], pc_arr[1];
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if(CopyOpen(_Symbol, tf, htf_index + 1, 1, po_arr) > 0 &&
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CopyClose(_Symbol, tf, htf_index + 1, 1, pc_arr) > 0)
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{
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double ha_open = (po_arr[0] + pc_arr[0]) * 0.5;
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double ha_high = MathMax(H, MathMax(ha_open, ha_close));
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double ha_low = MathMin(L, MathMin(ha_open, ha_close));
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O = ha_open;
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H = ha_high;
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L = ha_low;
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C = ha_close;
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}
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}
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double range = H - L;
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switch(m_type)
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{
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case PIVOT_CLASSIC:
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out_levels.PP = (H + L + C) / 3.0;
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out_levels.R1 = 2.0 * out_levels.PP - L;
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out_levels.S1 = 2.0 * out_levels.PP - H;
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out_levels.R2 = out_levels.PP + range;
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out_levels.S2 = out_levels.PP - range;
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out_levels.R3 = H + 2.0 * (out_levels.PP - L);
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out_levels.S3 = L - 2.0 * (H - out_levels.PP);
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break;
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case PIVOT_FIBONACCI:
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out_levels.PP = (H + L + C) / 3.0;
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out_levels.R1 = out_levels.PP + 0.382 * range;
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out_levels.S1 = out_levels.PP - 0.382 * range;
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out_levels.R2 = out_levels.PP + 0.618 * range;
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out_levels.S2 = out_levels.PP - 0.618 * range;
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out_levels.R3 = out_levels.PP + range;
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out_levels.S3 = out_levels.PP - range;
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break;
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case PIVOT_WOODIE:
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out_levels.PP = (H + L + 2.0 * C) * 0.25;
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out_levels.R1 = 2.0 * out_levels.PP - L;
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out_levels.S1 = 2.0 * out_levels.PP - H;
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out_levels.R2 = out_levels.PP + range;
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out_levels.S2 = out_levels.PP - range;
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out_levels.R3 = H + 2.0 * (out_levels.PP - L);
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out_levels.S3 = L - 2.0 * (H - out_levels.PP);
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break;
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case PIVOT_CAMARILLA:
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out_levels.PP = (H + L + C) / 3.0;
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out_levels.R3 = C + range * 1.1 * 0.25;
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out_levels.S3 = C - range * 1.1 * 0.25;
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out_levels.R2 = C + range * 1.1 / 6.0;
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out_levels.S2 = C - range * 1.1 / 6.0;
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out_levels.R1 = C + range * 1.1 / 12.0;
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out_levels.S1 = C - range * 1.1 / 12.0;
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break;
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case PIVOT_DEMARK:
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{
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double X;
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if(C < O)
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X = H + 2.0 * L + C;
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else
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if(C > O)
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X = 2.0 * H + L + C;
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else
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X = H + L + 2.0 * C;
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out_levels.PP = X * 0.25;
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out_levels.R1 = X * 0.5 - L;
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out_levels.S1 = X * 0.5 - H;
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out_levels.R2 = EMPTY_VALUE;
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out_levels.S2 = EMPTY_VALUE;
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out_levels.R3 = EMPTY_VALUE;
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out_levels.S3 = EMPTY_VALUE;
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break;
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}
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}
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out_levels.period_start = htf_time;
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// Store Cache & Boundary Window
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m_last_calc_time = htf_time;
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m_period_end_time = htf_time + (datetime)PeriodSeconds(tf);
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m_cached_tf = tf;
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m_last_levels = out_levels;
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return true;
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}
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#endif // PIVOTPOINT_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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