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mql5/Include/MyIncludes/Cyber_Cycle_Calculator.mqh
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//+------------------------------------------------------------------+
//| Cyber_Cycle_Calculator.mqh|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.20" // Refactored to delegate directly to standard MA Calculate signature
#ifndef CYBER_CYCLE_CALCULATOR_MQH
#define CYBER_CYCLE_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- Enum for Signal Line Type
enum ENUM_CYBER_SIGNAL_TYPE
{
SIGNAL_DELAY_1BAR, // Classic Ehlers (Cycle[i-1])
SIGNAL_MA // Custom Moving Average
};
//+==================================================================+
//| CLASS 1: CCyberCycleCalculator (Base Class) |
//+==================================================================+
class CCyberCycleCalculator
{
protected:
double m_alpha;
//--- Signal Settings
ENUM_CYBER_SIGNAL_TYPE m_signal_type;
int m_signal_period;
ENUM_MA_TYPE m_signal_method;
//--- Engines
CMovingAverageCalculator *m_signal_engine;
//--- Persistent Buffers
double m_price[];
double m_smooth[]; // Pre-smoothing buffer
double m_cycle[]; // Internal cycle buffer
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:
CCyberCycleCalculator(void);
virtual ~CCyberCycleCalculator(void);
bool Init(double alpha, ENUM_CYBER_SIGNAL_TYPE sig_type, int sig_period, ENUM_MA_TYPE sig_method);
//--- Standard Calculate (Without volume data)
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 &cycle_out[], double &signal_out[]);
//--- Overloaded Calculate with Volume (Specifically for VWMA support)
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[],
const long &volume[],
double &cycle_out[], double &signal_out[]);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CCyberCycleCalculator::CCyberCycleCalculator(void)
{
m_signal_engine = new CMovingAverageCalculator();
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CCyberCycleCalculator::~CCyberCycleCalculator(void)
{
if(CheckPointer(m_signal_engine) != POINTER_INVALID)
delete m_signal_engine;
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CCyberCycleCalculator::Init(double alpha, ENUM_CYBER_SIGNAL_TYPE sig_type, int sig_period, ENUM_MA_TYPE sig_method)
{
m_alpha = alpha;
m_signal_type = sig_type;
m_signal_period = sig_period;
m_signal_method = sig_method;
if(m_signal_type == SIGNAL_MA)
{
if(CheckPointer(m_signal_engine) == POINTER_INVALID || !m_signal_engine.Init(m_signal_period, m_signal_method))
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| Calculate (Standard - No Volume) |
//+------------------------------------------------------------------+
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[],
double &cycle_out[], double &signal_out[])
{
if(rates_total < 7)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- 1. Resize dynamic buffers and force chronological indexing
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false);
}
if(ArraySize(m_smooth) != rates_total)
{
ArrayResize(m_smooth, rates_total);
ArrayResize(m_cycle, rates_total);
ArraySetAsSeries(m_smooth, false);
ArraySetAsSeries(m_cycle, false);
}
//--- 2. Prepare Price Series
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
int loop_start = MathMax(6, start_index);
//--- 3. Explicitly initialize indices 0 to 5 to prevent trash memory values
if(loop_start == 6)
{
for(int k=0; k<6; k++)
{
m_smooth[k] = m_price[k];
m_cycle[k] = 0.0;
cycle_out[k] = 0.0;
signal_out[k] = 0.0;
}
}
//--- 4. Cyber Cycle Core Loop
for(int i = loop_start; i < rates_total; i++)
{
// Step 1: Pre-smoothing (4-bar FIR filter)
m_smooth[i] = (m_price[i] + 2.0 * m_price[i-1] + 2.0 * m_price[i-2] + m_price[i-3]) / 6.0;
// Step 2: Calculate Cyber Cycle
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]);
double term2 = 2.0 * (1.0 - m_alpha) * m_cycle[i-1];
double term3 = (1.0 - m_alpha) * (1.0 - m_alpha) * m_cycle[i-2];
m_cycle[i] = term1 + term2 - term3;
cycle_out[i] = m_cycle[i];
}
//--- 5. Calculate Signal Line (No Volume)
if(m_signal_type == SIGNAL_DELAY_1BAR)
{
for(int i = loop_start; i < rates_total; i++)
signal_out[i] = m_cycle[i-1];
}
else // SIGNAL_MA
{
// Pass the computed m_cycle array as the pricing source for standard MA calculations
if(CheckPointer(m_signal_engine) != POINTER_INVALID)
{
m_signal_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE,
m_cycle, m_cycle, m_cycle, m_cycle,
signal_out);
}
}
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Volume for VWMA) |
//+------------------------------------------------------------------+
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[],
const long &volume[],
double &cycle_out[], double &signal_out[])
{
if(rates_total < 7)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- 1. Resize dynamic buffers and force chronological indexing
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false);
}
if(ArraySize(m_smooth) != rates_total)
{
ArrayResize(m_smooth, rates_total);
ArrayResize(m_cycle, rates_total);
ArraySetAsSeries(m_smooth, false);
ArraySetAsSeries(m_cycle, false);
}
//--- 2. Prepare Price Series
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
int loop_start = MathMax(6, start_index);
//--- 3. Explicitly initialize indices 0 to 5 to prevent trash memory values
if(loop_start == 6)
{
for(int k=0; k<6; k++)
{
m_smooth[k] = m_price[k];
m_cycle[k] = 0.0;
cycle_out[k] = 0.0;
signal_out[k] = 0.0;
}
}
//--- 4. Cyber Cycle Core Loop
for(int i = loop_start; i < rates_total; i++)
{
// Step 1: Pre-smoothing (4-bar FIR filter)
m_smooth[i] = (m_price[i] + 2.0 * m_price[i-1] + 2.0 * m_price[i-2] + m_price[i-3]) / 6.0;
// Step 2: Calculate Cyber Cycle
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]);
double term2 = 2.0 * (1.0 - m_alpha) * m_cycle[i-1];
double term3 = (1.0 - m_alpha) * (1.0 - m_alpha) * m_cycle[i-2];
m_cycle[i] = term1 + term2 - term3;
cycle_out[i] = m_cycle[i];
}
//--- 5. Calculate Signal Line (With Volume)
if(m_signal_type == SIGNAL_DELAY_1BAR)
{
for(int i = loop_start; i < rates_total; i++)
signal_out[i] = m_cycle[i-1];
}
else // SIGNAL_MA
{
// Pass computed m_cycle array as price source alongside volume to support VWMA
if(CheckPointer(m_signal_engine) != POINTER_INVALID)
{
m_signal_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE,
m_cycle, m_cycle, m_cycle, m_cycle,
volume,
signal_out);
}
}
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard) |
//+------------------------------------------------------------------+
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[])
{
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] + 2.0 * close[i]) / 4.0;
break;
default:
m_price[i] = (high[i] + low[i]) / 2.0;
break;
}
}
return true;
}
//+==================================================================+
//| CLASS 2: CCyberCycleCalculator_HA (Heikin Ashi) |
//+==================================================================+
class CCyberCycleCalculator_HA : public CCyberCycleCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
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) |
//+------------------------------------------------------------------+
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[])
{
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);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
}
m_ha_calculator.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(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] + 2.0 * m_ha_close[i]) / 4.0;
break;
default:
m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
break;
}
}
return true;
}
#endif // CYBER_CYCLE_CALCULATOR_MQH
//+------------------------------------------------------------------+
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