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refactor: Added selectable signal line type

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This commit is contained in:
Toh4iem9
2025-11-25 14:00:36 +01:00
parent 9fbf490dd1
commit 041ac558a3
1 changed files with 144 additions and 45 deletions
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Include/MyIncludes/MACD_SuperSmoother_Calculator.mqh
+144 -45
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@@ -1,38 +1,50 @@
//+------------------------------------------------------------------+
//| MACD_SuperSmoother_Calculator.mqh |
//| VERSION 1.10: Corrected access modifiers and state mgmt. |
//| VERSION 1.21: Corrected method definition placement. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
#include "Ehlers_Smoother_Calculator.mqh"
#include "MovingAverage_Engine.mqh"
//--- Universal enum for all smoothing types ---
enum ENUM_SMOOTHING_METHOD
{
SMOOTH_SMA,
SMOOTH_EMA,
SMOOTH_SMMA,
SMOOTH_LWMA,
SMOOTH_SuperSmoother
};
//+==================================================================+
class CMACDSuperSmootherCalculator
{
protected:
//--- Periods
int m_fast_period, m_slow_period, m_signal_period;
ENUM_SMOOTHING_METHOD m_signal_ma_type;
//--- Internal calculators (Composition)
CEhlersSmootherCalculator *m_fast_smoother;
CEhlersSmootherCalculator *m_slow_smoother;
//--- State for the signal line smoother (CRITICAL FIX)
double m_sig_f1, m_sig_f2;
virtual CEhlersSmootherCalculator *CreateSmootherInstance(void);
void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos);
public:
CMACDSuperSmootherCalculator(void);
virtual ~CMACDSuperSmootherCalculator(void);
bool Init(int fast_p, int slow_p, int signal_p);
bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[]);
};
//--- Derived class for Heikin Ashi version ---
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CMACDSuperSmootherCalculator_HA : public CMACDSuperSmootherCalculator
{
protected:
@@ -40,7 +52,7 @@ protected:
};
//+==================================================================+
//| METHOD IMPLEMENTATIONS |
//| METHOD IMPLEMENTATIONS: CMACDSuperSmootherCalculator |
//+==================================================================+
//+------------------------------------------------------------------+
@@ -68,13 +80,15 @@ CMACDSuperSmootherCalculator::~CMACDSuperSmootherCalculator(void)
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CEhlersSmootherCalculator *CMACDSuperSmootherCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); }
CEhlersSmootherCalculator *CMACDSuperSmootherCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); }
CEhlersSmootherCalculator *CMACDSuperSmootherCalculator::CreateSmootherInstance(void)
{
return new CEhlersSmootherCalculator();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p)
bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type)
{
if(fast_p > slow_p)
{
@@ -82,13 +96,10 @@ bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p)
fast_p=slow_p;
slow_p=temp;
}
//--- Store periods as member variables
m_fast_period = fast_p;
m_slow_period = slow_p;
m_signal_period = signal_p;
//--- Reset signal line state
m_signal_period = (signal_p < 1) ? 1 : signal_p;
m_signal_ma_type = signal_type;
m_sig_f1 = 0;
m_sig_f2 = 0;
@@ -108,46 +119,134 @@ bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p)
void CMACDSuperSmootherCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[])
{
//--- CORRECTED: Use member variables for period check
if(rates_total <= m_slow_period + m_signal_period)
if(rates_total < m_slow_period + m_signal_period)
return;
double fast_buffer[], slow_buffer[];
ArrayResize(fast_buffer, rates_total, 0);
ArrayResize(slow_buffer, rates_total, 0);
ArrayResize(fast_buffer, rates_total);
ArrayResize(slow_buffer, rates_total);
m_fast_smoother.Calculate(rates_total, price_type, open, high, low, close, fast_buffer);
m_slow_smoother.Calculate(rates_total, price_type, open, high, low, close, slow_buffer);
for(int i = 0; i < rates_total; i++)
macd_line[i] = fast_buffer[i] - slow_buffer[i];
//--- STEP 4: Calculate Signal Line (SuperSmoother on MACD Line) with proper state management
//--- CORRECTED: Use GetPeriod() and member variables
double a1 = exp(-M_SQRT2 * M_PI / m_signal_period);
double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / m_signal_period);
double c2 = b1, c3 = -a1*a1, c1 = 1.0 - c2 - c3;
//--- Robust initialization
if(ArraySize(signal_line) == 0 || signal_line[0] == 0)
{
if(rates_total > 0)
signal_line[0] = macd_line[0];
if(rates_total > 1)
signal_line[1] = macd_line[1];
m_sig_f2 = signal_line[0];
m_sig_f1 = signal_line[1];
}
for(int i=2; i<rates_total; i++)
{
signal_line[i] = c1 * (macd_line[i] + macd_line[i-1]) / 2.0 + c2 * m_sig_f1 + c3 * m_sig_f2;
m_sig_f2 = m_sig_f1;
m_sig_f1 = signal_line[i];
}
int signal_start = m_slow_period + m_signal_period - 1;
CalculateMA(macd_line, signal_line, m_signal_period, m_signal_ma_type, signal_start);
for(int i = 0; i < rates_total; i++)
histogram[i] = macd_line[i] - signal_line[i];
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CMACDSuperSmootherCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos)
{
for(int i = start_pos; i < ArraySize(source_array); i++)
{
switch(method)
{
case SMOOTH_SuperSmoother:
{
double a1 = exp(-M_SQRT2 * M_PI / period);
double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / period);
double c2 = b1, c3 = -a1 * a1, c1 = 1.0 - c2 - c3;
if(i==start_pos)
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i] = sum/count;
m_sig_f1 = dest_array[i];
m_sig_f2 = (i > 0 && dest_array[i-1] != EMPTY_VALUE) ? dest_array[i-1] : dest_array[i];
}
else
{
dest_array[i] = c1 * (source_array[i] + source_array[i-1]) / 2.0 + c2 * m_sig_f1 + c3 * m_sig_f2;
m_sig_f2 = m_sig_f1;
m_sig_f1 = dest_array[i];
}
break;
}
case SMOOTH_EMA:
case SMOOTH_SMMA:
if(i == start_pos)
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
else
{
if(method==SMOOTH_EMA)
{
double pr=2.0/(period+1.0);
dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
}
else
dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
}
break;
case SMOOTH_LWMA:
{
double sum=0, w_sum=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] == EMPTY_VALUE)
continue;
int w=period-j;
sum+=source_array[i-j]*w;
w_sum+=w;
}
if(w_sum>0)
dest_array[i]=sum/w_sum;
}
break;
default: // SMOOTH_SMA
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
break;
}
}
}
//+==================================================================+
//| METHOD IMPLEMENTATIONS: CMACDSuperSmootherCalculator_HA |
//+==================================================================+
//--- CORRECTED: This method definition now belongs to the _HA class ---
CEhlersSmootherCalculator *CMACDSuperSmootherCalculator_HA::CreateSmootherInstance(void)
{
return new CEhlersSmootherCalculator_HA();
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+