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Toh4iem9
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//+------------------------------------------------------------------+
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//| SSAMA_Calculator.mqh |
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//| SuperSmoother Adaptive Moving Average Engine. |
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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: CSSAMACalculator (Base Class) |
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//+==================================================================+
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class CSSAMACalculator
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{
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protected:
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int m_er_period;
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int m_min_period;
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int m_max_period;
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//--- Persistent Buffers
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double m_price[];
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double m_ssama_buf[]; // Internal buffer for recursive calc
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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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CSSAMACalculator(void) {};
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virtual ~CSSAMACalculator(void) {};
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bool Init(int er_p, int min_p, int max_p);
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//--- Main Calculation
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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 &ssama_out[]);
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};
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CSSAMACalculator::Init(int er_p, int min_p, int max_p)
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{
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m_er_period = (er_p < 1) ? 1 : er_p;
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m_min_period = (min_p < 2) ? 2 : min_p; // SS needs at least 2
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m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CSSAMACalculator::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 &ssama_out[])
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{
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if(rates_total <= m_er_period + 2)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_ssama_buf, rates_total);
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}
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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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// Main Loop
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int loop_start = MathMax(m_er_period, start_index);
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// Initialization
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if(loop_start == m_er_period)
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{
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// Seed with price to avoid startup transient
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m_ssama_buf[loop_start-1] = m_price[loop_start-1];
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m_ssama_buf[loop_start-2] = m_price[loop_start-2];
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ssama_out[loop_start-1] = m_price[loop_start-1];
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ssama_out[loop_start-2] = m_price[loop_start-2];
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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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// 1. Calculate Efficiency Ratio (ER)
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double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
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double volatility = 0;
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for(int j = 0; j < m_er_period; j++)
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volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
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double er = (volatility > 0.000001) ? direction / volatility : 0;
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// 2. Calculate Adaptive Period
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// High ER (1.0) -> Min Period (Fast)
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// Low ER (0.0) -> Max Period (Slow)
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double current_period = m_min_period + (1.0 - er) * (m_max_period - m_min_period);
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// 3. Calculate SuperSmoother Coefficients dynamically
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double a1 = exp(-M_SQRT2 * M_PI / current_period);
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double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / current_period);
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double c2 = b1;
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double c3 = -a1 * a1;
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double c1 = 1.0 - c2 - c3;
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// 4. Calculate SSAMA
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// SS[i] = c1*(P[i] + P[i-1])/2 + c2*SS[i-1] + c3*SS[i-2]
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m_ssama_buf[i] = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * m_ssama_buf[i-1] + c3 * m_ssama_buf[i-2];
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ssama_out[i] = m_ssama_buf[i];
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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 CSSAMACalculator::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] = close[i];
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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: CSSAMACalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CSSAMACalculator_HA : public CSSAMACalculator
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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 CSSAMACalculator_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_close[i];
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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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