From 1bfbc7f33953b08a585e946292b6b7c1959a0c5e Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 28 Oct 2025 13:19:45 +0100 Subject: [PATCH] refactor: SOURCE_MOMENTUM --- .../MyIncludes/Ehlers_Smoother_Calculator.mqh | 194 +++++++++--------- 1 file changed, 100 insertions(+), 94 deletions(-) diff --git a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh index 431c014..2c51cd8 100644 --- a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh +++ b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh @@ -1,30 +1,29 @@ //+------------------------------------------------------------------+ //| Ehlers_Smoother_Calculator.mqh | //| Calculation engine for John Ehlers' SuperSmoother and | -//| Ultimate Smoother filters. Definition-true implementation. | +//| Ultimate Smoother filters. Can be applied to Price or Momentum.| //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include -//--- Enum names now match the Ehlers articles exactly enum ENUM_SMOOTHER_TYPE { SUPERSMOOTHER, ULTIMATESMOOTHER }; -//+==================================================================+ -//| | -//| CLASS 1: CEhlersSmootherCalculator (Base) | -//| | +// NEW: Enum to select the data source +enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; + //+==================================================================+ class CEhlersSmootherCalculator { protected: int m_period; ENUM_SMOOTHER_TYPE m_type; + ENUM_INPUT_SOURCE m_source_type; double m_price[]; virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); @@ -33,20 +32,19 @@ public: CEhlersSmootherCalculator(void) {}; virtual ~CEhlersSmootherCalculator(void) {}; - bool Init(int period, ENUM_SMOOTHER_TYPE type); + bool Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]); }; //+------------------------------------------------------------------+ -bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type) +bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type) { m_period = (period < 2) ? 2 : period; m_type = type; + m_source_type = source_type; return true; } -//+------------------------------------------------------------------+ -//| REFACTORED: Using internal state variables for robust recursion. | //+------------------------------------------------------------------+ void CEhlersSmootherCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]) { @@ -54,34 +52,34 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pr return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; - -// --- Calculate coefficients exactly as per Ehlers' articles --- double a1 = exp(-M_SQRT2 * M_PI / m_period); double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / m_period); double c2 = b1; double c3 = -a1 * a1; double c1 = 0; - if(m_type == SUPERSMOOTHER) { c1 = 1.0 - c2 - c3; } - else // ULTIMATESMOOTHER + else { c1 = (1.0 + c2 - c3) / 4.0; } - -// --- State variables for recursive calculation --- - double f1=0, f2=0; // f[1], f[2] - -// --- Initialization for the first few bars, as per Ehlers' code --- - filter_buffer[0] = m_price[0]; - filter_buffer[1] = m_price[1]; - filter_buffer[2] = m_price[2]; - f1 = filter_buffer[2]; - f2 = filter_buffer[1]; - -// --- Full recalculation loop for stability --- + double f1=0, f2=0; + if(rates_total > 0) + filter_buffer[0] = m_price[0]; + if(rates_total > 1) + { + filter_buffer[1] = m_price[1]; + f2 = filter_buffer[0]; + f1 = filter_buffer[1]; + } + if(rates_total > 2) + { + filter_buffer[2] = m_price[2]; + f2 = filter_buffer[1]; + f1 = filter_buffer[2]; + } for(int i = 3; i < rates_total; i++) { double current_f = 0; @@ -89,18 +87,11 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pr { current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2; } - else // ULTIMATESMOOTHER + else { - current_f = (1.0 - c1) * m_price[i] - + (2.0 * c1 - c2) * m_price[i-1] - - (c1 + c3) * m_price[i-2] - + c2 * f1 - + c3 * f2; + current_f = (1.0 - c1) * m_price[i] + (2.0 * c1 - c2) * m_price[i-1] - (c1 + c3) * m_price[i-2] + c2 * f1 + c3 * f2; } - filter_buffer[i] = current_f; - - // Update state for next iteration f2 = f1; f1 = current_f; } @@ -110,40 +101,47 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pr bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_price, rates_total); - switch(price_type) + if(m_source_type == SOURCE_PRICE) { - case PRICE_CLOSE: - ArrayCopy(m_price, close, 0, 0, rates_total); - break; - case PRICE_OPEN: - ArrayCopy(m_price, open, 0, 0, rates_total); - break; - case PRICE_HIGH: - ArrayCopy(m_price, high, 0, 0, rates_total); - break; - case PRICE_LOW: - ArrayCopy(m_price, low, 0, 0, rates_total); - break; - case PRICE_MEDIAN: - for(int i=0; i