mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
@@ -0,0 +1,190 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| MACD_SuperSmoother_Histogram_Calculator.mqh|
|
||||
//| VERSION 1.01: Completed constructor/destructor logic. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
|
||||
#include <MyIncludes\MovingAverage_Engine.mqh> // For ENUM_MA_TYPE
|
||||
|
||||
//+==================================================================+
|
||||
class CMACDSuperSmootherHistogramCalculator
|
||||
{
|
||||
protected:
|
||||
int m_fast_period, m_slow_period, m_signal_period;
|
||||
ENUM_MA_TYPE m_signal_ma_type;
|
||||
|
||||
CEhlersSmootherCalculator *m_fast_smoother;
|
||||
CEhlersSmootherCalculator *m_slow_smoother;
|
||||
|
||||
virtual CEhlersSmootherCalculator *CreateSmootherInstance(void);
|
||||
void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos);
|
||||
|
||||
public:
|
||||
CMACDSuperSmootherHistogramCalculator(void);
|
||||
virtual ~CMACDSuperSmootherHistogramCalculator(void);
|
||||
|
||||
bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE 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 &histogram[]);
|
||||
};
|
||||
|
||||
//--- Derived class for Heikin Ashi version ---
|
||||
class CMACDSuperSmootherHistogramCalculator_HA : public CMACDSuperSmootherHistogramCalculator
|
||||
{
|
||||
protected:
|
||||
virtual CEhlersSmootherCalculator *CreateSmootherInstance(void) override;
|
||||
};
|
||||
|
||||
//+==================================================================+
|
||||
//| METHOD IMPLEMENTATIONS |
|
||||
//+==================================================================+
|
||||
|
||||
//--- CORRECTED: Constructor with pointer initialization ---
|
||||
CMACDSuperSmootherHistogramCalculator::CMACDSuperSmootherHistogramCalculator(void)
|
||||
{
|
||||
m_fast_smoother = NULL;
|
||||
m_slow_smoother = NULL;
|
||||
}
|
||||
|
||||
//--- CORRECTED: Destructor with memory cleanup ---
|
||||
CMACDSuperSmootherHistogramCalculator::~CMACDSuperSmootherHistogramCalculator(void)
|
||||
{
|
||||
if(CheckPointer(m_fast_smoother) != POINTER_INVALID)
|
||||
delete m_fast_smoother;
|
||||
if(CheckPointer(m_slow_smoother) != POINTER_INVALID)
|
||||
delete m_slow_smoother;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
CEhlersSmootherCalculator *CMACDSuperSmootherHistogramCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); }
|
||||
CEhlersSmootherCalculator *CMACDSuperSmootherHistogramCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); }
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE signal_type)
|
||||
{
|
||||
if(fast_p > slow_p)
|
||||
{
|
||||
int temp=fast_p;
|
||||
fast_p=slow_p;
|
||||
slow_p=temp;
|
||||
}
|
||||
m_fast_period = fast_p;
|
||||
m_slow_period = slow_p;
|
||||
m_signal_period = (signal_p < 1) ? 1 : signal_p;
|
||||
m_signal_ma_type = signal_type;
|
||||
|
||||
m_fast_smoother = CreateSmootherInstance();
|
||||
m_slow_smoother = CreateSmootherInstance();
|
||||
|
||||
if(CheckPointer(m_fast_smoother) == POINTER_INVALID || !m_fast_smoother.Init(m_fast_period, SUPERSMOOTHER, SOURCE_PRICE) ||
|
||||
CheckPointer(m_slow_smoother) == POINTER_INVALID || !m_slow_smoother.Init(m_slow_period, SUPERSMOOTHER, SOURCE_PRICE))
|
||||
return false;
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMACDSuperSmootherHistogramCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||
double &histogram[])
|
||||
{
|
||||
if(rates_total < m_slow_period + m_signal_period)
|
||||
return;
|
||||
|
||||
double macd_line[], signal_line[];
|
||||
ArrayResize(macd_line, rates_total);
|
||||
ArrayResize(signal_line, rates_total);
|
||||
|
||||
double fast_buffer[], slow_buffer[];
|
||||
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];
|
||||
|
||||
CalculateMA(macd_line, signal_line, m_signal_period, m_signal_ma_type, m_slow_period + m_signal_period - 1);
|
||||
|
||||
for(int i = 0; i < rates_total; i++)
|
||||
histogram[i] = macd_line[i] - signal_line[i];
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos)
|
||||
{
|
||||
for(int i = start_pos; i < ArraySize(source_array); i++)
|
||||
{
|
||||
switch(method)
|
||||
{
|
||||
case EMA:
|
||||
case 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==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 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: // 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;
|
||||
}
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user