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Toh4iem9
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//+------------------------------------------------------------------+
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//| Ehlers_Smoother_Calculator.mqh |
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//| Calculation engine for John Ehlers' SuperSmoother and |
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//| Ultimate Smoother filters. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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enum ENUM_SMOOTHER_TYPE
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{
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SUPERSMOOTHER,
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ULTIMATE_SMOOTHER
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};
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//+================================----------------==================+
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//| |
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//| CLASS 1: CEhlersSmootherCalculator (Base) |
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//| |
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//+==================================================================+
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class CEhlersSmootherCalculator
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{
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protected:
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int m_period;
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ENUM_SMOOTHER_TYPE m_type;
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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, 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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CEhlersSmootherCalculator(void) {};
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virtual ~CEhlersSmootherCalculator(void) {};
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bool Init(int period, ENUM_SMOOTHER_TYPE type);
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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[]);
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};
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//+------------------------------------------------------------------+
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bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type)
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{
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m_period = (period < 2) ? 2 : period;
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m_type = type;
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return true;
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}
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//+------------------------------------------------------------------+
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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[])
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{
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if(rates_total < 4)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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// --- Calculate filter coefficients ---
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double arg = 1.414 * M_PI / m_period;
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double a1 = exp(-arg);
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double b1 = 2.0 * a1 * cos(arg);
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double c2 = b1;
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double c3 = -a1 * a1;
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double c1 = 0;
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if(m_type == SUPERSMOOTHER)
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{
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c1 = 1.0 - c2 - c3;
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}
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else // ULTIMATE_SMOOTHER
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{
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c1 = (1.0 + c2 - c3) / 4.0; // This is the c1 from the HighPass filter
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}
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// --- State variables for recursive calculation ---
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double f1=0, f2=0; // f[1], f[2]
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// --- Initialization for the first few bars ---
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for(int i=0; i<4 && i<rates_total; i++)
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{
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filter_buffer[i] = m_price[i];
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}
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if(rates_total > 1)
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f1 = filter_buffer[1];
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if(rates_total > 2)
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f2 = filter_buffer[2];
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// --- Full recalculation loop ---
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for(int i = 3; i < rates_total; i++)
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{
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double current_f = 0;
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if(m_type == SUPERSMOOTHER)
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{
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current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2;
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}
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else // ULTIMATE_SMOOTHER
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{
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// This is the closed-form equation from the article
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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;
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}
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filter_buffer[i] = current_f;
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// Update state for next iteration
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f2 = f1;
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f1 = current_f;
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}
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}
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//+------------------------------------------------------------------+
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bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, 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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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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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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for(int i=0; i<rates_total; i++)
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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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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+==================================================================+
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class CEhlersSmootherCalculator_HA : public CEhlersSmootherCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, 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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bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, 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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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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