diff --git a/Include/MyIncludes/MACD_SuperSmoother_Calculator.mqh b/Include/MyIncludes/MACD_SuperSmoother_Calculator.mqh index 306b90f..c1344b0 100644 --- a/Include/MyIncludes/MACD_SuperSmoother_Calculator.mqh +++ b/Include/MyIncludes/MACD_SuperSmoother_Calculator.mqh @@ -1,9 +1,9 @@ //+------------------------------------------------------------------+ //| MACD_SuperSmoother_Calculator.mqh | -//| VERSION 1.40: Fixed buffer persistence for recursive calc. | -//| Copyright 2025, xxxxxxxx | +//| VERSION 2.00: Unified calculator for ALL SS MACD inds. | +//| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ -#property copyright "Copyright 2025, xxxxxxxx" +#property copyright "Copyright 2026, xxxxxxxx" #include #include @@ -17,6 +17,8 @@ enum ENUM_SMOOTHING_METHOD SMOOTH_SuperSmoother }; +//+==================================================================+ +//| CLASS 1: CMACDSuperSmootherCalculator (Base) | //+==================================================================+ class CMACDSuperSmootherCalculator { @@ -30,9 +32,12 @@ protected: CEhlersSmootherCalculator *m_signal_smoother; CMovingAverageCalculator *m_signal_ma_engine; - //--- CRITICAL FIX: Persistent buffers for intermediate calculations + //--- Persistent Internal Buffers double m_fast_buffer[]; double m_slow_buffer[]; + double m_macd_internal[]; + double m_signal_internal[]; + double m_hist_internal[]; virtual CEhlersSmootherCalculator *CreateSmootherInstance(void); @@ -41,10 +46,22 @@ public: virtual ~CMACDSuperSmootherCalculator(void); bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type); + + //--- Main Calculation void Calculate(int rates_total, int prev_calculated, 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[]); + double &macd_out[], double &signal_out[], double &hist_out[]); + + //--- Wrapper for Histogram Only + void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + double &hist_out[]); + + //--- Wrapper for MACD Line Only + void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + double &macd_out[]); }; +//+------------------------------------------------------------------+ +//| CLASS 2: CMACDSuperSmootherCalculator_HA | //+------------------------------------------------------------------+ class CMACDSuperSmootherCalculator_HA : public CMACDSuperSmootherCalculator { @@ -57,7 +74,7 @@ protected: //+==================================================================+ //+------------------------------------------------------------------+ -//| | +//| Constructor | //+------------------------------------------------------------------+ CMACDSuperSmootherCalculator::CMACDSuperSmootherCalculator(void) { @@ -68,7 +85,7 @@ CMACDSuperSmootherCalculator::CMACDSuperSmootherCalculator(void) } //+------------------------------------------------------------------+ -//| | +//| Destructor | //+------------------------------------------------------------------+ CMACDSuperSmootherCalculator::~CMACDSuperSmootherCalculator(void) { @@ -83,13 +100,13 @@ CMACDSuperSmootherCalculator::~CMACDSuperSmootherCalculator(void) } //+------------------------------------------------------------------+ -//| | +//| Factory Method | //+------------------------------------------------------------------+ CEhlersSmootherCalculator *CMACDSuperSmootherCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); } CEhlersSmootherCalculator *CMACDSuperSmootherCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); } //+------------------------------------------------------------------+ -//| | +//| Init | //+------------------------------------------------------------------+ bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type) { @@ -129,47 +146,76 @@ bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p, EN } //+------------------------------------------------------------------+ -//| | +//| Main Calculation | //+------------------------------------------------------------------+ void CMACDSuperSmootherCalculator::Calculate(int rates_total, int prev_calculated, 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[]) + double &macd_out[], double &signal_out[], double &hist_out[]) { if(rates_total < m_slow_period + m_signal_period) return; -//--- Resize persistent internal buffers +// Resize persistent internal buffers if(ArraySize(m_fast_buffer) != rates_total) + { ArrayResize(m_fast_buffer, rates_total); - if(ArraySize(m_slow_buffer) != rates_total) ArrayResize(m_slow_buffer, rates_total); + ArrayResize(m_macd_internal, rates_total); + ArrayResize(m_signal_internal, rates_total); + ArrayResize(m_hist_internal, rates_total); + } -//--- Calculate Fast and Slow Smoothers (Incremental) -// Now passing persistent buffers, so history is preserved! +// 1. Calculate Fast and Slow Smoothers m_fast_smoother.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_fast_buffer); m_slow_smoother.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_slow_buffer); -//--- Calculate MACD Line +// 2. Calculate MACD Line int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; - for(int i = start_index; i < rates_total; i++) - macd_line[i] = m_fast_buffer[i] - m_slow_buffer[i]; + m_macd_internal[i] = m_fast_buffer[i] - m_slow_buffer[i]; -//--- Calculate Signal Line +// 3. Calculate Signal Line if(m_signal_ma_type == SMOOTH_SuperSmoother) { m_signal_smoother.Calculate(rates_total, prev_calculated, PRICE_CLOSE, - macd_line, macd_line, macd_line, macd_line, - signal_line); + m_macd_internal, m_macd_internal, m_macd_internal, m_macd_internal, + m_signal_internal); } else { - m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, - macd_line, macd_line, macd_line, macd_line, - signal_line); + m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, m_slow_period); } -//--- Calculate Histogram +// 4. Calculate Histogram & Output for(int i = start_index; i < rates_total; i++) - histogram[i] = macd_line[i] - signal_line[i]; + { + m_hist_internal[i] = m_macd_internal[i] - m_signal_internal[i]; + + if(ArraySize(macd_out) == rates_total) + macd_out[i] = m_macd_internal[i]; + if(ArraySize(signal_out) == rates_total) + signal_out[i] = m_signal_internal[i]; + if(ArraySize(hist_out) == rates_total) + hist_out[i] = m_hist_internal[i]; + } + } + +//+------------------------------------------------------------------+ +//| Calculate Histogram Only | +//+------------------------------------------------------------------+ +void CMACDSuperSmootherCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + double &hist_out[]) + { + double dummy_macd[], dummy_signal[]; + Calculate(rates_total, prev_calculated, open, high, low, close, price_type, dummy_macd, dummy_signal, hist_out); + } + +//+------------------------------------------------------------------+ +//| Calculate MACD Line Only | +//+------------------------------------------------------------------+ +void CMACDSuperSmootherCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + double &macd_out[]) + { + double dummy_signal[], dummy_hist[]; + Calculate(rates_total, prev_calculated, open, high, low, close, price_type, macd_out, dummy_signal, dummy_hist); } //+------------------------------------------------------------------+