gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-17 22:38:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor(indicators): Unified calculator for ALL SS MACD inds

Browse Source
This commit is contained in:
Toh4iem9
2026-01-18 12:21:38 +01:00
parent b0b6230c2d
commit 50922da4ae
1 changed files with 72 additions and 26 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/MACD_SuperSmoother_Calculator.mqh
+72 -26
View File
@@ -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 <MyIncludes\Ehlers_Smoother_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
@@ -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);
}
//+------------------------------------------------------------------+