diff --git a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh index 33787d1..54f13c9 100644 --- a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh +++ b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh @@ -1,6 +1,6 @@ //+------------------------------------------------------------------+ //| Ehlers_Smoother_Calculator.mqh | -//| VERSION 2.50: Added safety resize for output buffer. | +//| VERSION 3.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -10,6 +10,8 @@ enum ENUM_SMOOTHER_TYPE { SUPERSMOOTHER, ULTIMATESMOOTHER }; enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; +//+==================================================================+ +//| CLASS 1: CEhlersSmootherCalculator | //+==================================================================+ class CEhlersSmootherCalculator { @@ -21,6 +23,7 @@ protected: //--- Persistent Buffer for Price double m_price[]; + //--- Updated: Accepts start_index virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: @@ -28,11 +31,15 @@ public: virtual ~CEhlersSmootherCalculator(void) {}; bool Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type); + + //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]); int GetPeriod(void) const { return m_period; } }; +//+------------------------------------------------------------------+ +//| Init | //+------------------------------------------------------------------+ bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type) { @@ -42,55 +49,47 @@ bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_I return true; } +//+------------------------------------------------------------------+ +//| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]) { if(rates_total < 4) return; -//--- SAFETY FIX: Ensure output buffer is large enough -//--- If filter_buffer is a dynamic array passed from another calculator, it might be size 0. - if(ArraySize(filter_buffer) != rates_total) - ArrayResize(filter_buffer, rates_total); - -//--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; -//--- 2. Resize Internal Buffer +// Resize internal buffer if(ArraySize(m_price) != rates_total) ArrayResize(m_price, rates_total); -//--- 3. Prepare Price if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; -//--- 4. Calculate Coefficients +//--- Calculate Coefficients 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 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0); -//--- 5. Calculate Filter - int i = start_index; +//--- Incremental Loop +// We start at index 3 because we need i-1 and i-2 (and i-3 for safety/logic consistency) + int loop_start = MathMax(3, start_index); -// Initialization - if(i < 3) +// Initialization for the very first bars + if(loop_start == 3) { - if(rates_total > 0) - filter_buffer[0] = m_price[0]; - if(rates_total > 1) - filter_buffer[1] = m_price[1]; - if(rates_total > 2) - filter_buffer[2] = m_price[2]; - i = 3; + filter_buffer[0] = m_price[0]; + filter_buffer[1] = m_price[1]; + filter_buffer[2] = m_price[2]; } - for(; i < rates_total; i++) + for(int i = loop_start; i < rates_total; i++) { double f1 = filter_buffer[i-1]; double f2 = filter_buffer[i-2]; @@ -98,13 +97,15 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated, double current_f; if(m_type == SUPERSMOOTHER) current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2; - else + else // ULTIMATESMOOTHER 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; } } +//+------------------------------------------------------------------+ +//| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { @@ -148,17 +149,20 @@ bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, int start_in return true; } +//+==================================================================+ +//| CLASS 2: CEhlersSmootherCalculator_HA | //+==================================================================+ class CEhlersSmootherCalculator_HA : public CEhlersSmootherCalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; - protected: virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; +//+------------------------------------------------------------------+ +//| | //+------------------------------------------------------------------+ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { @@ -169,9 +173,7 @@ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); } - - m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, - m_ha_open, m_ha_high, m_ha_low, m_ha_close); + m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); for(int i = start_index; i < rates_total; i++) {