diff --git a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh index 25f7ef2..33787d1 100644 --- a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh +++ b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh @@ -1,6 +1,6 @@ //+------------------------------------------------------------------+ //| Ehlers_Smoother_Calculator.mqh | -//| VERSION 2.40: Optimized for incremental calculation. | +//| VERSION 2.50: Added safety resize for output buffer. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -21,7 +21,6 @@ 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: @@ -29,15 +28,11 @@ 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) { @@ -47,14 +42,17 @@ 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) @@ -66,7 +64,7 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated, if(ArraySize(m_price) != rates_total) ArrayResize(m_price, rates_total); -//--- 3. Prepare Price (Optimized) +//--- 3. Prepare Price if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; @@ -77,10 +75,10 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated, double c3 = -a1 * a1; double c1 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0); -//--- 5. Calculate Filter (Incremental Loop) +//--- 5. Calculate Filter int i = start_index; -// Initialization for the first few bars +// Initialization if(i < 3) { if(rates_total > 0) @@ -94,27 +92,22 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated, for(; i < rates_total; i++) { - double current_f = 0; - - // We use filter_buffer[i-1] and [i-2] which are persistent double f1 = filter_buffer[i-1]; double f2 = filter_buffer[i-2]; + double current_f; if(m_type == SUPERSMOOTHER) current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2; - else // ULTIMATESMOOTHER + else 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[]) { -// Optimized copy loop for(int i = start_index; i < rates_total; i++) { if(m_source_type == SOURCE_PRICE) @@ -155,26 +148,20 @@ 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; - // Internal HA buffers 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; }; -//+------------------------------------------------------------------+ -//| Prepare Price (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ 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[]) { -// Resize internal HA buffers if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); @@ -183,11 +170,9 @@ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start ArrayResize(m_ha_close, rates_total); } -//--- STRICT CALL: Use the optimized 10-param HA calculation m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); -//--- Copy to m_price (Optimized loop) for(int i = start_index; i < rates_total; i++) { if(m_source_type == SOURCE_PRICE)