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Toh4iem9
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//+------------------------------------------------------------------+
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//| SMI_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi SMI. |
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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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//+==================================================================+
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//| |
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//| CLASS 1: CSMICalculator (Base Class) |
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//| |
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//+==================================================================+
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class CSMICalculator
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{
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protected:
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int m_len_k, m_len_d, m_len_ema;
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double m_src_high[], m_src_low[], m_src_close[];
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double Highest(int period, int current_pos);
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double Lowest(int period, int current_pos);
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CSMICalculator(void) {};
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virtual ~CSMICalculator(void) {};
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bool Init(int len_k, int len_d, int len_ema);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
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double &smi_buffer[], double &signal_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CSMICalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CSMICalculator::Init(int len_k, int len_d, int len_ema)
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{
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m_len_k = (len_k < 1) ? 1 : len_k;
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m_len_d = (len_d < 1) ? 1 : len_d;
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m_len_ema = (len_ema < 1) ? 1 : len_ema;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CSMICalculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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void CSMICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
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double &smi_buffer[], double &signal_buffer[])
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{
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int start_pos = m_len_k + m_len_d + m_len_d + m_len_ema - 4;
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if(rates_total <= start_pos)
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return;
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if(!PrepareSourceData(rates_total, open, high, low, close))
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return;
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double hl_range[], rel_range[], ema_rel[], ema_range[], ema_ema_rel[], ema_ema_range[];
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ArrayResize(hl_range, rates_total);
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ArrayResize(rel_range, rates_total);
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ArrayResize(ema_rel, rates_total);
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ArrayResize(ema_range, rates_total);
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ArrayResize(ema_ema_rel, rates_total);
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ArrayResize(ema_ema_range, rates_total);
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for(int i = m_len_k - 1; i < rates_total; i++)
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{
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double highest_h = Highest(m_len_k, i);
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double lowest_l = Lowest(m_len_k, i);
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hl_range[i] = highest_h - lowest_l;
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rel_range[i] = m_src_close[i] - (highest_h + lowest_l) / 2.0;
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}
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double pr_d = 2.0 / (m_len_d + 1.0);
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double pr_ema = 2.0 / (m_len_ema + 1.0);
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int ema1_start = m_len_k + m_len_d - 2;
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int ema2_start = ema1_start + m_len_d - 1;
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int signal_start = ema2_start + m_len_ema - 1;
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for(int i = m_len_k - 1; i < rates_total; i++)
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{
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// --- 1st EMA Smoothing ---
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if(i == m_len_k - 1)
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{
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ema_rel[i] = rel_range[i];
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ema_range[i] = hl_range[i];
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}
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else
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{
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ema_rel[i] = rel_range[i] * pr_d + ema_rel[i-1] * (1.0 - pr_d);
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ema_range[i] = hl_range[i] * pr_d + ema_range[i-1] * (1.0 - pr_d);
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}
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// --- 2nd EMA Smoothing ---
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if(i >= ema1_start)
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{
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if(i == ema1_start)
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{
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double sum_rel=0, sum_ran=0;
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for(int j=0; j<m_len_d; j++)
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{
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sum_rel+=ema_rel[i-j];
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sum_ran+=ema_range[i-j];
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}
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ema_ema_rel[i] = sum_rel / m_len_d;
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ema_ema_range[i] = sum_ran / m_len_d;
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}
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else
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{
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ema_ema_rel[i] = ema_rel[i] * pr_d + ema_ema_rel[i-1] * (1.0 - pr_d);
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ema_ema_range[i] = ema_range[i] * pr_d + ema_ema_range[i-1] * (1.0 - pr_d);
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}
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}
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// --- Final SMI Value ---
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if(i >= ema2_start)
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{
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if(ema_ema_range[i] != 0)
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smi_buffer[i] = 100 * (ema_ema_rel[i] / (ema_ema_range[i] / 2.0));
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else
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smi_buffer[i] = 0;
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}
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// --- Signal Line ---
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if(i >= signal_start)
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{
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if(i == signal_start)
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{
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double sum_smi=0;
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for(int j=0; j<m_len_ema; j++)
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sum_smi += smi_buffer[i-j];
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signal_buffer[i] = sum_smi / m_len_ema;
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}
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else
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{
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signal_buffer[i] = smi_buffer[i] * pr_ema + signal_buffer[i-1] * (1.0 - pr_ema);
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| CSMICalculator: Prepares the standard source data series. |
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//+------------------------------------------------------------------+
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bool CSMICalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_src_high, rates_total);
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ArrayCopy(m_src_high, high, 0, 0, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayCopy(m_src_low, low, 0, 0, rates_total);
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ArrayResize(m_src_close, rates_total);
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ArrayCopy(m_src_close, close, 0, 0, rates_total);
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return true;
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}
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//+------------------------------------------------------------------+
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//| Finds the highest value in the internal price buffer. |
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//+------------------------------------------------------------------+
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double CSMICalculator::Highest(int period, int current_pos)
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{
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double res = m_src_high[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < m_src_high[index])
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res = m_src_high[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in the internal price buffer. |
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//+------------------------------------------------------------------+
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double CSMICalculator::Lowest(int period, int current_pos)
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{
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double res = m_src_low[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > m_src_low[index])
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res = m_src_low[index];
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}
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return(res);
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CSMICalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CSMICalculator_HA : public CSMICalculator
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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 PrepareSourceData(int rates_total, 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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//| CSMICalculator_HA: Prepares the Heikin Ashi source data. |
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//+------------------------------------------------------------------+
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bool CSMICalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_src_high, m_src_low, m_src_close);
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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