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refactor: Fully modular 5-engine composition supporting selectable MA types & VWMA
This commit is contained in:
Toh4iem9
@@ -1,15 +1,16 @@
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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 2026, xxxxxxxx |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "3.10" // Implemented strict chronological safety on all 6 internal state buffers
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#property version "4.00" // Fully modular 5-engine composition supporting selectable MA types & VWMA
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#ifndef SMI_CALCULATOR_MQH
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#define SMI_CALCULATOR_MQH
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CSMICalculator (Base Class) |
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@@ -17,56 +18,94 @@
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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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int m_len_k, m_len_d, m_len_ema;
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ENUM_MA_TYPE m_slowing_type;
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ENUM_MA_TYPE m_signal_type;
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//--- Composition: 5 MA Engines for complete flexible double smoothing
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CMovingAverageCalculator m_smooth1_rel;
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CMovingAverageCalculator m_smooth1_ran;
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CMovingAverageCalculator m_smooth2_rel;
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CMovingAverageCalculator m_smooth2_ran;
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CMovingAverageCalculator m_signal_calc;
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//--- Source Data Buffers (Persistent)
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double m_src_high[], m_src_low[], m_src_close[];
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double m_src_high[], m_src_low[], m_src_close[];
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//--- Intermediate Calculation Buffers (Persistent state for incremental update)
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double m_hl_range[], m_rel_range[];
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double m_ema_rel[], m_ema_range[];
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double m_ema_ema_rel[], m_ema_ema_range[];
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double m_hl_range[], m_rel_range[];
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double m_ema_rel[], m_ema_range[];
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double m_ema_ema_rel[], m_ema_ema_range[];
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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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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, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
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virtual bool PrepareSourceData(int rates_total, int start_index, 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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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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bool Init(int len_k, int len_d, ENUM_MA_TYPE slowing_type, int len_ema, ENUM_MA_TYPE signal_type);
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void Calculate(int rates_total, int prev_calculated, 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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//--- Standard Calculate (Without volume data)
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void Calculate(int rates_total, int prev_calculated, 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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//--- Overloaded Calculate (With Volume for VWMA support)
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &smi_buffer[], double &signal_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CSMICalculator::CSMICalculator(void)
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: m_len_k(10), m_len_d(3), m_len_ema(3),
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m_slowing_type(EMA), m_signal_type(EMA)
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{
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CSMICalculator::Init(int len_k, int len_d, int len_ema)
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bool CSMICalculator::Init(int len_k, int len_d, ENUM_MA_TYPE slowing_type, int len_ema, ENUM_MA_TYPE signal_type)
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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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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_slowing_type = slowing_type;
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m_len_ema = (len_ema < 1) ? 1 : len_ema;
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m_signal_type = signal_type;
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// Initialize the 5-engine moving average pipeline
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if(!m_smooth1_rel.Init(m_len_d, m_slowing_type))
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return false;
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if(!m_smooth1_ran.Init(m_len_d, m_slowing_type))
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return false;
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if(!m_smooth2_rel.Init(m_len_d, m_slowing_type))
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return false;
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if(!m_smooth2_ran.Init(m_len_d, m_slowing_type))
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return false;
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if(!m_signal_calc.Init(m_len_ema, m_signal_type))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation Method (Optimized Incremental & Safe) |
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//| Calculate (Standard - No Volume) |
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//+------------------------------------------------------------------+
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void CSMICalculator::Calculate(int rates_total, int prev_calculated, 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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int required_bars = m_len_k + m_len_d + m_len_d + m_len_ema - 4;
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if(rates_total <= required_bars)
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return;
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//--- 1. Determine Start Index
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- 2. Resize Buffers and enforce strict chronological safety
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//--- Resize state buffers and enforce chronological safety
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if(ArraySize(m_src_high) != rates_total)
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{
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ArrayResize(m_src_high, rates_total);
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@@ -103,11 +142,11 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
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ArraySetAsSeries(signal_buffer, false);
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}
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//--- 3. Prepare Source Data (Optimized)
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//--- 1. Prepare Source Data (Standard or HA)
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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return;
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//--- 4. Calculate Ranges
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//--- 2. Calculate Raw Ranges
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int loop_start = MathMax(m_len_k - 1, start_index);
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for(int i = loop_start; i < rates_total; i++)
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@@ -118,73 +157,129 @@ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const doubl
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m_rel_range[i] = m_src_close[i] - (highest_h + lowest_l) / 2.0;
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}
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//--- 5. Calculate EMAs and SMI
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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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//--- 3. Calculate 1st Smoothing Stage (Selectable MA)
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m_smooth1_rel.CalculateOnArray(rates_total, prev_calculated, m_rel_range, m_ema_rel, m_len_k - 1);
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m_smooth1_ran.CalculateOnArray(rates_total, prev_calculated, m_hl_range, m_ema_range, m_len_k - 1);
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//--- 4. Calculate 2nd Smoothing Stage (Double Smoothing)
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int ema1_start = m_len_k - 1 + m_smooth1_rel.GetPeriod() - 1;
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m_smooth2_rel.CalculateOnArray(rates_total, prev_calculated, m_ema_rel, m_ema_ema_rel, ema1_start);
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m_smooth2_ran.CalculateOnArray(rates_total, prev_calculated, m_ema_range, m_ema_ema_range, ema1_start);
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//--- 5. Calculate Final SMI Value
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int ema2_start = ema1_start + m_smooth2_rel.GetPeriod() - 1;
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int start = (prev_calculated > 0) ? prev_calculated - 1 : ema2_start;
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if(start < ema2_start)
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start = ema2_start;
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for(int i = start; i < rates_total; i++)
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{
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if(m_ema_ema_range[i] != 0.0)
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smi_buffer[i] = 100.0 * (m_ema_ema_rel[i] / (m_ema_ema_range[i] / 2.0));
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else
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smi_buffer[i] = 0.0;
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}
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//--- 6. Calculate Signal Line (Selectable MA)
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m_signal_calc.CalculateOnArray(rates_total, prev_calculated, smi_buffer, signal_buffer, ema2_start);
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}
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//+------------------------------------------------------------------+
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//| Calculate (Overloaded - With Volume for VWMA support) |
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//+------------------------------------------------------------------+
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void CSMICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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const long &volume[],
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double &smi_buffer[], double &signal_buffer[])
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{
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int required_bars = m_len_k + m_len_d + m_len_d + m_len_ema - 4;
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if(rates_total <= required_bars)
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return;
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//--- Convert volume locally to support volume-weighted types (VWMA) across the pipeline
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double d_vol[];
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ArrayResize(d_vol, rates_total);
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ArraySetAsSeries(d_vol, false);
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int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start_sync; i < rates_total; i++)
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d_vol[i] = (double)volume[i];
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//--- Resize state buffers and enforce chronological safety
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if(ArraySize(m_src_high) != rates_total)
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{
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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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ArrayResize(m_hl_range, rates_total);
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ArrayResize(m_rel_range, rates_total);
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ArrayResize(m_ema_rel, rates_total);
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ArrayResize(m_ema_range, rates_total);
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ArrayResize(m_ema_ema_rel, rates_total);
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ArrayResize(m_ema_ema_range, rates_total);
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ArraySetAsSeries(m_src_high, false);
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ArraySetAsSeries(m_src_low, false);
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ArraySetAsSeries(m_src_close, false);
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ArraySetAsSeries(m_hl_range, false);
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ArraySetAsSeries(m_rel_range, false);
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ArraySetAsSeries(m_ema_rel, false);
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ArraySetAsSeries(m_ema_range, false);
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ArraySetAsSeries(m_ema_ema_rel, false);
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ArraySetAsSeries(m_ema_ema_range, false);
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}
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//--- Enforce chronological safety on output arrays
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if(ArraySize(smi_buffer) != rates_total)
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{
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ArrayResize(smi_buffer, rates_total);
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ArraySetAsSeries(smi_buffer, false);
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}
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if(ArraySize(signal_buffer) != rates_total)
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{
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ArrayResize(signal_buffer, rates_total);
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ArraySetAsSeries(signal_buffer, false);
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}
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//--- 1. Prepare Source Data (Standard or HA)
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if(!PrepareSourceData(rates_total, start_sync, open, high, low, close))
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return;
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//--- 2. Calculate Raw Ranges
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int loop_start = MathMax(m_len_k - 1, start_sync);
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for(int i = loop_start; 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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m_ema_rel[i] = m_rel_range[i];
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m_ema_range[i] = m_hl_range[i];
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}
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else
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{
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m_ema_rel[i] = m_rel_range[i] * pr_d + m_ema_rel[i-1] * (1.0 - pr_d);
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m_ema_range[i] = m_hl_range[i] * pr_d + m_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+=m_ema_rel[i-j];
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sum_ran+=m_ema_range[i-j];
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}
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m_ema_ema_rel[i] = sum_rel / m_len_d;
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m_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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m_ema_ema_rel[i] = m_ema_rel[i] * pr_d + m_ema_ema_rel[i-1] * (1.0 - pr_d);
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m_ema_ema_range[i] = m_ema_range[i] * pr_d + m_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(m_ema_ema_range[i] != 0)
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smi_buffer[i] = 100.0 * (m_ema_ema_rel[i] / (m_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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double highest_h = Highest(m_len_k, i);
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double lowest_l = Lowest(m_len_k, i);
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m_hl_range[i] = highest_h - lowest_l;
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m_rel_range[i] = m_src_close[i] - (highest_h + lowest_l) / 2.0;
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}
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//--- 3. Calculate 1st Smoothing Stage (Volume-Weighted)
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m_smooth1_rel.CalculateOnArray(rates_total, prev_calculated, m_rel_range, d_vol, m_ema_rel, m_len_k - 1);
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m_smooth1_ran.CalculateOnArray(rates_total, prev_calculated, m_hl_range, d_vol, m_ema_range, m_len_k - 1);
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//--- 4. Calculate 2nd Smoothing Stage (Volume-Weighted)
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int ema1_start = m_len_k - 1 + m_smooth1_rel.GetPeriod() - 1;
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m_smooth2_rel.CalculateOnArray(rates_total, prev_calculated, m_ema_rel, d_vol, m_ema_ema_rel, ema1_start);
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m_smooth2_ran.CalculateOnArray(rates_total, prev_calculated, m_ema_range, d_vol, m_ema_ema_range, ema1_start);
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//--- 5. Calculate Final SMI Value
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int ema2_start = ema1_start + m_smooth2_rel.GetPeriod() - 1;
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int start = (prev_calculated > 0) ? prev_calculated - 1 : ema2_start;
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if(start < ema2_start)
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start = ema2_start;
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for(int i = start; i < rates_total; i++)
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{
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if(m_ema_ema_range[i] != 0.0)
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smi_buffer[i] = 100.0 * (m_ema_ema_rel[i] / (m_ema_ema_range[i] / 2.0));
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else
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smi_buffer[i] = 0.0;
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}
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//--- 6. Calculate Signal Line (Volume-Weighted)
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m_signal_calc.CalculateOnArray(rates_total, prev_calculated, smi_buffer, d_vol, signal_buffer, ema2_start);
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}
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//+------------------------------------------------------------------+
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@@ -266,8 +361,7 @@ bool CSMICalculator_HA::PrepareSourceData(int rates_total, int start_index, cons
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ArraySetAsSeries(m_ha_close_temp,false);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
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for(int i = start_index; i < rates_total; i++)
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{
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