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Toh4iem9
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//+------------------------------------------------------------------+
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//| Ehlers_Smoother_Lab_Calculator.mqh |
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//| Universal calculation engine for a selection of Ehlers' |
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//| and classic smoothing filters. |
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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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enum ENUM_SMOOTHER_TYPE
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{
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EMA,
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SMA_RECURSIVE,
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GAUSSIAN,
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BUTTERWORTH_2P,
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SUPERSMOOTHER,
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ULTIMATESMOOTHER
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};
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//+==================================================================+
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class CSmootherLabCalculator
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{
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protected:
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// Universal Filter Coefficients
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double c0, c1, b0, b1, b2, a1, a2;
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int N;
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int m_period; // Keep period for SMA
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ENUM_SMOOTHER_TYPE m_type;
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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CSmootherLabCalculator(void) {};
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virtual ~CSmootherLabCalculator(void) {};
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bool Init(ENUM_SMOOTHER_TYPE type, int period);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
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};
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//+------------------------------------------------------------------+
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bool CSmootherLabCalculator::Init(ENUM_SMOOTHER_TYPE type, int period)
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{
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m_type = type;
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m_period = period; // Store period for SMA
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// Default all coefficients
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c0=1;
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c1=0;
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N=0;
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b0=1;
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b1=0;
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b2=0;
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a1=0;
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a2=0;
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switch(type)
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{
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case EMA:
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{
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if(period<1)
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period=1;
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double alpha = 2.0 / (period + 1.0);
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b0 = alpha;
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a1 = 1.0 - alpha;
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break;
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}
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case SMA_RECURSIVE:
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{
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// No coefficients needed, will be handled by a special case in Calculate()
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break;
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}
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// ... (Other cases are unchanged and correct)
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case GAUSSIAN:
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{
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if(period<2)
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period=2;
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double beta = 2.451 * (1.0 - cos(2.0 * M_PI / period));
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double alpha = -beta + sqrt(beta * beta + 2.0 * beta);
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c0 = alpha * alpha;
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b0 = 1.0;
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a1 = 2.0 * (1.0 - alpha);
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a2 = -pow(1.0 - alpha, 2);
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break;
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}
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case BUTTERWORTH_2P:
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{
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if(period<2)
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period=2;
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double beta = 2.451 * (1.0 - cos(2.0 * M_PI / period));
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double alpha = -beta + sqrt(beta * beta + 2.0 * beta);
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c0 = alpha * alpha / 4.0;
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b0 = 1.0;
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b1 = 2.0;
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b2 = 1.0;
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a1 = 2.0 * (1.0 - alpha);
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a2 = -pow(1.0 - alpha, 2);
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break;
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}
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case SUPERSMOOTHER:
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{
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if(period<2)
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period=2;
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double arg = M_SQRT2 * M_PI / period;
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double a_ss = exp(-arg);
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double b_ss = 2.0 * a_ss * cos(arg);
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double c1_ss = 1.0 - b_ss + a_ss * a_ss;
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c0 = 1.0;
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b0 = c1_ss / 2.0;
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b1 = c1_ss / 2.0;
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a1 = b_ss;
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a2 = -a_ss * a_ss;
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break;
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}
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case ULTIMATESMOOTHER:
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{
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if(period<2)
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period=2;
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double arg = M_SQRT2 * M_PI / period;
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double a_us = exp(-arg);
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double b_us = 2.0 * a_us * cos(arg);
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double c3_us = -a_us * a_us;
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double c1_hp = (1.0 + b_us - c3_us) / 4.0;
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c0 = 1.0;
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b0 = 1.0 - c1_hp;
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b1 = 2.0 * c1_hp - b_us;
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b2 = -(c1_hp + c3_us);
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a1 = b_us;
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a2 = c3_us;
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break;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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void CSmootherLabCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
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{
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if(rates_total < m_period + 3)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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// --- CORRECTED: Special handling for Recursive SMA ---
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if(m_type == SMA_RECURSIVE)
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{
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double sma_prev = 0;
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// Initial SMA calculation
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double first_sum = 0;
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for(int i = 0; i < m_period; i++)
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{
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first_sum += m_price[i];
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}
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filter_buffer[m_period - 1] = first_sum / m_period;
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sma_prev = filter_buffer[m_period - 1];
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// Recursive calculation for the rest of the bars
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for(int i = m_period; i < rates_total; i++)
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{
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double current_sma = sma_prev + (m_price[i] - m_price[i - m_period]) / m_period;
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filter_buffer[i] = current_sma;
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sma_prev = current_sma;
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}
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return; // Calculation for SMA is done, exit the method
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}
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// --- General IIR Filter Calculation for all other types ---
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double f1=0, f2=0;
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for(int i = 0; i < rates_total; i++)
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{
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if(i < N + 2)
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{
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filter_buffer[i] = m_price[i];
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continue;
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}
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double input_term = c0 * (b0 * m_price[i] + b1 * m_price[i-1] + b2 * m_price[i-2]);
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double feedback_term = a1 * f1 + a2 * f2;
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double subtract_term = (N > 0) ? c1 * m_price[i-N] : 0;
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double current_f = input_term + feedback_term - subtract_term;
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filter_buffer[i] = current_f;
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f2 = f1;
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f1 = current_f;
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}
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}
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// ... (PreparePriceSeries and _HA class are unchanged) ...
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//+------------------------------------------------------------------+
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bool CSmootherLabCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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default:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CSmootherLabCalculator_HA : public CSmootherLabCalculator
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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 PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, 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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//| |
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//+------------------------------------------------------------------+
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bool CSmootherLabCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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