diff --git a/Include/MyIncludes/MACD_SuperSmoother_Histogram_Calculator.mqh b/Include/MyIncludes/MACD_SuperSmoother_Histogram_Calculator.mqh index 6d5f0c7..26617e6 100644 --- a/Include/MyIncludes/MACD_SuperSmoother_Histogram_Calculator.mqh +++ b/Include/MyIncludes/MACD_SuperSmoother_Histogram_Calculator.mqh @@ -1,6 +1,6 @@ //+------------------------------------------------------------------+ //| MACD_SuperSmoother_Histogram_Calculator.mqh| -//| VERSION 1.10: Added selectable signal line. | +//| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -24,23 +24,29 @@ protected: int m_fast_period, m_slow_period, m_signal_period; ENUM_SMOOTHING_METHOD m_signal_ma_type; - CEhlersSmootherCalculator *m_fast_smoother, *m_slow_smoother; - double m_sig_f1, m_sig_f2; + //--- Engines + CEhlersSmootherCalculator *m_fast_smoother; + CEhlersSmootherCalculator *m_slow_smoother; + CEhlersSmootherCalculator *m_signal_smoother; + CMovingAverageCalculator *m_signal_ma_engine; + + //--- Persistent buffers for intermediate calculations + double m_fast_buffer[]; + double m_slow_buffer[]; virtual CEhlersSmootherCalculator *CreateSmootherInstance(void); - void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos); public: CMACDSuperSmootherHistogramCalculator(void); virtual ~CMACDSuperSmootherHistogramCalculator(void); bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type); - void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + + //--- Updated: Accepts prev_calculated + void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &histogram[]); }; -//+------------------------------------------------------------------+ -//| | //+------------------------------------------------------------------+ class CMACDSuperSmootherHistogramCalculator_HA : public CMACDSuperSmootherHistogramCalculator { @@ -50,7 +56,7 @@ protected: //+==================================================================+ //| METHOD IMPLEMENTATIONS | -//+================================----------------==================+ +//+==================================================================+ //+------------------------------------------------------------------+ //| | @@ -59,8 +65,8 @@ CMACDSuperSmootherHistogramCalculator::CMACDSuperSmootherHistogramCalculator(voi { m_fast_smoother = NULL; m_slow_smoother = NULL; - m_sig_f1 = 0; - m_sig_f2 = 0; + m_signal_smoother = NULL; + m_signal_ma_engine = NULL; } //+------------------------------------------------------------------+ @@ -72,6 +78,10 @@ CMACDSuperSmootherHistogramCalculator::~CMACDSuperSmootherHistogramCalculator(vo delete m_fast_smoother; if(CheckPointer(m_slow_smoother) != POINTER_INVALID) delete m_slow_smoother; + if(CheckPointer(m_signal_smoother) != POINTER_INVALID) + delete m_signal_smoother; + if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) + delete m_signal_ma_engine; } //+------------------------------------------------------------------+ @@ -95,8 +105,6 @@ bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int sig m_slow_period = slow_p; m_signal_period = (signal_p < 1) ? 1 : signal_p; m_signal_ma_type = signal_type; - m_sig_f1 = 0; - m_sig_f2 = 0; m_fast_smoother = CreateSmootherInstance(); m_slow_smoother = CreateSmootherInstance(); @@ -105,136 +113,70 @@ bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int sig CheckPointer(m_slow_smoother) == POINTER_INVALID || !m_slow_smoother.Init(m_slow_period, SUPERSMOOTHER, SOURCE_PRICE)) return false; + if(m_signal_ma_type == SMOOTH_SuperSmoother) + { + m_signal_smoother = new CEhlersSmootherCalculator(); + if(!m_signal_smoother.Init(m_signal_period, SUPERSMOOTHER, SOURCE_PRICE)) + return false; + } + else + { + m_signal_ma_engine = new CMovingAverageCalculator(); + ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)m_signal_ma_type; + if(!m_signal_ma_engine.Init(m_signal_period, ma_type)) + return false; + } + return true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ -void CMACDSuperSmootherHistogramCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, +void CMACDSuperSmootherHistogramCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &histogram[]) { if(rates_total < m_slow_period + m_signal_period) return; - double macd_line[], signal_line[]; +//--- Resize persistent internal buffers + if(ArraySize(m_fast_buffer) != rates_total) + ArrayResize(m_fast_buffer, rates_total); + if(ArraySize(m_slow_buffer) != rates_total) + ArrayResize(m_slow_buffer, rates_total); + +//--- Calculate Fast and Slow Smoothers (Incremental) + m_fast_smoother.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_fast_buffer); + m_slow_smoother.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_slow_buffer); + +//--- Calculate MACD Line + double macd_line[]; ArrayResize(macd_line, rates_total); + + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + for(int i = start_index; i < rates_total; i++) + macd_line[i] = m_fast_buffer[i] - m_slow_buffer[i]; + +//--- Calculate Signal Line + double signal_line[]; ArrayResize(signal_line, rates_total); - double fast_buffer[], slow_buffer[]; - ArrayResize(fast_buffer, rates_total); - ArrayResize(slow_buffer, rates_total); - m_fast_smoother.Calculate(rates_total, price_type, open, high, low, close, fast_buffer); - m_slow_smoother.Calculate(rates_total, price_type, open, high, low, close, slow_buffer); - for(int i = 0; i < rates_total; i++) - macd_line[i] = fast_buffer[i] - slow_buffer[i]; + if(m_signal_ma_type == SMOOTH_SuperSmoother) + { + m_signal_smoother.Calculate(rates_total, prev_calculated, PRICE_CLOSE, + macd_line, macd_line, macd_line, macd_line, + signal_line); + } + else + { + m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, + macd_line, macd_line, macd_line, macd_line, + signal_line); + } - CalculateMA(macd_line, signal_line, m_signal_period, m_signal_ma_type, m_slow_period + m_signal_period - 1); - - for(int i = 0; i < rates_total; i++) +//--- Calculate Histogram + for(int i = start_index; i < rates_total; i++) histogram[i] = macd_line[i] - signal_line[i]; } - -//+------------------------------------------------------------------+ -//| | -//+------------------------------------------------------------------+ -void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos) - { - for(int i = start_pos; i < ArraySize(source_array); i++) - { - switch(method) - { - case SMOOTH_SuperSmoother: - { - double a1 = exp(-M_SQRT2 * M_PI / period); - double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / period); - double c2 = b1, c3 = -a1 * a1, c1 = 1.0 - c2 - c3; - if(i==start_pos) - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i] = sum/count; - m_sig_f1 = dest_array[i]; - m_sig_f2 = (i > 0 && dest_array[i-1] != EMPTY_VALUE) ? dest_array[i-1] : dest_array[i]; - } - else - { - dest_array[i] = c1 * (source_array[i] + source_array[i-1]) / 2.0 + c2 * m_sig_f1 + c3 * m_sig_f2; - m_sig_f2 = m_sig_f1; - m_sig_f1 = dest_array[i]; - } - break; - } - case SMOOTH_EMA: - case SMOOTH_SMMA: - if(i == start_pos) - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i]=sum/count; - } - else - { - if(method==SMOOTH_EMA) - { - double pr=2.0/(period+1.0); - dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); - } - else - dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; - } - break; - case SMOOTH_LWMA: - { - double sum=0, w_sum=0; - for(int j=0; j0) - dest_array[i]=sum/w_sum; - } - break; - default: // SMOOTH_SMA - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i]=sum/count; - } - break; - } - } - } -//+------------------------------------------------------------------+ //+------------------------------------------------------------------+