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refactor(indicators): Extended Signal Line types (TMA, DEMA, TEMA)

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This commit is contained in:
Toh4iem9
2026-01-18 12:37:26 +01:00
parent 29efe5c648
commit 9c5ac4ccdd
1 changed files with 18 additions and 12 deletions
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Include/MyIncludes/MACD_SuperSmoother_Calculator.mqh
+18 -12
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| MACD_SuperSmoother_Calculator.mqh | //| MACD_SuperSmoother_Calculator.mqh |
//| VERSION 2.00: Unified calculator for ALL SS MACD inds. | //| VERSION 3.00: Extended Signal Line types (TMA, DEMA, TEMA). |
//| Copyright 2026, xxxxxxxx | //| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
@@ -8,13 +8,17 @@
#include <MyIncludes\Ehlers_Smoother_Calculator.mqh> #include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh> #include <MyIncludes\MovingAverage_Engine.mqh>
enum ENUM_SMOOTHING_METHOD //--- Extended enum for smoothing types
enum ENUM_SMOOTHING_METHOD_SS
{ {
SMOOTH_SuperSmoother,
SMOOTH_SMA, SMOOTH_SMA,
SMOOTH_EMA, SMOOTH_EMA,
SMOOTH_SMMA, SMOOTH_SMMA,
SMOOTH_LWMA, SMOOTH_LWMA,
SMOOTH_SuperSmoother SMOOTH_TMA,
SMOOTH_DEMA,
SMOOTH_TEMA
}; };
//+==================================================================+ //+==================================================================+
@@ -24,7 +28,7 @@ class CMACDSuperSmootherCalculator
{ {
protected: protected:
int m_fast_period, m_slow_period, m_signal_period; int m_fast_period, m_slow_period, m_signal_period;
ENUM_SMOOTHING_METHOD m_signal_ma_type; ENUM_SMOOTHING_METHOD_SS m_signal_ma_type;
//--- Engines //--- Engines
CEhlersSmootherCalculator *m_fast_smoother; CEhlersSmootherCalculator *m_fast_smoother;
@@ -45,17 +49,15 @@ public:
CMACDSuperSmootherCalculator(void); CMACDSuperSmootherCalculator(void);
virtual ~CMACDSuperSmootherCalculator(void); virtual ~CMACDSuperSmootherCalculator(void);
bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type); bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD_SS signal_type);
//--- Main Calculation //--- Main Calculation
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, 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 &macd_out[], double &signal_out[], double &hist_out[]); double &macd_out[], double &signal_out[], double &hist_out[]);
//--- Wrapper for Histogram Only //--- Wrappers
void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &hist_out[]); double &hist_out[]);
//--- Wrapper for MACD Line Only
void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_out[]); double &macd_out[]);
}; };
@@ -108,7 +110,7 @@ CEhlersSmootherCalculator *CMACDSuperSmootherCalculator_HA::CreateSmootherInstan
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Init | //| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type) bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD_SS signal_type)
{ {
if(fast_p > slow_p) if(fast_p > slow_p)
{ {
@@ -116,6 +118,7 @@ bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p, EN
fast_p=slow_p; fast_p=slow_p;
slow_p=temp; slow_p=temp;
} }
m_fast_period = fast_p; m_fast_period = fast_p;
m_slow_period = slow_p; m_slow_period = slow_p;
m_signal_period = (signal_p < 1) ? 1 : signal_p; m_signal_period = (signal_p < 1) ? 1 : signal_p;
@@ -137,7 +140,8 @@ bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p, EN
else else
{ {
m_signal_ma_engine = new CMovingAverageCalculator(); m_signal_ma_engine = new CMovingAverageCalculator();
ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)m_signal_ma_type; // Map custom enum to engine enum (offset by 1 because SuperSmoother is 0)
ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)(m_signal_ma_type - 1);
if(!m_signal_ma_engine.Init(m_signal_period, ma_type)) if(!m_signal_ma_engine.Init(m_signal_period, ma_type))
return false; return false;
} }
@@ -182,6 +186,8 @@ void CMACDSuperSmootherCalculator::Calculate(int rates_total, int prev_calculate
} }
else else
{ {
// Use MA Engine on the MACD Line
// Offset: SuperSmoother needs a few bars to stabilize, let's use m_slow_period as a safe offset
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, m_slow_period); m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, m_slow_period);
} }
@@ -200,7 +206,7 @@ void CMACDSuperSmootherCalculator::Calculate(int rates_total, int prev_calculate
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Calculate Histogram Only | //| Wrappers |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CMACDSuperSmootherCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, void CMACDSuperSmootherCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &hist_out[]) double &hist_out[])
@@ -210,7 +216,7 @@ void CMACDSuperSmootherCalculator::CalculateHistogramOnly(int rates_total, int p
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Calculate MACD Line Only | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CMACDSuperSmootherCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, void CMACDSuperSmootherCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_out[]) double &macd_out[])