From a49f55e7421fabd55da85ae41014a3b027369d00 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 9 Nov 2025 21:18:01 +0100 Subject: [PATCH] refactor: CRITICAL FIX --- .../MyIncludes/Ehlers_Smoother_Calculator.mqh | 67 ++++++++----------- 1 file changed, 27 insertions(+), 40 deletions(-) diff --git a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh index 2c51cd8..6aa6e80 100644 --- a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh +++ b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh @@ -1,20 +1,13 @@ //+------------------------------------------------------------------+ //| Ehlers_Smoother_Calculator.mqh | -//| Calculation engine for John Ehlers' SuperSmoother and | -//| Ultimate Smoother filters. Can be applied to Price or Momentum.| +//| VERSION 2.30: Corrected state management for stability. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include -enum ENUM_SMOOTHER_TYPE - { - SUPERSMOOTHER, - ULTIMATESMOOTHER - }; - -// NEW: Enum to select the data source +enum ENUM_SMOOTHER_TYPE { SUPERSMOOTHER, ULTIMATESMOOTHER }; enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; //+==================================================================+ @@ -26,10 +19,13 @@ protected: ENUM_INPUT_SOURCE m_source_type; double m_price[]; + //--- State variables for the recursive filter (CRITICAL FIX) + double m_f1, m_f2; + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: - CEhlersSmootherCalculator(void) {}; + CEhlersSmootherCalculator(void) : m_f1(0), m_f2(0) {}; // Initialize state virtual ~CEhlersSmootherCalculator(void) {}; bool Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type); @@ -42,6 +38,8 @@ bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_I m_period = (period < 2) ? 2 : period; m_type = type; m_source_type = source_type; + m_f1 = 0; + m_f2 = 0; // Reset state on init return true; } @@ -52,48 +50,37 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pr return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; + double a1 = exp(-M_SQRT2 * M_PI / m_period); double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / m_period); double c2 = b1; double c3 = -a1 * a1; - double c1 = 0; - if(m_type == SUPERSMOOTHER) + double c1 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0); + +//--- Robust initialization on first run + if(ArraySize(filter_buffer) == 0 || filter_buffer[0] == 0) { - c1 = 1.0 - c2 - c3; - } - else - { - c1 = (1.0 + c2 - c3) / 4.0; - } - double f1=0, f2=0; - if(rates_total > 0) - filter_buffer[0] = m_price[0]; - if(rates_total > 1) - { - filter_buffer[1] = m_price[1]; - f2 = filter_buffer[0]; - f1 = filter_buffer[1]; - } - if(rates_total > 2) - { - filter_buffer[2] = m_price[2]; - f2 = filter_buffer[1]; - f1 = filter_buffer[2]; + if(rates_total > 0) + filter_buffer[0] = m_price[0]; + if(rates_total > 1) + filter_buffer[1] = m_price[1]; + if(rates_total > 2) + filter_buffer[2] = m_price[2]; + m_f2 = filter_buffer[1]; + m_f1 = filter_buffer[2]; } + for(int i = 3; i < rates_total; i++) { double current_f = 0; if(m_type == SUPERSMOOTHER) - { - current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2; - } + current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * m_f1 + c3 * m_f2; else - { - current_f = (1.0 - c1) * m_price[i] + (2.0 * c1 - c2) * m_price[i-1] - (c1 + c3) * m_price[i-2] + c2 * f1 + c3 * f2; - } + current_f = (1.0 - c1) * m_price[i] + (2.0 * c1 - c2) * m_price[i-1] - (c1 + c3) * m_price[i-2] + c2 * m_f1 + c3 * m_f2; + filter_buffer[i] = current_f; - f2 = f1; - f1 = current_f; + m_f2 = m_f1; + m_f1 = current_f; } }