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refactor: CRITICAL FIX

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This commit is contained in:
Toh4iem9
2025-11-09 21:18:01 +01:00
parent ace2b07c48
commit a49f55e742
1 changed files with 27 additions and 40 deletions
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Include/MyIncludes/Ehlers_Smoother_Calculator.mqh
+27 -40
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@@ -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 <MyIncludes\HeikinAshi_Tools.mqh>
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;
}
}