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refactor: Added selectable signal line type
This commit is contained in:
@@ -1,36 +1,47 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| MACD_SuperSmoother_Histogram_Calculator.mqh|
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//| MACD_SuperSmoother_Histogram_Calculator.mqh|
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//| VERSION 1.01: Completed constructor/destructor logic. |
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//| VERSION 1.10: Added selectable signal line. |
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//| Copyright 2025, xxxxxxxx |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
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#include "Ehlers_Smoother_Calculator.mqh"
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#include <MyIncludes\MovingAverage_Engine.mqh> // For ENUM_MA_TYPE
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#include "MovingAverage_Engine.mqh"
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enum ENUM_SMOOTHING_METHOD
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{
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SMOOTH_SMA,
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SMOOTH_EMA,
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SMOOTH_SMMA,
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SMOOTH_LWMA,
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SMOOTH_SuperSmoother
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};
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//+==================================================================+
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//+==================================================================+
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class CMACDSuperSmootherHistogramCalculator
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class CMACDSuperSmootherHistogramCalculator
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{
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{
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protected:
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protected:
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int m_fast_period, m_slow_period, m_signal_period;
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int m_fast_period, m_slow_period, m_signal_period;
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ENUM_MA_TYPE m_signal_ma_type;
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ENUM_SMOOTHING_METHOD m_signal_ma_type;
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CEhlersSmootherCalculator *m_fast_smoother;
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CEhlersSmootherCalculator *m_fast_smoother, *m_slow_smoother;
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CEhlersSmootherCalculator *m_slow_smoother;
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double m_sig_f1, m_sig_f2;
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virtual CEhlersSmootherCalculator *CreateSmootherInstance(void);
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virtual CEhlersSmootherCalculator *CreateSmootherInstance(void);
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void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos);
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void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos);
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public:
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public:
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CMACDSuperSmootherHistogramCalculator(void);
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CMACDSuperSmootherHistogramCalculator(void);
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virtual ~CMACDSuperSmootherHistogramCalculator(void);
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virtual ~CMACDSuperSmootherHistogramCalculator(void);
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bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE signal_type);
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bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &histogram[]);
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double &histogram[]);
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};
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};
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//--- Derived class for Heikin Ashi version ---
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CMACDSuperSmootherHistogramCalculator_HA : public CMACDSuperSmootherHistogramCalculator
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class CMACDSuperSmootherHistogramCalculator_HA : public CMACDSuperSmootherHistogramCalculator
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{
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{
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protected:
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protected:
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@@ -39,16 +50,22 @@ protected:
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//+==================================================================+
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//+==================================================================+
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//| METHOD IMPLEMENTATIONS |
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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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//+================================----------------==================+
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//--- CORRECTED: Constructor with pointer initialization ---
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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CMACDSuperSmootherHistogramCalculator::CMACDSuperSmootherHistogramCalculator(void)
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CMACDSuperSmootherHistogramCalculator::CMACDSuperSmootherHistogramCalculator(void)
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{
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{
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m_fast_smoother = NULL;
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m_fast_smoother = NULL;
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m_slow_smoother = NULL;
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m_slow_smoother = NULL;
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m_sig_f1 = 0;
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m_sig_f2 = 0;
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}
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}
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//--- CORRECTED: Destructor with memory cleanup ---
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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CMACDSuperSmootherHistogramCalculator::~CMACDSuperSmootherHistogramCalculator(void)
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CMACDSuperSmootherHistogramCalculator::~CMACDSuperSmootherHistogramCalculator(void)
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{
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{
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if(CheckPointer(m_fast_smoother) != POINTER_INVALID)
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if(CheckPointer(m_fast_smoother) != POINTER_INVALID)
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@@ -66,7 +83,7 @@ CEhlersSmootherCalculator *CMACDSuperSmootherHistogramCalculator_HA::CreateSmoot
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//| |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE signal_type)
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bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type)
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{
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{
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if(fast_p > slow_p)
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if(fast_p > slow_p)
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{
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{
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@@ -78,6 +95,8 @@ bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int sig
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m_slow_period = slow_p;
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m_slow_period = slow_p;
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m_signal_period = (signal_p < 1) ? 1 : signal_p;
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m_signal_period = (signal_p < 1) ? 1 : signal_p;
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m_signal_ma_type = signal_type;
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m_signal_ma_type = signal_type;
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m_sig_f1 = 0;
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m_sig_f2 = 0;
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m_fast_smoother = CreateSmootherInstance();
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m_fast_smoother = CreateSmootherInstance();
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m_slow_smoother = CreateSmootherInstance();
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m_slow_smoother = CreateSmootherInstance();
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@@ -119,14 +138,44 @@ void CMACDSuperSmootherHistogramCalculator::Calculate(int rates_total, const dou
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//| |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos)
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void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos)
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{
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{
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for(int i = start_pos; i < ArraySize(source_array); i++)
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for(int i = start_pos; i < ArraySize(source_array); i++)
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{
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{
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switch(method)
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switch(method)
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{
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{
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case EMA:
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case SMOOTH_SuperSmoother:
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case SMMA:
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{
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double a1 = exp(-M_SQRT2 * M_PI / period);
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double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / period);
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double c2 = b1, c3 = -a1 * a1, c1 = 1.0 - c2 - c3;
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if(i==start_pos)
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{
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double sum=0;
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int count=0;
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for(int j=0; j<period; j++)
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{
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if(source_array[i-j] != EMPTY_VALUE)
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{
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sum+=source_array[i-j];
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count++;
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}
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}
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if(count > 0)
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dest_array[i] = sum/count;
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m_sig_f1 = dest_array[i];
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m_sig_f2 = (i > 0 && dest_array[i-1] != EMPTY_VALUE) ? dest_array[i-1] : dest_array[i];
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}
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else
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{
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dest_array[i] = c1 * (source_array[i] + source_array[i-1]) / 2.0 + c2 * m_sig_f1 + c3 * m_sig_f2;
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m_sig_f2 = m_sig_f1;
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m_sig_f1 = dest_array[i];
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}
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break;
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}
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case SMOOTH_EMA:
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case SMOOTH_SMMA:
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if(i == start_pos)
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if(i == start_pos)
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{
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{
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double sum=0;
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double sum=0;
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@@ -144,7 +193,7 @@ void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_arr
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}
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}
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else
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else
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{
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{
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if(method==EMA)
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if(method==SMOOTH_EMA)
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{
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{
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double pr=2.0/(period+1.0);
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double pr=2.0/(period+1.0);
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dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
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dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
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@@ -153,7 +202,7 @@ void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_arr
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dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
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dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
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}
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}
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break;
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break;
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case LWMA:
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case SMOOTH_LWMA:
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{
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{
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double sum=0, w_sum=0;
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double sum=0, w_sum=0;
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for(int j=0; j<period; j++)
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for(int j=0; j<period; j++)
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@@ -168,7 +217,7 @@ void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_arr
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dest_array[i]=sum/w_sum;
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dest_array[i]=sum/w_sum;
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}
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}
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break;
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break;
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default: // SMA
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default: // SMOOTH_SMA
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{
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{
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double sum=0;
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double sum=0;
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int count=0;
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int count=0;
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@@ -188,3 +237,4 @@ void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_arr
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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