refactor: Added selectable signal line type

This commit is contained in:
Toh4iem9
2025-11-25 16:43:53 +01:00
parent 9dab160243
commit adaa448d79
@@ -1,36 +1,47 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| MACD_SuperSmoother_Histogram_Calculator.mqh| //| MACD_SuperSmoother_Histogram_Calculator.mqh|
//| VERSION 1.01: Completed constructor/destructor logic. | //| VERSION 1.10: Added selectable signal line. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\Ehlers_Smoother_Calculator.mqh> #include "Ehlers_Smoother_Calculator.mqh"
#include <MyIncludes\MovingAverage_Engine.mqh> // For ENUM_MA_TYPE #include "MovingAverage_Engine.mqh"
enum ENUM_SMOOTHING_METHOD
{
SMOOTH_SMA,
SMOOTH_EMA,
SMOOTH_SMMA,
SMOOTH_LWMA,
SMOOTH_SuperSmoother
};
//+==================================================================+ //+==================================================================+
class CMACDSuperSmootherHistogramCalculator class CMACDSuperSmootherHistogramCalculator
{ {
protected: protected:
int m_fast_period, m_slow_period, m_signal_period; int m_fast_period, m_slow_period, m_signal_period;
ENUM_MA_TYPE m_signal_ma_type; ENUM_SMOOTHING_METHOD m_signal_ma_type;
CEhlersSmootherCalculator *m_fast_smoother; CEhlersSmootherCalculator *m_fast_smoother, *m_slow_smoother;
CEhlersSmootherCalculator *m_slow_smoother; double m_sig_f1, m_sig_f2;
virtual CEhlersSmootherCalculator *CreateSmootherInstance(void); virtual CEhlersSmootherCalculator *CreateSmootherInstance(void);
void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos); void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos);
public: public:
CMACDSuperSmootherHistogramCalculator(void); CMACDSuperSmootherHistogramCalculator(void);
virtual ~CMACDSuperSmootherHistogramCalculator(void); virtual ~CMACDSuperSmootherHistogramCalculator(void);
bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE signal_type); 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, void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &histogram[]); double &histogram[]);
}; };
//--- Derived class for Heikin Ashi version --- //+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CMACDSuperSmootherHistogramCalculator_HA : public CMACDSuperSmootherHistogramCalculator class CMACDSuperSmootherHistogramCalculator_HA : public CMACDSuperSmootherHistogramCalculator
{ {
protected: protected:
@@ -39,16 +50,22 @@ protected:
//+==================================================================+ //+==================================================================+
//| METHOD IMPLEMENTATIONS | //| METHOD IMPLEMENTATIONS |
//+==================================================================+ //+================================----------------==================+
//--- CORRECTED: Constructor with pointer initialization --- //+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CMACDSuperSmootherHistogramCalculator::CMACDSuperSmootherHistogramCalculator(void) CMACDSuperSmootherHistogramCalculator::CMACDSuperSmootherHistogramCalculator(void)
{ {
m_fast_smoother = NULL; m_fast_smoother = NULL;
m_slow_smoother = NULL; m_slow_smoother = NULL;
m_sig_f1 = 0;
m_sig_f2 = 0;
} }
//--- CORRECTED: Destructor with memory cleanup --- //+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CMACDSuperSmootherHistogramCalculator::~CMACDSuperSmootherHistogramCalculator(void) CMACDSuperSmootherHistogramCalculator::~CMACDSuperSmootherHistogramCalculator(void)
{ {
if(CheckPointer(m_fast_smoother) != POINTER_INVALID) if(CheckPointer(m_fast_smoother) != POINTER_INVALID)
@@ -66,7 +83,7 @@ CEhlersSmootherCalculator *CMACDSuperSmootherHistogramCalculator_HA::CreateSmoot
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_TYPE signal_type) bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type)
{ {
if(fast_p > slow_p) if(fast_p > slow_p)
{ {
@@ -78,6 +95,8 @@ bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int sig
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;
m_signal_ma_type = signal_type; m_signal_ma_type = signal_type;
m_sig_f1 = 0;
m_sig_f2 = 0;
m_fast_smoother = CreateSmootherInstance(); m_fast_smoother = CreateSmootherInstance();
m_slow_smoother = CreateSmootherInstance(); m_slow_smoother = CreateSmootherInstance();
@@ -119,14 +138,44 @@ void CMACDSuperSmootherHistogramCalculator::Calculate(int rates_total, const dou
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos) 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++) for(int i = start_pos; i < ArraySize(source_array); i++)
{ {
switch(method) switch(method)
{ {
case EMA: case SMOOTH_SuperSmoother:
case SMMA: {
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<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 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) if(i == start_pos)
{ {
double sum=0; double sum=0;
@@ -144,7 +193,7 @@ void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_arr
} }
else else
{ {
if(method==EMA) if(method==SMOOTH_EMA)
{ {
double pr=2.0/(period+1.0); double pr=2.0/(period+1.0);
dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
@@ -153,7 +202,7 @@ void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_arr
dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
} }
break; break;
case LWMA: case SMOOTH_LWMA:
{ {
double sum=0, w_sum=0; double sum=0, w_sum=0;
for(int j=0; j<period; j++) for(int j=0; j<period; j++)
@@ -168,7 +217,7 @@ void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_arr
dest_array[i]=sum/w_sum; dest_array[i]=sum/w_sum;
} }
break; break;
default: // SMA default: // SMOOTH_SMA
{ {
double sum=0; double sum=0;
int count=0; int count=0;
@@ -188,3 +237,4 @@ void CMACDSuperSmootherHistogramCalculator::CalculateMA(const double &source_arr
} }
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+