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refactor: Upgraded with strict internal chronological sorting safeguards
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@@ -1,9 +1,12 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Ehlers_Smoother_Calculator.mqh |
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//| Ehlers_Smoother_Calculator.mqh |
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//| VERSION 3.00: Optimized for incremental calculation. |
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//| Copyright 2026, 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 2026, xxxxxxxx"
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#property version "3.10" // Upgraded with strict internal chronological sorting safeguards
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#ifndef EHLERS_SMOOTHER_CALCULATOR_MQH
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#define EHLERS_SMOOTHER_CALCULATOR_MQH
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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@@ -23,7 +26,6 @@ protected:
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//--- Persistent Buffer for Price
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//--- Persistent Buffer for Price
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double m_price[];
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double m_price[];
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//--- Updated: Accepts start_index
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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public:
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@@ -32,7 +34,6 @@ public:
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bool Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type);
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bool Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type);
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//--- Updated: Accepts prev_calculated
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
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int GetPeriod(void) const { return m_period; }
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int GetPeriod(void) const { return m_period; }
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@@ -57,15 +58,14 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated,
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if(rates_total < 4)
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if(rates_total < 4)
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return;
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return;
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int start_index;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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// Resize internal buffer
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// Resize and force strict chronological sorting
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if(ArraySize(m_price) != rates_total)
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_price, rates_total);
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ArraySetAsSeries(m_price, false); // Fixed: strict chronological safety on internal buffers
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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return;
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@@ -78,7 +78,6 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated,
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double c1 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0);
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double c1 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0);
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//--- Incremental Loop
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//--- Incremental Loop
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// We start at index 3 because we need i-1 and i-2 (and i-3 for safety/logic consistency)
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int loop_start = MathMax(3, start_index);
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int loop_start = MathMax(3, start_index);
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// Initialization for the very first bars
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// Initialization for the very first bars
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@@ -134,7 +133,7 @@ bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, int start_in
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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break;
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case PRICE_WEIGHTED:
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case PRICE_WEIGHTED:
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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m_price[i] = (high[i]+low[i]+2.0*close[i])/4.0;
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break;
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break;
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default:
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default:
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m_price[i] = close[i];
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m_price[i] = close[i];
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@@ -162,7 +161,7 @@ protected:
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};
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};
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//| Prepare Price (Heikin Ashi) |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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{
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@@ -172,6 +171,11 @@ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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ArrayResize(m_ha_close, rates_total);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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@@ -200,7 +204,7 @@ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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break;
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case PRICE_WEIGHTED:
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2.0*m_ha_close[i])/4.0;
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break;
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break;
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default:
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default:
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m_price[i] = m_ha_close[i];
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m_price[i] = m_ha_close[i];
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@@ -214,4 +218,5 @@ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start
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}
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}
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return true;
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return true;
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}
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}
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#endif // EHLERS_SMOOTHER_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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