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refactor:

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Toh4iem9
2025-08-19 14:43:08 +02:00
parent 90a06a9d3d
commit b4906f0b78
1 changed files with 78 additions and 95 deletions
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Indicators/MyIndicators/SMI.mq5
+78 -95
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@@ -5,22 +5,18 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property link "" #property link ""
#property version "1.00" #property version "2.00" // Refactored for stability and clarity
#property description "Stochastic Momentum Index (SMI)" #property description "Stochastic Momentum Index (SMI)"
#include <MovingAverages.mqh>
//--- Indicator Window and Level Properties --- //--- Indicator Window and Level Properties ---
#property indicator_separate_window #property indicator_separate_window
#property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers
#property indicator_plots 2
#property indicator_level1 40.0 #property indicator_level1 40.0
#property indicator_level2 0.0 #property indicator_level2 0.0
#property indicator_level3 -40.0 #property indicator_level3 -40.0
#property indicator_levelstyle STYLE_DOT #property indicator_levelstyle STYLE_DOT
//--- Buffers and Plots ---
#property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers
#property indicator_plots 2
//--- Plot 1: SMI line //--- Plot 1: SMI line
#property indicator_label1 "SMI" #property indicator_label1 "SMI"
#property indicator_type1 DRAW_LINE #property indicator_type1 DRAW_LINE
@@ -42,18 +38,17 @@ input int InpLengthEMA = 3; // EMA Length (for signal line)
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferSMI[]; // Final SMI line double BufferSMI[];
double BufferSignal[]; // Signal line (EMA of SMI) double BufferSignal[];
// Calculation buffers
double BufferHighestHigh[];
double BufferLowestLow[];
double BufferHighestLowestRange[]; double BufferHighestLowestRange[];
double BufferRelativeRange[]; double BufferRelativeRange[];
double BufferEmaEma_Relative[]; // Double EMA of Relative Range double BufferEma_Relative[];
double BufferEmaEma_Range[]; // Double EMA of Highest-Lowest Range double BufferEma_Range[];
double BufferEmaEma_Relative[];
double BufferEmaEma_Range[];
//--- Global Variables --- //--- Global Variables ---
int ExtLengthK, ExtLengthD, ExtLengthEMA; int g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA;
//--- Forward declarations for helper functions --- //--- Forward declarations for helper functions ---
double Highest(const double &array[], int period, int current_pos); double Highest(const double &array[], int period, int current_pos);
@@ -62,38 +57,41 @@ double Lowest(const double &array[], int period, int current_pos);
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator initialization function. | //| Custom indicator initialization function. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void OnInit() int OnInit()
{ {
//--- Validate and store inputs //--- Validate and store inputs
ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK; g_ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK;
ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD; g_ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD;
ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA; g_ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA;
//--- Map the buffers //--- Map the buffers
SetIndexBuffer(0, BufferSMI, INDICATOR_DATA); SetIndexBuffer(0, BufferSMI, INDICATOR_DATA);
SetIndexBuffer(1, BufferSignal, INDICATOR_DATA); SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
SetIndexBuffer(2, BufferHighestHigh, INDICATOR_CALCULATIONS); SetIndexBuffer(2, BufferHighestLowestRange, INDICATOR_CALCULATIONS);
SetIndexBuffer(3, BufferLowestLow, INDICATOR_CALCULATIONS); SetIndexBuffer(3, BufferRelativeRange, INDICATOR_CALCULATIONS);
SetIndexBuffer(4, BufferHighestLowestRange, INDICATOR_CALCULATIONS); SetIndexBuffer(4, BufferEma_Relative, INDICATOR_CALCULATIONS);
SetIndexBuffer(5, BufferRelativeRange, INDICATOR_CALCULATIONS); SetIndexBuffer(5, BufferEma_Range, INDICATOR_CALCULATIONS);
SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS); SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS);
SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS); SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS);
//--- FIX: Set all buffers to non-timeseries manually --- //--- Set all buffers to non-timeseries
ArraySetAsSeries(BufferSMI, false); ArraySetAsSeries(BufferSMI, false);
ArraySetAsSeries(BufferSignal, false); ArraySetAsSeries(BufferSignal, false);
ArraySetAsSeries(BufferHighestHigh, false);
ArraySetAsSeries(BufferLowestLow, false);
ArraySetAsSeries(BufferHighestLowestRange, false); ArraySetAsSeries(BufferHighestLowestRange, false);
ArraySetAsSeries(BufferRelativeRange, false); ArraySetAsSeries(BufferRelativeRange, false);
ArraySetAsSeries(BufferEma_Relative, false);
ArraySetAsSeries(BufferEma_Range, false);
ArraySetAsSeries(BufferEmaEma_Relative, false); ArraySetAsSeries(BufferEmaEma_Relative, false);
ArraySetAsSeries(BufferEmaEma_Range, false); ArraySetAsSeries(BufferEmaEma_Range, false);
//--- Set indicator properties //--- Set indicator properties
IndicatorSetInteger(INDICATOR_DIGITS, 2); IndicatorSetInteger(INDICATOR_DIGITS, 2);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtLengthK + ExtLengthD - 2); int smi_draw_begin = g_ExtLengthK + g_ExtLengthD + g_ExtLengthD - 3; // K + D + (D-1) for 2nd EMA
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtLengthK + ExtLengthD + ExtLengthEMA - 3); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, smi_draw_begin);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SMI(%d,%d,%d)", ExtLengthK, ExtLengthD, ExtLengthEMA)); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, smi_draw_begin + g_ExtLengthEMA - 1);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SMI(%d,%d,%d)", g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA));
return(INIT_SUCCEEDED);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -110,97 +108,82 @@ int OnCalculate(const int rates_total,
const long &volume[], const long &volume[],
const int &spread[]) const int &spread[])
{ {
//--- Check for enough data int start_pos = g_ExtLengthK + g_ExtLengthD + g_ExtLengthD + g_ExtLengthEMA - 4;
if(rates_total < ExtLengthK + ExtLengthD) if(rates_total <= start_pos)
return(0); return(0);
//--- STEP 1-4: Calculate Highest, Lowest, and Ranges //--- STEP 1: Calculate Highest, Lowest, and Ranges
for(int i = ExtLengthK - 1; i < rates_total; i++) for(int i = g_ExtLengthK - 1; i < rates_total; i++)
{ {
BufferHighestHigh[i] = Highest(high, ExtLengthK, i); double highest_high = Highest(high, g_ExtLengthK, i);
BufferLowestLow[i] = Lowest(low, ExtLengthK, i); double lowest_low = Lowest(low, g_ExtLengthK, i);
BufferHighestLowestRange[i] = BufferHighestHigh[i] - BufferLowestLow[i]; BufferHighestLowestRange[i] = highest_high - lowest_low;
BufferRelativeRange[i] = close[i] - (BufferHighestHigh[i] + BufferLowestLow[i]) / 2.0; BufferRelativeRange[i] = close[i] - (highest_high + lowest_low) / 2.0;
} }
//--- STEP 5: Double EMA Smoothing (Robust Manual Calculation) //--- STEP 2-6: Calculate all smoothed values and final SMI in a single loop
// Temporary buffers for the first EMA pass double pr_d = 2.0 / (g_ExtLengthD + 1.0);
double temp_ema_relative[], temp_ema_range[]; double pr_ema = 2.0 / (g_ExtLengthEMA + 1.0);
ArrayResize(temp_ema_relative, rates_total);
ArrayResize(temp_ema_range, rates_total);
double pr = 2.0 / (ExtLengthD + 1.0); // EMA smoothing factor int ema1_start = g_ExtLengthK + g_ExtLengthD - 2;
int ema2_start = ema1_start + g_ExtLengthD - 1;
int signal_start = ema2_start + g_ExtLengthEMA - 1;
// --- First EMA Pass --- for(int i = g_ExtLengthK - 1; i < rates_total; i++)
for(int i = 1; i < rates_total; i++)
{ {
if(i < ExtLengthK - 1) // --- 1st EMA Smoothing ---
continue; // Not enough data for ranges yet if(i == g_ExtLengthK - 1) // Initialization
if(i == ExtLengthK - 1) // First EMA value is the raw value itself
{ {
temp_ema_relative[i] = BufferRelativeRange[i]; BufferEma_Relative[i] = BufferRelativeRange[i];
temp_ema_range[i] = BufferHighestLowestRange[i]; BufferEma_Range[i] = BufferHighestLowestRange[i];
} }
else // Subsequent values are calculated recursively else // Recursive
{ {
temp_ema_relative[i] = BufferRelativeRange[i] * pr + temp_ema_relative[i-1] * (1.0 - pr); BufferEma_Relative[i] = BufferRelativeRange[i] * pr_d + BufferEma_Relative[i-1] * (1.0 - pr_d);
temp_ema_range[i] = BufferHighestLowestRange[i] * pr + temp_ema_range[i-1] * (1.0 - pr); BufferEma_Range[i] = BufferHighestLowestRange[i] * pr_d + BufferEma_Range[i-1] * (1.0 - pr_d);
} }
}
// --- Second EMA Pass (EMA of EMA) --- // --- 2nd EMA Smoothing ---
for(int i = 1; i < rates_total; i++) if(i == ema2_start) // Initialization with manual SMA
{
if(i < ExtLengthK + ExtLengthD - 2)
continue; // Not enough data for the second pass
if(i == ExtLengthK + ExtLengthD - 2) // First double EMA value
{ {
// To be robust, the first value is a simple average of the first EMA buffer
double sum_rel=0, sum_ran=0; double sum_rel=0, sum_ran=0;
for(int j=i-ExtLengthD+1; j<=i; j++) for(int j=0; j<g_ExtLengthD; j++)
{ {
sum_rel += temp_ema_relative[j]; sum_rel += BufferEma_Relative[i-j];
sum_ran += temp_ema_range[j]; sum_ran += BufferEma_Range[i-j];
} }
BufferEmaEma_Relative[i] = sum_rel / ExtLengthD; BufferEmaEma_Relative[i] = sum_rel / g_ExtLengthD;
BufferEmaEma_Range[i] = sum_ran / ExtLengthD; BufferEmaEma_Range[i] = sum_ran / g_ExtLengthD;
} }
else // Subsequent values are calculated recursively
{
BufferEmaEma_Relative[i] = temp_ema_relative[i] * pr + BufferEmaEma_Relative[i-1] * (1.0 - pr);
BufferEmaEma_Range[i] = temp_ema_range[i] * pr + BufferEmaEma_Range[i-1] * (1.0 - pr);
}
}
//--- STEP 6: Calculate final SMI value
for(int i = ExtLengthK + ExtLengthD - 2; i < rates_total; i++)
{
if(BufferEmaEma_Range[i] != 0)
BufferSMI[i] = 200 * (BufferEmaEma_Relative[i] / BufferEmaEma_Range[i]);
else else
BufferSMI[i] = 0; if(i > ema2_start) // Recursive
} {
BufferEmaEma_Relative[i] = BufferEma_Relative[i] * pr_d + BufferEmaEma_Relative[i-1] * (1.0 - pr_d);
BufferEmaEma_Range[i] = BufferEma_Range[i] * pr_d + BufferEmaEma_Range[i-1] * (1.0 - pr_d);
}
//--- STEP 7: Calculate the signal line (EMA of SMI) // --- Final SMI Value ---
double pr_signal = 2.0 / (ExtLengthEMA + 1.0); if(i >= ema2_start)
for(int i = 1; i < rates_total; i++) {
{ if(BufferEmaEma_Range[i] != 0)
if(i < ExtLengthK + ExtLengthD + ExtLengthEMA - 3) BufferSMI[i] = 100 * (BufferEmaEma_Relative[i] / (BufferEmaEma_Range[i] / 2.0));
continue; else
BufferSMI[i] = 0;
}
if(i == ExtLengthK + ExtLengthD + ExtLengthEMA - 3) // First signal value is an SMA of SMI // --- Signal Line ---
if(i == signal_start) // Initialization with manual SMA
{ {
double sum_smi=0; double sum_smi=0;
for(int j=i-ExtLengthEMA+1; j<=i; j++) for(int j=0; j<g_ExtLengthEMA; j++)
sum_smi += BufferSMI[j]; sum_smi += BufferSMI[i-j];
BufferSignal[i] = sum_smi / ExtLengthEMA; BufferSignal[i] = sum_smi / g_ExtLengthEMA;
} }
else else
{ if(i > signal_start) // Recursive
BufferSignal[i] = BufferSMI[i] * pr_signal + BufferSignal[i-1] * (1.0 - pr_signal); {
} BufferSignal[i] = BufferSMI[i] * pr_ema + BufferSignal[i-1] * (1.0 - pr_ema);
}
} }
return(rates_total); return(rates_total);