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refactor: Corrected state management & centralized enums

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This commit is contained in:
Toh4iem9
2025-11-06 14:39:32 +01:00
parent 56b2dde7c4
commit d92f9d624b
1 changed files with 21 additions and 17 deletions
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Include/MyIncludes/Gaussian_Filter_Calculator.mqh
+21 -17
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@@ -1,14 +1,15 @@
//+------------------------------------------------------------------+
//| Gaussian_Filter_Calculator.mqh |
//| Calculation engine for the John Ehlers' Gaussian Filter. |
//| Can be applied to Price or Momentum. |
//| VERSION 2.10: Corrected state management & centralized enums|
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
// NEW: Enum to select the data source
//--- Enums are now centralized here to be available for all consumers ---
enum ENUM_CANDLE_SOURCE { SOURCE_STD, SOURCE_HA };
enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
//+==================================================================+
@@ -19,13 +20,16 @@ protected:
ENUM_INPUT_SOURCE m_source_type;
double m_price[];
// Filter coefficients
//--- Filter coefficients
double c0, a1, a2;
//--- 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:
CGaussianFilterCalculator(void) {};
CGaussianFilterCalculator(void) : m_f1(0), m_f2(0) {}; // Initialize state
virtual ~CGaussianFilterCalculator(void) {};
bool Init(int period, ENUM_INPUT_SOURCE source_type);
@@ -37,8 +41,9 @@ bool CGaussianFilterCalculator::Init(int period, ENUM_INPUT_SOURCE source_type)
{
m_period = (period < 2) ? 2 : period;
m_source_type = source_type;
m_f1 = 0;
m_f2 = 0; // Reset state on init
// Pre-calculate filter coefficients
double beta = 2.451 * (1.0 - cos(2.0 * M_PI / m_period));
double alpha = -beta + sqrt(beta * beta + 2.0 * beta);
@@ -57,19 +62,21 @@ void CGaussianFilterCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pr
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
double f1=0, f2=0;
filter_buffer[0] = m_price[0];
filter_buffer[1] = m_price[1];
f1 = filter_buffer[1];
f2 = filter_buffer[0];
//--- On the very first calculation, initialize the first few values robustly
if(ArraySize(filter_buffer) == 0 || filter_buffer[0] == 0)
{
filter_buffer[0] = m_price[0];
filter_buffer[1] = m_price[1];
m_f1 = filter_buffer[1];
m_f2 = filter_buffer[0];
}
for(int i = 2; i < rates_total; i++)
{
double current_f = c0 * m_price[i] + a1 * f1 + a2 * f2;
double current_f = c0 * m_price[i] + a1 * m_f1 + a2 * m_f2;
filter_buffer[i] = current_f;
f2 = f1;
f1 = current_f;
m_f2 = m_f1;
m_f1 = current_f;
}
}
@@ -114,7 +121,6 @@ bool CGaussianFilterCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED
}
return true;
}
//+==================================================================+
class CGaussianFilterCalculator_HA : public CGaussianFilterCalculator
{
@@ -123,7 +129,6 @@ private:
protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
bool CGaussianFilterCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
@@ -133,7 +138,6 @@ bool CGaussianFilterCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPL
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total);
if(m_source_type == SOURCE_PRICE)
{