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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 | //| Gaussian_Filter_Calculator.mqh |
//| Calculation engine for the John Ehlers' Gaussian Filter. | //| 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 | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh> #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 }; enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
//+==================================================================+ //+==================================================================+
@@ -19,13 +20,16 @@ protected:
ENUM_INPUT_SOURCE m_source_type; ENUM_INPUT_SOURCE m_source_type;
double m_price[]; double m_price[];
// Filter coefficients //--- Filter coefficients
double c0, a1, a2; 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[]); virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public: public:
CGaussianFilterCalculator(void) {}; CGaussianFilterCalculator(void) : m_f1(0), m_f2(0) {}; // Initialize state
virtual ~CGaussianFilterCalculator(void) {}; virtual ~CGaussianFilterCalculator(void) {};
bool Init(int period, ENUM_INPUT_SOURCE source_type); 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_period = (period < 2) ? 2 : period;
m_source_type = source_type; 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 beta = 2.451 * (1.0 - cos(2.0 * M_PI / m_period));
double alpha = -beta + sqrt(beta * beta + 2.0 * beta); 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)) if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return; return;
double f1=0, f2=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]; filter_buffer[0] = m_price[0];
f1 = filter_buffer[1]; filter_buffer[1] = m_price[1];
f2 = filter_buffer[0]; m_f1 = filter_buffer[1];
m_f2 = filter_buffer[0];
}
for(int i = 2; i < rates_total; i++) 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; filter_buffer[i] = current_f;
f2 = f1; m_f2 = m_f1;
f1 = current_f; m_f1 = current_f;
} }
} }
@@ -114,7 +121,6 @@ bool CGaussianFilterCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED
} }
return true; return true;
} }
//+==================================================================+ //+==================================================================+
class CGaussianFilterCalculator_HA : public CGaussianFilterCalculator class CGaussianFilterCalculator_HA : public CGaussianFilterCalculator
{ {
@@ -123,7 +129,6 @@ private:
protected: 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; 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[]) 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_low, rates_total);
ArrayResize(ha_close, 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); m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total); ArrayResize(m_price, rates_total);
if(m_source_type == SOURCE_PRICE) if(m_source_type == SOURCE_PRICE)
{ {