new files added

2026-08-08 01:57:44 +00:00 · 2025-11-11 10:11:44 +01:00
parent 68d46fba86
commit dcb0a2d19f
1 changed files with 153 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                               MACD_SuperSmoother_Calculator.mqh  |
+//|         VERSION 1.10: Corrected access modifiers and state mgmt. |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
+
+//+==================================================================+
+class CMACDSuperSmootherCalculator
+  {
+protected:
+   //--- Periods
+   int               m_fast_period, m_slow_period, m_signal_period;
+
+   //--- Internal calculators (Composition)
+   CEhlersSmootherCalculator *m_fast_smoother;
+   CEhlersSmootherCalculator *m_slow_smoother;
+
+   //--- State for the signal line smoother (CRITICAL FIX)
+   double            m_sig_f1, m_sig_f2;
+
+   virtual CEhlersSmootherCalculator *CreateSmootherInstance(void);
+
+public:
+                     CMACDSuperSmootherCalculator(void);
+   virtual          ~CMACDSuperSmootherCalculator(void);
+
+   bool              Init(int fast_p, int slow_p, int signal_p);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+                               double &macd_line[], double &signal_line[], double &histogram[]);
+  };
+
+//--- Derived class for Heikin Ashi version ---
+class CMACDSuperSmootherCalculator_HA : public CMACDSuperSmootherCalculator
+  {
+protected:
+   virtual CEhlersSmootherCalculator *CreateSmootherInstance(void) override;
+  };
+
+//+==================================================================+
+//|                 METHOD IMPLEMENTATIONS                           |
+//+==================================================================+
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+CMACDSuperSmootherCalculator::CMACDSuperSmootherCalculator(void)
+  {
+   m_fast_smoother = NULL;
+   m_slow_smoother = NULL;
+   m_sig_f1 = 0;
+   m_sig_f2 = 0;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+CMACDSuperSmootherCalculator::~CMACDSuperSmootherCalculator(void)
+  {
+   if(CheckPointer(m_fast_smoother) != POINTER_INVALID)
+      delete m_fast_smoother;
+   if(CheckPointer(m_slow_smoother) != POINTER_INVALID)
+      delete m_slow_smoother;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+CEhlersSmootherCalculator *CMACDSuperSmootherCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); }
+CEhlersSmootherCalculator *CMACDSuperSmootherCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p)
+  {
+   if(fast_p > slow_p)
+     {
+      int temp=fast_p;
+      fast_p=slow_p;
+      slow_p=temp;
+     }
+
+//--- Store periods as member variables
+   m_fast_period = fast_p;
+   m_slow_period = slow_p;
+   m_signal_period = signal_p;
+
+//--- Reset signal line state
+   m_sig_f1 = 0;
+   m_sig_f2 = 0;
+
+   m_fast_smoother = CreateSmootherInstance();
+   m_slow_smoother = CreateSmootherInstance();
+
+   if(CheckPointer(m_fast_smoother) == POINTER_INVALID || !m_fast_smoother.Init(m_fast_period, SUPERSMOOTHER, SOURCE_PRICE) ||
+      CheckPointer(m_slow_smoother) == POINTER_INVALID || !m_slow_smoother.Init(m_slow_period, SUPERSMOOTHER, SOURCE_PRICE))
+      return false;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void CMACDSuperSmootherCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+      double &macd_line[], double &signal_line[], double &histogram[])
+  {
+//--- CORRECTED: Use member variables for period check
+   if(rates_total <= m_slow_period + m_signal_period)
+      return;
+
+   double fast_buffer[], slow_buffer[];
+   ArrayResize(fast_buffer, rates_total, 0);
+   ArrayResize(slow_buffer, rates_total, 0);
+
+   m_fast_smoother.Calculate(rates_total, price_type, open, high, low, close, fast_buffer);
+   m_slow_smoother.Calculate(rates_total, price_type, open, high, low, close, slow_buffer);
+
+   for(int i = 0; i < rates_total; i++)
+      macd_line[i] = fast_buffer[i] - slow_buffer[i];
+
+//--- STEP 4: Calculate Signal Line (SuperSmoother on MACD Line) with proper state management
+//--- CORRECTED: Use GetPeriod() and member variables
+   double a1 = exp(-M_SQRT2 * M_PI / m_signal_period);
+   double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / m_signal_period);
+   double c2 = b1, c3 = -a1*a1, c1 = 1.0 - c2 - c3;
+
+//--- Robust initialization
+   if(ArraySize(signal_line) == 0 || signal_line[0] == 0)
+     {
+      if(rates_total > 0)
+         signal_line[0] = macd_line[0];
+      if(rates_total > 1)
+         signal_line[1] = macd_line[1];
+      m_sig_f2 = signal_line[0];
+      m_sig_f1 = signal_line[1];
+     }
+
+   for(int i=2; i<rates_total; i++)
+     {
+      signal_line[i] = c1 * (macd_line[i] + macd_line[i-1]) / 2.0 + c2 * m_sig_f1 + c3 * m_sig_f2;
+      m_sig_f2 = m_sig_f1;
+      m_sig_f1 = signal_line[i];
+     }
+
+   for(int i = 0; i < rates_total; i++)
+      histogram[i] = macd_line[i] - signal_line[i];
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+