//+------------------------------------------------------------------+ //| MACD_SuperSmoother_Histogram_Calculator.mqh| //| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include enum ENUM_SMOOTHING_METHOD { SMOOTH_SMA, SMOOTH_EMA, SMOOTH_SMMA, SMOOTH_LWMA, SMOOTH_SuperSmoother }; //+==================================================================+ class CMACDSuperSmootherHistogramCalculator { protected: int m_fast_period, m_slow_period, m_signal_period; ENUM_SMOOTHING_METHOD m_signal_ma_type; //--- Engines CEhlersSmootherCalculator *m_fast_smoother; CEhlersSmootherCalculator *m_slow_smoother; CEhlersSmootherCalculator *m_signal_smoother; CMovingAverageCalculator *m_signal_ma_engine; //--- Persistent buffers for intermediate calculations double m_fast_buffer[]; double m_slow_buffer[]; virtual CEhlersSmootherCalculator *CreateSmootherInstance(void); public: CMACDSuperSmootherHistogramCalculator(void); virtual ~CMACDSuperSmootherHistogramCalculator(void); bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &histogram[]); }; //+------------------------------------------------------------------+ class CMACDSuperSmootherHistogramCalculator_HA : public CMACDSuperSmootherHistogramCalculator { protected: virtual CEhlersSmootherCalculator *CreateSmootherInstance(void) override; }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CMACDSuperSmootherHistogramCalculator::CMACDSuperSmootherHistogramCalculator(void) { m_fast_smoother = NULL; m_slow_smoother = NULL; m_signal_smoother = NULL; m_signal_ma_engine = NULL; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CMACDSuperSmootherHistogramCalculator::~CMACDSuperSmootherHistogramCalculator(void) { if(CheckPointer(m_fast_smoother) != POINTER_INVALID) delete m_fast_smoother; if(CheckPointer(m_slow_smoother) != POINTER_INVALID) delete m_slow_smoother; if(CheckPointer(m_signal_smoother) != POINTER_INVALID) delete m_signal_smoother; if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) delete m_signal_ma_engine; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CEhlersSmootherCalculator *CMACDSuperSmootherHistogramCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); } CEhlersSmootherCalculator *CMACDSuperSmootherHistogramCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CMACDSuperSmootherHistogramCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type) { if(fast_p > slow_p) { int temp=fast_p; fast_p=slow_p; slow_p=temp; } m_fast_period = fast_p; m_slow_period = slow_p; m_signal_period = (signal_p < 1) ? 1 : signal_p; m_signal_ma_type = signal_type; 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; if(m_signal_ma_type == SMOOTH_SuperSmoother) { m_signal_smoother = new CEhlersSmootherCalculator(); if(!m_signal_smoother.Init(m_signal_period, SUPERSMOOTHER, SOURCE_PRICE)) return false; } else { m_signal_ma_engine = new CMovingAverageCalculator(); ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)m_signal_ma_type; if(!m_signal_ma_engine.Init(m_signal_period, ma_type)) return false; } return true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CMACDSuperSmootherHistogramCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &histogram[]) { if(rates_total < m_slow_period + m_signal_period) return; //--- Resize persistent internal buffers if(ArraySize(m_fast_buffer) != rates_total) ArrayResize(m_fast_buffer, rates_total); if(ArraySize(m_slow_buffer) != rates_total) ArrayResize(m_slow_buffer, rates_total); //--- Calculate Fast and Slow Smoothers (Incremental) m_fast_smoother.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_fast_buffer); m_slow_smoother.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_slow_buffer); //--- Calculate MACD Line double macd_line[]; ArrayResize(macd_line, rates_total); int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i = start_index; i < rates_total; i++) macd_line[i] = m_fast_buffer[i] - m_slow_buffer[i]; //--- Calculate Signal Line double signal_line[]; ArrayResize(signal_line, rates_total); if(m_signal_ma_type == SMOOTH_SuperSmoother) { m_signal_smoother.Calculate(rates_total, prev_calculated, PRICE_CLOSE, macd_line, macd_line, macd_line, macd_line, signal_line); } else { m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, macd_line, macd_line, macd_line, macd_line, signal_line); } //--- Calculate Histogram for(int i = start_index; i < rates_total; i++) histogram[i] = macd_line[i] - signal_line[i]; } //+------------------------------------------------------------------+