//+------------------------------------------------------------------+ //| Ehlers_Smoother_Calculator.mqh | //| Calculation engine for John Ehlers' SuperSmoother and | //| Ultimate Smoother filters. Can be applied to Price or Momentum.| //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include enum ENUM_SMOOTHER_TYPE { SUPERSMOOTHER, ULTIMATESMOOTHER }; // NEW: Enum to select the data source enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; //+==================================================================+ class CEhlersSmootherCalculator { protected: int m_period; ENUM_SMOOTHER_TYPE m_type; ENUM_INPUT_SOURCE m_source_type; double m_price[]; virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CEhlersSmootherCalculator(void) {}; virtual ~CEhlersSmootherCalculator(void) {}; bool Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]); }; //+------------------------------------------------------------------+ bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type) { m_period = (period < 2) ? 2 : period; m_type = type; m_source_type = source_type; return true; } //+------------------------------------------------------------------+ void CEhlersSmootherCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]) { if(rates_total < 4) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; double a1 = exp(-M_SQRT2 * M_PI / m_period); double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / m_period); double c2 = b1; double c3 = -a1 * a1; double c1 = 0; if(m_type == SUPERSMOOTHER) { c1 = 1.0 - c2 - c3; } else { c1 = (1.0 + c2 - c3) / 4.0; } double f1=0, f2=0; if(rates_total > 0) filter_buffer[0] = m_price[0]; if(rates_total > 1) { filter_buffer[1] = m_price[1]; f2 = filter_buffer[0]; f1 = filter_buffer[1]; } if(rates_total > 2) { filter_buffer[2] = m_price[2]; f2 = filter_buffer[1]; f1 = filter_buffer[2]; } for(int i = 3; i < rates_total; i++) { double current_f = 0; if(m_type == SUPERSMOOTHER) { current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2; } else { current_f = (1.0 - c1) * m_price[i] + (2.0 * c1 - c2) * m_price[i-1] - (c1 + c3) * m_price[i-2] + c2 * f1 + c3 * f2; } filter_buffer[i] = current_f; f2 = f1; f1 = current_f; } } //+------------------------------------------------------------------+ bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_price, rates_total); if(m_source_type == SOURCE_PRICE) { switch(price_type) { case PRICE_CLOSE: ArrayCopy(m_price, close, 0, 0, rates_total); break; case PRICE_OPEN: ArrayCopy(m_price, open, 0, 0, rates_total); break; case PRICE_HIGH: ArrayCopy(m_price, high, 0, 0, rates_total); break; case PRICE_LOW: ArrayCopy(m_price, low, 0, 0, rates_total); break; case PRICE_MEDIAN: for(int i=0; i