//+------------------------------------------------------------------+ //| MACD_SuperSmoother_Calculator.mqh | //| VERSION 1.21: Corrected method definition placement. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //--- Universal enum for all smoothing types --- enum ENUM_SMOOTHING_METHOD { SMOOTH_SMA, SMOOTH_EMA, SMOOTH_SMMA, SMOOTH_LWMA, SMOOTH_SuperSmoother }; //+==================================================================+ class CMACDSuperSmootherCalculator { protected: int m_fast_period, m_slow_period, m_signal_period; ENUM_SMOOTHING_METHOD m_signal_ma_type; CEhlersSmootherCalculator *m_fast_smoother; CEhlersSmootherCalculator *m_slow_smoother; double m_sig_f1, m_sig_f2; virtual CEhlersSmootherCalculator *CreateSmootherInstance(void); void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos); public: CMACDSuperSmootherCalculator(void); virtual ~CMACDSuperSmootherCalculator(void); bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD signal_type); 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[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CMACDSuperSmootherCalculator_HA : public CMACDSuperSmootherCalculator { protected: virtual CEhlersSmootherCalculator *CreateSmootherInstance(void) override; }; //+==================================================================+ //| METHOD IMPLEMENTATIONS: CMACDSuperSmootherCalculator | //+==================================================================+ //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ 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(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CMACDSuperSmootherCalculator::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_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[]) { if(rates_total < m_slow_period + m_signal_period) return; double fast_buffer[], slow_buffer[]; ArrayResize(fast_buffer, rates_total); ArrayResize(slow_buffer, rates_total); 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]; int signal_start = m_slow_period + m_signal_period - 1; CalculateMA(macd_line, signal_line, m_signal_period, m_signal_ma_type, signal_start); for(int i = 0; i < rates_total; i++) histogram[i] = macd_line[i] - signal_line[i]; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CMACDSuperSmootherCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_SMOOTHING_METHOD method, int start_pos) { for(int i = start_pos; i < ArraySize(source_array); i++) { switch(method) { case SMOOTH_SuperSmoother: { double a1 = exp(-M_SQRT2 * M_PI / period); double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / period); double c2 = b1, c3 = -a1 * a1, c1 = 1.0 - c2 - c3; if(i==start_pos) { double sum=0; int count=0; for(int j=0; j 0) dest_array[i] = sum/count; m_sig_f1 = dest_array[i]; m_sig_f2 = (i > 0 && dest_array[i-1] != EMPTY_VALUE) ? dest_array[i-1] : dest_array[i]; } else { dest_array[i] = c1 * (source_array[i] + source_array[i-1]) / 2.0 + c2 * m_sig_f1 + c3 * m_sig_f2; m_sig_f2 = m_sig_f1; m_sig_f1 = dest_array[i]; } break; } case SMOOTH_EMA: case SMOOTH_SMMA: if(i == start_pos) { double sum=0; int count=0; for(int j=0; j 0) dest_array[i]=sum/count; } else { if(method==SMOOTH_EMA) { double pr=2.0/(period+1.0); dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); } else dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; } break; case SMOOTH_LWMA: { double sum=0, w_sum=0; for(int j=0; j0) dest_array[i]=sum/w_sum; } break; default: // SMOOTH_SMA { double sum=0; int count=0; for(int j=0; j 0) dest_array[i]=sum/count; } break; } } } //+==================================================================+ //| METHOD IMPLEMENTATIONS: CMACDSuperSmootherCalculator_HA | //+==================================================================+ //--- CORRECTED: This method definition now belongs to the _HA class --- CEhlersSmootherCalculator *CMACDSuperSmootherCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+