//+------------------------------------------------------------------+ //| Ehlers_Smoother_Calculator.mqh | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "3.10" // Upgraded with strict internal chronological sorting safeguards #ifndef EHLERS_SMOOTHER_CALCULATOR_MQH #define EHLERS_SMOOTHER_CALCULATOR_MQH #include enum ENUM_SMOOTHER_TYPE { SUPERSMOOTHER, ULTIMATESMOOTHER }; enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; //+==================================================================+ //| CLASS 1: CEhlersSmootherCalculator | //+==================================================================+ class CEhlersSmootherCalculator { protected: int m_period; ENUM_SMOOTHER_TYPE m_type; ENUM_INPUT_SOURCE m_source_type; //--- Persistent Buffer for Price double m_price[]; virtual bool PreparePriceSeries(int rates_total, int start_index, 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, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]); int GetPeriod(void) const { return m_period; } }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ 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; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated, 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; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; // Resize and force strict chronological sorting if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArraySetAsSeries(m_price, false); // Fixed: strict chronological safety on internal buffers } if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- Calculate Coefficients 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 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0); //--- Incremental Loop int loop_start = MathMax(3, start_index); // Initialization for the very first bars if(loop_start == 3) { filter_buffer[0] = m_price[0]; filter_buffer[1] = m_price[1]; filter_buffer[2] = m_price[2]; } for(int i = loop_start; i < rates_total; i++) { double f1 = filter_buffer[i-1]; double f2 = filter_buffer[i-2]; double current_f; if(m_type == SUPERSMOOTHER) current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2; else // ULTIMATESMOOTHER 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; } } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { if(m_source_type == SOURCE_PRICE) { switch(price_type) { case PRICE_CLOSE: m_price[i] = close[i]; break; case PRICE_OPEN: m_price[i] = open[i]; break; case PRICE_HIGH: m_price[i] = high[i]; break; case PRICE_LOW: m_price[i] = low[i]; break; case PRICE_MEDIAN: m_price[i] = (high[i]+low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (high[i]+low[i]+close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (high[i]+low[i]+2.0*close[i])/4.0; break; default: m_price[i] = close[i]; break; } } else // SOURCE_MOMENTUM { m_price[i] = close[i] - open[i]; } } return true; } //+==================================================================+ //| CLASS 2: CEhlersSmootherCalculator_HA | //+==================================================================+ class CEhlersSmootherCalculator_HA : public CEhlersSmootherCalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi) | //+------------------------------------------------------------------+ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); ArraySetAsSeries(m_ha_open, false); ArraySetAsSeries(m_ha_high, false); ArraySetAsSeries(m_ha_low, false); ArraySetAsSeries(m_ha_close, false); } m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); for(int i = start_index; i < rates_total; i++) { if(m_source_type == SOURCE_PRICE) { switch(price_type) { case PRICE_CLOSE: m_price[i] = m_ha_close[i]; break; case PRICE_OPEN: m_price[i] = m_ha_open[i]; break; case PRICE_HIGH: m_price[i] = m_ha_high[i]; break; case PRICE_LOW: m_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (m_ha_high[i]+m_ha_low[i]+2.0*m_ha_close[i])/4.0; break; default: m_price[i] = m_ha_close[i]; break; } } else // SOURCE_MOMENTUM { m_price[i] = m_ha_close[i] - m_ha_open[i]; } } return true; } #endif // EHLERS_SMOOTHER_CALCULATOR_MQH //+------------------------------------------------------------------+