//+------------------------------------------------------------------+ //| MACD_SuperSmoother_Calculator.mqh | //| VERSION 3.00: Extended Signal Line types (TMA, DEMA, TEMA). | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include #include //--- Extended enum for smoothing types enum ENUM_SMOOTHING_METHOD_SS { SMOOTH_SuperSmoother, SMOOTH_SMA, SMOOTH_EMA, SMOOTH_SMMA, SMOOTH_LWMA, SMOOTH_TMA, SMOOTH_DEMA, SMOOTH_TEMA }; //+==================================================================+ //| CLASS 1: CMACDSuperSmootherCalculator (Base) | //+==================================================================+ class CMACDSuperSmootherCalculator { protected: int m_fast_period, m_slow_period, m_signal_period; ENUM_SMOOTHING_METHOD_SS m_signal_ma_type; //--- Engines CEhlersSmootherCalculator *m_fast_smoother; CEhlersSmootherCalculator *m_slow_smoother; CEhlersSmootherCalculator *m_signal_smoother; CMovingAverageCalculator *m_signal_ma_engine; //--- Persistent Internal Buffers double m_fast_buffer[]; double m_slow_buffer[]; double m_macd_internal[]; double m_signal_internal[]; double m_hist_internal[]; virtual CEhlersSmootherCalculator *CreateSmootherInstance(void); public: CMACDSuperSmootherCalculator(void); virtual ~CMACDSuperSmootherCalculator(void); bool Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD_SS signal_type); //--- Main Calculation 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 &macd_out[], double &signal_out[], double &hist_out[]); //--- Wrappers void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hist_out[]); void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_out[]); }; //+------------------------------------------------------------------+ //| CLASS 2: CMACDSuperSmootherCalculator_HA | //+------------------------------------------------------------------+ class CMACDSuperSmootherCalculator_HA : public CMACDSuperSmootherCalculator { protected: virtual CEhlersSmootherCalculator *CreateSmootherInstance(void) override; }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CMACDSuperSmootherCalculator::CMACDSuperSmootherCalculator(void) { m_fast_smoother = NULL; m_slow_smoother = NULL; m_signal_smoother = NULL; m_signal_ma_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ 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; if(CheckPointer(m_signal_smoother) != POINTER_INVALID) delete m_signal_smoother; if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) delete m_signal_ma_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ CEhlersSmootherCalculator *CMACDSuperSmootherCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); } CEhlersSmootherCalculator *CMACDSuperSmootherCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDSuperSmootherCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_SMOOTHING_METHOD_SS 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(); // Map custom enum to engine enum (offset by 1 because SuperSmoother is 0) ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)(m_signal_ma_type - 1); if(!m_signal_ma_engine.Init(m_signal_period, ma_type)) return false; } return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CMACDSuperSmootherCalculator::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 &macd_out[], double &signal_out[], double &hist_out[]) { 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); ArrayResize(m_slow_buffer, rates_total); ArrayResize(m_macd_internal, rates_total); ArrayResize(m_signal_internal, rates_total); ArrayResize(m_hist_internal, rates_total); } // 1. Calculate Fast and Slow Smoothers 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); // 2. Calculate MACD Line int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i = start_index; i < rates_total; i++) m_macd_internal[i] = m_fast_buffer[i] - m_slow_buffer[i]; // 3. Calculate Signal Line if(m_signal_ma_type == SMOOTH_SuperSmoother) { m_signal_smoother.Calculate(rates_total, prev_calculated, PRICE_CLOSE, m_macd_internal, m_macd_internal, m_macd_internal, m_macd_internal, m_signal_internal); } else { // Use MA Engine on the MACD Line // Offset: SuperSmoother needs a few bars to stabilize, let's use m_slow_period as a safe offset m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, m_slow_period); } // 4. Calculate Histogram & Output for(int i = start_index; i < rates_total; i++) { m_hist_internal[i] = m_macd_internal[i] - m_signal_internal[i]; if(ArraySize(macd_out) == rates_total) macd_out[i] = m_macd_internal[i]; if(ArraySize(signal_out) == rates_total) signal_out[i] = m_signal_internal[i]; if(ArraySize(hist_out) == rates_total) hist_out[i] = m_hist_internal[i]; } } //+------------------------------------------------------------------+ //| Wrappers | //+------------------------------------------------------------------+ void CMACDSuperSmootherCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hist_out[]) { double dummy_macd[], dummy_signal[]; Calculate(rates_total, prev_calculated, open, high, low, close, price_type, dummy_macd, dummy_signal, hist_out); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CMACDSuperSmootherCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_out[]) { double dummy_signal[], dummy_hist[]; Calculate(rates_total, prev_calculated, open, high, low, close, price_type, macd_out, dummy_signal, dummy_hist); } //+------------------------------------------------------------------+