//+------------------------------------------------------------------+ //| SMI_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi SMI. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CSMICalculator (Base Class) | //+==================================================================+ class CSMICalculator { protected: int m_len_k, m_len_d, m_len_ema; //--- Source Data Buffers (Persistent) double m_src_high[], m_src_low[], m_src_close[]; //--- Intermediate Calculation Buffers (Persistent state for incremental update) double m_hl_range[], m_rel_range[]; double m_ema_rel[], m_ema_range[]; double m_ema_ema_rel[], m_ema_ema_range[]; double Highest(int period, int current_pos); double Lowest(int period, int current_pos); //--- Updated: Accepts start_index virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CSMICalculator(void) {}; virtual ~CSMICalculator(void) {}; bool Init(int len_k, int len_d, int len_ema); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &smi_buffer[], double &signal_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CSMICalculator::Init(int len_k, int len_d, int len_ema) { m_len_k = (len_k < 1) ? 1 : len_k; m_len_d = (len_d < 1) ? 1 : len_d; m_len_ema = (len_ema < 1) ? 1 : len_ema; return true; } //+------------------------------------------------------------------+ //| Main Calculation Method (Optimized Incremental) | //+------------------------------------------------------------------+ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &smi_buffer[], double &signal_buffer[]) { int start_pos = m_len_k + m_len_d + m_len_d + m_len_ema - 4; if(rates_total <= start_pos) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Buffers if needed if(ArraySize(m_src_high) != rates_total) { ArrayResize(m_src_high, rates_total); ArrayResize(m_src_low, rates_total); ArrayResize(m_src_close, rates_total); ArrayResize(m_hl_range, rates_total); ArrayResize(m_rel_range, rates_total); ArrayResize(m_ema_rel, rates_total); ArrayResize(m_ema_range, rates_total); ArrayResize(m_ema_ema_rel, rates_total); ArrayResize(m_ema_ema_range, rates_total); } //--- 3. Prepare Source Data (Optimized) if(!PrepareSourceData(rates_total, start_index, open, high, low, close)) return; //--- 4. Calculate Ranges // Ensure we start at least from m_len_k-1 to have enough history for Highest/Lowest int loop_start = MathMax(m_len_k - 1, start_index); for(int i = loop_start; i < rates_total; i++) { double highest_h = Highest(m_len_k, i); double lowest_l = Lowest(m_len_k, i); m_hl_range[i] = highest_h - lowest_l; m_rel_range[i] = m_src_close[i] - (highest_h + lowest_l) / 2.0; } //--- 5. Calculate EMAs and SMI double pr_d = 2.0 / (m_len_d + 1.0); double pr_ema = 2.0 / (m_len_ema + 1.0); int ema1_start = m_len_k + m_len_d - 2; int ema2_start = ema1_start + m_len_d - 1; int signal_start = ema2_start + m_len_ema - 1; // We can reuse loop_start, but need to be careful about initialization logic // If start_index is way past the initialization point, we just continue recursive calc. for(int i = loop_start; i < rates_total; i++) { // --- 1st EMA Smoothing --- if(i == m_len_k - 1) { m_ema_rel[i] = m_rel_range[i]; m_ema_range[i] = m_hl_range[i]; } else { // Recursive EMA relies on [i-1], which is safe due to persistent buffers m_ema_rel[i] = m_rel_range[i] * pr_d + m_ema_rel[i-1] * (1.0 - pr_d); m_ema_range[i] = m_hl_range[i] * pr_d + m_ema_range[i-1] * (1.0 - pr_d); } // --- 2nd EMA Smoothing --- if(i >= ema1_start) { if(i == ema1_start) { double sum_rel=0, sum_ran=0; for(int j=0; j= ema2_start) { if(m_ema_ema_range[i] != 0) smi_buffer[i] = 100 * (m_ema_ema_rel[i] / (m_ema_ema_range[i] / 2.0)); else smi_buffer[i] = 0; } // --- Signal Line --- if(i >= signal_start) { if(i == signal_start) { double sum_smi=0; for(int j=0; j m_src_low[index]) res = m_src_low[index]; } return(res); } //+==================================================================+ //| CLASS 2: CSMICalculator_HA (Heikin Ashi) | //+==================================================================+ class CSMICalculator_HA : public CSMICalculator { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers (Persistent) double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[]; protected: virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare Source Data (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CSMICalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { // Resize internal HA buffers if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high_temp, rates_total); ArrayResize(m_ha_low_temp, rates_total); ArrayResize(m_ha_close_temp, rates_total); } //--- STRICT CALL: Use the optimized 10-param HA calculation //--- Note: We calculate directly into the temporary buffers, then copy to m_src_... //--- Actually, we can calculate directly into m_src_high/low/close if we want, //--- but HA calc needs 4 buffers. m_src_... are 3 buffers. //--- So we use temp buffers. m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp); //--- Copy to source buffers (Optimized loop) for(int i = start_index; i < rates_total; i++) { m_src_high[i] = m_ha_high_temp[i]; m_src_low[i] = m_ha_low_temp[i]; m_src_close[i] = m_ha_close_temp[i]; } return true; } //+------------------------------------------------------------------+