//+------------------------------------------------------------------+ //| SMI_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi SMI. | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "4.00" // Fully modular 5-engine composition supporting selectable MA types & VWMA #ifndef SMI_CALCULATOR_MQH #define SMI_CALCULATOR_MQH #include #include //+==================================================================+ //| CLASS 1: CSMICalculator (Base Class) | //+==================================================================+ class CSMICalculator { protected: int m_len_k, m_len_d, m_len_ema; ENUM_MA_TYPE m_slowing_type; ENUM_MA_TYPE m_signal_type; //--- Composition: 5 MA Engines for complete flexible double smoothing CMovingAverageCalculator m_smooth1_rel; CMovingAverageCalculator m_smooth1_ran; CMovingAverageCalculator m_smooth2_rel; CMovingAverageCalculator m_smooth2_ran; CMovingAverageCalculator m_signal_calc; //--- 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); 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, ENUM_MA_TYPE slowing_type, int len_ema, ENUM_MA_TYPE signal_type); //--- Standard Calculate (Without volume data) 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[]); //--- Overloaded Calculate (With Volume for VWMA support) void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &smi_buffer[], double &signal_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CSMICalculator::CSMICalculator(void) : m_len_k(10), m_len_d(3), m_len_ema(3), m_slowing_type(EMA), m_signal_type(EMA) { } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CSMICalculator::Init(int len_k, int len_d, ENUM_MA_TYPE slowing_type, int len_ema, ENUM_MA_TYPE signal_type) { m_len_k = (len_k < 1) ? 1 : len_k; m_len_d = (len_d < 1) ? 1 : len_d; m_slowing_type = slowing_type; m_len_ema = (len_ema < 1) ? 1 : len_ema; m_signal_type = signal_type; // Initialize the 5-engine moving average pipeline if(!m_smooth1_rel.Init(m_len_d, m_slowing_type)) return false; if(!m_smooth1_ran.Init(m_len_d, m_slowing_type)) return false; if(!m_smooth2_rel.Init(m_len_d, m_slowing_type)) return false; if(!m_smooth2_ran.Init(m_len_d, m_slowing_type)) return false; if(!m_signal_calc.Init(m_len_ema, m_signal_type)) return false; return true; } //+------------------------------------------------------------------+ //| Calculate (Standard - No Volume) | //+------------------------------------------------------------------+ 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 required_bars = m_len_k + m_len_d + m_len_d + m_len_ema - 4; if(rates_total <= required_bars) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; //--- Resize state buffers and enforce chronological safety 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); ArraySetAsSeries(m_src_high, false); ArraySetAsSeries(m_src_low, false); ArraySetAsSeries(m_src_close, false); ArraySetAsSeries(m_hl_range, false); ArraySetAsSeries(m_rel_range, false); ArraySetAsSeries(m_ema_rel, false); ArraySetAsSeries(m_ema_range, false); ArraySetAsSeries(m_ema_ema_rel, false); ArraySetAsSeries(m_ema_ema_range, false); } //--- Enforce chronological safety on output arrays if(ArraySize(smi_buffer) != rates_total) { ArrayResize(smi_buffer, rates_total); ArraySetAsSeries(smi_buffer, false); } if(ArraySize(signal_buffer) != rates_total) { ArrayResize(signal_buffer, rates_total); ArraySetAsSeries(signal_buffer, false); } //--- 1. Prepare Source Data (Standard or HA) if(!PrepareSourceData(rates_total, start_index, open, high, low, close)) return; //--- 2. Calculate Raw Ranges 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; } //--- 3. Calculate 1st Smoothing Stage (Selectable MA) m_smooth1_rel.CalculateOnArray(rates_total, prev_calculated, m_rel_range, m_ema_rel, m_len_k - 1); m_smooth1_ran.CalculateOnArray(rates_total, prev_calculated, m_hl_range, m_ema_range, m_len_k - 1); //--- 4. Calculate 2nd Smoothing Stage (Double Smoothing) int ema1_start = m_len_k - 1 + m_smooth1_rel.GetPeriod() - 1; m_smooth2_rel.CalculateOnArray(rates_total, prev_calculated, m_ema_rel, m_ema_ema_rel, ema1_start); m_smooth2_ran.CalculateOnArray(rates_total, prev_calculated, m_ema_range, m_ema_ema_range, ema1_start); //--- 5. Calculate Final SMI Value int ema2_start = ema1_start + m_smooth2_rel.GetPeriod() - 1; int start = (prev_calculated > 0) ? prev_calculated - 1 : ema2_start; if(start < ema2_start) start = ema2_start; for(int i = start; i < rates_total; i++) { if(m_ema_ema_range[i] != 0.0) smi_buffer[i] = 100.0 * (m_ema_ema_rel[i] / (m_ema_ema_range[i] / 2.0)); else smi_buffer[i] = 0.0; } //--- 6. Calculate Signal Line (Selectable MA) m_signal_calc.CalculateOnArray(rates_total, prev_calculated, smi_buffer, signal_buffer, ema2_start); } //+------------------------------------------------------------------+ //| Calculate (Overloaded - With Volume for VWMA support) | //+------------------------------------------------------------------+ void CSMICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &smi_buffer[], double &signal_buffer[]) { int required_bars = m_len_k + m_len_d + m_len_d + m_len_ema - 4; if(rates_total <= required_bars) return; //--- Convert volume locally to support volume-weighted types (VWMA) across the pipeline double d_vol[]; ArrayResize(d_vol, rates_total); ArraySetAsSeries(d_vol, false); int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i = start_sync; i < rates_total; i++) d_vol[i] = (double)volume[i]; //--- Resize state buffers and enforce chronological safety 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); ArraySetAsSeries(m_src_high, false); ArraySetAsSeries(m_src_low, false); ArraySetAsSeries(m_src_close, false); ArraySetAsSeries(m_hl_range, false); ArraySetAsSeries(m_rel_range, false); ArraySetAsSeries(m_ema_rel, false); ArraySetAsSeries(m_ema_range, false); ArraySetAsSeries(m_ema_ema_rel, false); ArraySetAsSeries(m_ema_ema_range, false); } //--- Enforce chronological safety on output arrays if(ArraySize(smi_buffer) != rates_total) { ArrayResize(smi_buffer, rates_total); ArraySetAsSeries(smi_buffer, false); } if(ArraySize(signal_buffer) != rates_total) { ArrayResize(signal_buffer, rates_total); ArraySetAsSeries(signal_buffer, false); } //--- 1. Prepare Source Data (Standard or HA) if(!PrepareSourceData(rates_total, start_sync, open, high, low, close)) return; //--- 2. Calculate Raw Ranges int loop_start = MathMax(m_len_k - 1, start_sync); 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; } //--- 3. Calculate 1st Smoothing Stage (Volume-Weighted) m_smooth1_rel.CalculateOnArray(rates_total, prev_calculated, m_rel_range, d_vol, m_ema_rel, m_len_k - 1); m_smooth1_ran.CalculateOnArray(rates_total, prev_calculated, m_hl_range, d_vol, m_ema_range, m_len_k - 1); //--- 4. Calculate 2nd Smoothing Stage (Volume-Weighted) int ema1_start = m_len_k - 1 + m_smooth1_rel.GetPeriod() - 1; m_smooth2_rel.CalculateOnArray(rates_total, prev_calculated, m_ema_rel, d_vol, m_ema_ema_rel, ema1_start); m_smooth2_ran.CalculateOnArray(rates_total, prev_calculated, m_ema_range, d_vol, m_ema_ema_range, ema1_start); //--- 5. Calculate Final SMI Value int ema2_start = ema1_start + m_smooth2_rel.GetPeriod() - 1; int start = (prev_calculated > 0) ? prev_calculated - 1 : ema2_start; if(start < ema2_start) start = ema2_start; for(int i = start; i < rates_total; i++) { if(m_ema_ema_range[i] != 0.0) smi_buffer[i] = 100.0 * (m_ema_ema_rel[i] / (m_ema_ema_range[i] / 2.0)); else smi_buffer[i] = 0.0; } //--- 6. Calculate Signal Line (Volume-Weighted) m_signal_calc.CalculateOnArray(rates_total, prev_calculated, smi_buffer, d_vol, signal_buffer, ema2_start); } //+------------------------------------------------------------------+ //| Prepare Source Data (Standard - Optimized) | //+------------------------------------------------------------------+ bool CSMICalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { m_src_high[i] = high[i]; m_src_low[i] = low[i]; m_src_close[i] = close[i]; } return true; } //+------------------------------------------------------------------+ //| Highest | //+------------------------------------------------------------------+ double CSMICalculator::Highest(int period, int current_pos) { double res = m_src_high[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res < m_src_high[index]) res = m_src_high[index]; } return(res); } //+------------------------------------------------------------------+ //| Lowest | //+------------------------------------------------------------------+ double CSMICalculator::Lowest(int period, int current_pos) { double res = m_src_low[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res > 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; 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 - Chronologically Safe) | //+------------------------------------------------------------------+ bool CSMICalculator_HA::PrepareSourceData(int rates_total, int start_index, 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_temp, rates_total); ArrayResize(m_ha_low_temp, rates_total); ArrayResize(m_ha_close_temp,rates_total); ArraySetAsSeries(m_ha_open, false); ArraySetAsSeries(m_ha_high_temp, false); ArraySetAsSeries(m_ha_low_temp, false); ArraySetAsSeries(m_ha_close_temp,false); } 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); 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; } #endif // SMI_CALCULATOR_MQH //+------------------------------------------------------------------+