//+------------------------------------------------------------------+ //| SSAMA_Calculator.mqh | //| SuperSmoother Adaptive Moving Average Engine. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CSSAMACalculator (Base Class) | //+==================================================================+ class CSSAMACalculator { protected: int m_er_period; int m_min_period; int m_max_period; //--- Persistent Buffers double m_price[]; double m_ssama_buf[]; // Internal buffer for recursive calc //--- Updated: Accepts start_index 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: CSSAMACalculator(void) {}; virtual ~CSSAMACalculator(void) {}; bool Init(int er_p, int min_p, int max_p); //--- Main Calculation 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 &ssama_out[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CSSAMACalculator::Init(int er_p, int min_p, int max_p) { m_er_period = (er_p < 1) ? 1 : er_p; m_min_period = (min_p < 2) ? 2 : min_p; // SS needs at least 2 m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CSSAMACalculator::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 &ssama_out[]) { if(rates_total <= m_er_period + 2) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; // Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_ssama_buf, rates_total); } if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; // Main Loop int loop_start = MathMax(m_er_period, start_index); // Initialization if(loop_start == m_er_period) { // Seed with price to avoid startup transient m_ssama_buf[loop_start-1] = m_price[loop_start-1]; m_ssama_buf[loop_start-2] = m_price[loop_start-2]; ssama_out[loop_start-1] = m_price[loop_start-1]; ssama_out[loop_start-2] = m_price[loop_start-2]; } for(int i = loop_start; i < rates_total; i++) { // 1. Calculate Efficiency Ratio (ER) double direction = MathAbs(m_price[i] - m_price[i - m_er_period]); double volatility = 0; for(int j = 0; j < m_er_period; j++) volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]); double er = (volatility > 0.000001) ? direction / volatility : 0; // 2. Calculate Adaptive Period // High ER (1.0) -> Min Period (Fast) // Low ER (0.0) -> Max Period (Slow) double current_period = m_min_period + (1.0 - er) * (m_max_period - m_min_period); // 3. Calculate SuperSmoother Coefficients dynamically double a1 = exp(-M_SQRT2 * M_PI / current_period); double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / current_period); double c2 = b1; double c3 = -a1 * a1; double c1 = 1.0 - c2 - c3; // 4. Calculate SSAMA // SS[i] = c1*(P[i] + P[i-1])/2 + c2*SS[i-1] + c3*SS[i-2] m_ssama_buf[i] = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * m_ssama_buf[i-1] + c3 * m_ssama_buf[i-2]; ssama_out[i] = m_ssama_buf[i]; } } //+------------------------------------------------------------------+ //| Prepare Price (Standard) | //+------------------------------------------------------------------+ bool CSSAMACalculator::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++) { 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 * close[i]) / 4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CSSAMACalculator_HA (Heikin Ashi) | //+==================================================================+ class CSSAMACalculator_HA : public CSSAMACalculator { 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 CSSAMACalculator_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); } 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++) { 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 * m_ha_close[i]) / 4.0; break; default: m_price[i] = m_ha_close[i]; break; } } return true; } //+------------------------------------------------------------------+