mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-19 15:28:06 +00:00
376 lines
15 KiB
Plaintext
376 lines
15 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| 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 <MyIncludes\HeikinAshi_Tools.mqh>
|
|
#include <MyIncludes\MovingAverage_Engine.mqh>
|
|
|
|
//+==================================================================+
|
|
//| 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
|
|
//+------------------------------------------------------------------+
|