new files added

2026-08-05 16:47:44 +00:00 · 2026-01-17 14:22:10 +01:00
parent 5ea931f8cd
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+//+------------------------------------------------------------------+
+//|                               Laguerre_Stoch_Fast_Calculator.mqh |
+//|      Laguerre Stochastic: Stoch calculation on L0-L3 components. |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+
+#include <MyIncludes\Laguerre_Engine.mqh>
+#include <MyIncludes\MovingAverage_Engine.mqh>
+
+//+==================================================================+
+//|           CLASS 1: CLaguerreStochFastCalculator (Base)           |
+//+==================================================================+
+class CLaguerreStochFastCalculator
+  {
+protected:
+   //--- Composition
+   CLaguerreEngine          *m_laguerre_engine;
+   CMovingAverageCalculator *m_signal_engine;
+
+   virtual void      CreateEngines(void);
+
+public:
+                     CLaguerreStochFastCalculator(void);
+   virtual          ~CLaguerreStochFastCalculator(void);
+
+   bool              Init(double gamma, int signal_period, ENUM_MA_TYPE signal_method);
+
+   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 &stoch_buffer[], double &signal_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CLaguerreStochFastCalculator::CLaguerreStochFastCalculator(void)
+  {
+   m_laguerre_engine = NULL;
+   m_signal_engine = NULL;
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CLaguerreStochFastCalculator::~CLaguerreStochFastCalculator(void)
+  {
+   if(CheckPointer(m_laguerre_engine) != POINTER_INVALID)
+      delete m_laguerre_engine;
+   if(CheckPointer(m_signal_engine) != POINTER_INVALID)
+      delete m_signal_engine;
+  }
+
+//+------------------------------------------------------------------+
+//| Factory Method                                                   |
+//+------------------------------------------------------------------+
+void CLaguerreStochFastCalculator::CreateEngines(void)
+  {
+   m_laguerre_engine = new CLaguerreEngine();
+   m_signal_engine = new CMovingAverageCalculator();
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CLaguerreStochFastCalculator::Init(double gamma, int signal_period, ENUM_MA_TYPE signal_method)
+  {
+   CreateEngines();
+
+   if(CheckPointer(m_laguerre_engine) == POINTER_INVALID || !m_laguerre_engine.Init(gamma, SOURCE_PRICE))
+      return false;
+
+   if(CheckPointer(m_signal_engine) == POINTER_INVALID || !m_signal_engine.Init(signal_period, signal_method))
+      return false;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation                                                 |
+//+------------------------------------------------------------------+
+void CLaguerreStochFastCalculator::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 &stoch_buffer[], double &signal_buffer[])
+  {
+   if(rates_total < 2)
+      return;
+
+//--- 1. Calculate Laguerre Components
+   double dummy_filt[];
+   m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, dummy_filt);
+
+//--- 2. Retrieve L0..L3 buffers
+   double L0[], L1[], L2[], L3[];
+   m_laguerre_engine.GetLBuffers(L0, L1, L2, L3);
+
+//--- 3. Calculate Stochastic (Incremental Loop)
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      // Find Highest High and Lowest Low among L0..L3
+      double hh = MathMax(MathMax(L0[i], L1[i]), MathMax(L2[i], L3[i]));
+      double ll = MathMin(MathMin(L0[i], L1[i]), MathMin(L2[i], L3[i]));
+
+      double diff = hh - ll;
+
+      if(diff > 0)
+        {
+         // Standard formula: (Current - Low) / (High - Low)
+         // Here "Current" is typically L0 (the most responsive component)
+         stoch_buffer[i] = ((L0[i] - ll) / diff) * 100.0;
+        }
+      else
+        {
+         // Flat market or initialization
+         stoch_buffer[i] = (i > 0) ? stoch_buffer[i-1] : 50.0;
+        }
+     }
+
+//--- 4. Calculate Signal Line
+// We pass stoch_buffer as the source for the MA
+   m_signal_engine.CalculateOnArray(rates_total, prev_calculated, stoch_buffer, signal_buffer);
+  }
+
+//+==================================================================+
+//|           CLASS 2: CLaguerreStochFastCalculator_HA               |
+//+==================================================================+
+class CLaguerreStochFastCalculator_HA : public CLaguerreStochFastCalculator
+  {
+protected:
+   virtual void      CreateEngines(void) override;
+  };
+
+//+------------------------------------------------------------------+
+//| Factory Override                                                 |
+//+------------------------------------------------------------------+
+void CLaguerreStochFastCalculator_HA::CreateEngines(void)
+  {
+   m_laguerre_engine = new CLaguerreEngine_HA();
+   m_signal_engine = new CMovingAverageCalculator();
+  }
+//+------------------------------------------------------------------+