diff --git a/Include/MyIncludes/Laguerre_Stoch_Fast_Calculator.mqh b/Include/MyIncludes/Laguerre_Stoch_Fast_Calculator.mqh new file mode 100644 index 0000000..502e1c0 --- /dev/null +++ b/Include/MyIncludes/Laguerre_Stoch_Fast_Calculator.mqh @@ -0,0 +1,141 @@ +//+------------------------------------------------------------------+ +//| Laguerre_Stoch_Fast_Calculator.mqh | +//| Laguerre Stochastic: Stoch calculation on L0-L3 components. | +//| Copyright 2026, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" + +#include +#include + +//+==================================================================+ +//| 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(); + } +//+------------------------------------------------------------------+