From 039daa778e8b3956d113472b781d0887375b595f Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sun, 19 Oct 2025 10:17:54 +0200
Subject: [PATCH] new files added

---
 Include/MyIncludes/Laguerre_Engine.mqh | 177 +++++++++++++++++++++++++
 1 file changed, 177 insertions(+)
 create mode 100644 Include/MyIncludes/Laguerre_Engine.mqh

diff --git a/Include/MyIncludes/Laguerre_Engine.mqh b/Include/MyIncludes/Laguerre_Engine.mqh
new file mode 100644
index 0000000..3b86c01
--- /dev/null
+++ b/Include/MyIncludes/Laguerre_Engine.mqh
@@ -0,0 +1,177 @@
+//+------------------------------------------------------------------+
+//|                                             Laguerre_Engine.mqh  |
+//|      Core calculation engine for the Laguerre filter series.     |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CLaguerreEngine (Base Class)                |
+//|                                                                  |
+//+==================================================================+
+class CLaguerreEngine
+  {
+protected:
+   double            m_gamma;
+   double            m_price[];
+
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CLaguerreEngine(void) {};
+   virtual          ~CLaguerreEngine(void) {};
+
+   bool              Init(double gamma);
+   void              CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                                     double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CLaguerreEngine: Initialization                                  |
+//+------------------------------------------------------------------+
+bool CLaguerreEngine::Init(double gamma)
+  {
+   m_gamma = fmax(0.0, fmin(1.0, gamma)); // Ensure gamma is between 0 and 1
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CLaguerreEngine: Core Filter Calculation                         |
+//+------------------------------------------------------------------+
+void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                                      double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[])
+  {
+   if(rates_total < 2)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   ArrayResize(L0_buffer, rates_total);
+   ArrayResize(L1_buffer, rates_total);
+   ArrayResize(L2_buffer, rates_total);
+   ArrayResize(L3_buffer, rates_total);
+
+// --- Initialize filter components for the first bar ---
+   double L0_prev = m_price[0], L1_prev = m_price[0], L2_prev = m_price[0], L3_prev = m_price[0];
+   L0_buffer[0] = m_price[0];
+   L1_buffer[0] = m_price[0];
+   L2_buffer[0] = m_price[0];
+   L3_buffer[0] = m_price[0];
+
+// --- Full recalculation loop for stability ---
+   for(int i = 1; i < rates_total; i++)
+     {
+      // --- Recursive Laguerre Filter Calculation ---
+      L0_buffer[i] = (1.0 - m_gamma) * m_price[i] + m_gamma * L0_prev;
+      L1_buffer[i] = -m_gamma * L0_buffer[i] + L0_prev + m_gamma * L1_prev;
+      L2_buffer[i] = -m_gamma * L1_buffer[i] + L1_prev + m_gamma * L2_prev;
+      L3_buffer[i] = -m_gamma * L2_buffer[i] + L2_prev + m_gamma * L3_prev;
+
+      // --- Update previous values for the next iteration ---
+      L0_prev = L0_buffer[i];
+      L1_prev = L1_buffer[i];
+      L2_prev = L2_buffer[i];
+      L3_prev = L3_buffer[i];
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CLaguerreEngine: Prepares the standard source price.             |
+//+------------------------------------------------------------------+
+bool CLaguerreEngine::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(m_price, close, 0, 0, rates_total);
+         break;
+      case PRICE_OPEN:
+         ArrayCopy(m_price, open, 0, 0, rates_total);
+         break;
+      case PRICE_HIGH:
+         ArrayCopy(m_price, high, 0, 0, rates_total);
+         break;
+      case PRICE_LOW:
+         ArrayCopy(m_price, low, 0, 0, rates_total);
+         break;
+      case PRICE_MEDIAN:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 2: CLaguerreEngine_HA (Heikin Ashi)              |
+//|                                                                  |
+//+==================================================================+
+class CLaguerreEngine_HA : public CLaguerreEngine
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| CLaguerreEngine_HA: Prepares the HA source price.                |
+//+------------------------------------------------------------------+
+bool CLaguerreEngine_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   double ha_open[], ha_high[], ha_low[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(ha_high, rates_total);
+   ArrayResize(ha_low, rates_total);
+   ArrayResize(ha_close, rates_total);
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+
+   ArrayResize(m_price, rates_total);
+   switch(price_type)
+     {
+      case PRICE_CLOSE:
+         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+         break;
+      case PRICE_OPEN:
+         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+         break;
+      case PRICE_HIGH:
+         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
+         break;
+      case PRICE_LOW:
+         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
+         break;
+      case PRICE_MEDIAN:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+         break;
+      case PRICE_TYPICAL:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
+         break;
+      case PRICE_WEIGHTED:
+         for(int i=0; i<rates_total; i++)
+            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
+         break;
+      default:
+         return false;
+     }
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+