new files added

2026-07-27 20:47:44 +00:00 · 2026-01-17 21:39:29 +01:00
parent d70b4e65f5
commit 085f092ff2
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+//+------------------------------------------------------------------+
+//|                                      Laguerre_ROC_Calculator.mqh |
+//|      Laguerre Rate of Change (Slope) Calculator.                 |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+
+#include <MyIncludes\Laguerre_Engine.mqh>
+#include <MyIncludes\MovingAverage_Engine.mqh>
+
+//--- Enum for ROC Calculation Mode
+enum ENUM_ROC_MODE
+  {
+   ROC_POINTS,   // Absolute difference (Slope)
+   ROC_PERCENT   // Percentage change
+  };
+
+//+==================================================================+
+//|           CLASS 1: CLaguerreROCCalculator (Base)                 |
+//+==================================================================+
+class CLaguerreROCCalculator
+  {
+protected:
+   //--- Composition
+   CLaguerreEngine          *m_laguerre_engine;
+   CMovingAverageCalculator *m_signal_engine;
+
+   //--- Internal Buffer for Laguerre Filter values
+   double            m_filter_buffer[];
+
+   virtual void      CreateEngines(void);
+
+public:
+                     CLaguerreROCCalculator(void);
+   virtual          ~CLaguerreROCCalculator(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[],
+                               ENUM_ROC_MODE roc_mode, double &roc_buffer[], double &signal_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CLaguerreROCCalculator::CLaguerreROCCalculator(void)
+  {
+   m_laguerre_engine = NULL;
+   m_signal_engine = NULL;
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CLaguerreROCCalculator::~CLaguerreROCCalculator(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 CLaguerreROCCalculator::CreateEngines(void)
+  {
+   m_laguerre_engine = new CLaguerreEngine();
+   m_signal_engine = new CMovingAverageCalculator();
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CLaguerreROCCalculator::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(!m_signal_engine.Init(signal_period, signal_method))
+      return false;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation                                                 |
+//+------------------------------------------------------------------+
+void CLaguerreROCCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                                       ENUM_ROC_MODE roc_mode, double &roc_buffer[], double &signal_buffer[])
+  {
+   if(rates_total < 2)
+      return;
+
+//--- Resize Internal Buffer
+   if(ArraySize(m_filter_buffer) != rates_total)
+      ArrayResize(m_filter_buffer, rates_total);
+
+//--- 1. Calculate Laguerre Filter (The source for ROC)
+   m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, m_filter_buffer);
+
+//--- 2. Calculate ROC (Incremental Loop)
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 1;
+   if(start_index < 1)
+      start_index = 1;
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      double current = m_filter_buffer[i];
+      double prev = m_filter_buffer[i-1];
+
+      if(roc_mode == ROC_POINTS)
+        {
+         // Simple Slope: Current - Previous
+         roc_buffer[i] = current - prev;
+        }
+      else // ROC_PERCENT
+        {
+         // Percentage Change: (Current - Previous) / Previous * 100
+         if(prev != 0.0)
+            roc_buffer[i] = ((current - prev) / prev) * 100.0;
+         else
+            roc_buffer[i] = 0.0;
+        }
+     }
+
+//--- 3. Calculate Signal Line
+// We pass roc_buffer as the source for the MA
+   m_signal_engine.CalculateOnArray(rates_total, prev_calculated, roc_buffer, signal_buffer);
+  }
+
+//+==================================================================+
+//|           CLASS 2: CLaguerreROCCalculator_HA                     |
+//+==================================================================+
+class CLaguerreROCCalculator_HA : public CLaguerreROCCalculator
+  {
+protected:
+   virtual void      CreateEngines(void) override;
+  };
+
+//+------------------------------------------------------------------+
+//| Factory Override                                                 |
+//+------------------------------------------------------------------+
+void CLaguerreROCCalculator_HA::CreateEngines(void)
+  {
+   m_laguerre_engine = new CLaguerreEngine_HA();
+   m_signal_engine = new CMovingAverageCalculator();
+  }
+//+------------------------------------------------------------------+