new files added

2026-07-27 20:47:44 +00:00 · 2026-07-13 18:28:41 +02:00
parent 45eed71e61
commit 14c728b866
1 changed files with 136 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                               Laguerre_Acceleration_Calculator.mqh |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00" // Performance optimized for 2nd derivative tracking
+#property description "Calculator engine for analyzing the acceleration (2nd derivative) of Ehlers Laguerre Filter."
+
+#ifndef LAGUERRE_ACCELERATION_CALCULATOR_MQH
+#define LAGUERRE_ACCELERATION_CALCULATOR_MQH
+
+#include <MyIncludes\Laguerre_Filter_Calculator.mqh>
+
+//+==================================================================+
+//|             CLASS: CLaguerreAccelerationCalculator              |
+//+==================================================================+
+class CLaguerreAccelerationCalculator
+  {
+private:
+   CLaguerreFilterCalculator *m_filter_calc;
+   double                     m_filter_buffer[];
+   double                     m_dummy_fir[];
+
+public:
+                     CLaguerreAccelerationCalculator(void);
+                    ~CLaguerreAccelerationCalculator(void);
+
+   bool              Init(double gamma, ENUM_INPUT_SOURCE source_type, bool is_ha);
+   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 &accel_buffer[], double &color_buffer[], double threshold);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CLaguerreAccelerationCalculator::CLaguerreAccelerationCalculator(void)
+   : m_filter_calc(NULL)
+  {
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CLaguerreAccelerationCalculator::~CLaguerreAccelerationCalculator(void)
+  {
+   if(CheckPointer(m_filter_calc) != POINTER_INVALID)
+      delete m_filter_calc;
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CLaguerreAccelerationCalculator::Init(double gamma, ENUM_INPUT_SOURCE source_type, bool is_ha)
+  {
+   if(CheckPointer(m_filter_calc) != POINTER_INVALID)
+      delete m_filter_calc;
+
+   if(is_ha)
+      m_filter_calc = new CLaguerreFilterCalculator_HA();
+   else
+      m_filter_calc = new CLaguerreFilterCalculator();
+
+   if(CheckPointer(m_filter_calc) == POINTER_INVALID)
+      return false;
+
+   return m_filter_calc.Init(gamma, source_type);
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate                                                        |
+//+------------------------------------------------------------------+
+void CLaguerreAccelerationCalculator::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 &accel_buffer[], double &color_buffer[], double threshold)
+  {
+   if(CheckPointer(m_filter_calc) == POINTER_INVALID || rates_total < 3)
+      return;
+
+//--- Prevent continuous memory reallocations, ensuring state buffer alignment
+   if(ArraySize(m_filter_buffer) != rates_total)
+     {
+      ArrayResize(m_filter_buffer, rates_total);
+      ArrayResize(m_dummy_fir, rates_total);
+      ArraySetAsSeries(m_filter_buffer, false);
+      ArraySetAsSeries(m_dummy_fir, false);
+     }
+
+//--- Compute underlying filter
+   m_filter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_filter_buffer, m_dummy_fir);
+
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+//--- Warm-up initialization for index 0 and 1
+   if(start_index < 2)
+     {
+      accel_buffer[0] = 0.0;
+      color_buffer[0] = 0.0;
+      accel_buffer[1] = 0.0;
+      color_buffer[1] = 0.0;
+      start_index = 2;
+     }
+
+//--- Calculate Acceleration (2nd Derivative: Accel = Filter[t] - 2*Filter[t-1] + Filter[t-2])
+   for(int i = start_index; i < rates_total; i++)
+     {
+      accel_buffer[i] = m_filter_buffer[i] - 2.0 * m_filter_buffer[i - 1] + m_filter_buffer[i - 2];
+
+      double current_accel  = accel_buffer[i];
+      double previous_accel = accel_buffer[i - 1];
+
+      //--- Classify into 5-zone Symmetrical Thermal Acceleration Matrix
+      if(MathAbs(current_accel) <= threshold)
+        {
+         color_buffer[i] = 0.0; // Index 0: clrGray (Neutral / Consolidation)
+        }
+      else
+         if(current_accel > 0.0)
+           {
+            if(current_accel > previous_accel)
+               color_buffer[i] = 1.0; // Index 1: clrDodgerBlue (Strong Bull Acceleration)
+            else
+               color_buffer[i] = 2.0; // Index 2: clrLightSkyBlue (Weak Bull Acceleration/Deceleration)
+           }
+         else // current_accel < 0.0
+           {
+            if(current_accel < previous_accel)
+               color_buffer[i] = 3.0; // Index 3: clrCrimson (Strong Bear Acceleration)
+            else
+               color_buffer[i] = 4.0; // Index 4: clrCoral (Weak Bear Acceleration/Deceleration)
+           }
+     }
+  }
+
+#endif // LAGUERRE_ACCELERATION_CALCULATOR_MQH
+//+------------------------------------------------------------------+