From 14c728b8669954bac9a5ad3e9abe85a57338a64e Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 13 Jul 2026 18:28:41 +0200 Subject: [PATCH] new files added --- .../Laguerre_Acceleration_Calculator.mqh | 136 ++++++++++++++++++ 1 file changed, 136 insertions(+) create mode 100644 Include/MyIncludes/Laguerre_Acceleration_Calculator.mqh diff --git a/Include/MyIncludes/Laguerre_Acceleration_Calculator.mqh b/Include/MyIncludes/Laguerre_Acceleration_Calculator.mqh new file mode 100644 index 0000000..04f199b --- /dev/null +++ b/Include/MyIncludes/Laguerre_Acceleration_Calculator.mqh @@ -0,0 +1,136 @@ +//+------------------------------------------------------------------+ +//| 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 + +//+==================================================================+ +//| 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 +//+------------------------------------------------------------------+