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refactor: Added optional signal line

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Toh4iem9
2025-11-23 00:16:41 +01:00
parent 88ed60f474
commit 1b40787f6f
1 changed files with 93 additions and 13 deletions
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Include/MyIncludes/Laguerre_RSI_Calculator.mqh
+93 -13
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@@ -1,41 +1,48 @@
//+------------------------------------------------------------------+
//| Laguerre_RSI_Calculator.mqh |
//| Adapter for the Laguerre RSI indicator. |
//| VERSION 1.10: Added optional signal line. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\Laguerre_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh> // For ENUM_MA_TYPE
//+==================================================================+
//| |
//| CLASS 1: CLaguerreRSICalculator (Base Class) |
//| |
//+==================================================================+
class CLaguerreRSICalculator
{
protected:
CLaguerreEngine *m_engine;
int m_signal_period;
ENUM_MA_TYPE m_signal_ma_type;
void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos);
public:
CLaguerreRSICalculator(void) { m_engine = new CLaguerreEngine(); };
virtual ~CLaguerreRSICalculator(void) { if(CheckPointer(m_engine) != POINTER_INVALID) delete m_engine; };
bool Init(double gamma);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[]);
bool Init(double gamma, int signal_p, ENUM_MA_TYPE signal_ma);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &lrsi_buffer[], double &signal_buffer[]);
};
// CORRECTED: Pass the required SOURCE_PRICE to the engine's Init method.
bool CLaguerreRSICalculator::Init(double gamma) { return m_engine.Init(gamma, SOURCE_PRICE); }
//+------------------------------------------------------------------+
bool CLaguerreRSICalculator::Init(double gamma, int signal_p, ENUM_MA_TYPE signal_ma)
{
m_signal_period = (signal_p < 1) ? 1 : signal_p;
m_signal_ma_type = signal_ma;
return m_engine.Init(gamma, SOURCE_PRICE);
}
//+------------------------------------------------------------------+
void CLaguerreRSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[])
void CLaguerreRSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &lrsi_buffer[], double &signal_buffer[])
{
if(rates_total < 2)
return;
double L0[], L1[], L2[], L3[];
double dummy_filt[]; // Dummy buffer to satisfy the engine's new signature
double L0[], L1[], L2[], L3[], dummy_filt[];
m_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0, L1, L2, L3, dummy_filt);
for(int i = 1; i < rates_total; i++)
@@ -64,9 +71,82 @@ void CLaguerreRSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price
lrsi_value = 100.0;
if(lrsi_value < 0.0)
lrsi_value = 0.0;
lrsi_buffer[i] = lrsi_value;
}
//--- Step 2: Calculate Signal Line on the LRSI buffer ---
int signal_start = m_signal_period + 1; // LRSI starts at index 1, so we need more bars
CalculateMA(lrsi_buffer, signal_buffer, m_signal_period, m_signal_ma_type, signal_start);
}
//+------------------------------------------------------------------+
void CLaguerreRSICalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos)
{
for(int i = start_pos; i < ArraySize(source_array); i++)
{
switch(method)
{
case EMA:
case SMMA:
if(i == start_pos)
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
else
{
if(method==EMA)
{
double pr=2.0/(period+1.0);
dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
}
else
dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
}
break;
case LWMA:
{
double sum=0, w_sum=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] == EMPTY_VALUE)
continue;
int w=period-j;
sum+=source_array[i-j]*w;
w_sum+=w;
}
if(w_sum>0)
dest_array[i]=sum/w_sum;
}
break;
default: // SMA
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
break;
}
}
}
//+==================================================================+