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