From 1c637a6ef98a5a441b3300342044d7ceeae215b7 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 11 Nov 2025 08:36:15 +0100 Subject: [PATCH] new files added --- .../MyIncludes/MACD_Laguerre_Calculator.mqh | 147 ++++++++++++++++++ 1 file changed, 147 insertions(+) create mode 100644 Include/MyIncludes/MACD_Laguerre_Calculator.mqh diff --git a/Include/MyIncludes/MACD_Laguerre_Calculator.mqh b/Include/MyIncludes/MACD_Laguerre_Calculator.mqh new file mode 100644 index 0000000..7623b4f --- /dev/null +++ b/Include/MyIncludes/MACD_Laguerre_Calculator.mqh @@ -0,0 +1,147 @@ +//+------------------------------------------------------------------+ +//| MACD_Laguerre_Calculator.mqh | +//| Engine for the full MACD calculated from Laguerre. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +class CMACDLaguerreCalculator + { +protected: + double m_fast_gamma, m_slow_gamma, m_signal_gamma; + CLaguerreEngine *m_fast_engine; + CLaguerreEngine *m_slow_engine; + + //--- State variables for the signal line's Laguerre filter + double m_sig_L0_prev, m_sig_L1_prev, m_sig_L2_prev, m_sig_L3_prev; + + virtual CLaguerreEngine *CreateEngineInstance(void); + +public: + CMACDLaguerreCalculator(void); + virtual ~CMACDLaguerreCalculator(void); + + bool Init(double gamma1, double gamma2, double signal_g); + void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + double &macd_line[], double &signal_line[], double &histogram[]); + }; + +//--- Derived class for Heikin Ashi version --- +class CMACDLaguerreCalculator_HA : public CMACDLaguerreCalculator + { +protected: + virtual CLaguerreEngine *CreateEngineInstance(void) override; + }; + +//+==================================================================+ +//| METHOD IMPLEMENTATIONS | +//+==================================================================+ + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CMACDLaguerreCalculator::CMACDLaguerreCalculator(void) + { + m_fast_engine = NULL; + m_slow_engine = NULL; + m_sig_L0_prev = 0; + m_sig_L1_prev = 0; + m_sig_L2_prev = 0; + m_sig_L3_prev = 0; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CMACDLaguerreCalculator::~CMACDLaguerreCalculator(void) + { + if(CheckPointer(m_fast_engine) != POINTER_INVALID) + delete m_fast_engine; + if(CheckPointer(m_slow_engine) != POINTER_INVALID) + delete m_slow_engine; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CLaguerreEngine *CMACDLaguerreCalculator::CreateEngineInstance(void) { return new CLaguerreEngine(); } +CLaguerreEngine *CMACDLaguerreCalculator_HA::CreateEngineInstance(void) { return new CLaguerreEngine_HA(); } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CMACDLaguerreCalculator::Init(double gamma1, double gamma2, double signal_g) + { + m_fast_gamma = MathMin(gamma1, gamma2); + m_slow_gamma = MathMax(gamma1, gamma2); + m_signal_gamma = fmax(0.0, fmin(1.0, signal_g)); + +// Reset state + m_sig_L0_prev = 0; + m_sig_L1_prev = 0; + m_sig_L2_prev = 0; + m_sig_L3_prev = 0; + + m_fast_engine = CreateEngineInstance(); + m_slow_engine = CreateEngineInstance(); + + if(CheckPointer(m_fast_engine) == POINTER_INVALID || !m_fast_engine.Init(m_fast_gamma, SOURCE_PRICE) || + CheckPointer(m_slow_engine) == POINTER_INVALID || !m_slow_engine.Init(m_slow_gamma, SOURCE_PRICE)) + return false; + + return true; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CMACDLaguerreCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + double &macd_line[], double &signal_line[], double &histogram[]) + { + if(rates_total < 2) + return; + + double fast_filter[], slow_filter[]; + double L0_dummy[], L1_dummy[], L2_dummy[], L3_dummy[]; + + m_fast_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, fast_filter); + m_slow_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, slow_filter); + + for(int i = 0; i < rates_total; i++) + macd_line[i] = fast_filter[i] - slow_filter[i]; + +//--- STEP 4: Calculate Signal Line (Laguerre Filter on MACD Line) +// Robust initialization + if(rates_total > 0) + { + signal_line[0] = macd_line[0]; + m_sig_L0_prev = macd_line[0]; + m_sig_L1_prev = macd_line[0]; + m_sig_L2_prev = macd_line[0]; + m_sig_L3_prev = macd_line[0]; + } + + for(int i = 1; i < rates_total; i++) + { + double L0 = (1.0 - m_signal_gamma) * macd_line[i] + m_signal_gamma * m_sig_L0_prev; + double L1 = -m_signal_gamma * L0 + m_sig_L0_prev + m_signal_gamma * m_sig_L1_prev; + double L2 = -m_signal_gamma * L1 + m_sig_L1_prev + m_signal_gamma * m_sig_L2_prev; + double L3 = -m_signal_gamma * L2 + m_sig_L2_prev + m_signal_gamma * m_sig_L3_prev; + + signal_line[i] = (L0 + 2.0 * L1 + 2.0 * L2 + L3) / 6.0; + + m_sig_L0_prev = L0; + m_sig_L1_prev = L1; + m_sig_L2_prev = L2; + m_sig_L3_prev = L3; + } + +//--- STEP 5: Calculate Histogram + for(int i = 0; i < rates_total; i++) + histogram[i] = macd_line[i] - signal_line[i]; + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+