new files added

2026-08-16 05:48:05 +00:00 · 2025-11-11 08:36:15 +01:00
parent 0b84cdfd74
commit 1c637a6ef9
1 changed files with 147 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                     MACD_Laguerre_Calculator.mqh |
+//|         Engine for the full MACD calculated from Laguerre.       |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\Laguerre_Engine.mqh>
+
+//+==================================================================+
+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];
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+