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refactor: Ehlers time warp

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This commit is contained in:
Toh4iem9
2025-10-19 13:43:50 +02:00
parent 2eb43ff738
commit 2dbb903333
1 changed files with 7 additions and 2 deletions
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Include/MyIncludes/Laguerre_Engine.mqh
+7 -2
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@@ -26,7 +26,7 @@ public:
bool Init(double gamma);
void CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[]);
double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[], double &filt_buffer[]);
};
//+------------------------------------------------------------------+
@@ -42,7 +42,7 @@ bool CLaguerreEngine::Init(double gamma)
//| CLaguerreEngine: Core Filter Calculation |
//+------------------------------------------------------------------+
void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[])
double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[], double &filt_buffer[])
{
if(rates_total < 2)
return;
@@ -53,6 +53,7 @@ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_
ArrayResize(L1_buffer, rates_total);
ArrayResize(L2_buffer, rates_total);
ArrayResize(L3_buffer, rates_total);
ArrayResize(filt_buffer, rates_total);
// --- Initialize filter components for the first bar ---
double L0_prev = m_price[0], L1_prev = m_price[0], L2_prev = m_price[0], L3_prev = m_price[0];
@@ -60,6 +61,7 @@ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_
L1_buffer[0] = m_price[0];
L2_buffer[0] = m_price[0];
L3_buffer[0] = m_price[0];
filt_buffer[0] = m_price[0];
// --- Full recalculation loop for stability ---
for(int i = 1; i < rates_total; i++)
@@ -70,6 +72,9 @@ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_
L2_buffer[i] = -m_gamma * L1_buffer[i] + L1_prev + m_gamma * L2_prev;
L3_buffer[i] = -m_gamma * L2_buffer[i] + L2_prev + m_gamma * L3_prev;
// --- NEW: Calculate the final weighted filter output ---
filt_buffer[i] = (L0_buffer[i] + 2.0 * L1_buffer[i] + 2.0 * L2_buffer[i] + L3_buffer[i]) / 6.0;
// --- Update previous values for the next iteration ---
L0_prev = L0_buffer[i];
L1_prev = L1_buffer[i];