From 34b724a49be54a8f087e9bac7ffd8175c1406325 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Thu, 25 Jun 2026 15:51:21 +0200 Subject: [PATCH] refactor: Overloaded Calculate to support VWMA --- .../Laguerre_Stoch_Fast_Calculator.mqh | 70 +++++++++++++++---- 1 file changed, 58 insertions(+), 12 deletions(-) diff --git a/Include/MyIncludes/Laguerre_Stoch_Fast_Calculator.mqh b/Include/MyIncludes/Laguerre_Stoch_Fast_Calculator.mqh index 502e1c0..c1bdcb3 100644 --- a/Include/MyIncludes/Laguerre_Stoch_Fast_Calculator.mqh +++ b/Include/MyIncludes/Laguerre_Stoch_Fast_Calculator.mqh @@ -1,9 +1,14 @@ //+------------------------------------------------------------------+ //| Laguerre_Stoch_Fast_Calculator.mqh | //| Laguerre Stochastic: Stoch calculation on L0-L3 components. | +//| VERSION 1.20: Overloaded Calculate to support VWMA. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" +#property version "1.20" + +#ifndef LAGUERRE_STOCH_FAST_CALCULATOR_MQH +#define LAGUERRE_STOCH_FAST_CALCULATOR_MQH #include #include @@ -26,8 +31,14 @@ public: bool Init(double gamma, int signal_period, ENUM_MA_TYPE signal_method); + //--- Standard Calculate (Without volume) void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &stoch_buffer[], double &signal_buffer[]); + + //--- Overloaded Calculate (With volume to support VWMA Signal) + void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + const long &volume[], + double &stoch_buffer[], double &signal_buffer[]); }; //+------------------------------------------------------------------+ @@ -76,7 +87,7 @@ bool CLaguerreStochFastCalculator::Init(double gamma, int signal_period, ENUM_MA } //+------------------------------------------------------------------+ -//| Main Calculation | +//| Calculate (Standard - No Volume) | //+------------------------------------------------------------------+ void CLaguerreStochFastCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &stoch_buffer[], double &signal_buffer[]) @@ -97,30 +108,65 @@ void CLaguerreStochFastCalculator::Calculate(int rates_total, int prev_calculate for(int i = start_index; i < rates_total; i++) { - // Find Highest High and Lowest Low among L0..L3 double hh = MathMax(MathMax(L0[i], L1[i]), MathMax(L2[i], L3[i])); double ll = MathMin(MathMin(L0[i], L1[i]), MathMin(L2[i], L3[i])); double diff = hh - ll; if(diff > 0) - { - // Standard formula: (Current - Low) / (High - Low) - // Here "Current" is typically L0 (the most responsive component) stoch_buffer[i] = ((L0[i] - ll) / diff) * 100.0; - } else - { - // Flat market or initialization stoch_buffer[i] = (i > 0) ? stoch_buffer[i-1] : 50.0; - } } //--- 4. Calculate Signal Line -// We pass stoch_buffer as the source for the MA m_signal_engine.CalculateOnArray(rates_total, prev_calculated, stoch_buffer, signal_buffer); } +//+------------------------------------------------------------------+ +//| Calculate (Overloaded - With Volume for VWMA Signal) | +//+------------------------------------------------------------------+ +void CLaguerreStochFastCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + const long &volume[], + double &stoch_buffer[], double &signal_buffer[]) + { + if(rates_total < 2) + return; + +//--- 1. Calculate Laguerre Components + double dummy_filt[]; + m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, dummy_filt); + +//--- 2. Retrieve L0..L3 buffers + double L0[], L1[], L2[], L3[]; + m_laguerre_engine.GetLBuffers(L0, L1, L2, L3); + +//--- 3. Calculate Stochastic (Incremental Loop) + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + for(int i = start_index; i < rates_total; i++) + { + double hh = MathMax(MathMax(L0[i], L1[i]), MathMax(L2[i], L3[i])); + double ll = MathMin(MathMin(L0[i], L1[i]), MathMin(L2[i], L3[i])); + + double diff = hh - ll; + + if(diff > 0) + stoch_buffer[i] = ((L0[i] - ll) / diff) * 100.0; + else + stoch_buffer[i] = (i > 0) ? stoch_buffer[i-1] : 50.0; + } + +//--- 4. Convert long volume to double to support VWMA Signal + double vol_double[]; + ArrayResize(vol_double, rates_total); + for(int j = start_index; j < rates_total; j++) + vol_double[j] = (double)volume[j]; + +//--- 5. Calculate Signal Line + m_signal_engine.CalculateOnArray(rates_total, prev_calculated, stoch_buffer, vol_double, signal_buffer); + } + //+==================================================================+ //| CLASS 2: CLaguerreStochFastCalculator_HA | //+==================================================================+ @@ -130,8 +176,6 @@ protected: virtual void CreateEngines(void) override; }; -//+------------------------------------------------------------------+ -//| Factory Override | //+------------------------------------------------------------------+ void CLaguerreStochFastCalculator_HA::CreateEngines(void) { @@ -139,3 +183,5 @@ void CLaguerreStochFastCalculator_HA::CreateEngines(void) m_signal_engine = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ +#endif // LAGUERRE_STOCH_FAST_CALCULATOR_MQH +//+------------------------------------------------------------------+ \ No newline at end of file