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//+------------------------------------------------------------------+
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//| Laguerre_Adaptive_Channel_Calculator.mqh |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.10" // Upgraded with dedicated ENUM_CHANNEL_WIDTH_METHOD for strict type safety
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#property description "Stateful calculator implementing volatility bands around Adaptive Laguerre Filter."
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#ifndef LAGUERRE_ADAPTIVE_CHANNEL_CALCULATOR_MQH
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#define LAGUERRE_ADAPTIVE_CHANNEL_CALCULATOR_MQH
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#include <MyIncludes\Laguerre_Adaptive_Filter_Calculator.mqh>
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#include <MyIncludes\ATR_Calculator.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Dedicated Channel Volatility Width enum to prevent dimensionless metrics (like ER) from causing UI confusion
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enum ENUM_CHANNEL_WIDTH_METHOD
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{
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WIDTH_METHOD_ATR, // Average True Range (ATR Keltner-style)
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WIDTH_METHOD_STAND_DEV // Standard Deviation (StDev Bollinger-style)
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};
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//+==================================================================+
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//| CLASS: CLaguerreAdaptiveChannelCalculator |
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//+==================================================================+
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class CLaguerreAdaptiveChannelCalculator
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{
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private:
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ENUM_CHANNEL_WIDTH_METHOD m_width_method;
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int m_width_period;
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double m_multiplier;
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bool m_is_ha;
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CLaguerreAdaptiveFilterCalculator *m_baseline_calc;
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CATRCalculator *m_atr_calc;
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//--- Persistent State Registers
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double m_baseline_buffer[];
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double m_vol_buffer[];
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double m_price[];
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bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type,
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const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CLaguerreAdaptiveChannelCalculator(void);
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~CLaguerreAdaptiveChannelCalculator(void);
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bool Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max,
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ENUM_CHANNEL_WIDTH_METHOD width_method, int width_period, double multiplier, bool is_ha);
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &baseline_buffer[], double &upper_buffer[], double &lower_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CLaguerreAdaptiveChannelCalculator::CLaguerreAdaptiveChannelCalculator(void)
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: m_width_method(WIDTH_METHOD_ATR),
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m_width_period(10),
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m_multiplier(2.0),
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m_is_ha(false),
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m_baseline_calc(NULL),
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m_atr_calc(NULL)
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{
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CLaguerreAdaptiveChannelCalculator::~CLaguerreAdaptiveChannelCalculator(void)
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{
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if(CheckPointer(m_baseline_calc) != POINTER_INVALID)
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delete m_baseline_calc;
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if(CheckPointer(m_atr_calc) != POINTER_INVALID)
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delete m_atr_calc;
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}
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//+------------------------------------------------------------------+
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//| Init (Strict Type Safety Enforced) |
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//+------------------------------------------------------------------+
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bool CLaguerreAdaptiveChannelCalculator::Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max,
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ENUM_CHANNEL_WIDTH_METHOD width_method, int width_period, double multiplier, bool is_ha)
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{
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m_width_method = width_method;
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m_width_period = (width_period < 2) ? 2 : width_period;
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m_multiplier = (multiplier <= 0.0) ? 1.0 : multiplier;
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m_is_ha = is_ha;
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if(CheckPointer(m_baseline_calc) != POINTER_INVALID)
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{
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delete m_baseline_calc;
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m_baseline_calc = NULL;
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}
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if(CheckPointer(m_atr_calc) != POINTER_INVALID)
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{
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delete m_atr_calc;
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m_atr_calc = NULL;
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}
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// Instantiate Baseline Calculator
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m_baseline_calc = new CLaguerreAdaptiveFilterCalculator();
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if(CheckPointer(m_baseline_calc) == POINTER_INVALID ||
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!m_baseline_calc.Init(method, adaptive_period, gamma_min, gamma_max, m_is_ha))
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return false;
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// Instantiate ATR Width Calculator if selected
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if(m_width_method == WIDTH_METHOD_ATR)
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{
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if(m_is_ha)
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m_atr_calc = new CATRCalculator_HA();
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else
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m_atr_calc = new CATRCalculator();
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if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(m_width_period, ATR_POINTS))
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculate |
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//+------------------------------------------------------------------+
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void CLaguerreAdaptiveChannelCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &baseline_buffer[], double &upper_buffer[], double &lower_buffer[])
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{
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int required_bars = MathMax(m_width_period * 2, 20) + 5;
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if(rates_total < required_bars)
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return;
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//--- Resize state buffers and enforce chronological safety
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if(ArraySize(m_baseline_buffer) != rates_total)
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{
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ArrayResize(m_baseline_buffer, rates_total);
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ArrayResize(m_vol_buffer, rates_total);
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ArrayResize(m_price, rates_total);
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ArraySetAsSeries(m_baseline_buffer, false);
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ArraySetAsSeries(m_vol_buffer, false);
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ArraySetAsSeries(m_price, false);
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}
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//--- 1. Calculate Adaptive Baseline (Filter Mean)
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m_baseline_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_baseline_buffer);
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//--- 2. Calculate Channel Volatility Width (ATR or Standard Deviation)
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if(m_width_method == WIDTH_METHOD_ATR)
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{
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// Refactored CATRCalculator v3.00 call
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m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_vol_buffer);
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}
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else // WIDTH_METHOD_STAND_DEV (Bollinger Band Style volatility width)
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{
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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int loop_start = MathMax(m_width_period - 1, start_index);
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if(loop_start == m_width_period - 1)
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{
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for(int i = 0; i < loop_start; i++)
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m_vol_buffer[i] = 0.0;
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}
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for(int i = loop_start; i < rates_total; i++)
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{
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double sum = 0.0;
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for(int j = 0; j < m_width_period; j++)
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sum += m_price[i - j];
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double mean = sum / m_width_period;
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double sum_sq = 0.0;
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for(int j = 0; j < m_width_period; j++)
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sum_sq += pow(m_price[i - j] - mean, 2);
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m_vol_buffer[i] = sqrt(sum_sq / m_width_period);
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}
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}
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//--- 3. Calculate Upper and Lower bands around Baseline
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start; i < rates_total; i++)
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{
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baseline_buffer[i] = m_baseline_buffer[i];
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upper_buffer[i] = m_baseline_buffer[i] + m_multiplier * m_vol_buffer[i];
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lower_buffer[i] = m_baseline_buffer[i] - m_multiplier * m_vol_buffer[i];
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price Series |
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//+------------------------------------------------------------------+
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bool CLaguerreAdaptiveChannelCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type,
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const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(m_is_ha)
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{
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static CHeikinAshi_Calculator ha_calc;
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static double ha_open[], ha_high[], ha_low[], ha_close[];
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if(ArraySize(ha_open) != rates_total)
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{
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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ArraySetAsSeries(ha_open, false);
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ArraySetAsSeries(ha_high, false);
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ArraySetAsSeries(ha_low, false);
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ArraySetAsSeries(ha_close, false);
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}
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ha_calc.Calculate(rates_total, start_index, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_OPEN:
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m_price[i] = ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (ha_high[i] + ha_low[i]) * 0.5;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (ha_high[i] + ha_low[i] + ha_close[i] * 2.0) * 0.25;
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break;
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default:
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m_price[i] = ha_close[i];
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break;
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}
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}
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}
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else
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i] + low[i]) * 0.5;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i] + low[i] + close[i] * 2.0) * 0.25;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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}
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return true;
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}
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#endif // LAGUERRE_ADAPTIVE_CHANNEL_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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