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refactor: Upgraded with dynamic Volume-Weighted MA (VWMA) signal line support

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Toh4iem9
2026-07-13 15:14:14 +02:00
parent c60e9cf427
commit 45eed71e61
1 changed files with 107 additions and 19 deletions
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Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_Slope_Pro.mq5
+107 -19
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@@ -3,35 +3,54 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.20" // Optimized for incremental calculation and 5-zone state classification
#property description "Slope derivative of John Ehlers' Laguerre Filter."
#property description "Features a 5-zone symmetrical thermal color palette."
#property version "1.40" // Upgraded with dynamic Volume-Weighted MA (VWMA) signal line support
#property description "Slope derivative of John Ehlers' Laguerre Filter with optional Signal MA."
#property description "Features a 5-zone symmetrical thermal color palette and dynamic volume cache."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_buffers 3
#property indicator_plots 2
//--- Plot 1: Laguerre Slope (Color Histogram)
#property indicator_label1 "Laguerre Slope"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- The Symmetrical Thermal Slope Palette (5-Zone Matrix)
#property indicator_color1 clrGray, clrMediumSeaGreen, clrPaleGreen, clrCrimson, clrLightCoral
//--- Plot 2: Moving Average Signal Line (Continuous Line)
#property indicator_label2 "Signal MA"
#property indicator_type2 DRAW_LINE
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
#property indicator_color2 clrMaroon
//--- Included Engines
#include <MyIncludes\Laguerre_Slope_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- Input Parameters ---
input double InpGamma = 0.5; // Laguerre Gamma (e.g. 0.236, 0.382, 0.618)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
input double InpThreshold = 0.00005; // Slope Neutral Threshold (e.g. 0.00005)
input group "--- Laguerre Settings ---"
input double InpGamma = 0.5; // Laguerre Gamma (e.g. 0.236, 0.382, 0.618)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
input double InpThreshold = 0.00005; // Slope Neutral Threshold
input group "--- Signal MA Settings ---"
input bool InpShowSignal = true; // Show Signal MA Line?
input int InpSignalPeriod = 5; // Signal MA Period
input ENUM_MA_TYPE InpSignalType = EMA; // Signal MA Type (Supports VWMA)
//--- Indicator Buffers ---
double BufferSlope[];
double BufferSlopeColor[];
double BufferSignalMA[];
//--- Global Calculator Object ---
//--- Volume Cache to support Volume-Weighted types (VWMA)
double g_double_volume[];
//--- Global Objects ---
CLaguerreSlopeCalculator *g_calculator;
CMovingAverageCalculator *g_ma_calc;
//+------------------------------------------------------------------+
//| Custom Indicator Initialization |
@@ -41,14 +60,19 @@ int OnInit()
//--- Bind buffers to index mapping
SetIndexBuffer(0, BufferSlope, INDICATOR_DATA);
SetIndexBuffer(1, BufferSlopeColor, INDICATOR_COLOR_INDEX);
SetIndexBuffer(2, BufferSignalMA, INDICATOR_DATA);
//--- Force strict chronological alignment (false = old to new)
ArraySetAsSeries(BufferSlope, false);
ArraySetAsSeries(BufferSlopeColor, false);
ArraySetAsSeries(BufferSignalMA, false);
//--- Setup EMPTY_VALUE fallbacks for drawing safety
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
//--- Initialize physical calculator engine
//--- Initialize physical Laguerre Slope Calculator
g_calculator = new CLaguerreSlopeCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID)
{
@@ -62,15 +86,42 @@ int OnInit()
return(INIT_FAILED);
}
//--- Shortname formatting to 3 decimal places to support Fibonacci Gamma values
//--- Initialize physical Signal MA Calculator
g_ma_calc = new CMovingAverageCalculator();
if(CheckPointer(g_ma_calc) == POINTER_INVALID)
{
Print("Critical Error: Failed to allocate Signal MA Calculator memory.");
return(INIT_FAILED);
}
if(!g_ma_calc.Init(InpSignalPeriod, InpSignalType))
{
Print("Critical Error: Failed to initialize Signal MA Calculator.");
return(INIT_FAILED);
}
//--- Dynamic Plot visibility and Shortname configuration
string short_name = StringFormat("Laguerre Slope%s(%.3f, %.5f)",
is_ha ? " HA" : "",
InpGamma,
InpThreshold);
if(InpShowSignal)
{
string sig_name = EnumToString(InpSignalType);
StringToUpper(sig_name);
short_name += StringFormat(" | %s(%d)", sig_name, InpSignalPeriod);
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
}
else
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
}
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
//--- High precision display settings for visual smoothness on fractional oscillators
//--- Apply offsets and sub-point display settings for fractional precision
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpSignalPeriod + 2);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits + 2);
return(INIT_SUCCEEDED);
@@ -82,9 +133,10 @@ int OnInit()
void OnDeinit(const int reason)
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
{
delete g_calculator;
}
if(CheckPointer(g_ma_calc) != POINTER_INVALID)
delete g_ma_calc;
}
//+------------------------------------------------------------------+
@@ -101,7 +153,7 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
if(rates_total < InpSignalPeriod + 5 || CheckPointer(g_calculator) == POINTER_INVALID || CheckPointer(g_ma_calc) == POINTER_INVALID)
return 0;
//--- Chronological safeguarding of critical calculation arrays
@@ -111,17 +163,53 @@ int OnCalculate(const int rates_total,
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
//--- Handle negative-index Heikin Ashi pricing conversions transparently
//--- 1. Sync Volume to local double array incrementally (O(1)) for VWMA support
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(ArraySize(g_double_volume) != rates_total)
{
ArrayResize(g_double_volume, rates_total);
ArraySetAsSeries(g_double_volume, false);
}
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
if(volume_limit > 0)
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)volume[i];
}
else
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)tick_volume[i];
}
//--- 2. Handle negative-index Heikin Ashi pricing conversions transparently
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- Delegate calculation to stateful engine
//--- 3. Calculate Laguerre Slope & Colors (O(1) incremental update)
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferSlope, BufferSlopeColor, InpThreshold);
//--- 4. Calculate or Clear Signal MA Line
if(InpShowSignal)
{
// VWMA calculations are handled seamlessly by passing the synced g_double_volume array
g_ma_calc.CalculateOnArray(rates_total, prev_calculated, BufferSlope, g_double_volume, BufferSignalMA, 1);
}
else
{
// If disabled, dynamically wipe the buffer using optimized incremental loop
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
BufferSignalMA[i] = EMPTY_VALUE;
}
return(rates_total);
}
//+------------------------------------------------------------------+