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

Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_Slope_Pro.mq5

@@ -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 version   "1.40" // Upgraded with dynamic Volume-Weighted MA (VWMA) signal line support
-#property description "Slope derivative of John Ehlers' Laguerre Filter."
+#property description "Slope derivative of John Ehlers' Laguerre Filter with optional Signal MA."
-#property description "Features a 5-zone symmetrical thermal color palette."
+#property description "Features a 5-zone symmetrical thermal color palette and dynamic volume cache."
 
 #property indicator_separate_window
-#property indicator_buffers 2
+#property indicator_buffers 3
-#property indicator_plots   1
+#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 group "--- Laguerre Settings ---"
-input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice  = PRICE_CLOSE_STD; // Price Source
+input double                    InpGamma         = 0.5;             // Laguerre Gamma (e.g. 0.236, 0.382, 0.618)
-input double                    InpThreshold    = 0.00005;         // Slope Neutral Threshold (e.g. 0.00005)
+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);
   }
 //+------------------------------------------------------------------+