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refactor: Optimized for incremental calculation
This commit is contained in:
Toh4iem9
@@ -1,6 +1,6 @@
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//+------------------------------------------------------------------+
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//| Laguerre_Filter_Adaptive_Calculator.mqh |
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//| Calculation engine for the Adaptive Laguerre Filter. |
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//| VERSION 1.10: Optimized for incremental calculation. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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@@ -8,27 +8,40 @@
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CLaguerreFilterAdaptiveCalculator (Base) |
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//| |
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//+==================================================================+
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class CLaguerreFilterAdaptiveCalculator
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{
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protected:
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//--- Persistent Buffers for Incremental Calculation
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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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//--- Internal State Buffers for Homodyne Discriminator & Laguerre
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double m_filt_buf[];
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double m_I1_buf[], m_Q1_buf[];
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double m_I2_buf[], m_Q2_buf[];
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double m_Re_buf[], m_Im_buf[];
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double m_Period_buf[];
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double m_DC_Period_buf[];
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//--- Internal State Buffers for Laguerre Filter
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double m_L0_buf[], m_L1_buf[], m_L2_buf[], m_L3_buf[];
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//--- Updated: Accepts start_index
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CLaguerreFilterAdaptiveCalculator(void) {};
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virtual ~CLaguerreFilterAdaptiveCalculator(void) {};
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bool Init(void);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[]);
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//--- Updated: Accepts prev_calculated
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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 &filter_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CLaguerreFilterAdaptiveCalculator: Initialization |
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//| Init |
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//+------------------------------------------------------------------+
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bool CLaguerreFilterAdaptiveCalculator::Init(void)
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{
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@@ -36,217 +49,242 @@ bool CLaguerreFilterAdaptiveCalculator::Init(void)
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}
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//+------------------------------------------------------------------+
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//| CLaguerreFilterAdaptiveCalculator: Main Calculation Method |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CLaguerreFilterAdaptiveCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
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void CLaguerreFilterAdaptiveCalculator::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 &filter_buffer[])
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{
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if(rates_total < 10) // Need a few bars to warm up
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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if(rates_total < 10)
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return;
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// --- Internal buffer for the band-pass filter results ---
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double filt_buffer[];
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ArrayResize(filt_buffer, rates_total);
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ArrayInitialize(filt_buffer, 0.0);
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//--- 1. Determine Start Index
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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// --- Cycle measurement (Homodyne Discriminator) variables ---
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double Filt=0, Filt_prev=0, Filt_prev2=0;
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double I1=0, Q1=0, I1_prev=0, Q1_prev=0;
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double I2=0, Q2=0, I2_prev=0, Q2_prev=0;
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double Re=0, Im=0;
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double Period=0, Period_prev=0;
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double DC_Period=0, DC_Period_prev=0;
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//--- 2. Resize Internal Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_filt_buf, rates_total);
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ArrayResize(m_I1_buf, rates_total);
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ArrayResize(m_Q1_buf, rates_total);
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ArrayResize(m_I2_buf, rates_total);
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ArrayResize(m_Q2_buf, rates_total);
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ArrayResize(m_Re_buf, rates_total);
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ArrayResize(m_Im_buf, rates_total);
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ArrayResize(m_Period_buf, rates_total);
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ArrayResize(m_DC_Period_buf, rates_total);
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ArrayResize(m_L0_buf, rates_total);
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ArrayResize(m_L1_buf, rates_total);
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ArrayResize(m_L2_buf, rates_total);
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ArrayResize(m_L3_buf, rates_total);
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}
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// --- Laguerre filter variables ---
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double L0=0, L1=0, L2=0, L3=0;
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double L0_prev=0, L1_prev=0, L2_prev=0, L3_prev=0;
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//--- 3. Prepare Price (Optimized)
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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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// --- Constants for band-pass filter ---
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//--- Constants for band-pass filter
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double alpha1 = (cos(0.707 * 2 * M_PI / 48.0) + sin(0.707 * 2 * M_PI / 48.0) - 1.0) / cos(0.707 * 2 * M_PI / 48.0);
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double beta1 = 1.0 - alpha1 / 2.0;
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beta1 *= beta1;
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// --- Full recalculation loop ---
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for(int i = 0; i < rates_total; i++)
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//--- 4. Main Loop (Incremental)
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int i = start_index;
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// Initialization for first few bars
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if(i < 7) // Need at least 6 bars for Hilbert Transform lookback
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{
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// --- Step 1: Band-Pass Filter to isolate cycle components ---
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if(i > 1)
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// Zero out initial buffers to be safe
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for(int k=0; k<7; k++)
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{
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Filt = beta1 * (m_price[i] - 2 * m_price[i-1] + m_price[i-2]) + (2 * (1 - alpha1 / 2.0)) * Filt_prev - ((1 - alpha1 / 2.0) * (1 - alpha1 / 2.0)) * Filt_prev2;
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if(k >= rates_total)
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break;
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m_filt_buf[k] = 0;
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m_I1_buf[k] = 0;
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m_Q1_buf[k] = 0;
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m_I2_buf[k] = 0;
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m_Q2_buf[k] = 0;
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m_Re_buf[k] = 0;
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m_Im_buf[k] = 0;
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m_Period_buf[k] = 0;
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m_DC_Period_buf[k] = 0;
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m_L0_buf[k] = m_price[k];
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m_L1_buf[k] = m_price[k];
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m_L2_buf[k] = m_price[k];
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m_L3_buf[k] = m_price[k];
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filter_buffer[k] = m_price[k];
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}
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else
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{
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Filt = 0;
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}
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filt_buffer[i] = Filt;
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i = 7;
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}
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// --- Step 2: Hilbert Transform to get InPhase and Quadrature components ---
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if(i > 6)
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{
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Q1 = (0.0962 * filt_buffer[i] + 0.5769 * filt_buffer[i-2] - 0.5769 * filt_buffer[i-4] - 0.0962 * filt_buffer[i-6]) * (0.5 + 0.08 * (I1_prev + 50));
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I1 = filt_buffer[i-3];
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}
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for(; i < rates_total; i++)
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{
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// --- Step 1: Band-Pass Filter ---
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// Uses m_filt_buf[i-1] and [i-2]
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m_filt_buf[i] = beta1 * (m_price[i] - 2 * m_price[i-1] + m_price[i-2]) +
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(2 * (1 - alpha1 / 2.0)) * m_filt_buf[i-1] -
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((1 - alpha1 / 2.0) * (1 - alpha1 / 2.0)) * m_filt_buf[i-2];
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// --- Step 3: Homodyne Discriminator to find phase ---
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if(i > 0)
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{
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I2 = I1 - Q1_prev;
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Q2 = Q1 + I1_prev;
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Re = I2 * I2_prev + Q2 * Q2_prev;
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Im = I2 * Q2_prev - Q2 * I2_prev;
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}
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// --- Step 2: Hilbert Transform ---
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// Uses m_filt_buf[i], [i-2], [i-4], [i-6] and m_I1_buf[i-1] (stored as prev)
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// Note: Original code used I1_prev which is I1[i-1]
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m_Q1_buf[i] = (0.0962 * m_filt_buf[i] + 0.5769 * m_filt_buf[i-2] - 0.5769 * m_filt_buf[i-4] - 0.0962 * m_filt_buf[i-6]) *
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(0.5 + 0.08 * (m_I1_buf[i-1] + 50));
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m_I1_buf[i] = m_filt_buf[i-3];
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if(Im != 0.0 && Re != 0.0)
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Period = 2 * M_PI / atan(Im / Re);
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else
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Period = 0.0;
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// --- Step 3: Homodyne Discriminator ---
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m_I2_buf[i] = m_I1_buf[i] - m_Q1_buf[i-1];
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m_Q2_buf[i] = m_Q1_buf[i] + m_I1_buf[i-1];
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// --- Step 4: Clean up and smooth the calculated Period ---
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if(Period > 1.5 * Period_prev)
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Period = 1.5 * Period_prev;
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if(Period < 0.67 * Period_prev)
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Period = 0.67 * Period_prev;
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m_Re_buf[i] = m_I2_buf[i] * m_I2_buf[i-1] + m_Q2_buf[i] * m_Q2_buf[i-1];
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m_Im_buf[i] = m_I2_buf[i] * m_Q2_buf[i-1] - m_Q2_buf[i] * m_I2_buf[i-1];
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// Smooth Re/Im
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m_Re_buf[i] = 0.2 * m_Re_buf[i] + 0.8 * m_Re_buf[i-1];
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m_Im_buf[i] = 0.2 * m_Im_buf[i] + 0.8 * m_Im_buf[i-1];
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double Period = 0;
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if(m_Im_buf[i] != 0.0 && m_Re_buf[i] != 0.0)
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Period = 2 * M_PI / atan(m_Im_buf[i] / m_Re_buf[i]);
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// --- Step 4: Clean up Period ---
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if(Period > 1.5 * m_Period_buf[i-1])
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Period = 1.5 * m_Period_buf[i-1];
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if(Period < 0.67 * m_Period_buf[i-1])
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Period = 0.67 * m_Period_buf[i-1];
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if(Period < 6)
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Period = 6;
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if(Period > 50)
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Period = 50;
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DC_Period = 0.2 * Period + 0.8 * DC_Period_prev;
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// --- Step 5: Calculate the adaptive gamma for this bar ---
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m_Period_buf[i] = 0.2 * Period + 0.8 * m_Period_buf[i-1];
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m_DC_Period_buf[i] = 0.33 * Period + 0.67 * m_DC_Period_buf[i-1]; // Using standard smoothing for DC
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// --- Step 5: Adaptive Gamma ---
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double gamma = 0.0;
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if(DC_Period > 0)
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gamma = 4.0 / DC_Period;
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if(m_DC_Period_buf[i] > 0)
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gamma = 4.0 / m_DC_Period_buf[i]; // Tuning factor can be adjusted
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// --- Step 6: Apply the Laguerre Filter with the dynamic gamma ---
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if(i > 0)
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{
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L0 = (1.0 - gamma) * m_price[i] + gamma * L0_prev;
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L1 = -gamma * L0 + L0_prev + gamma * L1_prev;
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L2 = -gamma * L1 + L1_prev + gamma * L2_prev;
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L3 = -gamma * L2 + L2_prev + gamma * L3_prev;
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}
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else // Initialization
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{
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L0 = m_price[i];
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L1 = m_price[i];
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L2 = m_price[i];
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L3 = m_price[i];
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}
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// --- Step 6: Laguerre Filter ---
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double L0_prev = m_L0_buf[i-1];
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double L1_prev = m_L1_buf[i-1];
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double L2_prev = m_L2_buf[i-1];
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double L3_prev = m_L3_buf[i-1];
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// --- CORRECTED: Calculate the final weighted filter output, not just L0 ---
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filter_buffer[i] = (L0 + 2.0 * L1 + 2.0 * L2 + L3) / 6.0;
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m_L0_buf[i] = (1.0 - gamma) * m_price[i] + gamma * L0_prev;
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m_L1_buf[i] = -gamma * m_L0_buf[i] + L0_prev + gamma * L1_prev;
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m_L2_buf[i] = -gamma * m_L1_buf[i] + L1_prev + gamma * L2_prev;
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m_L3_buf[i] = -gamma * m_L2_buf[i] + L2_prev + gamma * L3_prev;
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// --- Update previous values for the next iteration ---
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Filt_prev2 = Filt_prev;
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Filt_prev = Filt;
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I1_prev = I1;
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Q1_prev = Q1;
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I2_prev = I2;
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Q2_prev = Q2;
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Period_prev = Period;
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DC_Period_prev = DC_Period;
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L0_prev = L0;
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L1_prev = L1;
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L2_prev = L2;
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L3_prev = L3;
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filter_buffer[i] = (m_L0_buf[i] + 2.0 * m_L1_buf[i] + 2.0 * m_L2_buf[i] + m_L3_buf[i]) / 6.0;
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}
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}
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//+------------------------------------------------------------------+
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//| CLaguerreFilterAdaptiveCalculator: Prepares the standard source price. |
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CLaguerreFilterAdaptiveCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CLaguerreFilterAdaptiveCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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// Optimized copy loop
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for(int i = start_index; i < rates_total; i++)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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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])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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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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for(int i=0; i<rates_total; i++)
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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]+close[i])/4.0;
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break;
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default:
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return false;
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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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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CLaguerreFilterAdaptiveCalculator_HA (HA) |
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//| |
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//| CLASS 2: CLaguerreFilterAdaptiveCalculator_HA |
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//+==================================================================+
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class CLaguerreFilterAdaptiveCalculator_HA : public CLaguerreFilterAdaptiveCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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// Internal HA buffers
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| CLaguerreFilterAdaptiveCalculator_HA: Prepares the HA source price. |
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//| Prepare Price (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CLaguerreFilterAdaptiveCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CLaguerreFilterAdaptiveCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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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);
|
||||
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||
|
||||
ArrayResize(m_price, rates_total);
|
||||
switch(price_type)
|
||||
// Resize internal HA buffers
|
||||
if(ArraySize(m_ha_open) != rates_total)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
for(int i=0; i<rates_total; i++)
|
||||
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
return false;
|
||||
ArrayResize(m_ha_open, rates_total);
|
||||
ArrayResize(m_ha_high, rates_total);
|
||||
ArrayResize(m_ha_low, rates_total);
|
||||
ArrayResize(m_ha_close, rates_total);
|
||||
}
|
||||
|
||||
//--- STRICT CALL: Use the optimized 10-param HA calculation
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
|
||||
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
||||
|
||||
//--- Copy to m_price (Optimized loop)
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = m_ha_open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = m_ha_high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = m_ha_low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user