new files added

2026-07-27 20:47:44 +00:00 · 2025-11-11 08:21:13 +01:00
parent 2aef358b85
commit 498076e128
1 changed files with 189 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                           MACD_Laguerre_Histogram_Calculator.mqh |
+//|         Engine for calculating the MACD Histogram from Laguerre. |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\Laguerre_Engine.mqh>
+#include <MyIncludes\MovingAverage_Engine.mqh> // For ENUM_MA_TYPE
+
+//+==================================================================+
+class CMACDLaguerreHistogramCalculator
+  {
+protected:
+   double            m_fast_gamma, m_slow_gamma;
+   int               m_signal_period;
+   ENUM_MA_TYPE      m_signal_ma_type;
+
+   CLaguerreEngine   *m_fast_engine;
+   CLaguerreEngine   *m_slow_engine;
+
+   virtual CLaguerreEngine *CreateEngineInstance(void);
+   void              CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos);
+
+public:
+                     CMACDLaguerreHistogramCalculator(void);
+   virtual          ~CMACDLaguerreHistogramCalculator(void);
+
+   bool              Init(double gamma1, double gamma2, int signal_p, ENUM_MA_TYPE signal_type);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+                               double &histogram[]);
+  };
+
+//--- Derived class for Heikin Ashi version ---
+class CMACDLaguerreHistogramCalculator_HA : public CMACDLaguerreHistogramCalculator
+  {
+protected:
+   virtual CLaguerreEngine *CreateEngineInstance(void) override;
+  };
+
+//+==================================================================+
+//|                 METHOD IMPLEMENTATIONS                           |
+//+==================================================================+
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+CMACDLaguerreHistogramCalculator::CMACDLaguerreHistogramCalculator(void)
+  {
+   m_fast_engine = NULL;
+   m_slow_engine = NULL;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+CMACDLaguerreHistogramCalculator::~CMACDLaguerreHistogramCalculator(void)
+  {
+   if(CheckPointer(m_fast_engine) != POINTER_INVALID)
+      delete m_fast_engine;
+   if(CheckPointer(m_slow_engine) != POINTER_INVALID)
+      delete m_slow_engine;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+CLaguerreEngine *CMACDLaguerreHistogramCalculator::CreateEngineInstance(void) { return new CLaguerreEngine(); }
+CLaguerreEngine *CMACDLaguerreHistogramCalculator_HA::CreateEngineInstance(void) { return new CLaguerreEngine_HA(); }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CMACDLaguerreHistogramCalculator::Init(double gamma1, double gamma2, int signal_p, ENUM_MA_TYPE signal_type)
+  {
+   m_fast_gamma = MathMin(gamma1, gamma2);
+   m_slow_gamma = MathMax(gamma1, gamma2);
+   m_signal_period = (signal_p < 1) ? 1 : signal_p;
+   m_signal_ma_type = signal_type;
+
+   m_fast_engine = CreateEngineInstance();
+   m_slow_engine = CreateEngineInstance();
+
+   if(CheckPointer(m_fast_engine) == POINTER_INVALID || !m_fast_engine.Init(m_fast_gamma, SOURCE_PRICE) ||
+      CheckPointer(m_slow_engine) == POINTER_INVALID || !m_slow_engine.Init(m_slow_gamma, SOURCE_PRICE))
+      return false;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void CMACDLaguerreHistogramCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+      double &histogram[])
+  {
+   if(rates_total < 2 + m_signal_period)
+      return;
+
+   double macd_line[], signal_line[];
+   ArrayResize(macd_line, rates_total);
+   ArrayResize(signal_line, rates_total);
+
+   double fast_filter[], slow_filter[];
+   double L0_dummy[], L1_dummy[], L2_dummy[], L3_dummy[];
+   m_fast_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, fast_filter);
+   m_slow_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, slow_filter);
+   for(int i = 0; i < rates_total; i++)
+      macd_line[i] = fast_filter[i] - slow_filter[i];
+
+   CalculateMA(macd_line, signal_line, m_signal_period, m_signal_ma_type, m_signal_period - 1);
+
+   for(int i = 0; i < rates_total; i++)
+      histogram[i] = macd_line[i] - signal_line[i];
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void CMACDLaguerreHistogramCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos)
+  {
+   for(int i = start_pos; i < ArraySize(source_array); i++)
+     {
+      switch(method)
+        {
+         case EMA:
+         case SMMA:
+            if(i == start_pos)
+              {
+               double sum=0;
+               int count=0;
+               for(int j=0; j<period; j++)
+                 {
+                  if(source_array[i-j] != EMPTY_VALUE)
+                    {
+                     sum+=source_array[i-j];
+                     count++;
+                    }
+                 }
+               if(count > 0)
+                  dest_array[i]=sum/count;
+              }
+            else
+              {
+               if(method==EMA)
+                 {
+                  double pr=2.0/(period+1.0);
+                  dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
+                 }
+               else
+                  dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
+              }
+            break;
+         case LWMA:
+           {
+            double sum=0, w_sum=0;
+            for(int j=0; j<period; j++)
+              {
+               if(source_array[i-j] == EMPTY_VALUE)
+                  continue;
+               int w=period-j;
+               sum+=source_array[i-j]*w;
+               w_sum+=w;
+              }
+            if(w_sum>0)
+               dest_array[i]=sum/w_sum;
+           }
+         break;
+         default: // SMA
+           {
+            double sum=0;
+            int count=0;
+            for(int j=0; j<period; j++)
+              {
+               if(source_array[i-j] != EMPTY_VALUE)
+                 {
+                  sum+=source_array[i-j];
+                  count++;
+                 }
+              }
+            if(count > 0)
+               dest_array[i]=sum/count;
+           }
+         break;
+        }
+     }
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+