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refactor: Refactored to support volume arrays for VWMA signal lines

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This commit is contained in:
Toh4iem9
2026-06-25 10:27:02 +02:00
parent 865e9d681d
commit 4ee78226d5
1 changed files with 84 additions and 13 deletions
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Include/MyIncludes/Laguerre_RSI_Calculator.mqh
+84 -13
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@@ -1,13 +1,19 @@
//+------------------------------------------------------------------+
//| Laguerre_RSI_Calculator.mqh |
//| VERSION 1.20: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 1.30: Added volume-weighted Calculate overload. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.30" // Refactored to support volume arrays for VWMA signal lines
#ifndef LAGUERRE_RSI_CALCULATOR_MQH
#define LAGUERRE_RSI_CALCULATOR_MQH
#include <MyIncludes\Laguerre_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
//| CLASS: CLaguerreRSICalculator |
//+==================================================================+
class CLaguerreRSICalculator
{
@@ -25,9 +31,14 @@ public:
bool Init(double gamma, int signal_p, ENUM_MA_TYPE signal_ma);
//--- Updated: Accepts prev_calculated
//--- Standard Calculate (Without volume data)
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 &lrsi_buffer[], double &signal_buffer[]);
//--- NEW: Overloaded Calculate with Volume (Specifically for VWMA support)
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[],
const long &volume[],
double &lrsi_buffer[], double &signal_buffer[]);
};
//+------------------------------------------------------------------+
@@ -67,7 +78,7 @@ bool CLaguerreRSICalculator::Init(double gamma, int signal_p, ENUM_MA_TYPE signa
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Calculate (Standard - No Volume) |
//+------------------------------------------------------------------+
void CLaguerreRSICalculator::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 &lrsi_buffer[], double &signal_buffer[])
@@ -76,7 +87,7 @@ void CLaguerreRSICalculator::Calculate(int rates_total, int prev_calculated, ENU
return;
//--- 1. Calculate Laguerre Components (Incremental)
double dummy_filt[]; // We don't use the filter output here, just internal state
double dummy_filt[];
m_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, dummy_filt);
//--- 2. Retrieve L0..L3 buffers
@@ -111,9 +122,8 @@ void CLaguerreRSICalculator::Calculate(int rates_total, int prev_calculated, ENU
if(cu + cd > 0.0)
lrsi_value = 100.0 * cu / (cu + cd);
else
lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0; // Fallback to previous or neutral
lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0;
// Clamp
if(lrsi_value > 100.0)
lrsi_value = 100.0;
if(lrsi_value < 0.0)
@@ -122,14 +132,75 @@ void CLaguerreRSICalculator::Calculate(int rates_total, int prev_calculated, ENU
lrsi_buffer[i] = lrsi_value;
}
//--- 4. Calculate Signal Line (Using Optimized Engine)
// We pass lrsi_buffer as the 'close' price for the MA calculator.
// The other arrays (open, high, low) are dummy, but we pass lrsi_buffer to be safe.
//--- 4. Calculate Signal Line (Without Volume)
m_ma_calculator.Calculate(rates_total, prev_calculated, PRICE_CLOSE,
lrsi_buffer, lrsi_buffer, lrsi_buffer, lrsi_buffer,
signal_buffer);
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Volume for VWMA) |
//+------------------------------------------------------------------+
void CLaguerreRSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
const long &volume[],
double &lrsi_buffer[], double &signal_buffer[])
{
if(rates_total < 2)
return;
//--- 1. Calculate Laguerre Components (Incremental)
double dummy_filt[];
m_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, dummy_filt);
//--- 2. Retrieve L0..L3 buffers
double L0[], L1[], L2[], L3[];
m_engine.GetLBuffers(L0, L1, L2, L3);
//--- 3. Calculate LRSI (Incremental Loop)
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 1;
if(start_index < 1)
start_index = 1;
for(int i = start_index; i < rates_total; i++)
{
double cu = 0.0, cd = 0.0;
if(L0[i] >= L1[i])
cu = L0[i] - L1[i];
else
cd = L1[i] - L0[i];
if(L1[i] >= L2[i])
cu += L1[i] - L2[i];
else
cd += L2[i] - L1[i];
if(L2[i] >= L3[i])
cu += L2[i] - L3[i];
else
cd += L3[i] - L2[i];
double lrsi_value;
if(cu + cd > 0.0)
lrsi_value = 100.0 * cu / (cu + cd);
else
lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0;
if(lrsi_value > 100.0)
lrsi_value = 100.0;
if(lrsi_value < 0.0)
lrsi_value = 0.0;
lrsi_buffer[i] = lrsi_value;
}
//--- 4. Calculate Signal Line (With Volume)
m_ma_calculator.Calculate(rates_total, prev_calculated, PRICE_CLOSE,
lrsi_buffer, lrsi_buffer, lrsi_buffer, lrsi_buffer,
volume,
signal_buffer);
}
//+==================================================================+
//| CLASS 2: CLaguerreRSICalculator_HA |
//+==================================================================+
@@ -141,8 +212,8 @@ public:
if(CheckPointer(m_engine) != POINTER_INVALID)
delete m_engine;
m_engine = new CLaguerreEngine_HA();
// m_ma_calculator is already created in base constructor
};
};
//+------------------------------------------------------------------+
#endif // LAGUERRE_RSI_CALCULATOR_MQH
//+------------------------------------------------------------------+