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refactor: Refactored to use Engines

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This commit is contained in:
Toh4iem9
2025-12-25 10:58:45 +01:00
parent af0e6a66e2
commit 51886e002d
1 changed files with 35 additions and 20 deletions
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Include/MyIncludes/MACD_Laguerre_Histogram_Calculator.mqh
+35 -20
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+
//| MACD_Laguerre_Histogram_Calculator.mqh |
//| VERSION 1.20: Optimized for incremental calculation. |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
@@ -15,7 +15,10 @@ enum ENUM_SMOOTHING_METHOD_LAGUERRE
SMOOTH_SMA,
SMOOTH_EMA,
SMOOTH_SMMA,
SMOOTH_LWMA
SMOOTH_LWMA,
SMOOTH_TMA,
SMOOTH_DEMA,
SMOOTH_TEMA
};
//+==================================================================+
@@ -30,10 +33,16 @@ protected:
CLaguerreEngine *m_fast_engine;
CLaguerreEngine *m_slow_engine;
//--- Engines for Signal Line (Optimization)
//--- Engines for Signal Line
CLaguerreEngine *m_signal_laguerre_engine;
CMovingAverageCalculator *m_signal_ma_engine;
//--- Persistent Buffers
double m_fast_filter[];
double m_slow_filter[];
double m_macd_line[];
double m_signal_line[];
virtual CLaguerreEngine *CreateEngineInstance(void);
public:
@@ -115,12 +124,14 @@ bool CMACDLaguerreHistogramCalculator::Init(double g1, double g2, double sig_g,
if(m_signal_ma_type == SMOOTH_Laguerre)
{
m_signal_laguerre_engine = new CLaguerreEngine();
// Signal engine works on MACD line (price-like), so SOURCE_PRICE is appropriate
if(!m_signal_laguerre_engine.Init(m_signal_gamma, SOURCE_PRICE))
return false;
}
else
{
m_signal_ma_engine = new CMovingAverageCalculator();
// Map custom enum to engine enum (offset by 1 because Laguerre is 0)
ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)(m_signal_ma_type - 1);
if(!m_signal_ma_engine.Init(m_signal_period, ma_type))
return false;
@@ -138,43 +149,47 @@ void CMACDLaguerreHistogramCalculator::Calculate(int rates_total, int prev_calcu
if(rates_total < 2)
return;
//--- 1. Calculate Fast and Slow Laguerre Filters (Incremental)
double fast_filter[], slow_filter[];
// Note: The engine resizes them.
// Resize internal buffers
if(ArraySize(m_fast_filter) != rates_total)
{
ArrayResize(m_fast_filter, rates_total);
ArrayResize(m_slow_filter, rates_total);
ArrayResize(m_macd_line, rates_total);
ArrayResize(m_signal_line, rates_total);
}
m_fast_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, fast_filter);
m_slow_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, slow_filter);
//--- 1. Calculate Fast and Slow Laguerre Filters (Incremental)
// The engine handles resizing and incremental logic internally
m_fast_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, m_fast_filter);
m_slow_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, m_slow_filter);
//--- 2. Calculate MACD Line
double macd_line[];
ArrayResize(macd_line, rates_total);
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
macd_line[i] = fast_filter[i] - slow_filter[i];
m_macd_line[i] = m_fast_filter[i] - m_slow_filter[i];
//--- 3. Calculate Signal Line
double signal_line[];
ArrayResize(signal_line, rates_total);
// Offset: Laguerre filter warms up quickly, but let's say 2 bars to be safe
int macd_offset = 2;
if(m_signal_ma_type == SMOOTH_Laguerre)
{
// Use Laguerre Engine on the MACD Line
// We pass m_macd_line as 'close' price. Other prices are dummy.
m_signal_laguerre_engine.CalculateFilter(rates_total, prev_calculated, PRICE_CLOSE,
macd_line, macd_line, macd_line, macd_line,
signal_line);
m_macd_line, m_macd_line, m_macd_line, m_macd_line,
m_signal_line);
}
else
{
// Use MA Engine on the MACD Line
m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE,
macd_line, macd_line, macd_line, macd_line,
signal_line);
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_line, m_signal_line, macd_offset);
}
//--- 4. Calculate Histogram
for(int i = start_index; i < rates_total; i++)
histogram[i] = macd_line[i] - signal_line[i];
histogram[i] = m_macd_line[i] - m_signal_line[i];
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+