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//+------------------------------------------------------------------+
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//| LScore_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00" // Fully optimized Laguerre Z-Score with dynamic level support
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#property description "Statistical Laguerre Z-Score (L-Score) Oscillator with dynamic Signal Line."
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#property description "Displays deviations from John Ehlers' Laguerre Filter in Sigma units."
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 2
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//--- Plot 1: L-Score Histogram (Swapped Bull/Bear Thermal Palette)
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#property indicator_label1 "L-Score"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Palette Configuration:
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// 0: Noise/Neutral (Gray)
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// 1: Bullish Flow (LightSkyBlue)
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// 2: Bullish Climax (DeepSkyBlue)
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// 3: Bearish Flow (Coral)
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// 4: Bearish Climax (OrangeRed)
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#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Optional Signal Line
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrFireBrick
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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#include <MyIncludes\LScore_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//--- Input Parameters ---
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input group "Laguerre Baseline Settings"
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input double InpGamma = 0.5; // Laguerre Gamma (0.0 to 1.0)
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input ENUM_APPLIED_PRICE_HA_ALL InpPrice = PRICE_CLOSE_STD; // Price Source
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input group "Volatility Settings"
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input int InpPeriod = 20; // Sigma Lookback Period (N)
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input group "Signal Line Settings"
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input bool InpShowSignal = true; // Show Signal Line?
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input int InpSignalPeriod= 5; // Signal Line Period
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input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type
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input group "Indicator Levels"
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input double InpLevelFlowHigh = 2.0; // High Warning Level (Bullish Flow)
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input double InpLevelFlowLow = -2.0; // Low Warning Level (Bearish Flow)
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input double InpLevelClimaxHigh = 2.5; // High Climax Level (Bullish Climax)
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input double InpLevelClimaxLow = -2.5; // Low Climax Level (Bearish Climax)
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input double InpLevelExtremeHigh= 3.0; // High Exhaustion Level
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input double InpLevelExtremeLow = -3.0; // Low Exhaustion Level
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input color InpLevelColor = clrSilver; // Levels Color
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input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style
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//--- Buffers ---
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double BufferL[];
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double BufferColors[];
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double BufferSignal[];
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//--- Volume Cache to support Volume-Weighted types (VWMA) on custom arrays
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double g_double_volume[];
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//--- Global Calculator Objects ---
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CLScoreCalculator *g_calculator;
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CMovingAverageCalculator *g_signal_calculator;
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Bind Buffers
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SetIndexBuffer(0, BufferL, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferSignal, INDICATOR_DATA);
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ArraySetAsSeries(BufferL, false);
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ArraySetAsSeries(BufferColors, false);
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ArraySetAsSeries(BufferSignal, false);
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//--- Dynamically configure horizontal levels to support custom input parameters
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IndicatorSetInteger(INDICATOR_LEVELS, 6);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow);
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IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
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IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
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//--- Configure Core L-Score Calculator (Detects Heikin Ashi dynamically)
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bool is_ha = (InpPrice <= PRICE_HA_CLOSE);
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g_calculator = new CLScoreCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpGamma, InpPeriod, is_ha))
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{
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Print("Error: Failed to initialize L-Score Calculator Engine.");
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return INIT_FAILED;
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}
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//--- Configure Optional Signal Line Calculator
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if(InpShowSignal)
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
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PlotIndexSetString(1, PLOT_LABEL, "Signal");
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g_signal_calculator = new CMovingAverageCalculator();
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if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
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{
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Print("Error: Failed to initialize Signal Line Calculator.");
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return INIT_FAILED;
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}
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}
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else
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetString(1, PLOT_LABEL, NULL);
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}
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//--- Dynamically set the indicator short name
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string short_name = "";
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if(InpShowSignal)
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{
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string sig_name = EnumToString(InpSignalType);
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StringToUpper(sig_name);
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short_name = StringFormat("LScore%s(%.2f, %d) %s(%d)",
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(is_ha ? " HA" : ""), InpGamma, InpPeriod, sig_name, InpSignalPeriod);
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}
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else
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{
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short_name = StringFormat("LScore%s(%.2f, %d)", (is_ha ? " HA" : ""), InpGamma, InpPeriod);
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}
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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PlotIndexSetString(0, PLOT_LABEL, "L-Score");
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
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delete g_signal_calculator;
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < InpPeriod + 5)
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return 0;
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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ENUM_APPLIED_PRICE price_type = (InpPrice <= PRICE_HA_CLOSE) ?
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(ENUM_APPLIED_PRICE)(-(int)InpPrice) :
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(ENUM_APPLIED_PRICE)InpPrice;
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//--- Force standard chronological indexing for state-safety
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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//--- Convert long volume to double cache array in O(1) incrementally (Required for Signal Line calculation)
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ArrayResize(g_double_volume, rates_total);
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int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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if(volume_limit > 0)
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{
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for(int i = start_sync; i < rates_total; i++)
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g_double_volume[i] = (double)volume[i];
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}
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else
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{
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for(int i = start_sync; i < rates_total; i++)
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g_double_volume[i] = (double)tick_volume[i];
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}
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//--- 1. Calculate L-Score using embedded Laguerre engine
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferL);
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//--- 2. Calculate Optional Signal Line on top of L-Score values
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if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
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{
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g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferL, g_double_volume, BufferSignal, InpPeriod - 1);
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}
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//--- 3. Apply Dynamic 5-Zone Swapped Thermal Coloring Logic (O(1) incremental)
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start_index; i < rates_total; i++)
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{
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double l_val = BufferL[i];
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// Dynamic 5-Zone Thermal Coloring mapped to user-defined level parameters:
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// L_val > ClimaxHigh -> DeepSkyBlue Climax (Exhaustion)
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// L_val > FlowHigh -> LightSkyBlue Flow (Momentum)
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// L_val < ClimaxLow -> OrangeRed Climax (Exhaustion)
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// L_val < FlowLow -> Coral Flow (Momentum)
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// Else -> Gray Neutral (Noise Zone)
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if(l_val > InpLevelClimaxHigh)
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BufferColors[i] = 2.0;
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else
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if(l_val > InpLevelFlowHigh)
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BufferColors[i] = 1.0;
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else
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if(l_val < InpLevelClimaxLow)
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BufferColors[i] = 4.0;
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else
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if(l_val < InpLevelFlowLow)
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BufferColors[i] = 3.0;
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else
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BufferColors[i] = 0.0;
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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