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refactor(indicators): Unified calculator for ALL Laguerre MACD inds

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This commit is contained in:
Toh4iem9
2026-01-18 11:18:54 +01:00
parent f760edc213
commit 5d23f2b720
1 changed files with 67 additions and 30 deletions
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Include/MyIncludes/MACD_Laguerre_Calculator.mqh
+67 -30
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| MACD_Laguerre_Calculator.mqh |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 3.00: Unified calculator for ALL Laguerre MACD inds.|
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#include <MyIncludes\Laguerre_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
@@ -21,6 +21,8 @@ enum ENUM_SMOOTHING_METHOD_LAGUERRE
SMOOTH_TEMA
};
//+==================================================================+
//| CLASS 1: CMACDLaguerreCalculator (Base) |
//+==================================================================+
class CMACDLaguerreCalculator
{
@@ -29,17 +31,18 @@ protected:
int m_signal_period;
ENUM_SMOOTHING_METHOD_LAGUERRE m_signal_ma_type;
//--- Engines for MACD Line
//--- Engines
CLaguerreEngine *m_fast_engine;
CLaguerreEngine *m_slow_engine;
//--- Engines for Signal Line
CLaguerreEngine *m_signal_laguerre_engine;
CMovingAverageCalculator *m_signal_ma_engine;
//--- Persistent Buffers
//--- Persistent Internal Buffers
double m_fast_filter[];
double m_slow_filter[];
double m_macd_internal[]; // Stores MACD Line
double m_signal_internal[]; // Stores Signal Line
double m_hist_internal[]; // Stores Histogram
virtual CLaguerreEngine *CreateEngineInstance(void);
@@ -49,13 +52,21 @@ public:
bool Init(double g1, double g2, double sig_g, int sig_p, ENUM_SMOOTHING_METHOD_LAGUERRE sig_type);
//--- Updated: Accepts prev_calculated
//--- Main Calculation (All outputs)
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[]);
double &macd_out[], double &signal_out[], double &hist_out[]);
//--- Wrapper for Histogram Only
void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &hist_out[]);
//--- Wrapper for MACD Line Only
void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_out[]);
};
//+------------------------------------------------------------------+
//| |
//| CLASS 2: CMACDLaguerreCalculator_HA |
//+------------------------------------------------------------------+
class CMACDLaguerreCalculator_HA : public CMACDLaguerreCalculator
{
@@ -110,7 +121,6 @@ bool CMACDLaguerreCalculator::Init(double g1, double g2, double sig_g, int sig_p
m_signal_period = (sig_p < 1) ? 1 : sig_p;
m_signal_ma_type = sig_type;
// Create Main Engines
m_fast_engine = CreateEngineInstance();
m_slow_engine = CreateEngineInstance();
@@ -118,7 +128,6 @@ bool CMACDLaguerreCalculator::Init(double g1, double g2, double sig_g, int sig_p
CheckPointer(m_slow_engine) == POINTER_INVALID || !m_slow_engine.Init(m_slow_gamma, SOURCE_PRICE))
return false;
// Create Signal Engine based on type
if(m_signal_ma_type == SMOOTH_Laguerre)
{
m_signal_laguerre_engine = new CLaguerreEngine();
@@ -137,10 +146,10 @@ bool CMACDLaguerreCalculator::Init(double g1, double g2, double sig_g, int sig_p
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Main Calculation |
//+------------------------------------------------------------------+
void CMACDLaguerreCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[])
double &macd_out[], double &signal_out[], double &hist_out[])
{
if(rates_total < 2)
return;
@@ -150,38 +159,66 @@ void CMACDLaguerreCalculator::Calculate(int rates_total, int prev_calculated, co
{
ArrayResize(m_fast_filter, rates_total);
ArrayResize(m_slow_filter, rates_total);
ArrayResize(m_macd_internal, rates_total);
ArrayResize(m_signal_internal, rates_total);
ArrayResize(m_hist_internal, rates_total);
}
//--- 1. Calculate Fast and Slow Laguerre Filters (Incremental)
// 1. Calculate Fast and Slow Laguerre
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
// 2. Calculate MACD Line
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
macd_line[i] = m_fast_filter[i] - m_slow_filter[i];
//--- 3. Calculate Signal Line
// Offset: Laguerre filter warms up quickly, but let's say 2 bars to be safe
int macd_offset = 2;
m_macd_internal[i] = m_fast_filter[i] - m_slow_filter[i];
// 3. Calculate Signal Line
if(m_signal_ma_type == SMOOTH_Laguerre)
{
// Use Laguerre Engine on the MACD Line
m_signal_laguerre_engine.CalculateFilter(rates_total, prev_calculated, PRICE_CLOSE,
macd_line, macd_line, macd_line, macd_line,
signal_line);
m_macd_internal, m_macd_internal, m_macd_internal, m_macd_internal,
m_signal_internal);
}
else
{
// Use MA Engine on the MACD Line
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, macd_line, signal_line, macd_offset);
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, 2);
}
//--- 4. Calculate Histogram
// 4. Calculate Histogram & Output
for(int i = start_index; i < rates_total; i++)
histogram[i] = macd_line[i] - signal_line[i];
{
m_hist_internal[i] = m_macd_internal[i] - m_signal_internal[i];
// Copy to output buffers if they are valid (not dummy)
// Note: We check array size to avoid writing to dummy arrays if they are small (though we resize them in wrappers)
if(ArraySize(macd_out) == rates_total)
macd_out[i] = m_macd_internal[i];
if(ArraySize(signal_out) == rates_total)
signal_out[i] = m_signal_internal[i];
if(ArraySize(hist_out) == rates_total)
hist_out[i] = m_hist_internal[i];
}
}
//+------------------------------------------------------------------+
//| Calculate Histogram Only |
//+------------------------------------------------------------------+
void CMACDLaguerreCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &hist_out[])
{
double dummy_macd[], dummy_signal[];
// No need to resize dummies, the Main Calculate checks size before writing
Calculate(rates_total, prev_calculated, open, high, low, close, price_type, dummy_macd, dummy_signal, hist_out);
}
//+------------------------------------------------------------------+
//| Calculate MACD Line Only |
//+------------------------------------------------------------------+
void CMACDLaguerreCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_out[])
{
double dummy_signal[], dummy_hist[];
Calculate(rates_total, prev_calculated, open, high, low, close, price_type, macd_out, dummy_signal, dummy_hist);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+