From 5d23f2b720cfa994f76b1171924606f53bafdf49 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 18 Jan 2026 11:18:54 +0100 Subject: [PATCH] refactor(indicators): Unified calculator for ALL Laguerre MACD inds --- .../MyIncludes/MACD_Laguerre_Calculator.mqh | 97 +++++++++++++------ 1 file changed, 67 insertions(+), 30 deletions(-) diff --git a/Include/MyIncludes/MACD_Laguerre_Calculator.mqh b/Include/MyIncludes/MACD_Laguerre_Calculator.mqh index 4e13b9a..b7e492c 100644 --- a/Include/MyIncludes/MACD_Laguerre_Calculator.mqh +++ b/Include/MyIncludes/MACD_Laguerre_Calculator.mqh @@ -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 #include @@ -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); } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+