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