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refactor: Added optional FIR comparison line

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This commit is contained in:
Toh4iem9
2025-10-19 14:28:29 +02:00
parent 8c7ddce0f0
commit 5f66c7cb96
1 changed files with 35 additions and 23 deletions
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Indicators/MyIndicators/Laguerre_Filter_Pro.mq5
+35 -23
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@@ -5,19 +5,28 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property link "" #property link ""
#property version "1.00" #property version "1.10" // Added optional FIR comparison line
#property description "John Ehlers' Laguerre Filter as a low-lag moving average." #property description "John Ehlers' Laguerre Filter as a low-lag moving average."
#property description "Selectable price source (Standard/Heikin Ashi)." #property description "Includes an optional FIR filter for comparison."
//--- Indicator Window and Plot Properties --- //--- Indicator Window and Plot Properties ---
#property indicator_chart_window #property indicator_chart_window
#property indicator_buffers 1 #property indicator_buffers 2
#property indicator_plots 1 #property indicator_plots 2
//--- Plot 1: Laguerre Filter
#property indicator_label1 "Laguerre Filter"
#property indicator_type1 DRAW_LINE #property indicator_type1 DRAW_LINE
#property indicator_color1 clrCrimson #property indicator_color1 clrCrimson
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_SOLID
#property indicator_width1 1 #property indicator_width1 1
#property indicator_label1 "Laguerre Filter"
//--- Plot 2: FIR Filter (for comparison)
#property indicator_label2 "FIR Filter"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrGray
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
//--- Include the calculator engine --- //--- Include the calculator engine ---
#include <MyIncludes\Laguerre_Filter_Calculator.mqh> #include <MyIncludes\Laguerre_Filter_Calculator.mqh>
@@ -25,30 +34,21 @@
//--- Custom Enum for Price Source, including Heikin Ashi --- //--- Custom Enum for Price Source, including Heikin Ashi ---
enum ENUM_APPLIED_PRICE_HA_ALL enum ENUM_APPLIED_PRICE_HA_ALL
{ {
//--- Heikin Ashi Prices (negative values for easy identification) PRICE_HA_CLOSE = -1, PRICE_HA_OPEN = -2, PRICE_HA_HIGH = -3, PRICE_HA_LOW = -4,
PRICE_HA_CLOSE = -1, PRICE_HA_MEDIAN = -5, PRICE_HA_TYPICAL = -6, PRICE_HA_WEIGHTED = -7,
PRICE_HA_OPEN = -2, PRICE_CLOSE_STD = PRICE_CLOSE, PRICE_OPEN_STD = PRICE_OPEN, PRICE_HIGH_STD = PRICE_HIGH,
PRICE_HA_HIGH = -3, PRICE_LOW_STD = PRICE_LOW, PRICE_MEDIAN_STD = PRICE_MEDIAN, PRICE_TYPICAL_STD = PRICE_TYPICAL,
PRICE_HA_LOW = -4,
PRICE_HA_MEDIAN = -5,
PRICE_HA_TYPICAL = -6,
PRICE_HA_WEIGHTED = -7,
//--- Standard Prices (using built-in ENUM_APPLIED_PRICE values)
PRICE_CLOSE_STD = PRICE_CLOSE,
PRICE_OPEN_STD = PRICE_OPEN,
PRICE_HIGH_STD = PRICE_HIGH,
PRICE_LOW_STD = PRICE_LOW,
PRICE_MEDIAN_STD = PRICE_MEDIAN,
PRICE_TYPICAL_STD = PRICE_TYPICAL,
PRICE_WEIGHTED_STD= PRICE_WEIGHTED PRICE_WEIGHTED_STD= PRICE_WEIGHTED
}; };
//--- Input Parameters --- //--- Input Parameters ---
input double InpGamma = 0.2; // Laguerre filter coefficient (0 to 1) input double InpGamma = 0.5; // Laguerre filter coefficient (0 to 1)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input bool InpShowFIR = false; // Show the comparative FIR filter line
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferFilter[]; double BufferFilter[];
double BufferFIR[];
//--- Global calculator object (as a base class pointer) --- //--- Global calculator object (as a base class pointer) ---
CLaguerreFilterCalculator *g_calculator; CLaguerreFilterCalculator *g_calculator;
@@ -57,7 +57,10 @@ CLaguerreFilterCalculator *g_calculator;
int OnInit() int OnInit()
{ {
SetIndexBuffer(0, BufferFilter, INDICATOR_DATA); SetIndexBuffer(0, BufferFilter, INDICATOR_DATA);
SetIndexBuffer(1, BufferFIR, INDICATOR_DATA);
ArraySetAsSeries(BufferFilter, false); ArraySetAsSeries(BufferFilter, false);
ArraySetAsSeries(BufferFIR, false);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
{ {
@@ -77,6 +80,7 @@ int OnInit()
} }
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, 4);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits); IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
@@ -101,9 +105,17 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferFilter); g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferFilter, BufferFIR);
// Hide the FIR buffer if not enabled by the user
if(!InpShowFIR)
{
for(int i = 0; i < rates_total; i++)
{
BufferFIR[i] = EMPTY_VALUE;
}
}
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+