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refactor: Optimized for incremental calculation

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Toh4iem9
2025-11-28 19:10:52 +01:00
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Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Laguerre_Filter_Pro.md
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# Laguerre Filter Professional
# Laguerre Filter Pro
## 1. Summary (Introduction)
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## 3. MQL5 Implementation Details
* **Modular "Family" Architecture:** The core Laguerre filter calculation is encapsulated in a central `Laguerre_Engine.mqh` file. This engine is a **stateful class**, meaning it correctly maintains the previous values of its internal components (`L0`...`L3`) between calculations. This is critical for the stability and accuracy of the recursive filter. The `Laguerre_Filter_Calculator.mqh` is a thin adapter that uses this stable engine.
* **Heikin Ashi Integration:** An inherited `CLaguerreEngine_HA` class allows the calculation to be performed seamlessly on smoothed Heikin Ashi data.
* **Stability via Full Recalculation:** We employ a full recalculation within `OnCalculate` for maximum stability.
* **Optimized Incremental Calculation:**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* It utilizes the `prev_calculated` state to determine the exact starting point for updates.
* **Persistent State:** The internal buffers (`m_L0`...`m_L3`) persist their state between ticks, allowing the recursive Laguerre algorithm to continue seamlessly from the last known value.
* This results in **O(1) complexity** per tick, ensuring instant updates and zero lag, even on charts with extensive history.
* **Heikin Ashi Integration:** An inherited `CLaguerreEngine_HA` class allows the calculation to be performed seamlessly on smoothed Heikin Ashi data, leveraging the same optimized engine.
## 4. Parameters
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* **Trend Identification:** It serves as a highly responsive trendline.
* When the price is consistently above the Laguerre Filter and the line is rising, the trend is bullish.
* When the price is consistently below the Laguerre Filter and the line is falling, the trend is bearish.
* **Crossover Signals:** ...
* **Two-Line Crossover:** A classic fast/slow system can be created by placing two Laguerre Filter indicators on the chart with different `gamma` values (e.g., `0.2` for the fast line and `0.7` for the slow line). A crossover of the fast line above the slow line is a buy signal, and vice versa.
* **Two-Line Crossover:** A classic fast/slow system can be created by placing two Laguerre Filter indicators on the chart with different `gamma` values (e.g., `0.5` for the fast line and `0.2` for the slow line). A crossover of the fast line above the slow line is a buy signal, and vice versa.
* **Crossover Signals:**
* **Two-Line Crossover:** A classic fast/slow system can be created by placing two Laguerre Filter indicators on the chart with different `gamma` values (e.g., `0.5` for the fast line and `0.8` for the slow line). A crossover of the fast line above the slow line is a buy signal, and vice versa.
* **Dynamic Support and Resistance:** In a trending market, the Laguerre Filter line often acts as a dynamic level of support (in an uptrend) or resistance (in a downtrend), providing potential entry points on pullbacks.
### **Combined Strategy with Laguerre Momentum (Advanced)**