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refactor: Added selectable signal line type

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This commit is contained in:
Toh4iem9
2025-11-25 15:58:37 +01:00
parent a405f6c00a
commit 8fa534a8e4
1 changed files with 67 additions and 16 deletions
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Include/MyIncludes/MACD_Laguerre_Histogram_Calculator.mqh
+67 -16
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@@ -1,23 +1,32 @@
//+------------------------------------------------------------------+
//| MACD_Laguerre_Histogram_Calculator.mqh |
//| Engine for calculating the MACD Histogram from Laguerre. |
//| VERSION 1.10: Added selectable signal line. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\Laguerre_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh> // For ENUM_MA_TYPE
#include "Laguerre_Engine.mqh"
#include "MovingAverage_Engine.mqh"
enum ENUM_SMOOTHING_METHOD_LAGUERRE
{
SMOOTH_Laguerre,
SMOOTH_SMA,
SMOOTH_EMA,
SMOOTH_SMMA,
SMOOTH_LWMA
};
//+==================================================================+
class CMACDLaguerreHistogramCalculator
{
protected:
double m_fast_gamma, m_slow_gamma;
double m_fast_gamma, m_slow_gamma, m_signal_gamma;
int m_signal_period;
ENUM_MA_TYPE m_signal_ma_type;
ENUM_SMOOTHING_METHOD_LAGUERRE m_signal_ma_type;
CLaguerreEngine *m_fast_engine;
CLaguerreEngine *m_slow_engine;
CLaguerreEngine *m_fast_engine, *m_slow_engine;
double m_sig_L0_prev, m_sig_L1_prev, m_sig_L2_prev, m_sig_L3_prev;
virtual CLaguerreEngine *CreateEngineInstance(void);
void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos);
@@ -26,12 +35,14 @@ public:
CMACDLaguerreHistogramCalculator(void);
virtual ~CMACDLaguerreHistogramCalculator(void);
bool Init(double gamma1, double gamma2, int signal_p, ENUM_MA_TYPE signal_type);
bool Init(double g1, double g2, double sig_g, int sig_p, ENUM_SMOOTHING_METHOD_LAGUERRE sig_type);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &histogram[]);
};
//--- Derived class for Heikin Ashi version ---
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CMACDLaguerreHistogramCalculator_HA : public CMACDLaguerreHistogramCalculator
{
protected:
@@ -49,6 +60,10 @@ CMACDLaguerreHistogramCalculator::CMACDLaguerreHistogramCalculator(void)
{
m_fast_engine = NULL;
m_slow_engine = NULL;
m_sig_L0_prev = 0;
m_sig_L1_prev = 0;
m_sig_L2_prev = 0;
m_sig_L3_prev = 0;
}
//+------------------------------------------------------------------+
@@ -71,12 +86,18 @@ CLaguerreEngine *CMACDLaguerreHistogramCalculator_HA::CreateEngineInstance(void)
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMACDLaguerreHistogramCalculator::Init(double gamma1, double gamma2, int signal_p, ENUM_MA_TYPE signal_type)
bool CMACDLaguerreHistogramCalculator::Init(double g1, double g2, double sig_g, int sig_p, ENUM_SMOOTHING_METHOD_LAGUERRE sig_type)
{
m_fast_gamma = MathMin(gamma1, gamma2);
m_slow_gamma = MathMax(gamma1, gamma2);
m_signal_period = (signal_p < 1) ? 1 : signal_p;
m_signal_ma_type = signal_type;
m_fast_gamma = MathMin(g1, g2);
m_slow_gamma = MathMax(g1, g2);
m_signal_gamma = fmax(0.0, fmin(1.0, sig_g));
m_signal_period = (sig_p < 1) ? 1 : sig_p;
m_signal_ma_type = sig_type;
m_sig_L0_prev=0;
m_sig_L1_prev=0;
m_sig_L2_prev=0;
m_sig_L3_prev=0;
m_fast_engine = CreateEngineInstance();
m_slow_engine = CreateEngineInstance();
@@ -94,7 +115,7 @@ bool CMACDLaguerreHistogramCalculator::Init(double gamma1, double gamma2, int si
void CMACDLaguerreHistogramCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &histogram[])
{
if(rates_total < 2 + m_signal_period)
if(rates_total < 2)
return;
double macd_line[], signal_line[];
@@ -108,7 +129,37 @@ void CMACDLaguerreHistogramCalculator::Calculate(int rates_total, const double &
for(int i = 0; i < rates_total; i++)
macd_line[i] = fast_filter[i] - slow_filter[i];
CalculateMA(macd_line, signal_line, m_signal_period, m_signal_ma_type, m_signal_period - 1);
switch(m_signal_ma_type)
{
case SMOOTH_Laguerre:
if(rates_total > 0)
{
signal_line[0] = macd_line[0];
m_sig_L0_prev = macd_line[0];
m_sig_L1_prev = macd_line[0];
m_sig_L2_prev = macd_line[0];
m_sig_L3_prev = macd_line[0];
}
for(int i = 1; i < rates_total; i++)
{
double L0 = (1.0 - m_signal_gamma) * macd_line[i] + m_signal_gamma * m_sig_L0_prev;
double L1 = -m_signal_gamma * L0 + m_sig_L0_prev + m_signal_gamma * m_sig_L1_prev;
double L2 = -m_signal_gamma * L1 + m_sig_L1_prev + m_signal_gamma * m_sig_L2_prev;
double L3 = -m_signal_gamma * L2 + m_sig_L2_prev + m_signal_gamma * m_sig_L3_prev;
signal_line[i] = (L0 + 2.0 * L1 + 2.0 * L2 + L3) / 6.0;
m_sig_L0_prev = L0;
m_sig_L1_prev = L1;
m_sig_L2_prev = L2;
m_sig_L3_prev = L3;
}
break;
default:
{
ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)(m_signal_ma_type - 1);
CalculateMA(macd_line, signal_line, m_signal_period, ma_type, m_signal_period + 1);
break;
}
}
for(int i = 0; i < rates_total; i++)
histogram[i] = macd_line[i] - signal_line[i];