From 8fa534a8e437e59e896511601e21c3af15f9622b Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 25 Nov 2025 15:58:37 +0100 Subject: [PATCH] refactor: Added selectable signal line type --- .../MACD_Laguerre_Histogram_Calculator.mqh | 83 +++++++++++++++---- 1 file changed, 67 insertions(+), 16 deletions(-) diff --git a/Include/MyIncludes/MACD_Laguerre_Histogram_Calculator.mqh b/Include/MyIncludes/MACD_Laguerre_Histogram_Calculator.mqh index 630f035..2ead043 100644 --- a/Include/MyIncludes/MACD_Laguerre_Histogram_Calculator.mqh +++ b/Include/MyIncludes/MACD_Laguerre_Histogram_Calculator.mqh @@ -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 -#include // 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];