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refactor: Upgraded to support comparative MTF FIR filter display with strict chronological safety
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Toh4iem9
@@ -3,21 +3,30 @@
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.30" // Upgraded to support 3-digit Gamma and chronological state safety
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#property version "1.40" // Upgraded to support comparative MTF FIR filter display with strict chronological safety
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#property description "Multi-Timeframe (MTF) John Ehlers' Laguerre Filter."
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#property description "Displays Higher Timeframe Laguerre low-lag moving average cleanly without live-bar warping."
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#property description "Displays HTF Laguerre filter and optional FIR comparative filter cleanly without live-bar warping."
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_buffers 2 // Expanded to 2 buffers to support FIR comparison
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#property indicator_plots 2
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//--- Plot 1: Laguerre Filter MTF
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#property indicator_label1 "Laguerre MTF"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrMediumPurple
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: FIR Filter MTF (Optional comparative line)
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#property indicator_label2 "FIR MTF"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrDarkBlue
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Include the calculator engine ---
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#include <MyIncludes\Laguerre_Engine.mqh>
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#include <MyIncludes\Laguerre_Filter_Calculator.mqh>
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//--- Input Parameters ---
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input group "Timeframe Settings"
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@@ -26,17 +35,20 @@ input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Hig
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input group "Laguerre Settings"
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input double InpGamma = 0.7; // Gamma (0.0 - 1.0, e.g. 0.236, 0.382)
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
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input bool InpShowFIR = false; // Show FIR Filter Comparison?
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//--- Indicator Buffers ---
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double BufferFilter_MTF[];
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double BufferFIR_MTF[];
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//--- Internal HTF Data Caches
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double h_res[]; // HTF Results cached
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double h_res_lag[]; // HTF Laguerre Results cached
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double h_res_fir[]; // HTF FIR Results cached
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datetime h_time[]; // HTF Time index
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double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data
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//--- Global HTF State Tracking
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CLaguerreEngine *g_calculator;
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CLaguerreFilterCalculator *g_calculator;
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datetime g_last_htf_time = 0;
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int g_htf_count = 0;
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bool g_data_ready = false;
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@@ -85,34 +97,50 @@ int OnInit()
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//--- 2. Setup Buffers
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SetIndexBuffer(0, BufferFilter_MTF, INDICATOR_DATA);
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ArraySetAsSeries(BufferFilter_MTF, false); // Standard indexing
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SetIndexBuffer(1, BufferFIR_MTF, INDICATOR_DATA);
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ArraySetAsSeries(BufferFilter_MTF, false);
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ArraySetAsSeries(BufferFIR_MTF, false);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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//--- 3. Initialize Calculator
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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g_calculator = new CLaguerreEngine_HA();
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g_calculator = new CLaguerreFilterCalculator_HA();
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else
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g_calculator = new CLaguerreEngine();
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g_calculator = new CLaguerreFilterCalculator();
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// Initialize in SOURCE_PRICE mode
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpGamma, SOURCE_PRICE))
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{
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Print("Failed to initialize Laguerre Calculator.");
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return(INIT_FAILED);
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}
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//--- 4. Set Shortname - Updated format string to %.3f to support exact Fibonacci decimals
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//--- 4. Configure Display Mode for the comparative FIR Filter Line
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if(InpShowFIR)
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
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PlotIndexSetString(1, PLOT_LABEL, "FIR MTF");
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}
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else
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetString(1, PLOT_LABEL, NULL);
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}
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//--- 5. Set Shortname - Dynamic 3-digit Gamma precision (%.3f)
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string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
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string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Laguerre%s%s(%.3f)", type, tf_str, InpGamma));
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// Draw begin logic (approximate for MTF)
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// Draw begin logic
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int draw_begin = 2; // Laguerre warms up fast
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if(g_is_mtf_mode)
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draw_begin = 0;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_is_mtf_mode ? 0 : 4); // FIR needs 4 bars minimum
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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//--- Initialize 1-second timer for weekend/async chart refreshes (Only if MTF mode is active)
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@@ -168,7 +196,15 @@ int OnCalculate(const int rates_total,
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//================================================================
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if(!g_is_mtf_mode)
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{
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g_calculator.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilter_MTF);
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilter_MTF, BufferFIR_MTF);
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// Dynamic hide of the FIR buffer standard line if not requested
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if(!InpShowFIR)
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{
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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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BufferFIR_MTF[i] = EMPTY_VALUE;
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}
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return(rates_total);
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}
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@@ -203,12 +239,21 @@ int OnCalculate(const int rates_total,
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g_htf_count = MathMin(htf_bars, 3000);
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_res, g_htf_count);
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_res_lag, g_htf_count);
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ArrayResize(h_res_fir, g_htf_count);
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// Force chronological array alignment on HTF caches after resize
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
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CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
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@@ -220,15 +265,8 @@ int OnCalculate(const int rates_total,
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return 0;
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}
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// Force chronological array alignment for calculations
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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//--- Calculate Laguerre Filter on HTF (Closed bars and forming bar initialized)
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g_calculator.CalculateFilter(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res);
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//--- Calculate Laguerre and FIR on HTF (Closed bars and forming bar initialized)
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g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_lag, h_res_fir);
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g_data_ready = true;
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}
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@@ -238,7 +276,7 @@ int OnCalculate(const int rates_total,
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//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick!
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int live_idx = g_htf_count - 1;
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if(live_idx >= 2)
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if(live_idx >= 4) // FIR needs minimum 4 bars
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{
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double o[1], h[1], l[1], c[1];
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int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
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@@ -255,7 +293,7 @@ int OnCalculate(const int rates_total,
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// Incremental recalculation on the live HTF index in O(1)
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// Passed g_htf_count as prev_calculated to preserve state safety
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g_calculator.CalculateFilter(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res);
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g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_lag, h_res_fir);
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}
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}
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@@ -285,16 +323,24 @@ int OnCalculate(const int rates_total,
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int idx_htf = g_htf_count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < g_htf_count)
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{
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BufferFilter_MTF[i] = h_res[idx_htf];
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BufferFilter_MTF[i] = h_res_lag[idx_htf];
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// Render MTF FIR comparative line dynamically if selected
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if(InpShowFIR)
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BufferFIR_MTF[i] = h_res_fir[idx_htf];
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else
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BufferFIR_MTF[i] = EMPTY_VALUE;
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}
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else
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{
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BufferFilter_MTF[i] = EMPTY_VALUE;
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BufferFIR_MTF[i] = EMPTY_VALUE;
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}
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}
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else
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{
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BufferFilter_MTF[i] = EMPTY_VALUE;
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BufferFIR_MTF[i] = EMPTY_VALUE;
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}
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}
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