gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-19 23:38:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Added selectable signal line type

Browse Source
This commit is contained in:
Toh4iem9
2025-11-25 15:59:32 +01:00
parent a34cad5d07
commit 9dab160243
1 changed files with 13 additions and 18 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/MACD_Laguerre_Histogram_Pro.md
+13 -18
View File
@@ -6,46 +6,41 @@ The `MACD_Laguerre_Histogram_Pro` is the dedicated histogram component for our L
This indicator visually represents the convergence and divergence of momentum. The height and depth of the histogram bars provide an immediate sense of momentum acceleration and deceleration.
It is designed as a **companion indicator** to be overlaid in the same window as the `MACD_Laguerre_Line_Pro`. When their parameters are synchronized, they form a complete, modern, and highly responsive MACD system. The signal line's smoothing method is user-selectable from the four standard moving average types (SMA, EMA, SMMA, LWMA).
It is designed as a **companion indicator** to be overlaid in the same window as the `MACD_Laguerre_Line_Pro`. When their parameters are synchronized, they form a complete, modern, and highly responsive MACD system. The signal line's smoothing method is user-selectable, offering a choice between a **Laguerre filter** or one of the four standard moving average types (SMA, EMA, SMMA, LWMA).
## 2. Mathematical Foundations and Calculation Logic
To ensure perfect synchronization and accuracy without external dependencies, this indicator performs the full MACD calculation internally before outputting only the histogram.
### Required Components
* **Fast Gamma ($\gamma_{fast}$)** and **Slow Gamma ($\gamma_{slow}$)** for the MACD Line.
* **Signal Line Period (S)** and **MA Type** for the Signal Line.
* **Source Price (P)**.
### Calculation Steps (Algorithm)
1. **Calculate the MACD Line:** First, a fast and a slow Laguerre filter are calculated on the source price. The MACD Line is their difference.
* $\text{MACD Line}_t = \text{LaguerreFilter}(P, \gamma_{fast})_t - \text{LaguerreFilter}(P, \gamma_{slow})_t$
2. **Calculate the Signal Line:** A moving average (of the user-selected type) is applied to the MACD Line calculated in the previous step.
* $\text{Signal Line}_t = \text{MA}(\text{MACD Line}, S)_t$
2. **Calculate the Signal Line:** A smoothing of the user-selected type (`MA Type`) is applied to the `MACD Line` calculated in the previous step.
* $\text{Signal Line}_t = \text{Smoothing}(\text{MACD Line}, \text{Parameters})_t$
3. **Calculate the Histogram:** The final output is the difference between the MACD Line and the Signal Line.
* $\text{Histogram}_t = \text{MACD Line}_t - \text{Signal Line}_t$
## 3. MQL5 Implementation Details
* **Self-Contained Calculation:** The indicator is fully self-contained. To guarantee accuracy, its engine (`MACD_Laguerre_Histogram_Calculator.mqh`) internally recalculates the entire Laguerre MACD line using the `Laguerre_Engine`. This "shared engine" architecture avoids the instability of `iCustom` calls and ensures that the histogram is always perfectly synchronized with its corresponding line indicator, provided the inputs match.
* **Self-Contained Calculation:** The indicator is fully self-contained. Its engine (`MACD_Laguerre_Histogram_Calculator.mqh`) internally recalculates the entire Laguerre MACD line using the `Laguerre_Engine`. This "shared engine" architecture avoids the instability of `iCustom` calls.
* **Reusable Components:** The calculator efficiently reuses our modular components:
* It contains two instances of `CLaguerreEngine` to generate the base MACD line.
* It uses our universal `CalculateMA` helper function to apply the selected moving average for the signal line.
* **Flexible Signal Line Calculation:** The calculator uses a `switch` block to apply the user's chosen smoothing method for the signal line. This includes a dedicated, state-managed calculation for the `Laguerre` option and reuses our universal `CalculateMA` helper function for standard MA types.
* **Object-Oriented Design (Inheritance):** The standard `_HA` derived class architecture is used to seamlessly support calculations on Heikin Ashi price data.
## 4. Parameters
* **Gamma 1 (`InpGamma1`):** The gamma coefficient for one of the base Laguerre filters (e.g., `0.2` for fast).
* **Gamma 2 (`InpGamma2`):** The gamma coefficient for the other base Laguerre filter (e.g., `0.8` for slow).
* **Signal Period (`InpSignalPeriod`):** The lookback period for the signal line's moving average. Default is `9`.
* **Signal MA Type (`InpSignalMAType`):** The type of moving average to use for the signal line (SMA, EMA, SMMA, LWMA). Default is `EMA`.
* **Applied Price (`InpSourcePrice`):** The source price for the calculation (Standard or Heikin Ashi).
* **Laguerre MACD Settings:**
* **`InpGamma1` / `InpGamma2`:** The gamma coefficients for the two base Laguerre filters. The smaller value will be the fast filter, the larger will be the slow one.
* **Signal Line Settings:**
* **`InpSignalMAType`:** A dropdown menu to select the smoothing type for the signal line. Options include `Laguerre`, `SMA`, `EMA`, `SMMA`, `LWMA`.
* **`InpSignalPeriod`:** The lookback period for **standard MA** signal lines.
* **`InpSignalGamma`:** The gamma coefficient used **only** if the signal line type is set to `Laguerre`.
* **Price Source:**
* **`InpSourcePrice`:** The source price for the calculation (Standard or Heikin Ashi).
## 5. Usage and Interpretation