new files added

2026-07-27 20:47:44 +00:00 · 2026-01-17 14:23:21 +01:00
parent cc69e8acb3
commit ab48b09463
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+//+------------------------------------------------------------------+
+//|                  StochSlow_on_LaguerreRSI_Calculator.mqh         |
+//|      Slow Stochastic Oscillator applied to Laguerre RSI.         |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+
+#include <MyIncludes\Laguerre_Engine.mqh>
+#include <MyIncludes\MovingAverage_Engine.mqh>
+
+//+==================================================================+
+//|           CLASS 1: CStochSlowOnLaguerreRSICalculator (Base)      |
+//+==================================================================+
+class CStochSlowOnLaguerreRSICalculator
+  {
+protected:
+   int               m_k_period;
+
+   //--- Composition
+   CLaguerreEngine          *m_laguerre_engine; // For RSI calculation
+   CMovingAverageCalculator m_slowing_engine;   // For Slow %K
+   CMovingAverageCalculator m_signal_engine;    // For %D
+
+   //--- Internal Buffers
+   double            m_rsi_buffer[]; // Stores Laguerre RSI
+   double            m_raw_k[];      // Stores Fast %K
+
+   virtual void      CreateEngine(void);
+
+   //--- Helpers
+   double            Highest(const double &array[], int period, int current_pos);
+   double            Lowest(const double &array[], int period, int current_pos);
+
+public:
+                     CStochSlowOnLaguerreRSICalculator(void);
+   virtual          ~CStochSlowOnLaguerreRSICalculator(void);
+
+   bool              Init(double gamma, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
+
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &k_buffer[], double &d_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CStochSlowOnLaguerreRSICalculator::CStochSlowOnLaguerreRSICalculator(void)
+  {
+   m_laguerre_engine = NULL;
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CStochSlowOnLaguerreRSICalculator::~CStochSlowOnLaguerreRSICalculator(void)
+  {
+   if(CheckPointer(m_laguerre_engine) != POINTER_INVALID)
+      delete m_laguerre_engine;
+  }
+
+//+------------------------------------------------------------------+
+//| Factory Method                                                   |
+//+------------------------------------------------------------------+
+void CStochSlowOnLaguerreRSICalculator::CreateEngine(void)
+  {
+   m_laguerre_engine = new CLaguerreEngine();
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CStochSlowOnLaguerreRSICalculator::Init(double gamma, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma)
+  {
+   m_k_period = (k_p < 1) ? 1 : k_p;
+
+   CreateEngine();
+
+   if(CheckPointer(m_laguerre_engine) == POINTER_INVALID || !m_laguerre_engine.Init(gamma, SOURCE_PRICE))
+      return false;
+
+   if(!m_slowing_engine.Init(slow_p, slow_ma))
+      return false;
+   if(!m_signal_engine.Init(d_p, d_ma))
+      return false;
+
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Main Calculation                                                 |
+//+------------------------------------------------------------------+
+void CStochSlowOnLaguerreRSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+      double &k_buffer[], double &d_buffer[])
+  {
+   if(rates_total < m_k_period)
+      return;
+
+//--- Resize Internal Buffers
+   if(ArraySize(m_rsi_buffer) != rates_total)
+     {
+      ArrayResize(m_rsi_buffer, rates_total);
+      ArrayResize(m_raw_k, rates_total);
+     }
+
+//--- 1. Calculate Laguerre RSI (Inline Logic)
+   double dummy_filt[];
+   m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, dummy_filt);
+
+   double L0[], L1[], L2[], L3[];
+   m_laguerre_engine.GetLBuffers(L0, L1, L2, L3);
+
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 1;
+   if(start_index < 1)
+      start_index = 1;
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      double cu = 0.0, cd = 0.0;
+      if(L0[i] >= L1[i])
+         cu = L0[i] - L1[i];
+      else
+         cd = L1[i] - L0[i];
+      if(L1[i] >= L2[i])
+         cu += L1[i] - L2[i];
+      else
+         cd += L2[i] - L1[i];
+      if(L2[i] >= L3[i])
+         cu += L2[i] - L3[i];
+      else
+         cd += L3[i] - L2[i];
+
+      if(cu + cd > 0.0)
+         m_rsi_buffer[i] = 100.0 * cu / (cu + cd);
+      else
+         m_rsi_buffer[i] = (i > 0) ? m_rsi_buffer[i-1] : 50.0;
+     }
+
+//--- 2. Calculate Raw %K (Stochastic on RSI)
+   int k_start = MathMax(m_k_period, start_index);
+
+   for(int i = k_start; i < rates_total; i++)
+     {
+      double highest_rsi = Highest(m_rsi_buffer, m_k_period, i);
+      double lowest_rsi  = Lowest(m_rsi_buffer, m_k_period, i);
+      double range = highest_rsi - lowest_rsi;
+
+      if(range > 0.00001)
+         m_raw_k[i] = (m_rsi_buffer[i] - lowest_rsi) / range * 100.0;
+      else
+         m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
+     }
+
+//--- 3. Calculate Slow %K (Main Line)
+   m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, m_k_period);
+
+//--- 4. Calculate %D (Signal Line)
+   int d_offset = m_k_period + m_slowing_engine.GetPeriod();
+   m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset);
+  }
+
+//+------------------------------------------------------------------+
+//| Helpers                                                          |
+//+------------------------------------------------------------------+
+double CStochSlowOnLaguerreRSICalculator::Highest(const double &array[], int period, int current_pos)
+  {
+   double res = array[current_pos];
+   for(int i = 1; i < period; i++)
+     {
+      if(current_pos - i < 0)
+         break;
+      if(res < array[current_pos - i])
+         res = array[current_pos - i];
+     }
+   return res;
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+double CStochSlowOnLaguerreRSICalculator::Lowest(const double &array[], int period, int current_pos)
+  {
+   double res = array[current_pos];
+   for(int i = 1; i < period; i++)
+     {
+      if(current_pos - i < 0)
+         break;
+      if(res > array[current_pos - i])
+         res = array[current_pos - i];
+     }
+   return res;
+  }
+
+//+==================================================================+
+//|           CLASS 2: CStochSlowOnLaguerreRSICalculator_HA          |
+//+==================================================================+
+class CStochSlowOnLaguerreRSICalculator_HA : public CStochSlowOnLaguerreRSICalculator
+  {
+protected:
+   virtual void      CreateEngine(void) override;
+  };
+
+//+------------------------------------------------------------------+
+//| Factory Override                                                 |
+//+------------------------------------------------------------------+
+void CStochSlowOnLaguerreRSICalculator_HA::CreateEngine(void)
+  {
+   m_laguerre_engine = new CLaguerreEngine_HA();
+  }
+//+------------------------------------------------------------------+