diff --git a/Include/MyIncludes/StochSlow_on_LaguerreRSI_Calculator.mqh b/Include/MyIncludes/StochSlow_on_LaguerreRSI_Calculator.mqh new file mode 100644 index 0000000..543c861 --- /dev/null +++ b/Include/MyIncludes/StochSlow_on_LaguerreRSI_Calculator.mqh @@ -0,0 +1,209 @@ +//+------------------------------------------------------------------+ +//| StochSlow_on_LaguerreRSI_Calculator.mqh | +//| Slow Stochastic Oscillator applied to Laguerre RSI. | +//| Copyright 2026, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" + +#include +#include + +//+==================================================================+ +//| 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(); + } +//+------------------------------------------------------------------+