new files added

2026-08-08 01:57:44 +00:00 · 2025-11-30 10:24:31 +01:00
parent 9b11036ede
commit ad4529a3bc
1 changed files with 73 additions and 0 deletions
@@ -0,0 +1,73 @@
+//+------------------------------------------------------------------+
+//|                        Laguerre_Filter_Volatility_Adaptive_Pro.mq5|
+//|                                          Copyright 2025, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property version   "1.00"
+#property description "Adaptive Laguerre Filter based on Volatility (MotiveWave method)."
+
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrMagenta
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+#property indicator_label1  "Vol-Adaptive Laguerre"
+
+#include <MyIncludes\Laguerre_Filter_Volatility_Calculator.mqh>
+
+//--- Input Parameters ---
+input int                       InpPeriod1      = 20; // Period for Diff Range
+input int                       InpPeriod2      = 5;  // Period for Alpha Median
+input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice  = PRICE_CLOSE_STD;
+
+//--- Indicator Buffers ---
+double    BufferFilter[];
+
+//--- Global calculator object ---
+CLaguerreFilterVolatilityCalculator *g_calculator;
+
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufferFilter, INDICATOR_DATA);
+   ArraySetAsSeries(BufferFilter, false);
+
+   if(InpSourcePrice <= PRICE_HA_CLOSE)
+      g_calculator = new CLaguerreFilterVolatilityCalculator_HA();
+   else
+      g_calculator = new CLaguerreFilterVolatilityCalculator();
+
+   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod1, InpPeriod2))
+     {
+      Print("Failed to initialize Calculator.");
+      return(INIT_FAILED);
+     }
+
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Vol-Adaptive Laguerre%s(%d,%d)", (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpPeriod1, InpPeriod2));
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, MathMax(InpPeriod1, InpPeriod2));
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+   if(CheckPointer(g_calculator) != POINTER_INVALID)
+      delete g_calculator;
+  }
+
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
+  {
+   if(CheckPointer(g_calculator) == POINTER_INVALID)
+      return 0;
+
+   ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
+   g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilter);
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+