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refactor: Added selectable signal line type

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This commit is contained in:
Toh4iem9
2025-11-25 15:18:35 +01:00
parent 54366d6339
commit b170449a07
1 changed files with 133 additions and 40 deletions
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Include/MyIncludes/MACD_Laguerre_Calculator.mqh
+133 -40
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@@ -1,35 +1,51 @@
//+------------------------------------------------------------------+
//| MACD_Laguerre_Calculator.mqh |
//| Engine for the full MACD calculated from Laguerre. |
//| VERSION 1.12: Corrected variable name in Laguerre signal calc.|
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\Laguerre_Engine.mqh>
#include "Laguerre_Engine.mqh"
#include "MovingAverage_Engine.mqh"
//--- Universal enum for smoothing types, now including Laguerre ---
enum ENUM_SMOOTHING_METHOD_LAGUERRE
{
SMOOTH_Laguerre,
SMOOTH_SMA,
SMOOTH_EMA,
SMOOTH_SMMA,
SMOOTH_LWMA
};
//+==================================================================+
class CMACDLaguerreCalculator
{
protected:
double m_fast_gamma, m_slow_gamma, m_signal_gamma;
int m_signal_period;
ENUM_SMOOTHING_METHOD_LAGUERRE m_signal_ma_type;
CLaguerreEngine *m_fast_engine;
CLaguerreEngine *m_slow_engine;
//--- State variables for the signal line's Laguerre filter
double m_sig_L0_prev, m_sig_L1_prev, m_sig_L2_prev, m_sig_L3_prev;
virtual CLaguerreEngine *CreateEngineInstance(void);
void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos);
public:
CMACDLaguerreCalculator(void);
virtual ~CMACDLaguerreCalculator(void);
bool Init(double gamma1, double gamma2, double signal_g);
bool Init(double g1, double g2, double sig_g, int sig_p, ENUM_SMOOTHING_METHOD_LAGUERRE sig_type);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[], double &signal_line[], double &histogram[]);
};
//--- Derived class for Heikin Ashi version ---
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CMACDLaguerreCalculator_HA : public CMACDLaguerreCalculator
{
protected:
@@ -73,17 +89,18 @@ CLaguerreEngine *CMACDLaguerreCalculator_HA::CreateEngineInstance(void) { return
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CMACDLaguerreCalculator::Init(double gamma1, double gamma2, double signal_g)
bool CMACDLaguerreCalculator::Init(double g1, double g2, double sig_g, int sig_p, ENUM_SMOOTHING_METHOD_LAGUERRE sig_type)
{
m_fast_gamma = MathMin(gamma1, gamma2);
m_slow_gamma = MathMax(gamma1, gamma2);
m_signal_gamma = fmax(0.0, fmin(1.0, signal_g));
m_fast_gamma = MathMin(g1, g2);
m_slow_gamma = MathMax(g1, g2);
m_signal_gamma = fmax(0.0, fmin(1.0, sig_g));
m_signal_period = (sig_p < 1) ? 1 : sig_p;
m_signal_ma_type = sig_type;
// Reset state
m_sig_L0_prev = 0;
m_sig_L1_prev = 0;
m_sig_L2_prev = 0;
m_sig_L3_prev = 0;
m_sig_L0_prev=0;
m_sig_L1_prev=0;
m_sig_L2_prev=0;
m_sig_L3_prev=0;
m_fast_engine = CreateEngineInstance();
m_slow_engine = CreateEngineInstance();
@@ -106,42 +123,118 @@ void CMACDLaguerreCalculator::Calculate(int rates_total, const double &open[], c
double fast_filter[], slow_filter[];
double L0_dummy[], L1_dummy[], L2_dummy[], L3_dummy[];
m_fast_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, fast_filter);
m_slow_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, slow_filter);
for(int i = 0; i < rates_total; i++)
macd_line[i] = fast_filter[i] - slow_filter[i];
//--- STEP 4: Calculate Signal Line (Laguerre Filter on MACD Line)
// Robust initialization
if(rates_total > 0)
switch(m_signal_ma_type)
{
signal_line[0] = macd_line[0];
m_sig_L0_prev = macd_line[0];
m_sig_L1_prev = macd_line[0];
m_sig_L2_prev = macd_line[0];
m_sig_L3_prev = macd_line[0];
case SMOOTH_Laguerre:
if(rates_total > 0)
{
signal_line[0] = macd_line[0];
m_sig_L0_prev = macd_line[0];
m_sig_L1_prev = macd_line[0];
m_sig_L2_prev = macd_line[0];
m_sig_L3_prev = macd_line[0];
}
for(int i = 1; i < rates_total; i++)
{
double L0 = (1.0 - m_signal_gamma) * macd_line[i] + m_signal_gamma * m_sig_L0_prev;
//--- CORRECTED: Use m_signal_gamma for all calculations in this block ---
double L1 = -m_signal_gamma * L0 + m_sig_L0_prev + m_signal_gamma * m_sig_L1_prev;
double L2 = -m_signal_gamma * L1 + m_sig_L1_prev + m_signal_gamma * m_sig_L2_prev;
double L3 = -m_signal_gamma * L2 + m_sig_L2_prev + m_signal_gamma * m_sig_L3_prev;
signal_line[i] = (L0 + 2.0 * L1 + 2.0 * L2 + L3) / 6.0;
m_sig_L0_prev = L0;
m_sig_L1_prev = L1;
m_sig_L2_prev = L2;
m_sig_L3_prev = L3;
}
break;
default:
{
ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)(m_signal_ma_type - 1);
CalculateMA(macd_line, signal_line, m_signal_period, ma_type, m_signal_period + 1);
break;
}
}
for(int i = 1; i < rates_total; i++)
{
double L0 = (1.0 - m_signal_gamma) * macd_line[i] + m_signal_gamma * m_sig_L0_prev;
double L1 = -m_signal_gamma * L0 + m_sig_L0_prev + m_signal_gamma * m_sig_L1_prev;
double L2 = -m_signal_gamma * L1 + m_sig_L1_prev + m_signal_gamma * m_sig_L2_prev;
double L3 = -m_signal_gamma * L2 + m_sig_L2_prev + m_signal_gamma * m_sig_L3_prev;
signal_line[i] = (L0 + 2.0 * L1 + 2.0 * L2 + L3) / 6.0;
m_sig_L0_prev = L0;
m_sig_L1_prev = L1;
m_sig_L2_prev = L2;
m_sig_L3_prev = L3;
}
//--- STEP 5: Calculate Histogram
for(int i = 0; i < rates_total; i++)
histogram[i] = macd_line[i] - signal_line[i];
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CMACDLaguerreCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos)
{
for(int i = start_pos; i < ArraySize(source_array); i++)
{
switch(method)
{
case EMA:
case SMMA:
if(i == start_pos)
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
else
{
if(method==EMA)
{
double pr=2.0/(period+1.0);
dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
}
else
dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
}
break;
case LWMA:
{
double sum=0, w_sum=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] == EMPTY_VALUE)
continue;
int w=period-j;
sum+=source_array[i-j]*w;
w_sum+=w;
}
if(w_sum>0)
dest_array[i]=sum/w_sum;
}
break;
default: // SMA
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
break;
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+