refactor(indicators): Updated with flexible Signal Line

This commit is contained in:
Toh4iem9
2026-01-18 17:51:49 +01:00
parent 1ef685e4aa
commit bab5852daa
@@ -8,7 +8,7 @@ The suite offers three distinct variations to suit different trading styles and
1. **`Cyber_Cycle_Pro`:** The classic implementation. Best for analyzing raw market cycles with minimal filtering.
2. **`Laguerre_Cyber_Cycle_Pro`:** A hybrid version that pre-filters price data using a standard Laguerre Filter. This allows for manual tuning of the noise reduction vs. responsiveness trade-off via the `Gamma` parameter.
3. **`Laguerre_ACS_Pro` (Adaptive Cyber Cycle):** The most advanced version. It uses an **Adaptive Laguerre Filter** that automatically adjusts to the current market cycle length before calculating the Cyber Cycle. This results in the smoothest, cleanest signal, ideal for reducing false alarms.
3. **`Laguerre_ACS_Pro` (Adaptive Cyber Cycle):** The most advanced version. It uses an **Adaptive Laguerre Filter** that automatically adjusts to the current market cycle length before calculating the Cyber Cycle. This results in the smoothest, cleanest signal.
## 2. Mathematical Foundations
@@ -23,8 +23,8 @@ The difference lies in the **input data** fed into this algorithm:
## 3. MQL5 Implementation Details
* **Modular Architecture:** The suite is built on a set of reusable calculator classes (`CCyberCycleCalculator`, `CLaguerreEngine`, `CLaguerreFilterAdaptiveCalculator`).
* **O(1) Incremental Calculation:** All indicators are optimized for real-time performance, processing only new bars to ensure zero lag.
* **Heikin Ashi Integration:** Full support for Heikin Ashi price data across all three indicators.
* **O(1) Incremental Calculation:** All indicators are optimized for real-time performance.
* **Flexible Signal Line:** All indicators now support both the classic (1-bar delay) and modern (Moving Average) signal line calculation methods.
## 4. Parameters
@@ -33,11 +33,14 @@ The difference lies in the **input data** fed into this algorithm:
* **Alpha (`InpAlpha`):** The smoothing factor for the Cyber Cycle algorithm itself. Default is `0.07`.
* **Source Price:** Selects the input data (Standard or Heikin Ashi).
### Signal Line Settings (New)
* **Signal Type:** Choose between `SIGNAL_DELAY_1BAR` (Classic) or `SIGNAL_MA` (Custom).
* **Signal Period & Method:** Configure the moving average if `SIGNAL_MA` is selected.
### Specific Settings
* **Gamma (`InpGamma`):** (Only for `Laguerre_Cyber_Cycle_Pro`) Controls the strength of the pre-filtering.
* Lower values (e.g., 0.2) = Less filtering, faster response (closer to raw Cyber Cycle).
* Higher values (e.g., 0.7) = More filtering, smoother line (closer to ACS).
## 5. Usage and Interpretation
@@ -49,15 +52,9 @@ The difference lies in the **input data** fed into this algorithm:
| **Laguerre Cyber Cycle** | Tunable Smoothness | General purpose trading. Adjust `Gamma` to match market volatility. |
| **Laguerre ACS** | Smoothest, Adaptive | Trend following, swing trading, filtering out "market noise". |
### Trading Signals (All Versions)
### Signal Customization
* **Signal Line Crossover:**
* **Buy:** Cycle Line (Blue) crosses **above** Signal Line (Red).
* **Sell:** Cycle Line crosses **below** Signal Line.
* *Tip:* The Laguerre ACS version produces fewer, but higher probability crossover signals.
The new Signal Line options allow you to fine-tune the trigger sensitivity.
* **Divergence:**
* Look for divergence between price peaks/troughs and the Cycle line. This is a powerful reversal signal.
* **Trend Filter:**
* Always trade in the direction of the higher timeframe trend. The Cyber Cycle identifies the *turns* within that trend.
* **Classic (Delay):** Extremely fast, best for catching the exact top/bottom, but prone to whipsaws.
* **MA (e.g., SMA 3):** Slightly slower, but filters out minor crossover noise, providing more robust entry signals.