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Toh4iem9
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//+------------------------------------------------------------------+
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//| Laguerre_RSI_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi Laguerre RSI. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CLaguerreRSICalculator (Base Class) |
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//| |
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//+==================================================================+
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class CLaguerreRSICalculator
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{
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protected:
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double m_gamma;
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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CLaguerreRSICalculator(void) {};
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virtual ~CLaguerreRSICalculator(void) {};
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bool Init(double gamma);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CLaguerreRSICalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CLaguerreRSICalculator::Init(double gamma)
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{
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m_gamma = fmax(0.0, fmin(1.0, gamma)); // Ensure gamma is between 0 and 1
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return true;
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}
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//+------------------------------------------------------------------+
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//| CLaguerreRSICalculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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void CLaguerreRSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[])
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{
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if(rates_total < 2)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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// --- Initialize filter components for the first bar ---
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double L0 = m_price[0], L1 = m_price[0], L2 = m_price[0], L3 = m_price[0];
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double L0_prev = m_price[0], L1_prev = m_price[0], L2_prev = m_price[0], L3_prev = m_price[0];
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// --- Full recalculation loop for stability ---
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for(int i = 1; i < rates_total; i++)
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{
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// --- Recursive Laguerre Filter Calculation ---
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L0 = (1.0 - m_gamma) * m_price[i] + m_gamma * L0_prev;
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L1 = -m_gamma * L0 + L0_prev + m_gamma * L1_prev;
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L2 = -m_gamma * L1 + L1_prev + m_gamma * L2_prev;
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L3 = -m_gamma * L2 + L2_prev + m_gamma * L3_prev;
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// --- RSI-like calculation based on filter components ---
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double cu = 0.0; // Count Up
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double cd = 0.0; // Count Down
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if(L0 >= L1)
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cu = L0 - L1;
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else
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cd = L1 - L0;
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if(L1 >= L2)
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cu += L1 - L2;
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else
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cd += L2 - L1;
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if(L2 >= L3)
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cu += L2 - L3;
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else
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cd += L3 - L2;
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double lrsi_value;
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if(cu + cd > 0.0)
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lrsi_value = 100.0 * cu / (cu + cd);
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else
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lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0; // Fallback to previous value or 50
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// --- NEW: Clamp the value to the [0, 100] range ---
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if(lrsi_value > 100.0)
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lrsi_value = 100.0;
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if(lrsi_value < 0.0)
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lrsi_value = 0.0;
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lrsi_buffer[i] = lrsi_value;
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// --- Update previous values for the next iteration ---
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L0_prev = L0;
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L1_prev = L1;
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L2_prev = L2;
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L3_prev = L3;
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}
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}
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//+------------------------------------------------------------------+
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//| CLaguerreRSICalculator: Prepares the standard source price. |
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//+------------------------------------------------------------------+
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bool CLaguerreRSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CLaguerreRSICalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CLaguerreRSICalculator_HA : public CLaguerreRSICalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| CLaguerreRSICalculator_HA: Prepares the HA source price. |
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//+------------------------------------------------------------------+
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bool CLaguerreRSICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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