diff --git a/Include/MyIncludes/Laguerre_RSI_Calculator.mqh b/Include/MyIncludes/Laguerre_RSI_Calculator.mqh new file mode 100644 index 0000000..fa6af4c --- /dev/null +++ b/Include/MyIncludes/Laguerre_RSI_Calculator.mqh @@ -0,0 +1,200 @@ +//+------------------------------------------------------------------+ +//| Laguerre_RSI_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi Laguerre RSI. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CLaguerreRSICalculator (Base Class) | +//| | +//+==================================================================+ +class CLaguerreRSICalculator + { +protected: + double m_gamma; + double m_price[]; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CLaguerreRSICalculator(void) {}; + virtual ~CLaguerreRSICalculator(void) {}; + + bool Init(double gamma); + 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[]); + }; + +//+------------------------------------------------------------------+ +//| CLaguerreRSICalculator: Initialization | +//+------------------------------------------------------------------+ +bool CLaguerreRSICalculator::Init(double gamma) + { + m_gamma = fmax(0.0, fmin(1.0, gamma)); // Ensure gamma is between 0 and 1 + return true; + } + +//+------------------------------------------------------------------+ +//| CLaguerreRSICalculator: Main Calculation Method (Shared Logic) | +//+------------------------------------------------------------------+ +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[]) + { + if(rates_total < 2) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + +// --- Initialize filter components for the first bar --- + double L0 = m_price[0], L1 = m_price[0], L2 = m_price[0], L3 = m_price[0]; + double L0_prev = m_price[0], L1_prev = m_price[0], L2_prev = m_price[0], L3_prev = m_price[0]; + +// --- Full recalculation loop for stability --- + for(int i = 1; i < rates_total; i++) + { + // --- Recursive Laguerre Filter Calculation --- + L0 = (1.0 - m_gamma) * m_price[i] + m_gamma * L0_prev; + L1 = -m_gamma * L0 + L0_prev + m_gamma * L1_prev; + L2 = -m_gamma * L1 + L1_prev + m_gamma * L2_prev; + L3 = -m_gamma * L2 + L2_prev + m_gamma * L3_prev; + + // --- RSI-like calculation based on filter components --- + double cu = 0.0; // Count Up + double cd = 0.0; // Count Down + + if(L0 >= L1) + cu = L0 - L1; + else + cd = L1 - L0; + + if(L1 >= L2) + cu += L1 - L2; + else + cd += L2 - L1; + + if(L2 >= L3) + cu += L2 - L3; + else + cd += L3 - L2; + + double lrsi_value; + if(cu + cd > 0.0) + lrsi_value = 100.0 * cu / (cu + cd); + else + lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0; // Fallback to previous value or 50 + + // --- NEW: Clamp the value to the [0, 100] range --- + if(lrsi_value > 100.0) + lrsi_value = 100.0; + if(lrsi_value < 0.0) + lrsi_value = 0.0; + + lrsi_buffer[i] = lrsi_value; + + // --- Update previous values for the next iteration --- + L0_prev = L0; + L1_prev = L1; + L2_prev = L2; + L3_prev = L3; + } + } + +//+------------------------------------------------------------------+ +//| CLaguerreRSICalculator: Prepares the standard source price. | +//+------------------------------------------------------------------+ +bool CLaguerreRSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + ArrayResize(m_price, rates_total); + switch(price_type) + { + case PRICE_CLOSE: + ArrayCopy(m_price, close, 0, 0, rates_total); + break; + case PRICE_OPEN: + ArrayCopy(m_price, open, 0, 0, rates_total); + break; + case PRICE_HIGH: + ArrayCopy(m_price, high, 0, 0, rates_total); + break; + case PRICE_LOW: + ArrayCopy(m_price, low, 0, 0, rates_total); + break; + case PRICE_MEDIAN: + for(int i=0; i