new files added

2026-07-27 20:47:44 +00:00 · 2026-07-13 12:14:39 +02:00
parent e03e3b448e
commit c62f7e7655
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+//+------------------------------------------------------------------+
+//|                                   Laguerre_Slope_Calculator.mqh |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00" // Optimized for incremental calculations
+#property description "Calculator engine for analyzing and classifying the slope of Ehlers Laguerre Filter."
+
+#ifndef LAGUERRE_SLOPE_CALCULATOR_MQH
+#define LAGUERRE_SLOPE_CALCULATOR_MQH
+
+#include <MyIncludes\Laguerre_Filter_Calculator.mqh>
+
+//+==================================================================+
+//|             CLASS: CLaguerreSlopeCalculator                     |
+//+==================================================================+
+class CLaguerreSlopeCalculator
+  {
+private:
+   CLaguerreFilterCalculator *m_filter_calc;
+   double                     m_filter_buffer[];
+   double                     m_dummy_fir[];
+
+public:
+                     CLaguerreSlopeCalculator(void);
+                    ~CLaguerreSlopeCalculator(void);
+
+   bool              Init(double gamma, ENUM_INPUT_SOURCE source_type, bool is_ha);
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
+                               const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &slope_buffer[], double &color_buffer[], double threshold);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CLaguerreSlopeCalculator::CLaguerreSlopeCalculator(void)
+   : m_filter_calc(NULL)
+  {
+  }
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CLaguerreSlopeCalculator::~CLaguerreSlopeCalculator(void)
+  {
+   if(CheckPointer(m_filter_calc) != POINTER_INVALID)
+      delete m_filter_calc;
+  }
+
+//+------------------------------------------------------------------+
+//| Initialization with Dynamic Factory logic for Standard / HA      |
+//+------------------------------------------------------------------+
+bool CLaguerreSlopeCalculator::Init(double gamma, ENUM_INPUT_SOURCE source_type, bool is_ha)
+  {
+   if(CheckPointer(m_filter_calc) != POINTER_INVALID)
+      delete m_filter_calc;
+
+   if(is_ha)
+      m_filter_calc = new CLaguerreFilterCalculator_HA();
+   else
+      m_filter_calc = new CLaguerreFilterCalculator();
+
+   if(CheckPointer(m_filter_calc) == POINTER_INVALID)
+      return false;
+
+   return m_filter_calc.Init(gamma, source_type);
+  }
+
+//+------------------------------------------------------------------+
+//| Performance-first Incremental Slope Calculation                  |
+//+------------------------------------------------------------------+
+void CLaguerreSlopeCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
+      const double &open[], const double &high[], const double &low[], const double &close[],
+      double &slope_buffer[], double &color_buffer[], double threshold)
+  {
+   if(CheckPointer(m_filter_calc) == POINTER_INVALID || rates_total < 2)
+      return;
+
+//--- Prevent memory reallocations where possible, keeping state buffers aligned
+   if(ArraySize(m_filter_buffer) != rates_total)
+     {
+      ArrayResize(m_filter_buffer, rates_total);
+      ArrayResize(m_dummy_fir, rates_total);
+      ArraySetAsSeries(m_filter_buffer, false);
+      ArraySetAsSeries(m_dummy_fir, false);
+     }
+
+//--- Call inner Laguerre Filter Engine (O(1) stateful transition internally)
+   m_filter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_filter_buffer, m_dummy_fir);
+
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+   if(start_index == 0)
+     {
+      slope_buffer[0] = 0.0;
+      color_buffer[0] = 0.0; // Index 0: clrGray (Neutral)
+      start_index = 1;
+     }
+
+//--- Primary analytical loop
+   for(int i = start_index; i < rates_total; i++)
+     {
+      slope_buffer[i] = m_filter_buffer[i] - m_filter_buffer[i - 1];
+
+      double current_slope = slope_buffer[i];
+      double previous_slope = slope_buffer[i - 1];
+
+      //--- Classification into 5-zone symmetrical thermal matrix
+      if(MathAbs(current_slope) <= threshold)
+        {
+         color_buffer[i] = 0.0; // Neutral (clrGray)
+        }
+      else
+         if(current_slope > 0.0)
+           {
+            if(current_slope > previous_slope)
+               color_buffer[i] = 1.0; // Strong Bullish (clrMediumSeaGreen)
+            else
+               color_buffer[i] = 2.0; // Weak Bullish (clrPaleGreen)
+           }
+         else // current_slope < 0.0
+           {
+            if(current_slope < previous_slope)
+               color_buffer[i] = 3.0; // Strong Bearish (clrCrimson)
+            else
+               color_buffer[i] = 4.0; // Weak Bearish (clrLightCoral)
+           }
+     }
+  }
+
+#endif // LAGUERRE_SLOPE_CALCULATOR_MQH
+//+------------------------------------------------------------------+