diff --git a/Include/MyIncludes/Laguerre_Slope_Calculator.mqh b/Include/MyIncludes/Laguerre_Slope_Calculator.mqh new file mode 100644 index 0000000..606137e --- /dev/null +++ b/Include/MyIncludes/Laguerre_Slope_Calculator.mqh @@ -0,0 +1,133 @@ +//+------------------------------------------------------------------+ +//| 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 + +//+==================================================================+ +//| 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 +//+------------------------------------------------------------------+