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refactor: add Laguerre_Engine

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Toh4iem9
2025-10-19 10:19:57 +02:00
parent daeb4e21af
commit c91451c948
1 changed files with 28 additions and 140 deletions
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Include/MyIncludes/Laguerre_RSI_Calculator.mqh
+28 -140
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@@ -1,11 +1,11 @@
//+------------------------------------------------------------------+
//| Laguerre_RSI_Calculator.mqh |
//| Calculation engine for Standard and Heikin Ashi Laguerre RSI. |
//| Adapter for the Laguerre RSI indicator. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include "Laguerre_Engine.mqh"
//+==================================================================+
//| |
@@ -15,186 +15,74 @@
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[]);
CLaguerreEngine *m_engine;
public:
CLaguerreRSICalculator(void) {};
virtual ~CLaguerreRSICalculator(void) {};
CLaguerreRSICalculator(void) { m_engine = new CLaguerreEngine(); };
virtual ~CLaguerreRSICalculator(void) { if(CheckPointer(m_engine) != POINTER_INVALID) delete m_engine; };
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;
}
bool CLaguerreRSICalculator::Init(double gamma) { return m_engine.Init(gamma); }
//+------------------------------------------------------------------+
//| 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];
double L0[], L1[], L2[], L3[];
m_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0, L1, L2, L3);
// --- 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;
double cu = 0.0, cd = 0.0;
if(L0[i] >= L1[i])
cu = L0[i] - L1[i];
else
cd = L1 - L0;
if(L1 >= L2)
cu += L1 - L2;
cd = L1[i] - L0[i];
if(L1[i] >= L2[i])
cu += L1[i] - L2[i];
else
cd += L2 - L1;
if(L2 >= L3)
cu += L2 - L3;
cd += L2[i] - L1[i];
if(L2[i] >= L3[i])
cu += L2[i] - L3[i];
else
cd += L3 - L2;
cd += L3[i] - L2[i];
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
lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0;
// --- 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<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+==================================================================+
//| |
//| CLASS 2: CLaguerreRSICalculator_HA (Heikin Ashi) |
//| CLASS 2: CLaguerreRSICalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CLaguerreRSICalculator_HA : public CLaguerreRSICalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| CLaguerreRSICalculator_HA: Prepares the HA source price. |
//+------------------------------------------------------------------+
bool CLaguerreRSICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total);
switch(price_type)
public:
CLaguerreRSICalculator_HA(void)
{
case PRICE_CLOSE:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
break;
default:
return false;
}
return true;
}
if(CheckPointer(m_engine) != POINTER_INVALID)
delete m_engine;
m_engine = new CLaguerreEngine_HA();
};
};
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+