diff --git a/Include/MyIncludes/Laguerre_RSI_Calculator.mqh b/Include/MyIncludes/Laguerre_RSI_Calculator.mqh index fa6af4c..e3161a3 100644 --- a/Include/MyIncludes/Laguerre_RSI_Calculator.mqh +++ b/Include/MyIncludes/Laguerre_RSI_Calculator.mqh @@ -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 +#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