From d3b1d2daa9b8ad63a0efba8a1474b5c25a7c3453 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 23 Nov 2025 10:28:04 +0100 Subject: [PATCH] refactor: Corrected state management for stability --- Include/MyIncludes/Laguerre_Engine.mqh | 79 +++++++++++++++++++------- 1 file changed, 58 insertions(+), 21 deletions(-) diff --git a/Include/MyIncludes/Laguerre_Engine.mqh b/Include/MyIncludes/Laguerre_Engine.mqh index 074e7a6..8261fe6 100644 --- a/Include/MyIncludes/Laguerre_Engine.mqh +++ b/Include/MyIncludes/Laguerre_Engine.mqh @@ -1,14 +1,12 @@ //+------------------------------------------------------------------+ //| Laguerre_Engine.mqh | -//| Core calculation engine for the Laguerre filter series. | -//| Can be applied to Price or Momentum. | +//| VERSION 1.10: Corrected state management for stability. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include -// NEW: Enum to select the data source enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; //+==================================================================+ @@ -19,6 +17,9 @@ protected: ENUM_INPUT_SOURCE m_source_type; double m_price[]; + //--- State variables for the recursive filter (CRITICAL FIX) --- + double m_L0_prev, m_L1_prev, m_L2_prev, m_L3_prev; + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: @@ -31,22 +32,42 @@ public: void GetPriceBuffer(double &dest_array[]); }; +//+==================================================================+ +//| METHOD IMPLEMENTATIONS | +//+==================================================================+ + +//+------------------------------------------------------------------+ +//| | //+------------------------------------------------------------------+ bool CLaguerreEngine::Init(double gamma, ENUM_INPUT_SOURCE source_type) { m_gamma = fmax(0.0, fmin(1.0, gamma)); m_source_type = source_type; + +//--- Reset state variables on initialization --- + m_L0_prev = 0; + m_L1_prev = 0; + m_L2_prev = 0; + m_L3_prev = 0; + return true; } +//+------------------------------------------------------------------+ +//| | //+------------------------------------------------------------------+ void CLaguerreEngine::GetPriceBuffer(double &dest_array[]) { int size = ArraySize(m_price); - ArrayResize(dest_array, size); - ArrayCopy(dest_array, m_price, 0, 0, size); + if(size > 0) + { + ArrayResize(dest_array, size); + ArrayCopy(dest_array, m_price, 0, 0, size); + } } +//+------------------------------------------------------------------+ +//| | //+------------------------------------------------------------------+ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[], double &filt_buffer[]) @@ -62,24 +83,40 @@ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_ ArrayResize(L3_buffer, rates_total); ArrayResize(filt_buffer, rates_total); - double L0_prev = m_price[0], L1_prev = m_price[0], L2_prev = m_price[0], L3_prev = m_price[0]; - L0_buffer[0] = m_price[0]; - L1_buffer[0] = m_price[0]; - L2_buffer[0] = m_price[0]; - L3_buffer[0] = m_price[0]; - filt_buffer[0] = m_price[0]; - - for(int i = 1; i < rates_total; i++) +//--- Robust initialization on first run --- + if(m_L0_prev == 0 && m_L1_prev == 0) // A simple check for first run { - L0_buffer[i] = (1.0 - m_gamma) * m_price[i] + m_gamma * L0_prev; - L1_buffer[i] = -m_gamma * L0_buffer[i] + L0_prev + m_gamma * L1_prev; - L2_buffer[i] = -m_gamma * L1_buffer[i] + L1_prev + m_gamma * L2_prev; - L3_buffer[i] = -m_gamma * L2_buffer[i] + L2_prev + m_gamma * L3_prev; + m_L0_prev = m_price[0]; + m_L1_prev = m_price[0]; + m_L2_prev = m_price[0]; + m_L3_prev = m_price[0]; + } + + for(int i = 0; i < rates_total; i++) + { + // For the very first bar, output is just the price + if(i == 0) + { + L0_buffer[i] = m_price[i]; + L1_buffer[i] = m_price[i]; + L2_buffer[i] = m_price[i]; + L3_buffer[i] = m_price[i]; + } + else + { + L0_buffer[i] = (1.0 - m_gamma) * m_price[i] + m_gamma * m_L0_prev; + L1_buffer[i] = -m_gamma * L0_buffer[i] + m_L0_prev + m_gamma * m_L1_prev; + L2_buffer[i] = -m_gamma * L1_buffer[i] + m_L1_prev + m_gamma * m_L2_prev; + L3_buffer[i] = -m_gamma * L2_buffer[i] + m_L2_prev + m_gamma * m_L3_prev; + } + filt_buffer[i] = (L0_buffer[i] + 2.0 * L1_buffer[i] + 2.0 * L2_buffer[i] + L3_buffer[i]) / 6.0; - L0_prev = L0_buffer[i]; - L1_prev = L1_buffer[i]; - L2_prev = L2_buffer[i]; - L3_prev = L3_buffer[i]; + + //--- Update state variables for the next iteration --- + m_L0_prev = L0_buffer[i]; + m_L1_prev = L1_buffer[i]; + m_L2_prev = L2_buffer[i]; + m_L3_prev = L3_buffer[i]; } }