mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-20 07:48:06 +00:00
refactor: VWMA compatible with dynamic volume routing
This commit is contained in:
@@ -1,9 +1,9 @@
|
|||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
//| Laguerre_RSI_Pro.mq5 |
|
//| Laguerre_RSI_Pro.mq5 |
|
||||||
//| Copyright 2025, xxxxxxxx|
|
//| Copyright 2026, xxxxxxxx|
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
#property copyright "Copyright 2025, xxxxxxxx"
|
#property copyright "Copyright 2026, xxxxxxxx"
|
||||||
#property version "1.30" // Optimized for incremental calculation
|
#property version "1.40" // VWMA compatible with dynamic volume routing
|
||||||
#property description "John Ehlers' Laguerre RSI with an optional signal line."
|
#property description "John Ehlers' Laguerre RSI with an optional signal line."
|
||||||
|
|
||||||
//--- Indicator Window and Plot Properties ---
|
//--- Indicator Window and Plot Properties ---
|
||||||
@@ -37,7 +37,7 @@
|
|||||||
|
|
||||||
#include <MyIncludes\Laguerre_RSI_Calculator.mqh>
|
#include <MyIncludes\Laguerre_RSI_Calculator.mqh>
|
||||||
|
|
||||||
//--- NEW: Enum for Display Mode ---
|
//--- Enum for Display Mode ---
|
||||||
enum ENUM_LRSI_DISPLAY_MODE
|
enum ENUM_LRSI_DISPLAY_MODE
|
||||||
{
|
{
|
||||||
DISPLAY_LRSI_ONLY,
|
DISPLAY_LRSI_ONLY,
|
||||||
@@ -95,7 +95,7 @@ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVAL
|
|||||||
//| Custom indicator calculation function |
|
//| Custom indicator calculation function |
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
int OnCalculate(const int rates_total,
|
int OnCalculate(const int rates_total,
|
||||||
const int prev_calculated, // <--- Now used!
|
const int prev_calculated,
|
||||||
const datetime &time[],
|
const datetime &time[],
|
||||||
const double &open[],
|
const double &open[],
|
||||||
const double &high[],
|
const double &high[],
|
||||||
@@ -110,8 +110,18 @@ int OnCalculate(const int rates_total,
|
|||||||
|
|
||||||
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
|
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
|
||||||
|
|
||||||
//--- Delegate calculation with prev_calculated optimization
|
//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
|
||||||
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferLRSI, BufferSignal);
|
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||||
|
|
||||||
|
//--- Delegate calculations dynamically to support volume-weighted types (VWMA) on the Signal Line
|
||||||
|
if(volume_limit > 0)
|
||||||
|
{
|
||||||
|
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, BufferLRSI, BufferSignal);
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, tick_volume, BufferLRSI, BufferSignal);
|
||||||
|
}
|
||||||
|
|
||||||
//--- Hide Signal if needed (Optimized loop)
|
//--- Hide Signal if needed (Optimized loop)
|
||||||
if(InpDisplayMode == DISPLAY_LRSI_ONLY)
|
if(InpDisplayMode == DISPLAY_LRSI_ONLY)
|
||||||
@@ -124,3 +134,4 @@ int OnCalculate(const int rates_total,
|
|||||||
return(rates_total);
|
return(rates_total);
|
||||||
}
|
}
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
|||||||
Reference in New Issue
Block a user