mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
@@ -0,0 +1,145 @@
|
|||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Laguerre_Channel_Adaptive_Calculator.mqh|
|
||||||
|
//| Adaptive Laguerre Filter Middle Line + ATR Bands. |
|
||||||
|
//| Copyright 2026, xxxxxxxx |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
#property copyright "Copyright 2026, xxxxxxxx"
|
||||||
|
|
||||||
|
#include <MyIncludes\Laguerre_Filter_Adaptive_Calculator.mqh>
|
||||||
|
#include <MyIncludes\ATR_Calculator.mqh>
|
||||||
|
|
||||||
|
//+==================================================================+
|
||||||
|
//| CLASS 1: CLaguerreChannelAdaptiveCalculator (Base) |
|
||||||
|
//+==================================================================+
|
||||||
|
class CLaguerreChannelAdaptiveCalculator
|
||||||
|
{
|
||||||
|
protected:
|
||||||
|
double m_multiplier;
|
||||||
|
|
||||||
|
//--- Composition
|
||||||
|
// We use the Adaptive Filter Calculator as the "Engine" for the middle line
|
||||||
|
CLaguerreFilterAdaptiveCalculator *m_adaptive_engine;
|
||||||
|
CATRCalculator *m_atr_calc;
|
||||||
|
|
||||||
|
//--- Internal Buffer
|
||||||
|
double m_atr_buffer[];
|
||||||
|
|
||||||
|
virtual void CreateCalculators(void);
|
||||||
|
|
||||||
|
public:
|
||||||
|
CLaguerreChannelAdaptiveCalculator(void);
|
||||||
|
virtual ~CLaguerreChannelAdaptiveCalculator(void);
|
||||||
|
|
||||||
|
bool Init(int atr_p, double mult, ENUM_ATR_SOURCE atr_src);
|
||||||
|
|
||||||
|
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||||
|
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]);
|
||||||
|
};
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Constructor |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
CLaguerreChannelAdaptiveCalculator::CLaguerreChannelAdaptiveCalculator(void)
|
||||||
|
{
|
||||||
|
m_adaptive_engine = NULL;
|
||||||
|
m_atr_calc = NULL;
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Destructor |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
CLaguerreChannelAdaptiveCalculator::~CLaguerreChannelAdaptiveCalculator(void)
|
||||||
|
{
|
||||||
|
if(CheckPointer(m_adaptive_engine) != POINTER_INVALID)
|
||||||
|
delete m_adaptive_engine;
|
||||||
|
if(CheckPointer(m_atr_calc) != POINTER_INVALID)
|
||||||
|
delete m_atr_calc;
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Factory Method |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void CLaguerreChannelAdaptiveCalculator::CreateCalculators(void)
|
||||||
|
{
|
||||||
|
m_adaptive_engine = new CLaguerreFilterAdaptiveCalculator();
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Init |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
bool CLaguerreChannelAdaptiveCalculator::Init(int atr_p, double mult, ENUM_ATR_SOURCE atr_src)
|
||||||
|
{
|
||||||
|
m_multiplier = (mult <= 0) ? 2.0 : mult;
|
||||||
|
|
||||||
|
CreateCalculators(); // Creates Adaptive Engine
|
||||||
|
|
||||||
|
// Create ATR Calculator
|
||||||
|
if(atr_src == ATR_SOURCE_HEIKIN_ASHI)
|
||||||
|
m_atr_calc = new CATRCalculator_HA();
|
||||||
|
else
|
||||||
|
m_atr_calc = new CATRCalculator();
|
||||||
|
|
||||||
|
if(CheckPointer(m_adaptive_engine) == POINTER_INVALID || !m_adaptive_engine.Init())
|
||||||
|
return false;
|
||||||
|
|
||||||
|
if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(atr_p, ATR_POINTS))
|
||||||
|
return false;
|
||||||
|
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Main Calculation |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void CLaguerreChannelAdaptiveCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||||
|
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[])
|
||||||
|
{
|
||||||
|
if(rates_total < 10)
|
||||||
|
return;
|
||||||
|
|
||||||
|
//--- Resize Internal Buffer
|
||||||
|
if(ArraySize(m_atr_buffer) != rates_total)
|
||||||
|
ArrayResize(m_atr_buffer, rates_total);
|
||||||
|
|
||||||
|
//--- 1. Calculate Middle Line (Adaptive Laguerre)
|
||||||
|
m_adaptive_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer);
|
||||||
|
|
||||||
|
//--- 2. Calculate ATR
|
||||||
|
m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer);
|
||||||
|
|
||||||
|
//--- 3. Calculate Bands
|
||||||
|
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||||
|
int atr_period = m_atr_calc.GetPeriod();
|
||||||
|
int loop_start = MathMax(MathMax(atr_period, 10), start_index);
|
||||||
|
|
||||||
|
for(int i = loop_start; i < rates_total; i++)
|
||||||
|
{
|
||||||
|
if(middle_buffer[i] != 0.0 && middle_buffer[i] != EMPTY_VALUE &&
|
||||||
|
m_atr_buffer[i] != 0.0 && m_atr_buffer[i] != EMPTY_VALUE)
|
||||||
|
{
|
||||||
|
upper_buffer[i] = middle_buffer[i] + (m_atr_buffer[i] * m_multiplier);
|
||||||
|
lower_buffer[i] = middle_buffer[i] - (m_atr_buffer[i] * m_multiplier);
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
upper_buffer[i] = EMPTY_VALUE;
|
||||||
|
lower_buffer[i] = EMPTY_VALUE;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
//+==================================================================+
|
||||||
|
//| CLASS 2: CLaguerreChannelAdaptiveCalculator_HA |
|
||||||
|
//+==================================================================+
|
||||||
|
class CLaguerreChannelAdaptiveCalculator_HA : public CLaguerreChannelAdaptiveCalculator
|
||||||
|
{
|
||||||
|
protected:
|
||||||
|
virtual void CreateCalculators(void) override;
|
||||||
|
};
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void CLaguerreChannelAdaptiveCalculator_HA::CreateCalculators(void)
|
||||||
|
{
|
||||||
|
m_adaptive_engine = new CLaguerreFilterAdaptiveCalculator_HA();
|
||||||
|
}
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
Reference in New Issue
Block a user