From e68817fb33d63d17adf71165b6d578fb32547d2f Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 23 Nov 2025 10:28:45 +0100 Subject: [PATCH] refactor: Added signal line and fixed state management --- .../Laguerre_RSI_Adaptive_Calculator.mqh | 238 ++++++++++++------ 1 file changed, 165 insertions(+), 73 deletions(-) diff --git a/Include/MyIncludes/Laguerre_RSI_Adaptive_Calculator.mqh b/Include/MyIncludes/Laguerre_RSI_Adaptive_Calculator.mqh index 0302909..2d77d1f 100644 --- a/Include/MyIncludes/Laguerre_RSI_Adaptive_Calculator.mqh +++ b/Include/MyIncludes/Laguerre_RSI_Adaptive_Calculator.mqh @@ -1,44 +1,84 @@ //+------------------------------------------------------------------+ //| Laguerre_RSI_Adaptive_Calculator.mqh | -//| Calculation engine for the Adaptive Laguerre RSI. | +//| VERSION 1.10: Added signal line and fixed state management. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" +#include #include -//+==================================================================+ -//| | -//| CLASS 1: CLaguerreRSIAdaptiveCalculator (Base) | -//| | //+==================================================================+ class CLaguerreRSIAdaptiveCalculator { protected: double m_price[]; + int m_signal_period; + ENUM_MA_TYPE m_signal_ma_type; + + //--- State variables for the recursive filters --- + double m_Filt_prev, m_Filt_prev2; + double m_I1_prev, m_Q1_prev; + double m_I2_prev, m_Q2_prev; + double m_Period_prev, m_DC_Period_prev; + 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[]); + void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos); public: CLaguerreRSIAdaptiveCalculator(void) {}; virtual ~CLaguerreRSIAdaptiveCalculator(void) {}; - bool Init(void); - 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[]); + bool Init(int signal_p, ENUM_MA_TYPE signal_ma); + 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[], double &signal_buffer[]); }; //+------------------------------------------------------------------+ -//| CLaguerreRSIAdaptiveCalculator: Initialization | +//| | //+------------------------------------------------------------------+ -bool CLaguerreRSIAdaptiveCalculator::Init(void) +class CLaguerreRSIAdaptiveCalculator_HA : public CLaguerreRSIAdaptiveCalculator { +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; + }; + +//+==================================================================+ +//| METHOD IMPLEMENTATIONS | +//+==================================================================+ + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CLaguerreRSIAdaptiveCalculator::Init(int signal_p, ENUM_MA_TYPE signal_ma) + { + m_signal_period = (signal_p < 1) ? 1 : signal_p; + m_signal_ma_type = signal_ma; + + m_Filt_prev=0; + m_Filt_prev2=0; + m_I1_prev=0; + m_Q1_prev=0; + m_I2_prev=0; + m_Q2_prev=0; + m_Period_prev=0; + m_DC_Period_prev=0; + m_L0_prev=0; + m_L1_prev=0; + m_L2_prev=0; + m_L3_prev=0; + return true; } //+------------------------------------------------------------------+ -//| CLaguerreRSIAdaptiveCalculator: Main Calculation Method | +//| | //+------------------------------------------------------------------+ -void CLaguerreRSIAdaptiveCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[]) +void CLaguerreRSIAdaptiveCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &lrsi_buffer[], double &signal_buffer[]) { if(rates_total < 10) return; @@ -47,73 +87,61 @@ void CLaguerreRSIAdaptiveCalculator::Calculate(int rates_total, ENUM_APPLIED_PRI double filt_buffer[]; ArrayResize(filt_buffer, rates_total); - ArrayInitialize(filt_buffer, 0.0); - double Filt=0, Filt_prev=0, Filt_prev2=0; - double I1=0, Q1=0, I1_prev=0, Q1_prev=0; - double I2=0, Q2=0, I2_prev=0, Q2_prev=0; - double Re=0, Im=0; - double Period=0, Period_prev=0; - double DC_Period=0, DC_Period_prev=0; + double I1=0, Q1=0, I2=0, Q2=0, Re=0, Im=0, Period=0, DC_Period=0; double L0=0, L1=0, L2=0, L3=0; - double L0_prev=0, L1_prev=0, L2_prev=0, L3_prev=0; + double alpha1 = (cos(0.707 * 2 * M_PI / 48.0) + sin(0.707 * 2 * M_PI / 48.0) - 1.0) / cos(0.707 * 2 * M_PI / 48.0); double beta1 = 1.0 - alpha1 / 2.0; beta1 *= beta1; for(int i = 0; i < rates_total; i++) { - // Steps 1-5: Cycle Measurement and Adaptive Gamma Calculation (Identical to Adaptive Filter) - if(i > 1) - Filt = beta1 * (m_price[i] - 2 * m_price[i-1] + m_price[i-2]) + (2 * (1 - alpha1 / 2.0)) * Filt_prev - ((1 - alpha1 / 2.0) * (1 - alpha1 / 2.0)) * Filt_prev2; - else - Filt = 0; + double Filt = (i > 1) ? beta1 * (m_price[i] - 2 * m_price[i-1] + m_price[i-2]) + (2 * (1 - alpha1 / 2.0)) * m_Filt_prev - ((1 - alpha1 / 2.0) * (1 - alpha1 / 2.0)) * m_Filt_prev2 : 0; filt_buffer[i] = Filt; + if(i > 6) { - Q1 = (0.0962 * filt_buffer[i] + 0.5769 * filt_buffer[i-2] - 0.5769 * filt_buffer[i-4] - 0.0962 * filt_buffer[i-6]) * (0.5 + 0.08 * (I1_prev + 50)); + Q1 = (0.0962 * filt_buffer[i] + 0.5769 * filt_buffer[i-2] - 0.5769 * filt_buffer[i-4] - 0.0962 * filt_buffer[i-6]) * (0.5 + 0.08 * (m_I1_prev + 50)); I1 = filt_buffer[i-3]; } if(i > 0) { - I2 = I1 - Q1_prev; - Q2 = Q1 + I1_prev; - Re = I2 * I2_prev + Q2 * Q2_prev; - Im = I2 * Q2_prev - Q2 * I2_prev; + I2 = I1 - m_Q1_prev; + Q2 = Q1 + m_I1_prev; + Re = I2 * m_I2_prev + Q2 * m_Q2_prev; + Im = I2 * m_Q2_prev - Q2 * m_I2_prev; } if(Im != 0.0 && Re != 0.0) Period = 2 * M_PI / atan(Im / Re); else Period = 0.0; - if(Period > 1.5 * Period_prev) - Period = 1.5 * Period_prev; - if(Period < 0.67 * Period_prev) - Period = 0.67 * Period_prev; + if(Period > 1.5 * m_Period_prev && i > 0) + Period = 1.5 * m_Period_prev; + if(Period < 0.67 * m_Period_prev) + Period = 0.67 * m_Period_prev; if(Period < 6) Period = 6; if(Period > 50) Period = 50; - DC_Period = 0.2 * Period + 0.8 * DC_Period_prev; - double gamma = 0.0; - if(DC_Period > 0) - gamma = 4.0 / DC_Period; - // Step 6: Apply the Laguerre Filter with the dynamic gamma + DC_Period = 0.2 * Period + 0.8 * m_DC_Period_prev; + double gamma = (DC_Period > 0) ? 4.0 / DC_Period : 0; + if(i > 0) { - L0 = (1.0 - gamma) * m_price[i] + gamma * L0_prev; - L1 = -gamma * L0 + L0_prev + gamma * L1_prev; - L2 = -gamma * L1 + L1_prev + gamma * L2_prev; - L3 = -gamma * L2 + L2_prev + gamma * L3_prev; + L0 = (1.0 - gamma) * m_price[i] + gamma * m_L0_prev; + L1 = -gamma * L0 + m_L0_prev + gamma * m_L1_prev; + L2 = -gamma * L1 + m_L1_prev + gamma * m_L2_prev; + L3 = -gamma * L2 + m_L2_prev + gamma * m_L3_prev; } else { - L0 = m_price[i]; - L1 = m_price[i]; - L2 = m_price[i]; - L3 = m_price[i]; + L0=m_price[i]; + L1=m_price[i]; + L2=m_price[i]; + L3=m_price[i]; } - // --- NEW Step 7: Calculate RSI from the adaptive filter components --- double cu = 0.0, cd = 0.0; if(L0 >= L1) cu = L0 - L1; @@ -133,32 +161,104 @@ void CLaguerreRSIAdaptiveCalculator::Calculate(int rates_total, ENUM_APPLIED_PRI lrsi_value = 100.0 * cu / (cu + cd); else lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0; - 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 --- - Filt_prev2 = Filt_prev; - Filt_prev = Filt; - I1_prev = I1; - Q1_prev = Q1; - I2_prev = I2; - Q2_prev = Q2; - Period_prev = Period; - DC_Period_prev = DC_Period; - L0_prev = L0; - L1_prev = L1; - L2_prev = L2; - L3_prev = L3; + m_Filt_prev2 = m_Filt_prev; + m_Filt_prev = Filt; + m_I1_prev = I1; + m_Q1_prev = Q1; + m_I2_prev = I2; + m_Q2_prev = Q2; + m_Period_prev = Period; + m_DC_Period_prev = DC_Period; + m_L0_prev = L0; + m_L1_prev = L1; + m_L2_prev = L2; + m_L3_prev = L3; + } + + int signal_start = 10 + m_signal_period - 1; + CalculateMA(lrsi_buffer, signal_buffer, m_signal_period, m_signal_ma_type, signal_start); + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CLaguerreRSIAdaptiveCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos) + { + for(int i = start_pos; i < ArraySize(source_array); i++) + { + switch(method) + { + case EMA: + case SMMA: + if(i == start_pos) + { + double sum=0; + int count=0; + for(int j=0; j 0) + dest_array[i]=sum/count; + } + else + { + if(method==EMA) + { + double pr=2.0/(period+1.0); + dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); + } + else + dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; + } + break; + case LWMA: + { + double sum=0, w_sum=0; + for(int j=0; j0) + dest_array[i]=sum/w_sum; + } + break; + default: // SMA + { + double sum=0; + int count=0; + for(int j=0; j 0) + dest_array[i]=sum/count; + } + break; + } } } //+------------------------------------------------------------------+ -//| CLaguerreRSIAdaptiveCalculator: Prepares the standard source price. | +//| | //+------------------------------------------------------------------+ bool CLaguerreRSIAdaptiveCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { @@ -194,16 +294,7 @@ bool CLaguerreRSIAdaptiveCalculator::PreparePriceSeries(int rates_total, ENUM_AP } return true; } -//+------------------------------------------------------------------+ -//| | -//+------------------------------------------------------------------+ -class CLaguerreRSIAdaptiveCalculator_HA : public CLaguerreRSIAdaptiveCalculator - { -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; - }; + //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ @@ -248,3 +339,4 @@ bool CLaguerreRSIAdaptiveCalculator_HA::PreparePriceSeries(int rates_total, ENUM return true; } //+------------------------------------------------------------------+ +//+------------------------------------------------------------------+