From eb482249ad7dc11bb18b73112f03f5a77e752cbc Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 28 Oct 2025 15:33:20 +0100 Subject: [PATCH] refactor: SOURCE_MOMENTUM --- Include/MyIncludes/Laguerre_Engine.mqh | 166 ++++++++++++------------- 1 file changed, 79 insertions(+), 87 deletions(-) diff --git a/Include/MyIncludes/Laguerre_Engine.mqh b/Include/MyIncludes/Laguerre_Engine.mqh index 401358d..074e7a6 100644 --- a/Include/MyIncludes/Laguerre_Engine.mqh +++ b/Include/MyIncludes/Laguerre_Engine.mqh @@ -1,21 +1,22 @@ //+------------------------------------------------------------------+ //| Laguerre_Engine.mqh | //| Core calculation engine for the Laguerre filter series. | +//| Can be applied to Price or Momentum. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include -//+==================================================================+ -//| | -//| CLASS 1: CLaguerreEngine (Base Class) | -//| | +// NEW: Enum to select the data source +enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM }; + //+==================================================================+ class CLaguerreEngine { protected: double m_gamma; + ENUM_INPUT_SOURCE m_source_type; 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[]); @@ -24,15 +25,20 @@ public: CLaguerreEngine(void) {}; virtual ~CLaguerreEngine(void) {}; - bool Init(double gamma); + bool Init(double gamma, ENUM_INPUT_SOURCE source_type); void 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[]); - // --- NEW: Public getter to safely access the prepared price data --- void GetPriceBuffer(double &dest_array[]); }; //+------------------------------------------------------------------+ -//| CLaguerreEngine: Public getter for the internal price buffer. | +bool CLaguerreEngine::Init(double gamma, ENUM_INPUT_SOURCE source_type) + { + m_gamma = fmax(0.0, fmin(1.0, gamma)); + m_source_type = source_type; + return true; + } + //+------------------------------------------------------------------+ void CLaguerreEngine::GetPriceBuffer(double &dest_array[]) { @@ -41,17 +47,6 @@ void CLaguerreEngine::GetPriceBuffer(double &dest_array[]) ArrayCopy(dest_array, m_price, 0, 0, size); } -//+------------------------------------------------------------------+ -//| CLaguerreEngine: Initialization | -//+------------------------------------------------------------------+ -bool CLaguerreEngine::Init(double gamma) - { - m_gamma = fmax(0.0, fmin(1.0, gamma)); // Ensure gamma is between 0 and 1 - return true; - } - -//+------------------------------------------------------------------+ -//| CLaguerreEngine: Core Filter Calculation | //+------------------------------------------------------------------+ 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[]) @@ -67,7 +62,6 @@ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_ ArrayResize(L3_buffer, rates_total); ArrayResize(filt_buffer, rates_total); -// --- Initialize filter components for the first bar --- 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]; @@ -75,19 +69,13 @@ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_ L3_buffer[0] = m_price[0]; filt_buffer[0] = m_price[0]; -// --- Full recalculation loop for stability --- for(int i = 1; i < rates_total; i++) { - // --- Recursive Laguerre Filter Calculation --- 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; - - // --- NEW: Calculate the final weighted filter output --- filt_buffer[i] = (L0_buffer[i] + 2.0 * L1_buffer[i] + 2.0 * L2_buffer[i] + L3_buffer[i]) / 6.0; - - // --- Update previous values for the next iteration --- L0_prev = L0_buffer[i]; L1_prev = L1_buffer[i]; L2_prev = L2_buffer[i]; @@ -95,48 +83,48 @@ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_ } } -//+------------------------------------------------------------------+ -//| CLaguerreEngine: Prepares the standard source price. | //+------------------------------------------------------------------+ bool CLaguerreEngine::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) + if(m_source_type == SOURCE_PRICE) { - 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