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refactor: SOURCE_MOMENTUM

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Toh4iem9
2025-10-28 15:33:20 +01:00
parent 654e212761
commit eb482249ad
1 changed files with 79 additions and 87 deletions
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Include/MyIncludes/Laguerre_Engine.mqh
+79 -87
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@@ -1,21 +1,22 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Laguerre_Engine.mqh | //| Laguerre_Engine.mqh |
//| Core calculation engine for the Laguerre filter series. | //| Core calculation engine for the Laguerre filter series. |
//| Can be applied to Price or Momentum. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+ // NEW: Enum to select the data source
//| | enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
//| CLASS 1: CLaguerreEngine (Base Class) |
//| |
//+==================================================================+ //+==================================================================+
class CLaguerreEngine class CLaguerreEngine
{ {
protected: protected:
double m_gamma; double m_gamma;
ENUM_INPUT_SOURCE m_source_type;
double m_price[]; 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[]); 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) {}; CLaguerreEngine(void) {};
virtual ~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[], 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[]); 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[]); 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[]) void CLaguerreEngine::GetPriceBuffer(double &dest_array[])
{ {
@@ -41,17 +47,6 @@ void CLaguerreEngine::GetPriceBuffer(double &dest_array[])
ArrayCopy(dest_array, m_price, 0, 0, size); 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[], 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[]) 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(L3_buffer, rates_total);
ArrayResize(filt_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]; 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]; L0_buffer[0] = m_price[0];
L1_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]; L3_buffer[0] = m_price[0];
filt_buffer[0] = m_price[0]; filt_buffer[0] = m_price[0];
// --- Full recalculation loop for stability ---
for(int i = 1; i < rates_total; i++) 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; 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; 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; 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; 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; 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]; L0_prev = L0_buffer[i];
L1_prev = L1_buffer[i]; L1_prev = L1_buffer[i];
L2_prev = L2_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[]) 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); ArrayResize(m_price, rates_total);
switch(price_type) if(m_source_type == SOURCE_PRICE)
{ {
case PRICE_CLOSE: switch(price_type)
ArrayCopy(m_price, close, 0, 0, rates_total); {
break; case PRICE_OPEN:
case PRICE_OPEN: ArrayCopy(m_price, open, 0, 0, rates_total);
ArrayCopy(m_price, open, 0, 0, rates_total); break;
break; case PRICE_HIGH:
case PRICE_HIGH: ArrayCopy(m_price, high, 0, 0, rates_total);
ArrayCopy(m_price, high, 0, 0, rates_total); break;
break; case PRICE_LOW:
case PRICE_LOW: ArrayCopy(m_price, low, 0, 0, rates_total);
ArrayCopy(m_price, low, 0, 0, rates_total); break;
break; case PRICE_MEDIAN:
case PRICE_MEDIAN: for(int i=0; i<rates_total; i++)
for(int i=0; i<rates_total; i++) m_price[i] = (high[i]+low[i])/2.0;
m_price[i] = (high[i]+low[i])/2.0; break;
break; case PRICE_TYPICAL:
case PRICE_TYPICAL: for(int i=0; i<rates_total; i++)
for(int i=0; i<rates_total; i++) m_price[i] = (high[i]+low[i]+close[i])/3.0;
m_price[i] = (high[i]+low[i]+close[i])/3.0; break;
break; case PRICE_WEIGHTED:
case PRICE_WEIGHTED: for(int i=0; i<rates_total; i++)
for(int i=0; i<rates_total; i++) m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0; break;
break; default:
default: ArrayCopy(m_price, close, 0, 0, rates_total);
return false; break;
}
}
else // SOURCE_MOMENTUM
{
for(int i=0; i<rates_total; i++)
m_price[i] = close[i] - open[i];
} }
return true; return true;
} }
//+==================================================================+
//| |
//| CLASS 2: CLaguerreEngine_HA (Heikin Ashi) |
//| |
//+==================================================================+ //+==================================================================+
class CLaguerreEngine_HA : public CLaguerreEngine class CLaguerreEngine_HA : public CLaguerreEngine
{ {
@@ -146,8 +134,6 @@ 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; virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
}; };
//+------------------------------------------------------------------+
//| CLaguerreEngine_HA: Prepares the HA source price. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CLaguerreEngine_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) bool CLaguerreEngine_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
@@ -159,34 +145,40 @@ bool CLaguerreEngine_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total); ArrayResize(m_price, rates_total);
switch(price_type) if(m_source_type == SOURCE_PRICE)
{ {
case PRICE_CLOSE: switch(price_type)
ArrayCopy(m_price, ha_close, 0, 0, rates_total); {
break; case PRICE_OPEN:
case PRICE_OPEN: ArrayCopy(m_price, ha_open, 0, 0, rates_total);
ArrayCopy(m_price, ha_open, 0, 0, rates_total); break;
break; case PRICE_HIGH:
case PRICE_HIGH: ArrayCopy(m_price, ha_high, 0, 0, rates_total);
ArrayCopy(m_price, ha_high, 0, 0, rates_total); break;
break; case PRICE_LOW:
case PRICE_LOW: ArrayCopy(m_price, ha_low, 0, 0, rates_total);
ArrayCopy(m_price, ha_low, 0, 0, rates_total); break;
break; case PRICE_MEDIAN:
case PRICE_MEDIAN: for(int i=0; i<rates_total; i++)
for(int i=0; i<rates_total; i++) m_price[i] = (ha_high[i]+ha_low[i])/2.0;
m_price[i] = (ha_high[i]+ha_low[i])/2.0; break;
break; case PRICE_TYPICAL:
case PRICE_TYPICAL: for(int i=0; i<rates_total; i++)
for(int i=0; i<rates_total; i++) m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0; break;
break; case PRICE_WEIGHTED:
case PRICE_WEIGHTED: for(int i=0; i<rates_total; i++)
for(int i=0; i<rates_total; i++) m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0; break;
break; default:
default: ArrayCopy(m_price, ha_close, 0, 0, rates_total);
return false; break;
}
}
else // SOURCE_MOMENTUM
{
for(int i=0; i<rates_total; i++)
m_price[i] = ha_close[i] - ha_open[i];
} }
return true; return true;
} }