diff --git a/Include/MyIncludes/MACD_Laguerre_Line_Calculator.mqh b/Include/MyIncludes/MACD_Laguerre_Line_Calculator.mqh new file mode 100644 index 0000000..197f877 --- /dev/null +++ b/Include/MyIncludes/MACD_Laguerre_Line_Calculator.mqh @@ -0,0 +1,101 @@ +//+------------------------------------------------------------------+ +//| MACD_Laguerre_Line_Calculator.mqh | +//| VERSION 1.10: Corrected Gamma logic (smaller = faster). | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +class CMACDLaguerreLineCalculator + { +protected: + double m_fast_gamma, m_slow_gamma; + CLaguerreEngine *m_fast_engine; + CLaguerreEngine *m_slow_engine; + + virtual CLaguerreEngine *CreateEngineInstance(void); + +public: + CMACDLaguerreLineCalculator(void); + virtual ~CMACDLaguerreLineCalculator(void); + + bool Init(double gamma1, double gamma2); // Changed signature + void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + double &macd_line[]); + }; + +//--- Derived class for Heikin Ashi version --- +class CMACDLaguerreLineCalculator_HA : public CMACDLaguerreLineCalculator + { +protected: + virtual CLaguerreEngine *CreateEngineInstance(void) override; + }; + +//+==================================================================+ +//| METHOD IMPLEMENTATIONS | +//+==================================================================+ + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CMACDLaguerreLineCalculator::CMACDLaguerreLineCalculator(void) + { + m_fast_engine = NULL; + m_slow_engine = NULL; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CMACDLaguerreLineCalculator::~CMACDLaguerreLineCalculator(void) + { + if(CheckPointer(m_fast_engine) != POINTER_INVALID) + delete m_fast_engine; + if(CheckPointer(m_slow_engine) != POINTER_INVALID) + delete m_slow_engine; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +CLaguerreEngine *CMACDLaguerreLineCalculator::CreateEngineInstance(void) { return new CLaguerreEngine(); } +CLaguerreEngine *CMACDLaguerreLineCalculator_HA::CreateEngineInstance(void) { return new CLaguerreEngine_HA(); } + +//--- CORRECTED and more ROBUST Init method --- +bool CMACDLaguerreLineCalculator::Init(double gamma1, double gamma2) + { +//--- Automatically determine which gamma is fast (smaller) and slow (larger) --- + m_fast_gamma = MathMin(gamma1, gamma2); + m_slow_gamma = MathMax(gamma1, gamma2); + + m_fast_engine = CreateEngineInstance(); + m_slow_engine = CreateEngineInstance(); + + if(CheckPointer(m_fast_engine) == POINTER_INVALID || !m_fast_engine.Init(m_fast_gamma, SOURCE_PRICE) || + CheckPointer(m_slow_engine) == POINTER_INVALID || !m_slow_engine.Init(m_slow_gamma, SOURCE_PRICE)) + return false; + + return true; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CMACDLaguerreLineCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, + double &macd_line[]) + { + if(rates_total < 2) + return; + + double fast_filter[], slow_filter[]; + double L0_dummy[], L1_dummy[], L2_dummy[], L3_dummy[]; + + m_fast_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, fast_filter); + m_slow_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, slow_filter); + + for(int i = 0; i < rates_total; i++) + macd_line[i] = fast_filter[i] - slow_filter[i]; + } +//+------------------------------------------------------------------+