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refactor: Overloaded Calculate to support VWMA

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This commit is contained in:
Toh4iem9
2026-06-25 15:53:18 +02:00
parent 533cf5828c
commit fbd108ce5e
1 changed files with 66 additions and 11 deletions
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Include/MyIncludes/Laguerre_Stoch_Slow_Calculator.mqh
+66 -11
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@@ -1,9 +1,14 @@
//+------------------------------------------------------------------+
//| Laguerre_Stoch_Slow_Calculator.mqh |
//| Laguerre Stochastic Slow: Smoothed version of Fast Stoch. |
//| VERSION 1.20: Overloaded Calculate to support VWMA. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.20"
#ifndef LAGUERRE_STOCH_SLOW_CALCULATOR_MQH
#define LAGUERRE_STOCH_SLOW_CALCULATOR_MQH
#include <MyIncludes\Laguerre_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
@@ -30,8 +35,14 @@ public:
bool Init(double gamma, int slowing_period, ENUM_MA_TYPE slowing_method, int signal_period, ENUM_MA_TYPE signal_method);
//--- Standard Calculate (Without volume)
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &slow_k_buffer[], double &signal_d_buffer[]);
//--- Overloaded Calculate (With volume to support VWMA Slowing/Signal)
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
const long &volume[],
double &slow_k_buffer[], double &signal_d_buffer[]);
};
//+------------------------------------------------------------------+
@@ -79,7 +90,7 @@ bool CLaguerreStochSlowCalculator::Init(double gamma, int slowing_period, ENUM_M
}
//+------------------------------------------------------------------+
//| Main Calculation |
//| Calculate (Standard - No Volume) |
//+------------------------------------------------------------------+
void CLaguerreStochSlowCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &slow_k_buffer[], double &signal_d_buffer[])
@@ -104,33 +115,77 @@ void CLaguerreStochSlowCalculator::Calculate(int rates_total, int prev_calculate
for(int i = start_index; i < rates_total; i++)
{
// Find Highest High and Lowest Low among L0..L3
double hh = MathMax(MathMax(L0[i], L1[i]), MathMax(L2[i], L3[i]));
double ll = MathMin(MathMin(L0[i], L1[i]), MathMin(L2[i], L3[i]));
double diff = hh - ll;
if(diff > 0)
{
// Standard formula: (Current - Low) / (High - Low)
m_raw_k[i] = ((L0[i] - ll) / diff) * 100.0;
}
else
{
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
}
}
//--- 4. Calculate Slow %K (Smoothing Raw %K)
// This is the main line of the indicator
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, slow_k_buffer);
//--- 5. Calculate Signal %D (Smoothing Slow %K)
// The offset is the slowing period, as valid data starts after that
int signal_offset = m_slowing_engine.GetPeriod();
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, slow_k_buffer, signal_d_buffer, signal_offset);
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Volume for VWMA) |
//+------------------------------------------------------------------+
void CLaguerreStochSlowCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
const long &volume[],
double &slow_k_buffer[], double &signal_d_buffer[])
{
if(rates_total < 2)
return;
//--- Resize Internal Buffer
if(ArraySize(m_raw_k) != rates_total)
ArrayResize(m_raw_k, rates_total);
//--- 1. Calculate Laguerre Components
double dummy_filt[];
m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, dummy_filt);
//--- 2. Retrieve L0..L3 buffers
double L0[], L1[], L2[], L3[];
m_laguerre_engine.GetLBuffers(L0, L1, L2, L3);
//--- 3. Calculate Raw %K (Incremental Loop)
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
{
double hh = MathMax(MathMax(L0[i], L1[i]), MathMax(L2[i], L3[i]));
double ll = MathMin(MathMin(L0[i], L1[i]), MathMin(L2[i], L3[i]));
double diff = hh - ll;
if(diff > 0)
m_raw_k[i] = ((L0[i] - ll) / diff) * 100.0;
else
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
}
//--- 4. Convert long volume to double to support VWMA Slowing & Signal
double vol_double[];
ArrayResize(vol_double, rates_total);
for(int j = start_index; j < rates_total; j++)
vol_double[j] = (double)volume[j];
//--- 5. Calculate Slow %K (Smoothing Raw %K)
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, vol_double, slow_k_buffer);
//--- 6. Calculate Signal %D (Smoothing Slow %K)
int signal_offset = m_slowing_engine.GetPeriod();
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, slow_k_buffer, vol_double, signal_d_buffer, signal_offset);
}
//+==================================================================+
//| CLASS 2: CLaguerreStochSlowCalculator_HA |
//+==================================================================+
@@ -140,11 +195,11 @@ protected:
virtual void CreateEngines(void) override;
};
//+------------------------------------------------------------------+
//| Factory Override |
//+------------------------------------------------------------------+
void CLaguerreStochSlowCalculator_HA::CreateEngines(void)
{
m_laguerre_engine = new CLaguerreEngine_HA();
}
//+------------------------------------------------------------------+
#endif // LAGUERRE_STOCH_SLOW_CALCULATOR_MQH
//+------------------------------------------------------------------+