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