//+------------------------------------------------------------------+ //| Laguerre_Bands_Calculator.mqh | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.10" // Upgraded with strict internal chronological sorting safeguards #ifndef LAGUERRE_BANDS_CALCULATOR_MQH #define LAGUERRE_BANDS_CALCULATOR_MQH #include //+==================================================================+ //| CLASS 1: CLaguerreBandsCalculator (Base) | //+==================================================================+ class CLaguerreBandsCalculator { protected: int m_period; double m_deviation; //--- Composition CLaguerreEngine *m_laguerre_engine; //--- Persistent Buffers double m_price[]; // Need local copy for StdDev calculation //--- Virtual Price Preparation virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); virtual void CreateEngine(void); public: CLaguerreBandsCalculator(void); virtual ~CLaguerreBandsCalculator(void); bool Init(double gamma, int period, double deviation); void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CLaguerreBandsCalculator::CLaguerreBandsCalculator(void) { m_laguerre_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CLaguerreBandsCalculator::~CLaguerreBandsCalculator(void) { if(CheckPointer(m_laguerre_engine) != POINTER_INVALID) delete m_laguerre_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CLaguerreBandsCalculator::CreateEngine(void) { m_laguerre_engine = new CLaguerreEngine(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CLaguerreBandsCalculator::Init(double gamma, int period, double deviation) { m_period = (period < 2) ? 2 : period; m_deviation = deviation; CreateEngine(); // Creates Laguerre Engine if(CheckPointer(m_laguerre_engine) == POINTER_INVALID || !m_laguerre_engine.Init(gamma, SOURCE_PRICE)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CLaguerreBandsCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]) { if(rates_total < m_period) return; if(CheckPointer(m_laguerre_engine) == POINTER_INVALID) return; //--- 1. Determine Start Index int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; //--- 2. Resize Internal Buffer and force strict chronological indexing if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArraySetAsSeries(m_price, false); // Fixed: strict chronological safety on internal buffers } //--- 3. Prepare Price (For StdDev calculation) if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 4. Calculate Middle Line (Laguerre) m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer); //--- 5. Calculate Bands (StdDev from Laguerre) int loop_start = MathMax(m_period, start_index); for(int i = loop_start; i < rates_total; i++) { double sum_sq = 0; // Calculate Standard Deviation relative to the Laguerre Middle Line for(int j = 0; j < m_period; j++) { double diff = m_price[i-j] - middle_buffer[i]; sum_sq += diff * diff; } double std_dev = sqrt(sum_sq / m_period); upper_buffer[i] = middle_buffer[i] + (std_dev * m_deviation); lower_buffer[i] = middle_buffer[i] - (std_dev * m_deviation); } } //+------------------------------------------------------------------+ //| Prepare Price (Standard) | //+------------------------------------------------------------------+ bool CLaguerreBandsCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = close[i]; break; case PRICE_OPEN: m_price[i] = open[i]; break; case PRICE_HIGH: m_price[i] = high[i]; break; case PRICE_LOW: m_price[i] = low[i]; break; case PRICE_MEDIAN: m_price[i] = (high[i] + low[i]) / 2.0; break; case PRICE_TYPICAL: m_price[i] = (high[i] + low[i] + close[i]) / 3.0; break; case PRICE_WEIGHTED: m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CLaguerreBandsCalculator_HA | //+==================================================================+ class CLaguerreBandsCalculator_HA : public CLaguerreBandsCalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual void CreateEngine(void) override; virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Factory Override | //+------------------------------------------------------------------+ void CLaguerreBandsCalculator_HA::CreateEngine(void) { m_laguerre_engine = new CLaguerreEngine_HA(); } //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi) | //+------------------------------------------------------------------+ bool CLaguerreBandsCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); ArraySetAsSeries(m_ha_open, false); ArraySetAsSeries(m_ha_high, false); ArraySetAsSeries(m_ha_low, false); ArraySetAsSeries(m_ha_close, false); } m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = m_ha_close[i]; break; case PRICE_OPEN: m_price[i] = m_ha_open[i]; break; case PRICE_HIGH: m_price[i] = m_ha_high[i]; break; case PRICE_LOW: m_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0; break; case PRICE_TYPICAL: m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0; break; case PRICE_WEIGHTED: m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0; break; default: m_price[i] = m_ha_close[i]; break; } } return true; } #endif // LAGUERRE_BANDS_CALCULATOR_MQH //+------------------------------------------------------------------+