//+------------------------------------------------------------------+ //| Laguerre_RSI_Adaptive_Calculator.mqh | //| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+==================================================================+ class CLaguerreRSIAdaptiveCalculator { protected: //--- Persistent Buffers for Incremental Calculation double m_price[]; //--- Internal State Buffers for Homodyne Discriminator double m_filt_buf[]; double m_I1_buf[], m_Q1_buf[]; double m_I2_buf[], m_Q2_buf[]; double m_Re_buf[], m_Im_buf[]; double m_Period_buf[]; double m_DC_Period_buf[]; //--- Internal State Buffers for Laguerre RSI double m_L0_buf[], m_L1_buf[], m_L2_buf[], m_L3_buf[]; int m_signal_period; ENUM_MA_TYPE m_signal_ma_type; //--- Engine for Signal Line CMovingAverageCalculator *m_signal_ma_engine; //--- Updated: Accepts start_index 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[]); public: CLaguerreRSIAdaptiveCalculator(void); virtual ~CLaguerreRSIAdaptiveCalculator(void); bool Init(int signal_p, ENUM_MA_TYPE signal_ma); //--- Updated: Accepts prev_calculated 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 &lrsi_buffer[], double &signal_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CLaguerreRSIAdaptiveCalculator::CLaguerreRSIAdaptiveCalculator(void) { m_signal_ma_engine = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CLaguerreRSIAdaptiveCalculator::~CLaguerreRSIAdaptiveCalculator(void) { if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) delete m_signal_ma_engine; // Arrays are freed automatically } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CLaguerreRSIAdaptiveCalculator::Init(int signal_p, ENUM_MA_TYPE signal_ma) { m_signal_period = (signal_p < 1) ? 1 : signal_p; m_signal_ma_type = signal_ma; if(!m_signal_ma_engine.Init(m_signal_period, m_signal_ma_type)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CLaguerreRSIAdaptiveCalculator::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 &lrsi_buffer[], double &signal_buffer[]) { if(rates_total < 10) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Internal Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_filt_buf, rates_total); ArrayResize(m_I1_buf, rates_total); ArrayResize(m_Q1_buf, rates_total); ArrayResize(m_I2_buf, rates_total); ArrayResize(m_Q2_buf, rates_total); ArrayResize(m_Re_buf, rates_total); ArrayResize(m_Im_buf, rates_total); ArrayResize(m_Period_buf, rates_total); ArrayResize(m_DC_Period_buf, rates_total); ArrayResize(m_L0_buf, rates_total); ArrayResize(m_L1_buf, rates_total); ArrayResize(m_L2_buf, rates_total); ArrayResize(m_L3_buf, rates_total); } //--- 3. Prepare Price (Optimized) if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- Constants double alpha1 = (cos(0.707 * 2 * M_PI / 48.0) + sin(0.707 * 2 * M_PI / 48.0) - 1.0) / cos(0.707 * 2 * M_PI / 48.0); double beta1 = 1.0 - alpha1 / 2.0; beta1 *= beta1; //--- 4. Main Loop (Incremental) int i = start_index; // Initialization if(i < 7) { for(int k=0; k<7; k++) { if(k >= rates_total) break; m_filt_buf[k] = 0; m_I1_buf[k] = 0; m_Q1_buf[k] = 0; m_I2_buf[k] = 0; m_Q2_buf[k] = 0; m_Re_buf[k] = 0; m_Im_buf[k] = 0; m_Period_buf[k] = 0; m_DC_Period_buf[k] = 0; m_L0_buf[k] = m_price[k]; m_L1_buf[k] = m_price[k]; m_L2_buf[k] = m_price[k]; m_L3_buf[k] = m_price[k]; lrsi_buffer[k] = 50.0; } i = 7; } for(; i < rates_total; i++) { // --- Homodyne Discriminator Logic --- m_filt_buf[i] = beta1 * (m_price[i] - 2 * m_price[i-1] + m_price[i-2]) + (2 * (1 - alpha1 / 2.0)) * m_filt_buf[i-1] - ((1 - alpha1 / 2.0) * (1 - alpha1 / 2.0)) * m_filt_buf[i-2]; m_Q1_buf[i] = (0.0962 * m_filt_buf[i] + 0.5769 * m_filt_buf[i-2] - 0.5769 * m_filt_buf[i-4] - 0.0962 * m_filt_buf[i-6]) * (0.5 + 0.08 * (m_I1_buf[i-1] + 50)); m_I1_buf[i] = m_filt_buf[i-3]; m_I2_buf[i] = m_I1_buf[i] - m_Q1_buf[i-1]; m_Q2_buf[i] = m_Q1_buf[i] + m_I1_buf[i-1]; m_Re_buf[i] = m_I2_buf[i] * m_I2_buf[i-1] + m_Q2_buf[i] * m_Q2_buf[i-1]; m_Im_buf[i] = m_I2_buf[i] * m_Q2_buf[i-1] - m_Q2_buf[i] * m_I2_buf[i-1]; m_Re_buf[i] = 0.2 * m_Re_buf[i] + 0.8 * m_Re_buf[i-1]; m_Im_buf[i] = 0.2 * m_Im_buf[i] + 0.8 * m_Im_buf[i-1]; double Period = 0; if(m_Im_buf[i] != 0.0 && m_Re_buf[i] != 0.0) Period = 2 * M_PI / atan(m_Im_buf[i] / m_Re_buf[i]); if(Period > 1.5 * m_Period_buf[i-1]) Period = 1.5 * m_Period_buf[i-1]; if(Period < 0.67 * m_Period_buf[i-1]) Period = 0.67 * m_Period_buf[i-1]; if(Period < 6) Period = 6; if(Period > 50) Period = 50; m_Period_buf[i] = 0.2 * Period + 0.8 * m_Period_buf[i-1]; m_DC_Period_buf[i] = 0.33 * Period + 0.67 * m_DC_Period_buf[i-1]; double gamma = 0.0; if(m_DC_Period_buf[i] > 0) gamma = 4.0 / m_DC_Period_buf[i]; // --- Laguerre RSI Logic --- double L0_prev = m_L0_buf[i-1]; double L1_prev = m_L1_buf[i-1]; double L2_prev = m_L2_buf[i-1]; double L3_prev = m_L3_buf[i-1]; m_L0_buf[i] = (1.0 - gamma) * m_price[i] + gamma * L0_prev; m_L1_buf[i] = -gamma * m_L0_buf[i] + L0_prev + gamma * L1_prev; m_L2_buf[i] = -gamma * m_L1_buf[i] + L1_prev + gamma * L2_prev; m_L3_buf[i] = -gamma * m_L2_buf[i] + L2_prev + gamma * L3_prev; double cu = 0.0, cd = 0.0; if(m_L0_buf[i] >= m_L1_buf[i]) cu = m_L0_buf[i] - m_L1_buf[i]; else cd = m_L1_buf[i] - m_L0_buf[i]; if(m_L1_buf[i] >= m_L2_buf[i]) cu += m_L1_buf[i] - m_L2_buf[i]; else cd += m_L2_buf[i] - m_L1_buf[i]; if(m_L2_buf[i] >= m_L3_buf[i]) cu += m_L2_buf[i] - m_L3_buf[i]; else cd += m_L3_buf[i] - m_L2_buf[i]; double lrsi_value; if(cu + cd > 0.0) lrsi_value = 100.0 * cu / (cu + cd); else lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0; if(lrsi_value > 100.0) lrsi_value = 100.0; if(lrsi_value < 0.0) lrsi_value = 0.0; lrsi_buffer[i] = lrsi_value; } //--- 5. Calculate Signal Line (Using Optimized Engine) m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, lrsi_buffer, lrsi_buffer, lrsi_buffer, lrsi_buffer, signal_buffer); } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CLaguerreRSIAdaptiveCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { // Optimized copy loop 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]+close[i]+close[i])/4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CLaguerreRSIAdaptiveCalculator_HA | //+==================================================================+ class CLaguerreRSIAdaptiveCalculator_HA : public CLaguerreRSIAdaptiveCalculator { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: 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; }; //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CLaguerreRSIAdaptiveCalculator_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[]) { // Resize internal HA buffers 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); } //--- STRICT CALL: Use the optimized 10-param HA calculation m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); //--- Copy to m_price (Optimized loop) 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; } //+------------------------------------------------------------------+