//+------------------------------------------------------------------+ //| MACD_Laguerre_Calculator.mqh | //| VERSION 3.00: Unified calculator for ALL Laguerre MACD inds.| //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include #include //--- Universal enum for smoothing types enum ENUM_SMOOTHING_METHOD_LAGUERRE { SMOOTH_Laguerre, SMOOTH_SMA, SMOOTH_EMA, SMOOTH_SMMA, SMOOTH_LWMA, SMOOTH_TMA, SMOOTH_DEMA, SMOOTH_TEMA }; //+==================================================================+ //| CLASS 1: CMACDLaguerreCalculator (Base) | //+==================================================================+ class CMACDLaguerreCalculator { protected: double m_fast_gamma, m_slow_gamma, m_signal_gamma; int m_signal_period; ENUM_SMOOTHING_METHOD_LAGUERRE m_signal_ma_type; //--- Engines CLaguerreEngine *m_fast_engine; CLaguerreEngine *m_slow_engine; CLaguerreEngine *m_signal_laguerre_engine; CMovingAverageCalculator *m_signal_ma_engine; //--- Persistent Internal Buffers double m_fast_filter[]; double m_slow_filter[]; double m_macd_internal[]; // Stores MACD Line double m_signal_internal[]; // Stores Signal Line double m_hist_internal[]; // Stores Histogram virtual CLaguerreEngine *CreateEngineInstance(void); public: CMACDLaguerreCalculator(void); virtual ~CMACDLaguerreCalculator(void); bool Init(double g1, double g2, double sig_g, int sig_p, ENUM_SMOOTHING_METHOD_LAGUERRE sig_type); //--- Main Calculation (All outputs) 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 &macd_out[], double &signal_out[], double &hist_out[]); //--- Wrapper for Histogram Only void CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hist_out[]); //--- Wrapper for MACD Line Only void CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_out[]); }; //+------------------------------------------------------------------+ //| CLASS 2: CMACDLaguerreCalculator_HA | //+------------------------------------------------------------------+ class CMACDLaguerreCalculator_HA : public CMACDLaguerreCalculator { protected: virtual CLaguerreEngine *CreateEngineInstance(void) override; }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CMACDLaguerreCalculator::CMACDLaguerreCalculator(void) { m_fast_engine = NULL; m_slow_engine = NULL; m_signal_laguerre_engine = NULL; m_signal_ma_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CMACDLaguerreCalculator::~CMACDLaguerreCalculator(void) { if(CheckPointer(m_fast_engine) != POINTER_INVALID) delete m_fast_engine; if(CheckPointer(m_slow_engine) != POINTER_INVALID) delete m_slow_engine; if(CheckPointer(m_signal_laguerre_engine) != POINTER_INVALID) delete m_signal_laguerre_engine; if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) delete m_signal_ma_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ CLaguerreEngine *CMACDLaguerreCalculator::CreateEngineInstance(void) { return new CLaguerreEngine(); } CLaguerreEngine *CMACDLaguerreCalculator_HA::CreateEngineInstance(void) { return new CLaguerreEngine_HA(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDLaguerreCalculator::Init(double g1, double g2, double sig_g, int sig_p, ENUM_SMOOTHING_METHOD_LAGUERRE sig_type) { m_fast_gamma = MathMin(g1, g2); m_slow_gamma = MathMax(g1, g2); m_signal_gamma = fmax(0.0, fmin(1.0, sig_g)); m_signal_period = (sig_p < 1) ? 1 : sig_p; m_signal_ma_type = sig_type; 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; if(m_signal_ma_type == SMOOTH_Laguerre) { m_signal_laguerre_engine = new CLaguerreEngine(); if(!m_signal_laguerre_engine.Init(m_signal_gamma, SOURCE_PRICE)) return false; } else { m_signal_ma_engine = new CMovingAverageCalculator(); ENUM_MA_TYPE ma_type = (ENUM_MA_TYPE)(m_signal_ma_type - 1); if(!m_signal_ma_engine.Init(m_signal_period, ma_type)) return false; } return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CMACDLaguerreCalculator::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 &macd_out[], double &signal_out[], double &hist_out[]) { if(rates_total < 2) return; // Resize internal buffers if(ArraySize(m_fast_filter) != rates_total) { ArrayResize(m_fast_filter, rates_total); ArrayResize(m_slow_filter, rates_total); ArrayResize(m_macd_internal, rates_total); ArrayResize(m_signal_internal, rates_total); ArrayResize(m_hist_internal, rates_total); } // 1. Calculate Fast and Slow Laguerre m_fast_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, m_fast_filter); m_slow_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, m_slow_filter); // 2. Calculate MACD Line int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i = start_index; i < rates_total; i++) m_macd_internal[i] = m_fast_filter[i] - m_slow_filter[i]; // 3. Calculate Signal Line if(m_signal_ma_type == SMOOTH_Laguerre) { m_signal_laguerre_engine.CalculateFilter(rates_total, prev_calculated, PRICE_CLOSE, m_macd_internal, m_macd_internal, m_macd_internal, m_macd_internal, m_signal_internal); } else { m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_macd_internal, m_signal_internal, 2); } // 4. Calculate Histogram & Output for(int i = start_index; i < rates_total; i++) { m_hist_internal[i] = m_macd_internal[i] - m_signal_internal[i]; // Copy to output buffers if they are valid (not dummy) // Note: We check array size to avoid writing to dummy arrays if they are small (though we resize them in wrappers) if(ArraySize(macd_out) == rates_total) macd_out[i] = m_macd_internal[i]; if(ArraySize(signal_out) == rates_total) signal_out[i] = m_signal_internal[i]; if(ArraySize(hist_out) == rates_total) hist_out[i] = m_hist_internal[i]; } } //+------------------------------------------------------------------+ //| Calculate Histogram Only | //+------------------------------------------------------------------+ void CMACDLaguerreCalculator::CalculateHistogramOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hist_out[]) { double dummy_macd[], dummy_signal[]; // No need to resize dummies, the Main Calculate checks size before writing Calculate(rates_total, prev_calculated, open, high, low, close, price_type, dummy_macd, dummy_signal, hist_out); } //+------------------------------------------------------------------+ //| Calculate MACD Line Only | //+------------------------------------------------------------------+ void CMACDLaguerreCalculator::CalculateMACDLineOnly(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_out[]) { double dummy_signal[], dummy_hist[]; Calculate(rates_total, prev_calculated, open, high, low, close, price_type, macd_out, dummy_signal, dummy_hist); } //+------------------------------------------------------------------+