//+------------------------------------------------------------------+ //| MACD_Laguerre_Line_Calculator.mqh | //| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CMACDLaguerreLineCalculator { protected: double m_fast_gamma, m_slow_gamma; CLaguerreEngine *m_fast_engine; CLaguerreEngine *m_slow_engine; virtual CLaguerreEngine *CreateEngineInstance(void); public: CMACDLaguerreLineCalculator(void); virtual ~CMACDLaguerreLineCalculator(void); bool Init(double gamma1, double gamma2); //--- Updated: Accepts prev_calculated 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_line[]); }; //--- Derived class for Heikin Ashi version --- class CMACDLaguerreLineCalculator_HA : public CMACDLaguerreLineCalculator { protected: virtual CLaguerreEngine *CreateEngineInstance(void) override; }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CMACDLaguerreLineCalculator::CMACDLaguerreLineCalculator(void) { m_fast_engine = NULL; m_slow_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CMACDLaguerreLineCalculator::~CMACDLaguerreLineCalculator(void) { if(CheckPointer(m_fast_engine) != POINTER_INVALID) delete m_fast_engine; if(CheckPointer(m_slow_engine) != POINTER_INVALID) delete m_slow_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ CLaguerreEngine *CMACDLaguerreLineCalculator::CreateEngineInstance(void) { return new CLaguerreEngine(); } CLaguerreEngine *CMACDLaguerreLineCalculator_HA::CreateEngineInstance(void) { return new CLaguerreEngine_HA(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDLaguerreLineCalculator::Init(double gamma1, double gamma2) { //--- Automatically determine which gamma is fast (smaller) and slow (larger) m_fast_gamma = MathMin(gamma1, gamma2); m_slow_gamma = MathMax(gamma1, gamma2); 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; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CMACDLaguerreLineCalculator::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_line[]) { if(rates_total < 2) return; //--- 1. Calculate Fast and Slow Laguerre Filters (Incremental) double fast_filter[], slow_filter[]; // Note: The engine resizes them. m_fast_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, fast_filter); m_slow_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, slow_filter); //--- 2. Calculate MACD Line (Incremental Loop) int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i = start_index; i < rates_total; i++) macd_line[i] = fast_filter[i] - slow_filter[i]; } //+------------------------------------------------------------------+