//+------------------------------------------------------------------+ //| Laguerre_Channel_Calculator.mqh | //| Laguerre Filter Middle Line + ATR Bands (Keltner Concept). | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CLaguerreChannelCalculator (Base) | //+==================================================================+ class CLaguerreChannelCalculator { protected: double m_multiplier; //--- Composition CLaguerreEngine *m_laguerre_engine; CATRCalculator *m_atr_calc; //--- Internal Buffer double m_atr_buffer[]; virtual void CreateCalculators(void); public: CLaguerreChannelCalculator(void); virtual ~CLaguerreChannelCalculator(void); bool Init(double gamma, int atr_p, double mult, ENUM_ATR_SOURCE atr_src); 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 | //+------------------------------------------------------------------+ CLaguerreChannelCalculator::CLaguerreChannelCalculator(void) { m_laguerre_engine = NULL; m_atr_calc = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CLaguerreChannelCalculator::~CLaguerreChannelCalculator(void) { if(CheckPointer(m_laguerre_engine) != POINTER_INVALID) delete m_laguerre_engine; if(CheckPointer(m_atr_calc) != POINTER_INVALID) delete m_atr_calc; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CLaguerreChannelCalculator::CreateCalculators(void) { m_laguerre_engine = new CLaguerreEngine(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CLaguerreChannelCalculator::Init(double gamma, int atr_p, double mult, ENUM_ATR_SOURCE atr_src) { m_multiplier = (mult <= 0) ? 2.0 : mult; CreateCalculators(); // Creates Laguerre Engine // Create ATR Calculator if(atr_src == ATR_SOURCE_HEIKIN_ASHI) m_atr_calc = new CATRCalculator_HA(); else m_atr_calc = new CATRCalculator(); if(CheckPointer(m_laguerre_engine) == POINTER_INVALID || !m_laguerre_engine.Init(gamma, SOURCE_PRICE)) return false; if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(atr_p, ATR_POINTS)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CLaguerreChannelCalculator::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 < 2) return; //--- Resize Internal Buffer if(ArraySize(m_atr_buffer) != rates_total) ArrayResize(m_atr_buffer, rates_total); //--- 1. Calculate Middle Line (Laguerre) m_laguerre_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer); //--- 2. Calculate ATR m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer); //--- 3. Calculate Bands int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int atr_period = m_atr_calc.GetPeriod(); int loop_start = MathMax(atr_period, start_index); for(int i = loop_start; i < rates_total; i++) { if(middle_buffer[i] != 0.0 && middle_buffer[i] != EMPTY_VALUE && m_atr_buffer[i] != 0.0 && m_atr_buffer[i] != EMPTY_VALUE) { upper_buffer[i] = middle_buffer[i] + (m_atr_buffer[i] * m_multiplier); lower_buffer[i] = middle_buffer[i] - (m_atr_buffer[i] * m_multiplier); } else { upper_buffer[i] = EMPTY_VALUE; lower_buffer[i] = EMPTY_VALUE; } } } //+==================================================================+ //| CLASS 2: CLaguerreChannelCalculator_HA | //+==================================================================+ class CLaguerreChannelCalculator_HA : public CLaguerreChannelCalculator { protected: virtual void CreateCalculators(void) override; }; //+------------------------------------------------------------------+ void CLaguerreChannelCalculator_HA::CreateCalculators(void) { m_laguerre_engine = new CLaguerreEngine_HA(); } //+------------------------------------------------------------------+