//+------------------------------------------------------------------+ //| MACD_Laguerre_Histogram_Calculator.mqh | //| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //--- Universal enum for smoothing types enum ENUM_SMOOTHING_METHOD_LAGUERRE { SMOOTH_Laguerre, SMOOTH_SMA, SMOOTH_EMA, SMOOTH_SMMA, SMOOTH_LWMA }; //+==================================================================+ class CMACDLaguerreHistogramCalculator { protected: double m_fast_gamma, m_slow_gamma, m_signal_gamma; int m_signal_period; ENUM_SMOOTHING_METHOD_LAGUERRE m_signal_ma_type; //--- Engines for MACD Line CLaguerreEngine *m_fast_engine; CLaguerreEngine *m_slow_engine; //--- Engines for Signal Line (Optimization) CLaguerreEngine *m_signal_laguerre_engine; CMovingAverageCalculator *m_signal_ma_engine; virtual CLaguerreEngine *CreateEngineInstance(void); public: CMACDLaguerreHistogramCalculator(void); virtual ~CMACDLaguerreHistogramCalculator(void); bool Init(double g1, double g2, double sig_g, int sig_p, ENUM_SMOOTHING_METHOD_LAGUERRE sig_type); //--- 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 &histogram[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CMACDLaguerreHistogramCalculator_HA : public CMACDLaguerreHistogramCalculator { protected: virtual CLaguerreEngine *CreateEngineInstance(void) override; }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CMACDLaguerreHistogramCalculator::CMACDLaguerreHistogramCalculator(void) { m_fast_engine = NULL; m_slow_engine = NULL; m_signal_laguerre_engine = NULL; m_signal_ma_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CMACDLaguerreHistogramCalculator::~CMACDLaguerreHistogramCalculator(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 *CMACDLaguerreHistogramCalculator::CreateEngineInstance(void) { return new CLaguerreEngine(); } CLaguerreEngine *CMACDLaguerreHistogramCalculator_HA::CreateEngineInstance(void) { return new CLaguerreEngine_HA(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDLaguerreHistogramCalculator::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; // Create Main Engines 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; // Create Signal Engine based on type 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 (Optimized) | //+------------------------------------------------------------------+ void CMACDLaguerreHistogramCalculator::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 &histogram[]) { 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 double macd_line[]; ArrayResize(macd_line, rates_total); 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]; //--- 3. Calculate Signal Line double signal_line[]; ArrayResize(signal_line, rates_total); if(m_signal_ma_type == SMOOTH_Laguerre) { // Use Laguerre Engine on the MACD Line m_signal_laguerre_engine.CalculateFilter(rates_total, prev_calculated, PRICE_CLOSE, macd_line, macd_line, macd_line, macd_line, signal_line); } else { // Use MA Engine on the MACD Line m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, macd_line, macd_line, macd_line, macd_line, signal_line); } //--- 4. Calculate Histogram for(int i = start_index; i < rates_total; i++) histogram[i] = macd_line[i] - signal_line[i]; } //+------------------------------------------------------------------+