//+------------------------------------------------------------------+ //| StochasticSlow_on_Laguerre_Adaptive_RSI_Calculator.mqh | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.00" // Adaptive Stochastic on Adaptive Laguerre RSI engine #property description "Stateful calculator implementing Stochastic Slow applied directly on Adaptive Laguerre RSI." #ifndef STOCHASTIC_SLOW_ON_LAGUERRE_ADAPTIVE_RSI_CALCULATOR_MQH #define STOCHASTIC_SLOW_ON_LAGUERRE_ADAPTIVE_RSI_CALCULATOR_MQH #include #include //+==================================================================+ //| CLASS 1: CStochasticSlowOnLaguerreAdaptiveRSICalculator | //+==================================================================+ class CStochasticSlowOnLaguerreAdaptiveRSICalculator { protected: int m_k_period; bool m_is_ha; //--- Composition CLaguerreAdaptiveRSICalculator *m_adaptive_rsi_calc; // Embedded Adaptive RSI Engine CMovingAverageCalculator *m_slowing_engine; // For Slow %K CMovingAverageCalculator *m_signal_engine; // For Signal %D //--- Internal Buffers double m_rsi_buffer[]; // Stores computed Adaptive Laguerre RSI double m_dummy_signal[]; // Required by the underlying RSI engine double m_raw_k[]; // Stores Fast %K //--- Helpers double Highest(const double &array[], int period, int current_pos); double Lowest(const double &array[], int period, int current_pos); public: CStochasticSlowOnLaguerreAdaptiveRSICalculator(void); virtual ~CStochasticSlowOnLaguerreAdaptiveRSICalculator(void); bool Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max, int k_period, int slowing_period, ENUM_MA_TYPE slowing_method, int d_period, ENUM_MA_TYPE d_method, bool is_ha); //--- Standard Calculate (Without volume data) 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 &slow_k_buffer[], double &signal_d_buffer[]); //--- Overloaded Calculate (With Volume for VWMA support) 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[], const long &volume[], double &slow_k_buffer[], double &signal_d_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CStochasticSlowOnLaguerreAdaptiveRSICalculator::CStochasticSlowOnLaguerreAdaptiveRSICalculator(void) : m_adaptive_rsi_calc(NULL), m_slowing_engine(NULL), m_signal_engine(NULL), m_is_ha(false) { m_slowing_engine = new CMovingAverageCalculator(); m_signal_engine = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CStochasticSlowOnLaguerreAdaptiveRSICalculator::~CStochasticSlowOnLaguerreAdaptiveRSICalculator(void) { if(CheckPointer(m_adaptive_rsi_calc) != POINTER_INVALID) delete m_adaptive_rsi_calc; if(CheckPointer(m_slowing_engine) != POINTER_INVALID) delete m_slowing_engine; if(CheckPointer(m_signal_engine) != POINTER_INVALID) delete m_signal_engine; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CStochasticSlowOnLaguerreAdaptiveRSICalculator::Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max, int k_period, int slowing_period, ENUM_MA_TYPE slowing_method, int d_period, ENUM_MA_TYPE d_method, bool is_ha) { m_k_period = (k_period < 1) ? 1 : k_period; m_is_ha = is_ha; if(CheckPointer(m_adaptive_rsi_calc) != POINTER_INVALID) { delete m_adaptive_rsi_calc; m_adaptive_rsi_calc = NULL; } // Dynamic Polymorphic instantiation of the underlying Adaptive RSI Engine if(m_is_ha) m_adaptive_rsi_calc = new CLaguerreAdaptiveRSICalculator_HA(); else m_adaptive_rsi_calc = new CLaguerreAdaptiveRSICalculator(); // Initialize Adaptive RSI with dummy MA settings internally (we will overwrite signal line on Stochastic level) if(CheckPointer(m_adaptive_rsi_calc) == POINTER_INVALID || !m_adaptive_rsi_calc.Init(method, adaptive_period, gamma_min, gamma_max, 3, EMA, m_is_ha)) return false; if(!m_slowing_engine.Init(slowing_period, slowing_method)) return false; if(!m_signal_engine.Init(d_period, d_method)) return false; return true; } //+------------------------------------------------------------------+ //| Calculate (Standard - No Volume) | //+------------------------------------------------------------------+ void CStochasticSlowOnLaguerreAdaptiveRSICalculator::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 &slow_k_buffer[], double &signal_d_buffer[]) { int required_bars = m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod() + 10; if(rates_total < required_bars) return; //--- Resize state buffers and enforce chronological safety if(ArraySize(m_rsi_buffer) != rates_total) { ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_dummy_signal, rates_total); ArrayResize(m_raw_k, rates_total); ArraySetAsSeries(m_rsi_buffer, false); ArraySetAsSeries(m_dummy_signal, false); ArraySetAsSeries(m_raw_k, false); } //--- 1. Calculate underlying Adaptive Laguerre RSI using composition m_adaptive_rsi_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer, m_dummy_signal); int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int k_start = MathMax(m_k_period, start_index); if(k_start == m_k_period) { for(int i = 0; i < m_k_period; i++) m_raw_k[i] = 50.0; } //--- 2. Calculate Stochastic Raw %K over Adaptive RSI values for(int i = k_start; i < rates_total; i++) { double highest_rsi = Highest(m_rsi_buffer, m_k_period, i); double lowest_rsi = Lowest(m_rsi_buffer, m_k_period, i); double range = highest_rsi - lowest_rsi; if(range > 0.00001) m_raw_k[i] = (m_rsi_buffer[i] - lowest_rsi) / range * 100.0; else m_raw_k[i] = (i > 0) ? m_raw_k[i - 1] : 50.0; } //--- 3. Calculate Slow %K (Slowing of Raw %K) m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, slow_k_buffer, m_k_period); //--- 4. Calculate %D (Smoothing of Slow %K) int d_offset = m_k_period + m_slowing_engine.GetPeriod(); m_signal_engine.CalculateOnArray(rates_total, prev_calculated, slow_k_buffer, signal_d_buffer, d_offset); } //+------------------------------------------------------------------+ //| Calculate (Overloaded - With Volume for VWMA support) | //+------------------------------------------------------------------+ void CStochasticSlowOnLaguerreAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &slow_k_buffer[], double &signal_d_buffer[]) { int required_bars = m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod() + 10; if(rates_total < required_bars) return; //--- Convert volume locally for VWMA double d_vol[]; ArrayResize(d_vol, rates_total); ArraySetAsSeries(d_vol, false); int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i = start_sync; i < rates_total; i++) d_vol[i] = (double)volume[i]; //--- Run Standard calculation to obtain internal Raw %K on Adaptive RSI Calculate(rates_total, prev_calculated, price_type, open, high, low, close, slow_k_buffer, signal_d_buffer); //--- Overwrite Slow %K & Signal %D with Volume-weighted averages m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, d_vol, slow_k_buffer, m_k_period); int d_offset = m_k_period + m_slowing_engine.GetPeriod(); m_signal_engine.CalculateOnArray(rates_total, prev_calculated, slow_k_buffer, d_vol, signal_d_buffer, d_offset); } //+------------------------------------------------------------------+ //| Highest Helper | //+------------------------------------------------------------------+ double CStochasticSlowOnLaguerreAdaptiveRSICalculator::Highest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { if(current_pos - i < 0) break; if(res < array[current_pos - i]) res = array[current_pos - i]; } return res; } //+------------------------------------------------------------------+ //| Lowest Helper | //+------------------------------------------------------------------+ double CStochasticSlowOnLaguerreAdaptiveRSICalculator::Lowest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { if(current_pos - i < 0) break; if(res > array[current_pos - i]) res = array[current_pos - i]; } return res; } //+==================================================================+ //| CLASS 2: CStochasticSlowOnLaguerreAdaptiveRSICalculator_HA | //+==================================================================+ class CStochasticSlowOnLaguerreAdaptiveRSICalculator_HA : public CStochasticSlowOnLaguerreAdaptiveRSICalculator { public: CStochasticSlowOnLaguerreAdaptiveRSICalculator_HA(void) { m_is_ha = true; }; }; #endif // STOCHASTIC_SLOW_ON_LAGUERRE_ADAPTIVE_RSI_CALCULATOR_MQH //+------------------------------------------------------------------+