//+------------------------------------------------------------------+ //| Laguerre_RSI_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi Laguerre RSI. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CLaguerreRSICalculator (Base Class) | //| | //+==================================================================+ class CLaguerreRSICalculator { protected: double m_gamma; double m_price[]; virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CLaguerreRSICalculator(void) {}; virtual ~CLaguerreRSICalculator(void) {}; bool Init(double gamma); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[]); }; //+------------------------------------------------------------------+ //| CLaguerreRSICalculator: Initialization | //+------------------------------------------------------------------+ bool CLaguerreRSICalculator::Init(double gamma) { m_gamma = fmax(0.0, fmin(1.0, gamma)); // Ensure gamma is between 0 and 1 return true; } //+------------------------------------------------------------------+ //| CLaguerreRSICalculator: Main Calculation Method (Shared Logic) | //+------------------------------------------------------------------+ void CLaguerreRSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[]) { if(rates_total < 2) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; // --- Initialize filter components for the first bar --- double L0 = m_price[0], L1 = m_price[0], L2 = m_price[0], L3 = m_price[0]; double L0_prev = m_price[0], L1_prev = m_price[0], L2_prev = m_price[0], L3_prev = m_price[0]; // --- Full recalculation loop for stability --- for(int i = 1; i < rates_total; i++) { // --- Recursive Laguerre Filter Calculation --- L0 = (1.0 - m_gamma) * m_price[i] + m_gamma * L0_prev; L1 = -m_gamma * L0 + L0_prev + m_gamma * L1_prev; L2 = -m_gamma * L1 + L1_prev + m_gamma * L2_prev; L3 = -m_gamma * L2 + L2_prev + m_gamma * L3_prev; // --- RSI-like calculation based on filter components --- double cu = 0.0; // Count Up double cd = 0.0; // Count Down if(L0 >= L1) cu = L0 - L1; else cd = L1 - L0; if(L1 >= L2) cu += L1 - L2; else cd += L2 - L1; if(L2 >= L3) cu += L2 - L3; else cd += L3 - L2; double lrsi_value; if(cu + cd > 0.0) lrsi_value = 100.0 * cu / (cu + cd); else lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0; // Fallback to previous value or 50 // --- NEW: Clamp the value to the [0, 100] range --- if(lrsi_value > 100.0) lrsi_value = 100.0; if(lrsi_value < 0.0) lrsi_value = 0.0; lrsi_buffer[i] = lrsi_value; // --- Update previous values for the next iteration --- L0_prev = L0; L1_prev = L1; L2_prev = L2; L3_prev = L3; } } //+------------------------------------------------------------------+ //| CLaguerreRSICalculator: Prepares the standard source price. | //+------------------------------------------------------------------+ bool CLaguerreRSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_price, rates_total); switch(price_type) { case PRICE_CLOSE: ArrayCopy(m_price, close, 0, 0, rates_total); break; case PRICE_OPEN: ArrayCopy(m_price, open, 0, 0, rates_total); break; case PRICE_HIGH: ArrayCopy(m_price, high, 0, 0, rates_total); break; case PRICE_LOW: ArrayCopy(m_price, low, 0, 0, rates_total); break; case PRICE_MEDIAN: for(int i=0; i