//+------------------------------------------------------------------+ //| Laguerre_RSI_Calculator.mqh | //| VERSION 1.10: Added optional signal line. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include // For ENUM_MA_TYPE //+==================================================================+ class CLaguerreRSICalculator { protected: CLaguerreEngine *m_engine; int m_signal_period; ENUM_MA_TYPE m_signal_ma_type; void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos); public: CLaguerreRSICalculator(void) { m_engine = new CLaguerreEngine(); }; virtual ~CLaguerreRSICalculator(void) { if(CheckPointer(m_engine) != POINTER_INVALID) delete m_engine; }; bool Init(double gamma, int signal_p, ENUM_MA_TYPE signal_ma); 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[], double &signal_buffer[]); }; //+------------------------------------------------------------------+ bool CLaguerreRSICalculator::Init(double gamma, int signal_p, ENUM_MA_TYPE signal_ma) { m_signal_period = (signal_p < 1) ? 1 : signal_p; m_signal_ma_type = signal_ma; return m_engine.Init(gamma, SOURCE_PRICE); } //+------------------------------------------------------------------+ 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[], double &signal_buffer[]) { if(rates_total < 2) return; double L0[], L1[], L2[], L3[], dummy_filt[]; m_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0, L1, L2, L3, dummy_filt); for(int i = 1; i < rates_total; i++) { double cu = 0.0, cd = 0.0; if(L0[i] >= L1[i]) cu = L0[i] - L1[i]; else cd = L1[i] - L0[i]; if(L1[i] >= L2[i]) cu += L1[i] - L2[i]; else cd += L2[i] - L1[i]; if(L2[i] >= L3[i]) cu += L2[i] - L3[i]; else cd += L3[i] - L2[i]; 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; if(lrsi_value > 100.0) lrsi_value = 100.0; if(lrsi_value < 0.0) lrsi_value = 0.0; lrsi_buffer[i] = lrsi_value; } //--- Step 2: Calculate Signal Line on the LRSI buffer --- int signal_start = m_signal_period + 1; // LRSI starts at index 1, so we need more bars CalculateMA(lrsi_buffer, signal_buffer, m_signal_period, m_signal_ma_type, signal_start); } //+------------------------------------------------------------------+ void CLaguerreRSICalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos) { for(int i = start_pos; i < ArraySize(source_array); i++) { switch(method) { case EMA: case SMMA: if(i == start_pos) { double sum=0; int count=0; for(int j=0; j 0) dest_array[i]=sum/count; } else { if(method==EMA) { double pr=2.0/(period+1.0); dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); } else dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; } break; case LWMA: { double sum=0, w_sum=0; for(int j=0; j0) dest_array[i]=sum/w_sum; } break; default: // SMA { double sum=0; int count=0; for(int j=0; j 0) dest_array[i]=sum/count; } break; } } } //+==================================================================+ class CLaguerreRSICalculator_HA : public CLaguerreRSICalculator { public: CLaguerreRSICalculator_HA(void) { if(CheckPointer(m_engine) != POINTER_INVALID) delete m_engine; m_engine = new CLaguerreEngine_HA(); }; }; //+------------------------------------------------------------------+ //+------------------------------------------------------------------+