//+------------------------------------------------------------------+ //| Laguerre_Engine.mqh | //| Core calculation engine for the Laguerre filter series. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CLaguerreEngine (Base Class) | //| | //+==================================================================+ class CLaguerreEngine { 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: CLaguerreEngine(void) {}; virtual ~CLaguerreEngine(void) {}; bool Init(double gamma); void CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[], double &filt_buffer[]); // --- NEW: Public getter to safely access the prepared price data --- void GetPriceBuffer(double &dest_array[]); }; //+------------------------------------------------------------------+ //| CLaguerreEngine: Public getter for the internal price buffer. | //+------------------------------------------------------------------+ void CLaguerreEngine::GetPriceBuffer(double &dest_array[]) { int size = ArraySize(m_price); ArrayResize(dest_array, size); ArrayCopy(dest_array, m_price, 0, 0, size); } //+------------------------------------------------------------------+ //| CLaguerreEngine: Initialization | //+------------------------------------------------------------------+ bool CLaguerreEngine::Init(double gamma) { m_gamma = fmax(0.0, fmin(1.0, gamma)); // Ensure gamma is between 0 and 1 return true; } //+------------------------------------------------------------------+ //| CLaguerreEngine: Core Filter Calculation | //+------------------------------------------------------------------+ void CLaguerreEngine::CalculateFilter(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &L0_buffer[], double &L1_buffer[], double &L2_buffer[], double &L3_buffer[], double &filt_buffer[]) { if(rates_total < 2) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; ArrayResize(L0_buffer, rates_total); ArrayResize(L1_buffer, rates_total); ArrayResize(L2_buffer, rates_total); ArrayResize(L3_buffer, rates_total); ArrayResize(filt_buffer, rates_total); // --- Initialize filter components for the first bar --- double L0_prev = m_price[0], L1_prev = m_price[0], L2_prev = m_price[0], L3_prev = m_price[0]; L0_buffer[0] = m_price[0]; L1_buffer[0] = m_price[0]; L2_buffer[0] = m_price[0]; L3_buffer[0] = m_price[0]; filt_buffer[0] = m_price[0]; // --- Full recalculation loop for stability --- for(int i = 1; i < rates_total; i++) { // --- Recursive Laguerre Filter Calculation --- L0_buffer[i] = (1.0 - m_gamma) * m_price[i] + m_gamma * L0_prev; L1_buffer[i] = -m_gamma * L0_buffer[i] + L0_prev + m_gamma * L1_prev; L2_buffer[i] = -m_gamma * L1_buffer[i] + L1_prev + m_gamma * L2_prev; L3_buffer[i] = -m_gamma * L2_buffer[i] + L2_prev + m_gamma * L3_prev; // --- NEW: Calculate the final weighted filter output --- filt_buffer[i] = (L0_buffer[i] + 2.0 * L1_buffer[i] + 2.0 * L2_buffer[i] + L3_buffer[i]) / 6.0; // --- Update previous values for the next iteration --- L0_prev = L0_buffer[i]; L1_prev = L1_buffer[i]; L2_prev = L2_buffer[i]; L3_prev = L3_buffer[i]; } } //+------------------------------------------------------------------+ //| CLaguerreEngine: Prepares the standard source price. | //+------------------------------------------------------------------+ bool CLaguerreEngine::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