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137 lines
5.5 KiB
Plaintext
137 lines
5.5 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Laguerre_Acceleration_Calculator.mqh |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00" // Performance optimized for 2nd derivative tracking
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#property description "Calculator engine for analyzing the acceleration (2nd derivative) of Ehlers Laguerre Filter."
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#ifndef LAGUERRE_ACCELERATION_CALCULATOR_MQH
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#define LAGUERRE_ACCELERATION_CALCULATOR_MQH
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#include <MyIncludes\Laguerre_Filter_Calculator.mqh>
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//+==================================================================+
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//| CLASS: CLaguerreAccelerationCalculator |
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//+==================================================================+
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class CLaguerreAccelerationCalculator
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{
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private:
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CLaguerreFilterCalculator *m_filter_calc;
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double m_filter_buffer[];
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double m_dummy_fir[];
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public:
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CLaguerreAccelerationCalculator(void);
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~CLaguerreAccelerationCalculator(void);
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bool Init(double gamma, ENUM_INPUT_SOURCE source_type, bool is_ha);
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &accel_buffer[], double &color_buffer[], double threshold);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CLaguerreAccelerationCalculator::CLaguerreAccelerationCalculator(void)
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: m_filter_calc(NULL)
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{
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CLaguerreAccelerationCalculator::~CLaguerreAccelerationCalculator(void)
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{
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if(CheckPointer(m_filter_calc) != POINTER_INVALID)
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delete m_filter_calc;
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CLaguerreAccelerationCalculator::Init(double gamma, ENUM_INPUT_SOURCE source_type, bool is_ha)
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{
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if(CheckPointer(m_filter_calc) != POINTER_INVALID)
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delete m_filter_calc;
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if(is_ha)
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m_filter_calc = new CLaguerreFilterCalculator_HA();
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else
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m_filter_calc = new CLaguerreFilterCalculator();
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if(CheckPointer(m_filter_calc) == POINTER_INVALID)
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return false;
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return m_filter_calc.Init(gamma, source_type);
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}
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//+------------------------------------------------------------------+
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//| Calculate |
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//+------------------------------------------------------------------+
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void CLaguerreAccelerationCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &accel_buffer[], double &color_buffer[], double threshold)
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{
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if(CheckPointer(m_filter_calc) == POINTER_INVALID || rates_total < 3)
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return;
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//--- Prevent continuous memory reallocations, ensuring state buffer alignment
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if(ArraySize(m_filter_buffer) != rates_total)
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{
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ArrayResize(m_filter_buffer, rates_total);
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ArrayResize(m_dummy_fir, rates_total);
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ArraySetAsSeries(m_filter_buffer, false);
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ArraySetAsSeries(m_dummy_fir, false);
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}
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//--- Compute underlying filter
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m_filter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_filter_buffer, m_dummy_fir);
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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//--- Warm-up initialization for index 0 and 1
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if(start_index < 2)
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{
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accel_buffer[0] = 0.0;
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color_buffer[0] = 0.0;
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accel_buffer[1] = 0.0;
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color_buffer[1] = 0.0;
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start_index = 2;
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}
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//--- Calculate Acceleration (2nd Derivative: Accel = Filter[t] - 2*Filter[t-1] + Filter[t-2])
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for(int i = start_index; i < rates_total; i++)
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{
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accel_buffer[i] = m_filter_buffer[i] - 2.0 * m_filter_buffer[i - 1] + m_filter_buffer[i - 2];
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double current_accel = accel_buffer[i];
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double previous_accel = accel_buffer[i - 1];
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//--- Classify into 5-zone Symmetrical Thermal Acceleration Matrix
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if(MathAbs(current_accel) <= threshold)
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{
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color_buffer[i] = 0.0; // Index 0: clrGray (Neutral / Consolidation)
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}
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else
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if(current_accel > 0.0)
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{
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if(current_accel > previous_accel)
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color_buffer[i] = 1.0; // Index 1: clrDodgerBlue (Strong Bull Acceleration)
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else
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color_buffer[i] = 2.0; // Index 2: clrLightSkyBlue (Weak Bull Acceleration/Deceleration)
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}
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else // current_accel < 0.0
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{
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if(current_accel < previous_accel)
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color_buffer[i] = 3.0; // Index 3: clrCrimson (Strong Bear Acceleration)
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else
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color_buffer[i] = 4.0; // Index 4: clrCoral (Weak Bear Acceleration/Deceleration)
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}
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}
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}
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#endif // LAGUERRE_ACCELERATION_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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