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mql5/Include/MyIncludes/Laguerre_Acceleration_Calculator.mqh
2026-07-13 18:28:41 +02:00

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