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127 lines
5.3 KiB
Plaintext
127 lines
5.3 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Laguerre_Adaptive_Slope_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" // Adaptive Slope Calculator with 5-zone thermal classification
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#property description "Calculator engine for analyzing the slope (1st derivative) of the Adaptive Laguerre Filter."
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#ifndef LAGUERRE_ADAPTIVE_SLOPE_CALCULATOR_MQH
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#define LAGUERRE_ADAPTIVE_SLOPE_CALCULATOR_MQH
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#include <MyIncludes\Laguerre_Adaptive_Filter_Calculator.mqh>
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//+==================================================================+
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//| CLASS: CLaguerreAdaptiveSlopeCalculator |
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//+==================================================================+
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class CLaguerreAdaptiveSlopeCalculator
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{
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private:
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CLaguerreAdaptiveFilterCalculator *m_filter_calc;
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double m_filter_buffer[];
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public:
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CLaguerreAdaptiveSlopeCalculator(void);
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~CLaguerreAdaptiveSlopeCalculator(void);
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bool Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max, 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 &slope_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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CLaguerreAdaptiveSlopeCalculator::CLaguerreAdaptiveSlopeCalculator(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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CLaguerreAdaptiveSlopeCalculator::~CLaguerreAdaptiveSlopeCalculator(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 CLaguerreAdaptiveSlopeCalculator::Init(ENUM_ADAPTIVE_METHOD method, int adaptive_period, double gamma_min, double gamma_max, 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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m_filter_calc = new CLaguerreAdaptiveFilterCalculator();
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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(method, adaptive_period, gamma_min, gamma_max, is_ha);
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}
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//+------------------------------------------------------------------+
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//| Calculate (Optimized first derivative of Adaptive Filter) |
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//+------------------------------------------------------------------+
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void CLaguerreAdaptiveSlopeCalculator::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 &slope_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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//--- Resize state buffers and force chronological 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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ArraySetAsSeries(m_filter_buffer, false);
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}
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//--- Calculate underlying Adaptive Filter
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m_filter_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_filter_buffer);
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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if(start_index == 0)
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{
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slope_buffer[0] = 0.0;
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color_buffer[0] = 0.0; // Index 0: clrGray
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start_index = 1;
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}
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//--- Slope differentiation: Slope = Filter[t] - Filter[t-1]
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for(int i = start_index; i < rates_total; i++)
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{
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slope_buffer[i] = m_filter_buffer[i] - m_filter_buffer[i - 1];
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double current_slope = slope_buffer[i];
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double previous_slope = slope_buffer[i - 1];
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//--- Classify into 5-zone Symmetrical Momentum Matrix
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if(MathAbs(current_slope) <= 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_slope > 0.0)
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{
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if(current_slope > previous_slope)
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color_buffer[i] = 1.0; // Index 1: clrMediumSeaGreen (Strong Bullish Acceleration)
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else
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color_buffer[i] = 2.0; // Index 2: clrPaleGreen (Weak Bullish Deceleration)
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}
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else // current_slope < 0.0
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{
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if(current_slope < previous_slope)
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color_buffer[i] = 3.0; // Index 3: clrCrimson (Strong Bearish Acceleration)
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else
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color_buffer[i] = 4.0; // Index 4: clrLightCoral (Weak Bearish Deceleration)
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}
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}
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}
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#endif // LAGUERRE_ADAPTIVE_SLOPE_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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