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Toh4iem9
110 lines
4.7 KiB
Plaintext
110 lines
4.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MACD_Laguerre_Line_Calculator.mqh |
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//| VERSION 1.20: Optimized for incremental calculation. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\Laguerre_Engine.mqh>
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//+==================================================================+
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class CMACDLaguerreLineCalculator
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{
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protected:
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double m_fast_gamma, m_slow_gamma;
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CLaguerreEngine *m_fast_engine;
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CLaguerreEngine *m_slow_engine;
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virtual CLaguerreEngine *CreateEngineInstance(void);
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public:
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CMACDLaguerreLineCalculator(void);
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virtual ~CMACDLaguerreLineCalculator(void);
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bool Init(double gamma1, double gamma2);
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//--- Updated: Accepts prev_calculated
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &macd_line[]);
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};
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//--- Derived class for Heikin Ashi version ---
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class CMACDLaguerreLineCalculator_HA : public CMACDLaguerreLineCalculator
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{
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protected:
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virtual CLaguerreEngine *CreateEngineInstance(void) override;
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};
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//+==================================================================+
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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CMACDLaguerreLineCalculator::CMACDLaguerreLineCalculator(void)
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{
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m_fast_engine = NULL;
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m_slow_engine = NULL;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CMACDLaguerreLineCalculator::~CMACDLaguerreLineCalculator(void)
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{
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if(CheckPointer(m_fast_engine) != POINTER_INVALID)
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delete m_fast_engine;
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if(CheckPointer(m_slow_engine) != POINTER_INVALID)
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delete m_slow_engine;
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}
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//+------------------------------------------------------------------+
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//| Factory Method |
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//+------------------------------------------------------------------+
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CLaguerreEngine *CMACDLaguerreLineCalculator::CreateEngineInstance(void) { return new CLaguerreEngine(); }
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CLaguerreEngine *CMACDLaguerreLineCalculator_HA::CreateEngineInstance(void) { return new CLaguerreEngine_HA(); }
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CMACDLaguerreLineCalculator::Init(double gamma1, double gamma2)
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{
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//--- Automatically determine which gamma is fast (smaller) and slow (larger)
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m_fast_gamma = MathMin(gamma1, gamma2);
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m_slow_gamma = MathMax(gamma1, gamma2);
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m_fast_engine = CreateEngineInstance();
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m_slow_engine = CreateEngineInstance();
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if(CheckPointer(m_fast_engine) == POINTER_INVALID || !m_fast_engine.Init(m_fast_gamma, SOURCE_PRICE) ||
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CheckPointer(m_slow_engine) == POINTER_INVALID || !m_slow_engine.Init(m_slow_gamma, SOURCE_PRICE))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CMACDLaguerreLineCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &macd_line[])
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{
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if(rates_total < 2)
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return;
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//--- 1. Calculate Fast and Slow Laguerre Filters (Incremental)
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double fast_filter[], slow_filter[];
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// Note: The engine resizes them.
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m_fast_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, fast_filter);
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m_slow_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, slow_filter);
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//--- 2. Calculate MACD Line (Incremental Loop)
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start_index; i < rates_total; i++)
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macd_line[i] = fast_filter[i] - slow_filter[i];
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}
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//+------------------------------------------------------------------+
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