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202 lines
7.8 KiB
Plaintext
202 lines
7.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Laguerre_Acceleration_Calculator.mqh |
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//| Engine for Analyzing the Acceleration of Ehlers' Laguerre |
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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 "3.00" // Overloaded initialization, leak-free pointer management & bounds protection
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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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double m_gamma;
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ENUM_INPUT_SOURCE m_source_type;
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ENUM_APPLIED_PRICE_HA_ALL m_source_price;
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CLaguerreFilterCalculator *m_filter_calc;
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//--- Persistent State Buffers
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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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//--- Legacy Compatible Init (3 Parameters)
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bool Init(const double gamma, const ENUM_INPUT_SOURCE source_type, const bool is_ha)
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{
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ENUM_APPLIED_PRICE_HA_ALL src = is_ha ? PRICE_HA_CLOSE : PRICE_CLOSE_STD;
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return Init(gamma, source_type, src);
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}
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//--- Enhanced Pro Init (3 Parameters with Full Price Enum)
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bool Init(const double gamma, const ENUM_INPUT_SOURCE source_type, const ENUM_APPLIED_PRICE_HA_ALL price_source);
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void Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &accel_buffer[], double &color_buffer[],
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const double threshold);
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//--- Legacy Overload with price_type parameter
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void Calculate(const int rates_total, const int prev_calculated, const ENUM_APPLIED_PRICE price_type,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &accel_buffer[], double &color_buffer[],
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const double threshold)
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{
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Calculate(rates_total, prev_calculated, open, high, low, close, accel_buffer, color_buffer, threshold);
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}
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CLaguerreAccelerationCalculator::CLaguerreAccelerationCalculator(void) : m_gamma(0.5),
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m_source_type(SOURCE_PRICE),
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m_source_price(PRICE_CLOSE_STD),
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m_filter_calc(NULL)
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{
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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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//+------------------------------------------------------------------+
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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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{
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delete m_filter_calc;
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m_filter_calc = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Enhanced Pro Initialization |
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//+------------------------------------------------------------------+
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bool CLaguerreAccelerationCalculator::Init(const double gamma, const ENUM_INPUT_SOURCE source_type, const ENUM_APPLIED_PRICE_HA_ALL price_source)
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{
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m_gamma = fmax(0.0, fmin(1.0, gamma));
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m_source_type = source_type;
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m_source_price = price_source;
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if(CheckPointer(m_filter_calc) != POINTER_INVALID)
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{
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delete m_filter_calc;
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m_filter_calc = NULL;
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}
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if(m_source_price <= PRICE_HA_CLOSE)
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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(m_gamma, m_source_type, m_source_price);
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}
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//+------------------------------------------------------------------+
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//| Main Incremental Acceleration Calculation Loop |
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//+------------------------------------------------------------------+
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void CLaguerreAccelerationCalculator::Calculate(const int rates_total, const int prev_calculated,
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const double &open[], const double &high[],
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const double &low[], const double &close[],
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double &accel_buffer[], double &color_buffer[],
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const double threshold)
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{
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if(rates_total < 4 || CheckPointer(m_filter_calc) == POINTER_INVALID)
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return;
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// Safe allocation of destination arrays
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if(ArraySize(accel_buffer) != rates_total)
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{
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ArrayResize(accel_buffer, rates_total);
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ArraySetAsSeries(accel_buffer, false);
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ArrayInitialize(accel_buffer, 0.0);
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}
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if(ArraySize(color_buffer) != rates_total)
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{
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ArrayResize(color_buffer, rates_total);
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ArraySetAsSeries(color_buffer, false);
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ArrayInitialize(color_buffer, 0.0);
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}
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// Resize internal filter cache
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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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// 1. Calculate Underlying Laguerre Filter
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m_filter_calc.Calculate(rates_total, prev_calculated, 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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if(prev_calculated == 0)
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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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if(start_index < 2)
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start_index = 2;
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// 2. Primary Acceleration Loop: Accel = Laguerre[t] - 2*Laguerre[t-1] + Laguerre[t-2]
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for(int i = start_index; i < rates_total; i++)
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{
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if(m_filter_buffer[i] == EMPTY_VALUE || m_filter_buffer[i - 1] == EMPTY_VALUE || m_filter_buffer[i - 2] == EMPTY_VALUE)
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{
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accel_buffer[i] = 0.0;
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color_buffer[i] = 0.0;
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continue;
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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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// 3. Symmetrical Thermal 5-Zone Momentum 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 Force)
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else
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color_buffer[i] = 2.0; // Index 2: clrLightSkyBlue (Weak Bull Force)
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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 Force)
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else
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color_buffer[i] = 4.0; // Index 4: clrCoral (Weak Bear Force)
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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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