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mql5/Include/MyIncludes/Laguerre_RSI_Adaptive_Calculator.mqh
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Toh4iem9 cc2d6b6a6e new files added
2025-10-19 20:24:02 +02:00

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//+------------------------------------------------------------------+
//| Laguerre_RSI_Adaptive_Calculator.mqh |
//| Calculation engine for the Adaptive Laguerre RSI. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CLaguerreRSIAdaptiveCalculator (Base) |
//| |
//+==================================================================+
class CLaguerreRSIAdaptiveCalculator
{
protected:
double m_price[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CLaguerreRSIAdaptiveCalculator(void) {};
virtual ~CLaguerreRSIAdaptiveCalculator(void) {};
bool Init(void);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[]);
};
//+------------------------------------------------------------------+
//| CLaguerreRSIAdaptiveCalculator: Initialization |
//+------------------------------------------------------------------+
bool CLaguerreRSIAdaptiveCalculator::Init(void)
{
return true;
}
//+------------------------------------------------------------------+
//| CLaguerreRSIAdaptiveCalculator: Main Calculation Method |
//+------------------------------------------------------------------+
void CLaguerreRSIAdaptiveCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &lrsi_buffer[])
{
if(rates_total < 10)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
double filt_buffer[];
ArrayResize(filt_buffer, rates_total);
ArrayInitialize(filt_buffer, 0.0);
double Filt=0, Filt_prev=0, Filt_prev2=0;
double I1=0, Q1=0, I1_prev=0, Q1_prev=0;
double I2=0, Q2=0, I2_prev=0, Q2_prev=0;
double Re=0, Im=0;
double Period=0, Period_prev=0;
double DC_Period=0, DC_Period_prev=0;
double L0=0, L1=0, L2=0, L3=0;
double L0_prev=0, L1_prev=0, L2_prev=0, L3_prev=0;
double alpha1 = (cos(0.707 * 2 * M_PI / 48.0) + sin(0.707 * 2 * M_PI / 48.0) - 1.0) / cos(0.707 * 2 * M_PI / 48.0);
double beta1 = 1.0 - alpha1 / 2.0;
beta1 *= beta1;
for(int i = 0; i < rates_total; i++)
{
// Steps 1-5: Cycle Measurement and Adaptive Gamma Calculation (Identical to Adaptive Filter)
if(i > 1)
Filt = beta1 * (m_price[i] - 2 * m_price[i-1] + m_price[i-2]) + (2 * (1 - alpha1 / 2.0)) * Filt_prev - ((1 - alpha1 / 2.0) * (1 - alpha1 / 2.0)) * Filt_prev2;
else
Filt = 0;
filt_buffer[i] = Filt;
if(i > 6)
{
Q1 = (0.0962 * filt_buffer[i] + 0.5769 * filt_buffer[i-2] - 0.5769 * filt_buffer[i-4] - 0.0962 * filt_buffer[i-6]) * (0.5 + 0.08 * (I1_prev + 50));
I1 = filt_buffer[i-3];
}
if(i > 0)
{
I2 = I1 - Q1_prev;
Q2 = Q1 + I1_prev;
Re = I2 * I2_prev + Q2 * Q2_prev;
Im = I2 * Q2_prev - Q2 * I2_prev;
}
if(Im != 0.0 && Re != 0.0)
Period = 2 * M_PI / atan(Im / Re);
else
Period = 0.0;
if(Period > 1.5 * Period_prev)
Period = 1.5 * Period_prev;
if(Period < 0.67 * Period_prev)
Period = 0.67 * Period_prev;
if(Period < 6)
Period = 6;
if(Period > 50)
Period = 50;
DC_Period = 0.2 * Period + 0.8 * DC_Period_prev;
double gamma = 0.0;
if(DC_Period > 0)
gamma = 4.0 / DC_Period;
// Step 6: Apply the Laguerre Filter with the dynamic gamma
if(i > 0)
{
L0 = (1.0 - gamma) * m_price[i] + gamma * L0_prev;
L1 = -gamma * L0 + L0_prev + gamma * L1_prev;
L2 = -gamma * L1 + L1_prev + gamma * L2_prev;
L3 = -gamma * L2 + L2_prev + gamma * L3_prev;
}
else
{
L0 = m_price[i];
L1 = m_price[i];
L2 = m_price[i];
L3 = m_price[i];
}
// --- NEW Step 7: Calculate RSI from the adaptive filter components ---
double cu = 0.0, cd = 0.0;
if(L0 >= L1)
cu = L0 - L1;
else
cd = L1 - L0;
if(L1 >= L2)
cu += L1 - L2;
else
cd += L2 - L1;
if(L2 >= L3)
cu += L2 - L3;
else
cd += L3 - L2;
double lrsi_value;
if(cu + cd > 0.0)
lrsi_value = 100.0 * cu / (cu + cd);
else
lrsi_value = (i > 0) ? lrsi_buffer[i-1] : 50.0;
if(lrsi_value > 100.0)
lrsi_value = 100.0;
if(lrsi_value < 0.0)
lrsi_value = 0.0;
lrsi_buffer[i] = lrsi_value;
// --- Update previous values for the next iteration ---
Filt_prev2 = Filt_prev;
Filt_prev = Filt;
I1_prev = I1;
Q1_prev = Q1;
I2_prev = I2;
Q2_prev = Q2;
Period_prev = Period;
DC_Period_prev = DC_Period;
L0_prev = L0;
L1_prev = L1;
L2_prev = L2;
L3_prev = L3;
}
}
//+------------------------------------------------------------------+
//| CLaguerreRSIAdaptiveCalculator: Prepares the standard source price. |
//+------------------------------------------------------------------+
bool CLaguerreRSIAdaptiveCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(m_price, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CLaguerreRSIAdaptiveCalculator_HA : public CLaguerreRSIAdaptiveCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CLaguerreRSIAdaptiveCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
break;
default:
return false;
}
return true;
}
//+------------------------------------------------------------------+
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