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mql5/Include/MyIncludes/Laguerre_RSI_Adaptive_Calculator.mqh
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//+------------------------------------------------------------------+
//| Laguerre_RSI_Adaptive_Calculator.mqh |
//| VERSION 1.10: Added signal line and fixed state management. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\MovingAverage_Engine.mqh>
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
class CLaguerreRSIAdaptiveCalculator
{
protected:
double m_price[];
int m_signal_period;
ENUM_MA_TYPE m_signal_ma_type;
//--- State variables for the recursive filters ---
double m_Filt_prev, m_Filt_prev2;
double m_I1_prev, m_Q1_prev;
double m_I2_prev, m_Q2_prev;
double m_Period_prev, m_DC_Period_prev;
double m_L0_prev, m_L1_prev, m_L2_prev, m_L3_prev;
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos);
public:
CLaguerreRSIAdaptiveCalculator(void) {};
virtual ~CLaguerreRSIAdaptiveCalculator(void) {};
bool Init(int signal_p, ENUM_MA_TYPE signal_ma);
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[], double &signal_buffer[]);
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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;
};
//+==================================================================+
//| METHOD IMPLEMENTATIONS |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CLaguerreRSIAdaptiveCalculator::Init(int signal_p, ENUM_MA_TYPE signal_ma)
{
m_signal_period = (signal_p < 1) ? 1 : signal_p;
m_signal_ma_type = signal_ma;
m_Filt_prev=0;
m_Filt_prev2=0;
m_I1_prev=0;
m_Q1_prev=0;
m_I2_prev=0;
m_Q2_prev=0;
m_Period_prev=0;
m_DC_Period_prev=0;
m_L0_prev=0;
m_L1_prev=0;
m_L2_prev=0;
m_L3_prev=0;
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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[], double &signal_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);
double I1=0, Q1=0, I2=0, Q2=0, Re=0, Im=0, Period=0, DC_Period=0;
double L0=0, L1=0, L2=0, L3=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++)
{
double Filt = (i > 1) ? beta1 * (m_price[i] - 2 * m_price[i-1] + m_price[i-2]) + (2 * (1 - alpha1 / 2.0)) * m_Filt_prev - ((1 - alpha1 / 2.0) * (1 - alpha1 / 2.0)) * m_Filt_prev2 : 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 * (m_I1_prev + 50));
I1 = filt_buffer[i-3];
}
if(i > 0)
{
I2 = I1 - m_Q1_prev;
Q2 = Q1 + m_I1_prev;
Re = I2 * m_I2_prev + Q2 * m_Q2_prev;
Im = I2 * m_Q2_prev - Q2 * m_I2_prev;
}
if(Im != 0.0 && Re != 0.0)
Period = 2 * M_PI / atan(Im / Re);
else
Period = 0.0;
if(Period > 1.5 * m_Period_prev && i > 0)
Period = 1.5 * m_Period_prev;
if(Period < 0.67 * m_Period_prev)
Period = 0.67 * m_Period_prev;
if(Period < 6)
Period = 6;
if(Period > 50)
Period = 50;
DC_Period = 0.2 * Period + 0.8 * m_DC_Period_prev;
double gamma = (DC_Period > 0) ? 4.0 / DC_Period : 0;
if(i > 0)
{
L0 = (1.0 - gamma) * m_price[i] + gamma * m_L0_prev;
L1 = -gamma * L0 + m_L0_prev + gamma * m_L1_prev;
L2 = -gamma * L1 + m_L1_prev + gamma * m_L2_prev;
L3 = -gamma * L2 + m_L2_prev + gamma * m_L3_prev;
}
else
{
L0=m_price[i];
L1=m_price[i];
L2=m_price[i];
L3=m_price[i];
}
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;
m_Filt_prev2 = m_Filt_prev;
m_Filt_prev = Filt;
m_I1_prev = I1;
m_Q1_prev = Q1;
m_I2_prev = I2;
m_Q2_prev = Q2;
m_Period_prev = Period;
m_DC_Period_prev = DC_Period;
m_L0_prev = L0;
m_L1_prev = L1;
m_L2_prev = L2;
m_L3_prev = L3;
}
int signal_start = 10 + m_signal_period - 1;
CalculateMA(lrsi_buffer, signal_buffer, m_signal_period, m_signal_ma_type, signal_start);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CLaguerreRSIAdaptiveCalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos)
{
for(int i = start_pos; i < ArraySize(source_array); i++)
{
switch(method)
{
case EMA:
case SMMA:
if(i == start_pos)
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
else
{
if(method==EMA)
{
double pr=2.0/(period+1.0);
dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr);
}
else
dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period;
}
break;
case LWMA:
{
double sum=0, w_sum=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] == EMPTY_VALUE)
continue;
int w=period-j;
sum+=source_array[i-j]*w;
w_sum+=w;
}
if(w_sum>0)
dest_array[i]=sum/w_sum;
}
break;
default: // SMA
{
double sum=0;
int count=0;
for(int j=0; j<period; j++)
{
if(source_array[i-j] != EMPTY_VALUE)
{
sum+=source_array[i-j];
count++;
}
}
if(count > 0)
dest_array[i]=sum/count;
}
break;
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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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