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54 lines
3.3 KiB
Markdown
54 lines
3.3 KiB
Markdown
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# TSI Oscillator Professional
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## 1. Summary (Introduction)
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The TSI Oscillator is a supplementary indicator to the True Strength Index (TSI). It displays the difference between the main TSI line and its signal line as a histogram, providing a clearer visual representation of accelerating and decelerating momentum, similar to the MACD histogram.
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Our `TSI_Oscillator_Pro` implementation is a unified, professional version that allows the calculation to be based on either **standard** or **Heikin Ashi** price data, selectable from a single input parameter.
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## 2. Mathematical Foundations and Calculation Logic
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The TSI Oscillator is the final step in the TSI calculation chain.
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### Calculation Steps (Algorithm)
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1. **Calculate the TSI Line:** The full, double-smoothed True Strength Index is calculated first.
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2. **Calculate the Signal Line:** A moving average of the TSI line is calculated.
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3. **Calculate the TSI Oscillator:** The oscillator is the difference between the TSI line and its Signal Line.
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$\text{Oscillator}_i = \text{TSI}_i - \text{Signal}_i$
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## 3. MQL5 Implementation Details
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Our MQL5 implementation follows a modern, component-based, object-oriented design.
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* **Centralized Calculation Engine (`TSI_Engine.mqh`):**
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The core of our implementation is the single, powerful `TSI_Engine.mqh`. This include file contains the complete, definition-true logic for calculating both the TSI and its signal line.
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* **Specialized Wrapper (`TSI_Oscillator_Calculator.mqh`):**
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The oscillator indicator uses a thin "wrapper" class that utilizes the central engine. The wrapper's role is to:
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1. Instantiate the correct engine (standard or HA).
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2. Call the engine to get the calculated TSI and Signal lines.
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3. Perform one final step: calculate the difference between the two lines to produce the histogram.
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This approach ensures that both the `TSI_Pro` and `TSI_Oscillator_Pro` indicators are always based on the exact same core calculation logic.
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* **Stability via Full Recalculation:** We employ a "brute-force" full recalculation within `OnCalculate` for maximum stability.
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## 4. Parameters
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* **Slow Period (`InpSlowPeriod`):** The period for the first, longer-term EMA smoothing. Default is `25`.
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* **Fast Period (`InpFastPeriod`):** The period for the second, shorter-term EMA smoothing. Default is `13`.
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* **Applied Price (`InpSourcePrice`):** The source price for the calculation. This unified dropdown menu allows you to select from all standard and Heikin Ashi price types.
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* **Signal Line Settings:**
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* `InpSignalPeriod`: The lookback period for the signal line. Default is `13`.
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* `InpSignalMAType`: The type of moving average for the signal line. Default is `MODE_EMA`.
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## 5. Usage and Interpretation
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The TSI Oscillator provides a clear visual of the relationship between the TSI and its signal line.
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* **Histogram > 0:** The TSI is above its signal line (bullish momentum).
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* **Histogram < 0:** The TSI is below its signal line (bearish momentum).
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* **Growing Histogram:** Momentum is accelerating in the current direction.
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* **Shrinking Histogram:** Momentum is decelerating, which can be an early warning of a potential crossover and trend change.
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* **Zero Line Crossover:** A crossover of the histogram through the zero line corresponds directly to a crossover of the TSI and its signal line, providing clear entry/exit signals.
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