From 092d1418a63d531d83db46f7233c7c3975b8e0d2 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 23 Sep 2025 12:34:24 +0200 Subject: [PATCH] new files added --- Include/MyIncludes/RSI_Pro_Calculator.mqh | 223 ++++++++++++++++++++++ 1 file changed, 223 insertions(+) create mode 100644 Include/MyIncludes/RSI_Pro_Calculator.mqh diff --git a/Include/MyIncludes/RSI_Pro_Calculator.mqh b/Include/MyIncludes/RSI_Pro_Calculator.mqh new file mode 100644 index 0000000..600570b --- /dev/null +++ b/Include/MyIncludes/RSI_Pro_Calculator.mqh @@ -0,0 +1,223 @@ +//+------------------------------------------------------------------+ +//| RSI_Pro_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi RSI Pro. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CRSIProCalculator (Standard) | +//| | +//+==================================================================+ +class CRSIProCalculator + { +protected: + int m_rsi_period; + int m_ma_period; + double m_deviation; + ENUM_MA_METHOD m_ma_method; + + double m_price[]; + double m_rsi_buffer[]; + double m_ma_buffer[]; + double m_upper_band[]; + double m_lower_band[]; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CRSIProCalculator(void) {}; + virtual ~CRSIProCalculator(void) {}; + + bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]); + }; + +//+------------------------------------------------------------------+ +//| CRSIProCalculator: Initialization | +//+------------------------------------------------------------------+ +bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev) + { + m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; + m_ma_period = (ma_p < 1) ? 1 : ma_p; + m_ma_method = ma_m; + m_deviation = dev; + return true; + } + +//+------------------------------------------------------------------+ +//| CRSIProCalculator: Main Calculation Method | +//+------------------------------------------------------------------+ +void CRSIProCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]) + { + if(rates_total <= m_rsi_period) + return; + + ArrayResize(m_price, rates_total); + ArrayResize(m_rsi_buffer, rates_total); + ArrayResize(m_ma_buffer, rates_total); + ArrayResize(m_upper_band, rates_total); + ArrayResize(m_lower_band, rates_total); + + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + +//--- Step 1: Calculate base RSI + double sum_pos = 0, sum_neg = 0; + for(int i = 1; i < rates_total; i++) + { + double diff = m_price[i] - m_price[i-1]; + sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period; + sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period; + + if(i >= m_rsi_period) + { + if(sum_neg > 0) + m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); + else + m_rsi_buffer[i] = 100.0; + } + } + +//--- Step 2: Calculate Moving Average on RSI + int ma_start_pos = m_rsi_period + m_ma_period - 1; + for(int i = ma_start_pos; i < rates_total; i++) + { + switch(m_ma_method) + { + case MODE_EMA: + case MODE_SMMA: + if(i == ma_start_pos) + { + double sum = 0; + for(int j = 0; j < m_ma_period; j++) + sum += m_rsi_buffer[i-j]; + m_ma_buffer[i] = sum / m_ma_period; + } + else + { + if(m_ma_method == MODE_EMA) + { + double pr = 2.0 / (m_ma_period + 1.0); + m_ma_buffer[i] = m_rsi_buffer[i] * pr + m_ma_buffer[i-1] * (1.0 - pr); + } + else + m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_ma_period - 1) + m_rsi_buffer[i]) / m_ma_period; + } + break; + case MODE_LWMA: + { + double lwma_sum = 0, weight_sum = 0; + for(int j = 0; j < m_ma_period; j++) + { + int weight = m_ma_period - j; + lwma_sum += m_rsi_buffer[i-j] * weight; + weight_sum += weight; + } + if(weight_sum > 0) + m_ma_buffer[i] = lwma_sum / weight_sum; + break; + } + default: // MODE_SMA + { + double sum = 0; + for(int j = 0; j < m_ma_period; j++) + sum += m_rsi_buffer[i-j]; + m_ma_buffer[i] = sum / m_ma_period; + break; + } + } + } + +//--- Step 3: Calculate Bollinger Bands on the MA line + for(int i = ma_start_pos; i < rates_total; i++) + { + double std_dev_val = 0, sum_sq = 0; + for(int j = 0; j < m_ma_period; j++) + sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2); + std_dev_val = sqrt(sum_sq / m_ma_period); + + m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val; + m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val; + } + + ArrayCopy(rsi_out, m_rsi_buffer, 0, 0, rates_total); + ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total); + ArrayCopy(upper_out, m_upper_band, 0, 0, rates_total); + ArrayCopy(lower_out, m_lower_band, 0, 0, rates_total); + } + +//+------------------------------------------------------------------+ +//| CRSIProCalculator: Prepares the source price series. | +//+------------------------------------------------------------------+ +bool CRSIProCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + 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