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refactor: for stability and efficiency

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Toh4iem9
2025-08-20 17:42:46 +02:00
parent d50b3ec442
commit 1404629b32
1 changed files with 101 additions and 86 deletions
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Indicators/MyIndicators/CutlerRSI_MA.mq5
+101 -86
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@@ -1,11 +1,11 @@
//+------------------------------------------------------------------+
//| CutlerRSI_MA.mq5 |
//| CutlerRSI_MA.mq5 |
//| Copyright 2025, xxxxxxxx |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.00"
#property version "2.00" // Refactored for stability and efficiency
#property description "Cutler's RSI (SMA-based) with a signal line."
#include <MovingAverages.mqh>
@@ -19,7 +19,7 @@
#property indicator_level3 70.0
//--- Buffers and Plots ---
#property indicator_buffers 4 // CutlerRSI_MA, CutlerRSI, Pos, Neg
#property indicator_buffers 2 // CutlerRSI and its MA
#property indicator_plots 2
//--- Plot 1: MA line (smoothed)
@@ -44,50 +44,41 @@ input int InpPeriodMA = 14; // MA Period
input ENUM_MA_METHOD InpMethodMA = MODE_SMA; // MA Method
//--- Indicator Buffers ---
double BufferCutlerRSI_MA[]; // Plotted buffer for the smoothed line
double BufferCutlerRSI[]; // Plotted buffer for the raw Cutler's RSI
// Calculation buffers
double BufferAvgPos[]; // SMA of Positive Changes
double BufferAvgNeg[]; // SMA of Negative Changes
double BufferPrice[]; // To store the source price data
double BufferCutlerRSI_MA[];
double BufferCutlerRSI[];
//--- Global Variables ---
int ExtPeriodRSI;
int ExtPeriodMA;
int price_handle;
int g_ExtPeriodRSI;
int g_ExtPeriodMA;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
void OnInit()
int OnInit()
{
//--- Validate and store inputs
ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
g_ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
g_ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
//--- Map the buffers and set as non-timeseries
SetIndexBuffer(0, BufferCutlerRSI_MA, INDICATOR_DATA);
SetIndexBuffer(1, BufferCutlerRSI, INDICATOR_DATA);
SetIndexBuffer(2, BufferAvgPos, INDICATOR_CALCULATIONS);
SetIndexBuffer(3, BufferAvgNeg, INDICATOR_CALCULATIONS);
SetIndexBuffer(4, BufferPrice, INDICATOR_CALCULATIONS);
ArraySetAsSeries(BufferCutlerRSI_MA, false);
ArraySetAsSeries(BufferCutlerRSI, false);
ArraySetAsSeries(BufferAvgPos, false);
ArraySetAsSeries(BufferAvgNeg, false);
ArraySetAsSeries(BufferPrice, false);
//--- Create a handle to get the source price data
price_handle = iMA(_Symbol, _Period, 1, 0, MODE_SMA, InpAppliedPrice);
if(price_handle == INVALID_HANDLE)
Print("Error creating price source handle (iMA).");
//--- Set indicator properties
IndicatorSetInteger(INDICATOR_DIGITS, 2);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodRSI + ExtPeriodMA - 2);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtPeriodRSI);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI(%d,%d)", ExtPeriodRSI, ExtPeriodMA));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodRSI + g_ExtPeriodMA - 1);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtPeriodRSI);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI(%d,%d)", g_ExtPeriodRSI, g_ExtPeriodMA));
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
// No handles to release, but good practice to have the function
}
//+------------------------------------------------------------------+
@@ -104,84 +95,108 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
//--- Check for enough data
if(rates_total < ExtPeriodRSI)
int start_pos = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
if(rates_total <= start_pos)
return(0);
//--- Get source price data
if(BarsCalculated(price_handle) < rates_total)
return(0);
if(CopyBuffer(price_handle, 0, 0, rates_total, BufferPrice) <= 0)
return(0);
//--- STEP 1: Prepare the source price array
double price_source[];
ArrayResize(price_source, rates_total);
for(int i=0; i<rates_total; i++)
{
switch(InpAppliedPrice)
{
case PRICE_OPEN:
price_source[i] = open[i];
break;
case PRICE_HIGH:
price_source[i] = high[i];
break;
case PRICE_LOW:
price_source[i] = low[i];
break;
case PRICE_MEDIAN:
price_source[i] = (high[i] + low[i]) / 2.0;
break;
case PRICE_TYPICAL:
price_source[i] = (high[i] + low[i] + close[i]) / 3.0;
break;
case PRICE_WEIGHTED:
price_source[i]= (high[i] + low[i] + 2*close[i]) / 4.0;
break;
default:
price_source[i] = close[i];
break;
}
}
//--- Create temporary buffers for raw changes
double pos_changes[], neg_changes[];
ArrayResize(pos_changes, rates_total);
ArrayResize(neg_changes, rates_total);
//--- STEP 1 & 2: Calculate and separate price changes
//--- STEP 2: Calculate Cutler's RSI (SMA-based) using a sliding window sum
double sum_pos = 0, sum_neg = 0;
for(int i = 1; i < rates_total; i++)
{
double diff = BufferPrice[i] - BufferPrice[i-1];
pos_changes[i] = (diff > 0) ? diff : 0;
neg_changes[i] = (diff < 0) ? -diff : 0;
}
double diff = price_source[i] - price_source[i-1];
double pos_change = (diff > 0) ? diff : 0;
double neg_change = (diff < 0) ? -diff : 0;
//--- STEP 3: Smooth changes with SMA
for(int i = ExtPeriodRSI; i < rates_total; i++)
{
BufferAvgPos[i] = SimpleMA(i, ExtPeriodRSI, pos_changes);
BufferAvgNeg[i] = SimpleMA(i, ExtPeriodRSI, neg_changes);
}
sum_pos += pos_change;
sum_neg += neg_change;
//--- STEP 4: Calculate final Cutler's RSI value
for(int i = ExtPeriodRSI; i < rates_total; i++)
{
if(BufferAvgNeg[i] > 0)
// Remove the oldest value from the sum once the window is full
if(i > g_ExtPeriodRSI)
{
double rs = BufferAvgPos[i] / BufferAvgNeg[i];
BufferCutlerRSI[i] = 100.0 - (100.0 / (1.0 + rs));
double old_diff = price_source[i - g_ExtPeriodRSI] - price_source[i - g_ExtPeriodRSI - 1];
sum_pos -= (old_diff > 0) ? old_diff : 0;
sum_neg -= (old_diff < 0) ? -old_diff : 0;
}
else
if(i >= g_ExtPeriodRSI)
{
BufferCutlerRSI[i] = 100.0;
if(sum_neg > 0)
{
double rs = (sum_pos / g_ExtPeriodRSI) / (sum_neg / g_ExtPeriodRSI);
BufferCutlerRSI[i] = 100.0 - (100.0 / (1.0 + rs));
}
else
{
BufferCutlerRSI[i] = 100.0;
}
}
}
//--- STEP 5: Calculate the signal line (MA of Cutler's RSI)
if(rates_total < ExtPeriodRSI + ExtPeriodMA)
return(rates_total);
for(int i = 1; i < rates_total; i++)
//--- STEP 3: Calculate the signal line (MA of Cutler's RSI)
for(int i = start_pos; i < rates_total; i++)
{
if(i < ExtPeriodRSI + ExtPeriodMA - 2)
{
BufferCutlerRSI_MA[i] = EMPTY_VALUE;
continue;
}
switch(InpMethodMA)
{
case MODE_EMA:
if(i == ExtPeriodRSI + ExtPeriodMA - 2)
BufferCutlerRSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferCutlerRSI);
case MODE_SMMA:
if(i == start_pos)
{
double sum = 0;
for(int j = 0; j < g_ExtPeriodMA; j++)
sum += BufferCutlerRSI[i - j];
BufferCutlerRSI_MA[i] = sum / g_ExtPeriodMA;
}
else
{
double pr = 2.0 / (ExtPeriodMA + 1.0);
BufferCutlerRSI_MA[i] = BufferCutlerRSI[i] * pr + BufferCutlerRSI_MA[i-1] * (1.0 - pr);
if(InpMethodMA == MODE_EMA)
{
double pr = 2.0 / (g_ExtPeriodMA + 1.0);
BufferCutlerRSI_MA[i] = BufferCutlerRSI[i] * pr + BufferCutlerRSI_MA[i-1] * (1.0 - pr);
}
else
{
BufferCutlerRSI_MA[i] = (BufferCutlerRSI_MA[i-1] * (g_ExtPeriodMA - 1) + BufferCutlerRSI[i]) / g_ExtPeriodMA;
}
}
break;
case MODE_SMMA:
if(i == ExtPeriodRSI + ExtPeriodMA - 2)
BufferCutlerRSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferCutlerRSI);
else
BufferCutlerRSI_MA[i] = (BufferCutlerRSI_MA[i-1] * (ExtPeriodMA - 1) + BufferCutlerRSI[i]) / ExtPeriodMA;
break;
case MODE_LWMA:
BufferCutlerRSI_MA[i] = LinearWeightedMA(i, ExtPeriodMA, BufferCutlerRSI);
// Standard library function is safe here as it's not recursive
BufferCutlerRSI_MA[i] = LinearWeightedMA(i, g_ExtPeriodMA, BufferCutlerRSI);
break;
default: // MODE_SMA
BufferCutlerRSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferCutlerRSI);
// Standard library function is safe here as it's not recursive
BufferCutlerRSI_MA[i] = SimpleMA(i, g_ExtPeriodMA, BufferCutlerRSI);
break;
}
}