new files added

2026-08-02 23:27:43 +00:00 · 2025-10-20 15:19:51 +02:00
parent e5ad1b030c
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+//+------------------------------------------------------------------+
+//|                               Inverse_Fisher_RSI_Calculator.mqh  |
+//|      Calculation engine for the Inverse Fisher Transform of RSI. |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|         CLASS 1: CInverseFisherRSICalculator (Base)              |
+//|                                                                  |
+//+==================================================================+
+class CInverseFisherRSICalculator
+  {
+protected:
+   int               m_rsi_period;
+   int               m_wma_period;
+   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:
+                     CInverseFisherRSICalculator(void) {};
+   virtual          ~CInverseFisherRSICalculator(void) {};
+
+   bool              Init(int rsi_period, int wma_period);
+   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &ifish_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+bool CInverseFisherRSICalculator::Init(int rsi_period, int wma_period)
+  {
+   m_rsi_period = (rsi_period < 2) ? 2 : rsi_period;
+   m_wma_period = (wma_period < 1) ? 1 : wma_period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CInverseFisherRSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+      double &ifish_buffer[])
+  {
+   if(rates_total < m_rsi_period + m_wma_period)
+      return;
+   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+      return;
+
+   double rsi_buffer[], value1[], value2[];
+   ArrayResize(rsi_buffer, rates_total);
+   ArrayResize(value1, rates_total);
+   ArrayResize(value2, rates_total);
+
+// Step 1: Calculate RSI (Wilder's method)
+   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)
+            rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg)));
+         else
+            rsi_buffer[i] = 100.0;
+        }
+     }
+
+// Step 2 & 3: Scale and Smooth with WMA
+   for(int i = m_rsi_period - 1; i < rates_total; i++)
+     {
+      // Scale RSI from 0..100 to -5..+5
+      value1[i] = 0.1 * (rsi_buffer[i] - 50.0);
+
+      // Smooth with WMA
+      if(i >= m_rsi_period - 1 + m_wma_period - 1)
+        {
+         double wma_sum = 0;
+         double weight_sum = 0;
+         for(int j = 0; j < m_wma_period; j++)
+           {
+            int weight = m_wma_period - j;
+            wma_sum += value1[i-j] * weight;
+            weight_sum += weight;
+           }
+         if(weight_sum > 0)
+            value2[i] = wma_sum / weight_sum;
+        }
+     }
+
+// Step 4: Apply Inverse Fisher Transform
+   for(int i = m_rsi_period - 1 + m_wma_period - 1; i < rates_total; i++)
+     {
+      ifish_buffer[i] = (exp(2.0 * value2[i]) - 1.0) / (exp(2.0 * value2[i]) + 1.0);
+     }
+  }
+
+//+------------------------------------------------------------------+
+bool CInverseFisherRSICalculator::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);
+   ArrayCopy(m_price, close, 0, 0, rates_total); // Ehlers' example uses Close for RSI
+   return true;
+  }
+
+//+==================================================================+
+class CInverseFisherRSICalculator_HA : public CInverseFisherRSICalculator
+  {
+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 CInverseFisherRSICalculator_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);
+   ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+