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Toh4iem9
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//+------------------------------------------------------------------+
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//| RSI_Engine.mqh |
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//| Core engine for Wilder's RSI calculation. |
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//| VERSION 1.00 |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS 1: CRSIEngine (Base Class) |
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//+==================================================================+
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class CRSIEngine
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{
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protected:
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int m_period;
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//--- Persistent Buffers
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double m_price[];
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double m_avg_gain[];
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double m_avg_loss[];
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//--- Virtual Prepare (Standard vs HA)
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virtual void PrepareData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CRSIEngine(void) {};
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virtual ~CRSIEngine(void) {};
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bool Init(int period);
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int GetPeriod(void) const { return m_period; }
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//--- Main Calculation
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &rsi_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CRSIEngine::Init(int period)
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{
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m_period = (period < 1) ? 1 : period;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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void CRSIEngine::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &rsi_buffer[])
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{
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if(rates_total <= m_period)
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return;
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_avg_gain, rates_total);
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ArrayResize(m_avg_loss, rates_total);
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}
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// 1. Prepare Data
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PrepareData(rates_total, start_index, price_type, open, high, low, close);
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// 2. Calculate RSI
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int i = start_index;
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if(i == 0)
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{
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m_avg_gain[0] = 0;
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m_avg_loss[0] = 0;
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rsi_buffer[0] = 0;
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i = 1;
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}
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for(; i < rates_total; i++)
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{
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double diff = m_price[i] - m_price[i-1];
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double pos = (diff > 0 ? diff : 0);
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double neg = (diff < 0 ? -diff : 0);
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if(i <= m_period)
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{
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if(i < m_period)
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{
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m_avg_gain[i] = m_avg_gain[i-1] + pos;
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m_avg_loss[i] = m_avg_loss[i-1] + neg;
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rsi_buffer[i] = 0;
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}
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else // i == m_period (Initial SMA)
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{
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m_avg_gain[i] = (m_avg_gain[i-1] + pos) / m_period;
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m_avg_loss[i] = (m_avg_loss[i-1] + neg) / m_period;
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if(m_avg_loss[i] > 0)
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rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (m_avg_gain[i] / m_avg_loss[i])));
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else
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rsi_buffer[i] = 100.0;
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}
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}
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else // Wilder's Smoothing (RMA)
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{
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m_avg_gain[i] = (m_avg_gain[i-1] * (m_period - 1) + pos) / m_period;
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m_avg_loss[i] = (m_avg_loss[i-1] * (m_period - 1) + neg) / m_period;
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if(m_avg_loss[i] > 0)
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rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (m_avg_gain[i] / m_avg_loss[i])));
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else
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rsi_buffer[i] = 100.0;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Data (Standard) |
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//+------------------------------------------------------------------+
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void CRSIEngine::PrepareData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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}
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//+==================================================================+
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//| CLASS 2: CRSIEngine_HA (Heikin Ashi) |
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//+==================================================================+
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class CRSIEngine_HA : public CRSIEngine
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual void PrepareData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| Prepare Data (Heikin Ashi) |
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//+------------------------------------------------------------------+
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void CRSIEngine_HA::PrepareData(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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