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refactor: Refactored to use MovingAverage_Engine

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Toh4iem9
2025-12-20 17:32:17 +01:00
parent f5c973ef89
commit 24c8d49ca5
1 changed files with 7 additions and 9 deletions
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Indicators/MyIndicators/TSI_Pro.mq5
+7 -9
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@@ -3,8 +3,7 @@
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property link "" #property version "3.00" // Refactored to use MovingAverage_Engine
#property version "2.10" // Optimized for incremental calculation
#property description "Professional True Strength Index (TSI) with a signal line and" #property description "Professional True Strength Index (TSI) with a signal line and"
#property description "selectable price source (Standard and Heikin Ashi)." #property description "selectable price source (Standard and Heikin Ashi)."
@@ -41,14 +40,15 @@ input int InpFastPeriod = 13;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input group "Signal Line Settings" input group "Signal Line Settings"
input int InpSignalPeriod = 13; input int InpSignalPeriod = 13;
input ENUM_MA_METHOD InpSignalMAType = MODE_EMA; // UPDATED: Use ENUM_MA_TYPE
input ENUM_MA_TYPE InpSignalMAType = EMA;
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferTSI[]; double BufferTSI[];
double BufferSignal[]; double BufferSignal[];
//--- Global calculator object (as a base class pointer) --- //--- Global calculator object ---
CTSICalculator *g_calculator; // Use the base class for the pointer CTSICalculator *g_calculator;
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator initialization function. | //| Custom indicator initialization function. |
@@ -60,15 +60,14 @@ int OnInit()
ArraySetAsSeries(BufferTSI, false); ArraySetAsSeries(BufferTSI, false);
ArraySetAsSeries(BufferSignal, false); ArraySetAsSeries(BufferSignal, false);
//--- Instantiate the correct concrete wrapper classes ---
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
{ {
g_calculator = new CTSICalculator_HA(); // Use the HA class g_calculator = new CTSICalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI HA(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI HA(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod));
} }
else else
{ {
g_calculator = new CTSICalculator(); // Use the Standard class g_calculator = new CTSICalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod));
} }
@@ -109,7 +108,6 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- Delegate calculation with prev_calculated optimization
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferTSI, BufferSignal); g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferTSI, BufferSignal);
return(rates_total); return(rates_total);