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chore(indicators): remove StochRSI_Adaptive_Calculator.mqh+Stochastic_Adaptive_RSI_Calculator.mqh
This commit is contained in:
Toh4iem9
@@ -1,204 +0,0 @@
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//+------------------------------------------------------------------+
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//| StochRSI_Adaptive_Calculator.mqh |
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//| Engine for Stochastic applied to Adaptive RSI. |
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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\RSI_Adaptive_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CStochRSIAdaptiveCalculator |
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//+==================================================================+
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class CStochRSIAdaptiveCalculator
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{
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protected:
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//--- Adaptive RSI Params
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int m_pivotal_period, m_vola_short, m_vola_long;
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ENUM_ADAPTIVE_SOURCE_RSI m_adaptive_source;
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//--- Stochastic Params
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int m_k_period;
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//--- Engines
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CAdaptiveRSICalculator *m_rsi_calculator;
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CMovingAverageCalculator m_slowing_engine;
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CMovingAverageCalculator m_signal_engine;
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//--- Persistent Buffers
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double m_rsi_buffer[];
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double m_raw_k[];
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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//--- Factory Method
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virtual void CreateRSIEngine(void);
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public:
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CStochRSIAdaptiveCalculator(void);
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virtual ~CStochRSIAdaptiveCalculator(void);
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bool Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src,
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int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
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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 &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CStochRSIAdaptiveCalculator::CStochRSIAdaptiveCalculator(void)
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{
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m_rsi_calculator = NULL;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CStochRSIAdaptiveCalculator::~CStochRSIAdaptiveCalculator(void)
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{
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if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
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delete m_rsi_calculator;
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}
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//+------------------------------------------------------------------+
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//| Factory Method |
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//+------------------------------------------------------------------+
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void CStochRSIAdaptiveCalculator::CreateRSIEngine(void)
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{
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m_rsi_calculator = new CAdaptiveRSICalculator();
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CStochRSIAdaptiveCalculator::Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src,
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int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma)
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{
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m_pivotal_period = pivotal_p;
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m_vola_short = vola_s;
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m_vola_long = vola_l;
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m_adaptive_source= adapt_src;
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m_k_period = k_p;
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CreateRSIEngine();
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if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
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return false;
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if(!m_rsi_calculator.Init(m_pivotal_period, m_vola_short, m_vola_long, m_adaptive_source))
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return false;
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if(!m_slowing_engine.Init(slow_p, slow_ma))
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return false;
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if(!m_signal_engine.Init(d_p, d_ma))
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return false;
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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 CStochRSIAdaptiveCalculator::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 &k_buffer[], double &d_buffer[])
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{
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// Minimum bars check (approximate)
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int min_bars = m_vola_long + m_pivotal_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod();
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if(rates_total <= min_bars)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_rsi_buffer) != rates_total)
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{
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ArrayResize(m_rsi_buffer, rates_total);
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ArrayResize(m_raw_k, rates_total);
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}
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//--- 1. Calculate Adaptive RSI (Delegated)
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// Note: The RSI calculator handles its own price preparation and incremental logic
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m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer);
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//--- 2. Calculate Raw %K on Adaptive RSI
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// RSI valid from: m_vola_long + m_pivotal_period (approx)
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// Raw %K valid from: RSI_Start + m_k_period - 1
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// We use a safe start index based on the RSI calculator's logic
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int rsi_start = m_vola_long + m_pivotal_period;
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int raw_k_start = rsi_start + m_k_period - 1;
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int loop_start_k = MathMax(raw_k_start, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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double highest_rsi = Highest(m_rsi_buffer, m_k_period, i);
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double lowest_rsi = Lowest(m_rsi_buffer, m_k_period, i);
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double range = highest_rsi - lowest_rsi;
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if(range > 0.00001)
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m_raw_k[i] = (m_rsi_buffer[i] - lowest_rsi) / range * 100.0;
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else
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m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
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}
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//--- 3. Calculate Slow %K (Main Line)
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start);
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//--- 4. Calculate %D (Signal Line)
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int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1;
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset);
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}
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//+------------------------------------------------------------------+
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//| Helpers |
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//+------------------------------------------------------------------+
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double CStochRSIAdaptiveCalculator::Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double CStochRSIAdaptiveCalculator::Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > array[index])
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res = array[index];
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}
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return(res);
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}
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//+==================================================================+
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//| CLASS 2: CStochRSIAdaptiveCalculator_HA |
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//+==================================================================+
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class CStochRSIAdaptiveCalculator_HA : public CStochRSIAdaptiveCalculator
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{
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protected:
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virtual void CreateRSIEngine(void) override;
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CStochRSIAdaptiveCalculator_HA::CreateRSIEngine(void)
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{
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m_rsi_calculator = new CAdaptiveRSICalculator_HA();
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -1,336 +0,0 @@
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//+------------------------------------------------------------------+
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//| Stochastic_Adaptive_RSI_Calculator.mqh |
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//| VERSION 4.00: Refactored to use RSI_Engine. |
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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\RSI_Engine.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//--- Enum for ER Source
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enum ENUM_ADAPTIVE_SOURCE
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{
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ADAPTIVE_SOURCE_STANDARD, // Calculate ER on Standard Price (Recommended)
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ADAPTIVE_SOURCE_HEIKIN_ASHI // Calculate ER on Heikin Ashi Price
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};
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//+==================================================================+
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//| CLASS 1: CStochasticAdaptiveRSICalculator |
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//+==================================================================+
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class CStochasticAdaptiveRSICalculator
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{
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protected:
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int m_rsi_period, m_er_period, m_min_period, m_max_period;
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ENUM_ADAPTIVE_SOURCE m_adaptive_source;
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//--- Engines
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CRSIEngine *m_rsi_engine;
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CMovingAverageCalculator m_slowing_engine;
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CMovingAverageCalculator m_signal_engine;
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//--- Persistent Buffers
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double m_price[]; // Used for ER calculation
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double m_rsi_buffer[];
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double m_er_buffer[];
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double m_nsp_buffer[];
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double m_raw_k[];
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//--- Factory Method for RSI Engine
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virtual void CreateRSIEngine(void);
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virtual bool PreparePriceSeries(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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CStochasticAdaptiveRSICalculator(void);
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virtual ~CStochasticAdaptiveRSICalculator(void);
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bool Init(int rsi_p, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma, ENUM_ADAPTIVE_SOURCE adapt_src);
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CStochasticAdaptiveRSICalculator::CStochasticAdaptiveRSICalculator(void)
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{
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m_rsi_engine = NULL;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CStochasticAdaptiveRSICalculator::~CStochasticAdaptiveRSICalculator(void)
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{
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if(CheckPointer(m_rsi_engine) != POINTER_INVALID)
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delete m_rsi_engine;
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}
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//+------------------------------------------------------------------+
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//| Factory Method |
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//+------------------------------------------------------------------+
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void CStochasticAdaptiveRSICalculator::CreateRSIEngine(void)
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{
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m_rsi_engine = new CRSIEngine();
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CStochasticAdaptiveRSICalculator::Init(int rsi_p, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma, ENUM_ADAPTIVE_SOURCE adapt_src)
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{
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m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
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m_er_period = (er_p < 1) ? 1 : er_p;
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m_min_period = (min_p < 1) ? 1 : min_p;
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m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p;
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m_adaptive_source = adapt_src;
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CreateRSIEngine();
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if(CheckPointer(m_rsi_engine) == POINTER_INVALID)
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return false;
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if(!m_rsi_engine.Init(m_rsi_period))
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return false;
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if(!m_slowing_engine.Init(slow_p, slow_ma))
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return false;
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if(!m_signal_engine.Init(d_p, d_ma))
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return false;
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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 CStochasticAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &k_buffer[], double &d_buffer[])
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{
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if(rates_total <= m_rsi_period + m_er_period + m_max_period)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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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_rsi_buffer, rates_total);
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ArrayResize(m_er_buffer, rates_total);
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ArrayResize(m_nsp_buffer, rates_total);
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ArrayResize(m_raw_k, rates_total);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- 1. Calculate RSI (Using Engine)
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// The engine handles its own data preparation internally!
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m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer);
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//--- 2. Calculate Efficiency Ratio (ER) on Price
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int loop_start_er = MathMax(m_er_period, start_index);
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for(int i = loop_start_er; i < rates_total; i++)
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{
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double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
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double volatility = 0;
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for(int j = 0; j < m_er_period; j++)
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volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
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m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0;
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}
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//--- 3. Calculate Adaptive Period (NSP)
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for(int i = loop_start_er; i < rates_total; i++)
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{
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m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period);
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if(m_nsp_buffer[i] < 1)
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m_nsp_buffer[i] = 1;
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}
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//--- 4. Calculate Raw %K (Adaptive) on RSI
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int raw_k_start = MathMax(m_rsi_period, m_er_period) + m_max_period - 1;
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int loop_start_k = MathMax(raw_k_start, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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int current_nsp = (int)m_nsp_buffer[i];
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double highest = m_rsi_buffer[i];
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double lowest = m_rsi_buffer[i];
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for(int j = 1; j < current_nsp; j++)
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{
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if(i-j < 0)
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break;
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highest = MathMax(highest, m_rsi_buffer[i-j]);
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lowest = MathMin(lowest, m_rsi_buffer[i-j]);
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}
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double range = highest - lowest;
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if(range > 0.00001)
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m_raw_k[i] = (m_rsi_buffer[i] - lowest) / range * 100.0;
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else
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m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
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}
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//--- 5. Calculate Slow %K (Main Line)
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start);
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//--- 6. Calculate %D (Signal Line)
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int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1;
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset);
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard) |
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//+------------------------------------------------------------------+
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bool CStochasticAdaptiveRSICalculator::PreparePriceSeries(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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return true;
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}
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//+==================================================================+
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//| CLASS 2: CStochasticAdaptiveRSICalculator_HA |
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//+==================================================================+
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||||
class CStochasticAdaptiveRSICalculator_HA : public CStochasticAdaptiveRSICalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
|
||||
protected:
|
||||
virtual void CreateRSIEngine(void) override;
|
||||
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Factory Method (Heikin Ashi) |
|
||||
//+------------------------------------------------------------------+
|
||||
void CStochasticAdaptiveRSICalculator_HA::CreateRSIEngine(void)
|
||||
{
|
||||
m_rsi_engine = new CRSIEngine_HA();
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Price (Heikin Ashi) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CStochasticAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
if(ArraySize(m_ha_open) != rates_total)
|
||||
{
|
||||
ArrayResize(m_ha_open, rates_total);
|
||||
ArrayResize(m_ha_high, rates_total);
|
||||
ArrayResize(m_ha_low, rates_total);
|
||||
ArrayResize(m_ha_close, rates_total);
|
||||
}
|
||||
|
||||
// We need HA candles for ER calculation if selected
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
||||
|
||||
if(ArraySize(m_price) != rates_total)
|
||||
if(ArrayResize(m_price, rates_total) != rates_total)
|
||||
return false;
|
||||
|
||||
if(m_adaptive_source == ADAPTIVE_SOURCE_HEIKIN_ASHI)
|
||||
{
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = m_ha_open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = m_ha_high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = m_ha_low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
else // ADAPTIVE_SOURCE_STANDARD
|
||||
{
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_price[i] = (high[i]+low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_price[i] = (high[i]+low[i]+close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_price[i] = close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user