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Toh4iem9
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//+------------------------------------------------------------------+
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//| Stoch_on_AdaptiveRSI_Calculator.mqh |
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//| Engine for Stochastic applied to Adaptive RSI. |
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//| Combines AdaptiveRSI + Stoch Math + MA Smoothing. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, 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: CStochOnAdaptiveRSICalculator |
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//+==================================================================+
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class CStochOnAdaptiveRSICalculator
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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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CStochOnAdaptiveRSICalculator(void);
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virtual ~CStochOnAdaptiveRSICalculator(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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CStochOnAdaptiveRSICalculator::CStochOnAdaptiveRSICalculator(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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CStochOnAdaptiveRSICalculator::~CStochOnAdaptiveRSICalculator(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 CStochOnAdaptiveRSICalculator::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 CStochOnAdaptiveRSICalculator::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 CStochOnAdaptiveRSICalculator::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 CStochOnAdaptiveRSICalculator::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 CStochOnAdaptiveRSICalculator::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 CStochOnAdaptiveRSICalculator_HA : public CStochOnAdaptiveRSICalculator
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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 CStochOnAdaptiveRSICalculator_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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