diff --git a/Include/MyIncludes/Stoch_on_AdaptiveRSI_Calculator.mqh b/Include/MyIncludes/Stoch_on_AdaptiveRSI_Calculator.mqh new file mode 100644 index 0000000..0051a0f --- /dev/null +++ b/Include/MyIncludes/Stoch_on_AdaptiveRSI_Calculator.mqh @@ -0,0 +1,205 @@ +//+------------------------------------------------------------------+ +//| Stoch_on_AdaptiveRSI_Calculator.mqh | +//| Engine for Stochastic applied to Adaptive RSI. | +//| Combines AdaptiveRSI + Stoch Math + MA Smoothing. | +//| Copyright 2026, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" + +#include +#include + +//+==================================================================+ +//| CLASS 1: CStochOnAdaptiveRSICalculator | +//+==================================================================+ +class CStochOnAdaptiveRSICalculator + { +protected: + //--- Adaptive RSI Params + int m_pivotal_period, m_vola_short, m_vola_long; + ENUM_ADAPTIVE_SOURCE_RSI m_adaptive_source; + + //--- Stochastic Params + int m_k_period; + + //--- Engines + CAdaptiveRSICalculator *m_rsi_calculator; + CMovingAverageCalculator m_slowing_engine; + CMovingAverageCalculator m_signal_engine; + + //--- Persistent Buffers + double m_rsi_buffer[]; + double m_raw_k[]; + + double Highest(const double &array[], int period, int current_pos); + double Lowest(const double &array[], int period, int current_pos); + + //--- Factory Method + virtual void CreateRSIEngine(void); + +public: + CStochOnAdaptiveRSICalculator(void); + virtual ~CStochOnAdaptiveRSICalculator(void); + + bool Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src, + int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma); + + 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[], + double &k_buffer[], double &d_buffer[]); + }; + +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CStochOnAdaptiveRSICalculator::CStochOnAdaptiveRSICalculator(void) + { + m_rsi_calculator = NULL; + } + +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +CStochOnAdaptiveRSICalculator::~CStochOnAdaptiveRSICalculator(void) + { + if(CheckPointer(m_rsi_calculator) != POINTER_INVALID) + delete m_rsi_calculator; + } + +//+------------------------------------------------------------------+ +//| Factory Method | +//+------------------------------------------------------------------+ +void CStochOnAdaptiveRSICalculator::CreateRSIEngine(void) + { + m_rsi_calculator = new CAdaptiveRSICalculator(); + } + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +bool CStochOnAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src, + int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma) + { + m_pivotal_period = pivotal_p; + m_vola_short = vola_s; + m_vola_long = vola_l; + m_adaptive_source= adapt_src; + m_k_period = k_p; + + CreateRSIEngine(); + if(CheckPointer(m_rsi_calculator) == POINTER_INVALID) + return false; + if(!m_rsi_calculator.Init(m_pivotal_period, m_vola_short, m_vola_long, m_adaptive_source)) + return false; + + if(!m_slowing_engine.Init(slow_p, slow_ma)) + return false; + if(!m_signal_engine.Init(d_p, d_ma)) + return false; + + return true; + } + +//+------------------------------------------------------------------+ +//| Main Calculation | +//+------------------------------------------------------------------+ +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[], + double &k_buffer[], double &d_buffer[]) + { +// Minimum bars check (approximate) + int min_bars = m_vola_long + m_pivotal_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod(); + if(rates_total <= min_bars) + return; + + int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; + +// Resize Buffers + if(ArraySize(m_rsi_buffer) != rates_total) + { + ArrayResize(m_rsi_buffer, rates_total); + ArrayResize(m_raw_k, rates_total); + } + +//--- 1. Calculate Adaptive RSI (Delegated) +// Note: The RSI calculator handles its own price preparation and incremental logic + m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer); + +//--- 2. Calculate Raw %K on Adaptive RSI +// RSI valid from: m_vola_long + m_pivotal_period (approx) +// Raw %K valid from: RSI_Start + m_k_period - 1 +// We use a safe start index based on the RSI calculator's logic + int rsi_start = m_vola_long + m_pivotal_period; + int raw_k_start = rsi_start + m_k_period - 1; + int loop_start_k = MathMax(raw_k_start, start_index); + + for(int i = loop_start_k; i < rates_total; i++) + { + double highest_rsi = Highest(m_rsi_buffer, m_k_period, i); + double lowest_rsi = Lowest(m_rsi_buffer, m_k_period, i); + double range = highest_rsi - lowest_rsi; + + if(range > 0.00001) + m_raw_k[i] = (m_rsi_buffer[i] - lowest_rsi) / range * 100.0; + else + m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0; + } + +//--- 3. Calculate Slow %K (Main Line) + m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start); + +//--- 4. Calculate %D (Signal Line) + int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1; + m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset); + } + +//+------------------------------------------------------------------+ +//| Helpers | +//+------------------------------------------------------------------+ +double CStochOnAdaptiveRSICalculator::Highest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res < array[index]) + res = array[index]; + } + return(res); + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +double CStochOnAdaptiveRSICalculator::Lowest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res > array[index]) + res = array[index]; + } + return(res); + } + +//+==================================================================+ +//| CLASS 2: CStochRSIAdaptiveCalculator_HA | +//+==================================================================+ +class CStochOnAdaptiveRSICalculator_HA : public CStochOnAdaptiveRSICalculator + { +protected: + virtual void CreateRSIEngine(void) override; + }; + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CStochOnAdaptiveRSICalculator_HA::CreateRSIEngine(void) + { + m_rsi_calculator = new CAdaptiveRSICalculator_HA(); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+