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refactor:
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@@ -23,14 +23,14 @@ class CHeikinAshi_Calculator
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public:
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//--- Public Interface
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void Calculate(const int rates_total,
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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double &ha_open[],
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double &ha_high[],
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double &ha_low[],
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double &ha_close[]);
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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double &ha_open[],
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double &ha_high[],
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double &ha_low[],
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double &ha_close[]);
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};
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//+------------------------------------------------------------------+
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@@ -62,101 +62,5 @@ void CHeikinAshi_Calculator::Calculate(const int rates_total,
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ha_low[i] = MathMin(low[i], MathMin(ha_open[i], ha_close[i]));
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}
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CHeikinAshi_RSI_Calculator |
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//| |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| Class CHeikinAshi_RSI_Calculator |
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//| Purpose: Calculates RSI based on Heikin Ashi data. |
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//+------------------------------------------------------------------+
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class CHeikinAshi_RSI_Calculator
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{
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protected:
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CHeikinAshi_Calculator m_ha_calculator; // Internal HA calculator
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public:
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bool Calculate(const int rates_total,
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const int rsi_period,
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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double &rsi_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Calculates Heikin Ashi based RSI |
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//+------------------------------------------------------------------+
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bool CHeikinAshi_RSI_Calculator::Calculate(const int rates_total,
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const int rsi_period,
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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double &rsi_buffer[])
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{
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if(rates_total <= rsi_period)
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return false;
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//--- Intermediate buffers
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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//--- Step 1: Calculate Heikin Ashi
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- Step 2: Calculate RSI on HA Close
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double pos_buffer[], neg_buffer[];
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ArrayResize(pos_buffer, rates_total);
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ArrayResize(neg_buffer, rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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double diff = ha_close[i] - ha_close[i-1];
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double positive_change = (diff > 0) ? diff : 0;
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double negative_change = (diff < 0) ? -diff : 0;
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if(i == rsi_period)
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{
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double sum_pos=0, sum_neg=0;
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for(int j=1; j<=rsi_period; j++)
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{
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double p_diff = ha_close[j] - ha_close[j-1];
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sum_pos += (p_diff > 0) ? p_diff : 0;
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sum_neg += (p_diff < 0) ? -p_diff : 0;
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}
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pos_buffer[i] = sum_pos / rsi_period;
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neg_buffer[i] = sum_neg / rsi_period;
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}
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else
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if(i > rsi_period)
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{
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pos_buffer[i] = (pos_buffer[i-1] * (rsi_period - 1) + positive_change) / rsi_period;
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neg_buffer[i] = (neg_buffer[i-1] * (rsi_period - 1) + negative_change) / rsi_period;
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}
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if(i >= rsi_period)
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{
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if(neg_buffer[i] > 0)
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{
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double rs = pos_buffer[i] / neg_buffer[i];
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rsi_buffer[i] = 100.0 - (100.0 / (1.0 + rs));
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}
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else
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{
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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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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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