refactor:

This commit is contained in:
Toh4iem9
2025-10-04 16:13:52 +02:00
parent aeedabeecd
commit 2efc9e028f
+8 -104
View File
@@ -23,14 +23,14 @@ class CHeikinAshi_Calculator
public:
//--- Public Interface
void Calculate(const int rates_total,
const double &open[],
const double &high[],
const double &low[],
const double &close[],
double &ha_open[],
double &ha_high[],
double &ha_low[],
double &ha_close[]);
const double &open[],
const double &high[],
const double &low[],
const double &close[],
double &ha_open[],
double &ha_high[],
double &ha_low[],
double &ha_close[]);
};
//+------------------------------------------------------------------+
@@ -62,101 +62,5 @@ void CHeikinAshi_Calculator::Calculate(const int rates_total,
ha_low[i] = MathMin(low[i], MathMin(ha_open[i], ha_close[i]));
}
}
//+==================================================================+
//| |
//| CLASS 2: CHeikinAshi_RSI_Calculator |
//| |
//+==================================================================+
//+------------------------------------------------------------------+
//| Class CHeikinAshi_RSI_Calculator |
//| Purpose: Calculates RSI based on Heikin Ashi data. |
//+------------------------------------------------------------------+
class CHeikinAshi_RSI_Calculator
{
protected:
CHeikinAshi_Calculator m_ha_calculator; // Internal HA calculator
public:
bool Calculate(const int rates_total,
const int rsi_period,
const double &open[],
const double &high[],
const double &low[],
const double &close[],
double &rsi_buffer[]);
};
//+------------------------------------------------------------------+
//| Calculates Heikin Ashi based RSI |
//+------------------------------------------------------------------+
bool CHeikinAshi_RSI_Calculator::Calculate(const int rates_total,
const int rsi_period,
const double &open[],
const double &high[],
const double &low[],
const double &close[],
double &rsi_buffer[])
{
if(rates_total <= rsi_period)
return false;
//--- Intermediate buffers
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
//--- Step 1: Calculate Heikin Ashi
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
//--- Step 2: Calculate RSI on HA Close
double pos_buffer[], neg_buffer[];
ArrayResize(pos_buffer, rates_total);
ArrayResize(neg_buffer, rates_total);
for(int i = 1; i < rates_total; i++)
{
double diff = ha_close[i] - ha_close[i-1];
double positive_change = (diff > 0) ? diff : 0;
double negative_change = (diff < 0) ? -diff : 0;
if(i == rsi_period)
{
double sum_pos=0, sum_neg=0;
for(int j=1; j<=rsi_period; j++)
{
double p_diff = ha_close[j] - ha_close[j-1];
sum_pos += (p_diff > 0) ? p_diff : 0;
sum_neg += (p_diff < 0) ? -p_diff : 0;
}
pos_buffer[i] = sum_pos / rsi_period;
neg_buffer[i] = sum_neg / rsi_period;
}
else
if(i > rsi_period)
{
pos_buffer[i] = (pos_buffer[i-1] * (rsi_period - 1) + positive_change) / rsi_period;
neg_buffer[i] = (neg_buffer[i-1] * (rsi_period - 1) + negative_change) / rsi_period;
}
if(i >= rsi_period)
{
if(neg_buffer[i] > 0)
{
double rs = pos_buffer[i] / neg_buffer[i];
rsi_buffer[i] = 100.0 - (100.0 / (1.0 + rs));
}
else
{
rsi_buffer[i] = 100.0;
}
}
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+