diff --git a/Include/MyIncludes/TSI_Calculator.mqh b/Include/MyIncludes/TSI_Calculator.mqh index 7a7247b..bff9b99 100644 --- a/Include/MyIncludes/TSI_Calculator.mqh +++ b/Include/MyIncludes/TSI_Calculator.mqh @@ -1,65 +1,271 @@ //+------------------------------------------------------------------+ //| TSI_Calculator.mqh | -//| Wrapper for the TSI_Engine to produce TSI output. | +//| VERSION 2.10: Fixed initialization bug (zero fill). | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" -#include +#include +#include -//--- Abstract base class for polymorphism -class CTSICalculatorBase - { -public: - virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma)=0; - virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], - double &tsi_buffer[], double &signal_buffer[])=0; - virtual ~CTSICalculatorBase() {}; // Virtual destructor - }; - -//--- Standard version -class CTSICalculator_Std : public CTSICalculatorBase +//+==================================================================+ +//| CLASS 1: CTSICalculator (Base Class) | +//+==================================================================+ +class CTSICalculator { protected: - CTSICalculator *m_engine; -public: - CTSICalculator_Std(void) { m_engine = new CTSICalculator(); } - ~CTSICalculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; } + int m_slow_p, m_fast_p, m_signal_p; + ENUM_MA_METHOD m_signal_ma_type; - virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override - { - if(CheckPointer(m_engine)==POINTER_INVALID) - return false; - return m_engine.Init(slow_p, fast_p, signal_p, signal_ma); - } - virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], - double &tsi_buffer[], double &signal_buffer[]) override - { - if(CheckPointer(m_engine)!=POINTER_INVALID) - m_engine.Calculate(rates_total, price_type, open, high, low, close, tsi_buffer, signal_buffer); - } + //--- Persistent Buffers for Incremental Calculation + double m_price[]; + double m_ema1_mtm[], m_ema1_abs[]; + double m_ema2_mtm[], m_ema2_abs[]; + + //--- Engine for Signal Line + CMovingAverageCalculator *m_signal_ma_engine; + + //--- Updated: Accepts start_index + 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[]); + +public: + CTSICalculator(void); + virtual ~CTSICalculator(void); + + bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma); + + //--- Updated: Accepts prev_calculated + 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 &tsi_buffer[], double &signal_buffer[]); + + int GetPeriodSlow() const { return m_slow_p; } + int GetPeriodFast() const { return m_fast_p; } + int GetPeriodSignal() const { return m_signal_p; } }; -//--- HA version -class CTSICalculator_HA_Wrapper : public CTSICalculatorBase // Use a unique name to avoid conflict - { -protected: - CTSICalculator_HA *m_engine; // Use the HA engine type -public: - CTSICalculator_HA_Wrapper(void) { m_engine = new CTSICalculator_HA(); } - ~CTSICalculator_HA_Wrapper(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; } - - virtual bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) override - { - if(CheckPointer(m_engine)==POINTER_INVALID) - return false; - return m_engine.Init(slow_p, fast_p, signal_p, signal_ma); - } - virtual void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], - double &tsi_buffer[], double &signal_buffer[]) override - { - if(CheckPointer(m_engine)!=POINTER_INVALID) - m_engine.Calculate(rates_total, price_type, open, high, low, close, tsi_buffer, signal_buffer); - } - }; +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CTSICalculator::CTSICalculator(void) + { + m_signal_ma_engine = new CMovingAverageCalculator(); + } + +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +CTSICalculator::~CTSICalculator(void) + { + if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) + delete m_signal_ma_engine; + } + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +bool CTSICalculator::Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) + { + m_slow_p = (slow_p < 1) ? 1 : slow_p; + m_fast_p = (fast_p < 1) ? 1 : fast_p; + m_signal_p = (signal_p < 1) ? 1 : signal_p; + m_signal_ma_type = signal_ma; + + if(!m_signal_ma_engine.Init(m_signal_p, (ENUM_MA_TYPE)m_signal_ma_type)) + return false; + + return true; + } + +//+------------------------------------------------------------------+ +//| Main Calculation (Optimized) | +//+------------------------------------------------------------------+ +void CTSICalculator::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 &tsi_buffer[], double &signal_buffer[]) + { + if(rates_total <= m_slow_p + m_fast_p + m_signal_p) + return; + +//--- 1. Determine Start Index + int start_index; + if(prev_calculated == 0) + start_index = 0; + else + start_index = prev_calculated - 1; + +//--- 2. Resize Buffers + if(ArraySize(m_price) != rates_total) + { + ArrayResize(m_price, rates_total); + ArrayResize(m_ema1_mtm, rates_total); + ArrayResize(m_ema1_abs, rates_total); + ArrayResize(m_ema2_mtm, rates_total); + ArrayResize(m_ema2_abs, rates_total); + } + +//--- 3. Prepare Price (Optimized) + if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) + return; + +//--- 4. Calculate First Smoothing (Slow EMA) + double pr_slow = 2.0 / (m_slow_p + 1.0); + int loop_start_1 = MathMax(1, start_index); // Momentum needs i-1 + +// Initialization for first bar + if(loop_start_1 == 1) + { + m_ema1_mtm[0] = 0; + m_ema1_abs[0] = 0; + } + + for(int i = loop_start_1; i < rates_total; i++) + { + double momentum = m_price[i] - m_price[i-1]; + double abs_momentum = MathAbs(momentum); + + m_ema1_mtm[i] = momentum * pr_slow + m_ema1_mtm[i-1] * (1.0 - pr_slow); + m_ema1_abs[i] = abs_momentum * pr_slow + m_ema1_abs[i-1] * (1.0 - pr_slow); + } + +//--- 5. Calculate Second Smoothing (Fast EMA) + double pr_fast = 2.0 / (m_fast_p + 1.0); + + if(loop_start_1 == 1) + { + m_ema2_mtm[0] = 0; + m_ema2_abs[0] = 0; + } + + for(int i = loop_start_1; i < rates_total; i++) + { + m_ema2_mtm[i] = m_ema1_mtm[i] * pr_fast + m_ema2_mtm[i-1] * (1.0 - pr_fast); + m_ema2_abs[i] = m_ema1_abs[i] * pr_fast + m_ema2_abs[i-1] * (1.0 - pr_fast); + } + +//--- 6. Calculate TSI + int tsi_start = m_slow_p + m_fast_p - 2; // Warmup period + int loop_start_tsi = MathMax(tsi_start, start_index); + +// FIX: Initialize buffer with 0.0 on full recalc to avoid garbage in Signal Line input + if(prev_calculated == 0) + ArrayInitialize(tsi_buffer, 0.0); + + for(int i = loop_start_tsi; i < rates_total; i++) + { + if(m_ema2_abs[i] > 0) + tsi_buffer[i] = 100 * (m_ema2_mtm[i] / m_ema2_abs[i]); + else + tsi_buffer[i] = 0; + } + +//--- 7. Calculate Signal Line (Using Engine) +// We pass tsi_buffer as 'close' price. + m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, + tsi_buffer, tsi_buffer, tsi_buffer, tsi_buffer, + signal_buffer); + } + +//+------------------------------------------------------------------+ +//| Prepare Price (Standard - Optimized) | +//+------------------------------------------------------------------+ +bool CTSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { +// Optimized copy loop + 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; + } + +//+==================================================================+ +//| CLASS 2: CTSICalculator_HA (Heikin Ashi) | +//+==================================================================+ +class CTSICalculator_HA : public CTSICalculator + { +private: + CHeikinAshi_Calculator m_ha_calculator; + // Internal HA buffers + double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; + +protected: + 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; + }; + +//+------------------------------------------------------------------+ +//| Prepare Price (Heikin Ashi - Optimized) | +//+------------------------------------------------------------------+ +bool CTSICalculator_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[]) + { +// Resize internal HA buffers + 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); + } + +//--- STRICT CALL: Use the optimized 10-param HA calculation + m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, + m_ha_open, m_ha_high, m_ha_low, m_ha_close); + +//--- Copy to m_price (Optimized loop) + 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; + } + } + return true; + } //+------------------------------------------------------------------+