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Toh4iem9
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//+------------------------------------------------------------------+
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//| RSI_Adaptive_Calculator.mqh |
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//| Engine for a variable-length RSI (Dynamic Momentum Index). |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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class CAdaptiveRSICalculator
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{
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protected:
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int m_pivotal_period, m_vola_short, m_vola_long;
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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CAdaptiveRSICalculator(void) {};
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virtual ~CAdaptiveRSICalculator(void) {};
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bool Init(int pivotal_p, int vola_s, int vola_l);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &rsi_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CAdaptiveRSICalculator_HA : public CAdaptiveRSICalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+==================================================================+
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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l)
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{
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m_pivotal_period = (pivotal_p < 2) ? 2 : pivotal_p;
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m_vola_short = (vola_s < 1) ? 1 : vola_s;
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m_vola_long = (vola_l <= m_vola_short) ? m_vola_short + 1 : vola_l;
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CAdaptiveRSICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
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double &rsi_buffer[])
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{
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if(rates_total <= m_vola_long + m_pivotal_period)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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double vola_sum[], vola_avg[], nsp_buffer[];
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ArrayResize(vola_sum, rates_total);
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ArrayResize(vola_avg, rates_total);
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ArrayResize(nsp_buffer, rates_total);
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//--- Step 1: Calculate Volatility Ratio and Adaptive Period (NSP)
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for(int i = m_vola_short; i < rates_total; i++)
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{
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for(int j = 0; j < m_vola_short; j++)
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vola_sum[i] += MathAbs(m_price[i-j] - m_price[i-j-1]);
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}
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for(int i = m_vola_short + m_vola_long - 1; i < rates_total; i++)
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{
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double sum_of_sums = 0;
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for(int j = 0; j < m_vola_long; j++)
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sum_of_sums += vola_sum[i-j];
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vola_avg[i] = sum_of_sums / m_vola_long;
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double vola_ratio = (vola_avg[i] > 0.000001) ? vola_sum[i] / vola_avg[i] : 1.0;
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int period = (int)round(m_pivotal_period / vola_ratio);
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nsp_buffer[i] = fmax(2, fmin(m_pivotal_period * 2, period)); // Clamp period to a reasonable range
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}
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//--- Step 2: Calculate Simple RSI using the adaptive period
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for(int i = m_vola_long + m_pivotal_period; i < rates_total; i++)
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{
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int current_nsp = (int)nsp_buffer[i];
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if(i < current_nsp)
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continue;
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double sum_pos = 0, sum_neg = 0;
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for(int j = 0; j < current_nsp; j++)
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{
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double diff = m_price[i-j] - m_price[i-j-1];
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if(diff > 0)
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sum_pos += diff;
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else
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sum_neg -= diff;
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}
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if(sum_pos + sum_neg > 0.000001)
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rsi_buffer[i] = 100.0 * sum_pos / (sum_pos + sum_neg);
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else
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rsi_buffer[i] = 50.0;
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}
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CAdaptiveRSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(ArraySize(m_price) != rates_total)
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if(ArrayResize(m_price, rates_total) != rates_total)
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return false;
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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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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//+------------------------------------------------------------------+
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bool CAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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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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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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if(ArraySize(m_price) != rates_total)
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if(ArrayResize(m_price, rates_total) != rates_total)
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return false;
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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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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