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refactor:

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Toh4iem9
2025-09-23 12:50:40 +02:00
parent 092d1418a6
commit 352af35c66
1 changed files with 8 additions and 163 deletions
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Indicators/MyIndicators/RSI_Pro.mq5
+8 -163
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@@ -4,11 +4,11 @@
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "1.10"
#property version "2.00"
#property description "A professional RSI with a choice of a flexible MA signal line or Bollinger Bands."
#property indicator_separate_window
#property indicator_buffers 4 // RSI, MA, Upper Band, Lower Band
#property indicator_buffers 4
#property indicator_plots 4
#property indicator_minimum 0
#property indicator_maximum 100
@@ -16,28 +16,24 @@
#property indicator_level2 50.0
#property indicator_level3 70.0
//--- Plot 1: RSI
#include <MyIncludes\RSI_Pro_Calculator.mqh>
//--- Plot Properties ---
#property indicator_label1 "RSI"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- Plot 2: Signal Line (MA)
#property indicator_label2 "Signal"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrOrangeRed
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
//--- Plot 3: Upper Bollinger Band
#property indicator_label3 "Upper Band"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrGray
#property indicator_style3 STYLE_DOT
#property indicator_width3 1
//--- Plot 4: Lower Bollinger Band
#property indicator_label4 "Lower Band"
#property indicator_type4 DRAW_LINE
#property indicator_color4 clrGray
@@ -64,152 +60,7 @@ input ENUM_MA_METHOD InpMethodMA = MODE_SMA;
input double InpBandsDev = 2.0;
//--- Indicator Buffers ---
double BufferRSI[];
double BufferSignalMA[];
double BufferUpperBand[];
double BufferLowerBand[];
//+------------------------------------------------------------------+
//| CLASS: CRSIProCalculator |
//+------------------------------------------------------------------+
class CRSIProCalculator
{
private:
int m_rsi_period;
int m_ma_period;
double m_deviation;
ENUM_MA_METHOD m_ma_method;
double m_rsi_buffer[];
double m_ma_buffer[];
double m_upper_band[];
double m_lower_band[];
public:
CRSIProCalculator(void) {};
~CRSIProCalculator(void) {};
bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev);
void Calculate(int rates_total, const double &price[],
double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]);
};
//+------------------------------------------------------------------+
//| CRSIProCalculator: Initialization |
//+------------------------------------------------------------------+
bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev)
{
m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
m_ma_period = (ma_p < 1) ? 1 : ma_p;
m_ma_method = ma_m;
m_deviation = dev;
return true;
}
//+------------------------------------------------------------------+
//| CRSIProCalculator: Main Calculation Method |
//+------------------------------------------------------------------+
void CRSIProCalculator::Calculate(int rates_total, const double &price[],
double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[])
{
if(rates_total <= m_rsi_period)
return;
ArrayResize(m_rsi_buffer, rates_total);
ArrayResize(m_ma_buffer, rates_total);
ArrayResize(m_upper_band, rates_total);
ArrayResize(m_lower_band, rates_total);
//--- Step 1: Calculate base RSI (Wilder's smoothing)
double sum_pos = 0, sum_neg = 0;
for(int i = 1; i < rates_total; i++)
{
double diff = price[i] - price[i-1];
sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period;
sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period;
if(i >= m_rsi_period)
{
if(sum_neg > 0)
m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg)));
else
m_rsi_buffer[i] = 100.0;
}
}
//--- Step 2: Calculate Moving Average on RSI with full MA type support
int ma_start_pos = m_rsi_period + m_ma_period - 1;
for(int i = ma_start_pos; i < rates_total; i++)
{
switch(m_ma_method)
{
case MODE_EMA:
case MODE_SMMA:
if(i == ma_start_pos) // Robust initialization for recursive MAs
{
double sum = 0;
for(int j = 0; j < m_ma_period; j++)
sum += m_rsi_buffer[i-j];
m_ma_buffer[i] = sum / m_ma_period;
}
else
{
if(m_ma_method == MODE_EMA)
{
double pr = 2.0 / (m_ma_period + 1.0);
m_ma_buffer[i] = m_rsi_buffer[i] * pr + m_ma_buffer[i-1] * (1.0 - pr);
}
else // SMMA
{
m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_ma_period - 1) + m_rsi_buffer[i]) / m_ma_period;
}
}
break;
case MODE_LWMA:
{
double lwma_sum = 0, weight_sum = 0;
for(int j = 0; j < m_ma_period; j++)
{
int weight = m_ma_period - j;
lwma_sum += m_rsi_buffer[i-j] * weight;
weight_sum += weight;
}
if(weight_sum > 0)
m_ma_buffer[i] = lwma_sum / weight_sum;
break;
}
default: // MODE_SMA
{
double sum = 0;
for(int j = 0; j < m_ma_period; j++)
sum += m_rsi_buffer[i-j];
m_ma_buffer[i] = sum / m_ma_period;
break;
}
}
}
//--- Step 3: Calculate Bollinger Bands on the MA line
for(int i = ma_start_pos; i < rates_total; i++)
{
double std_dev_val = 0, sum_sq = 0;
for(int j = 0; j < m_ma_period; j++)
{
sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2);
}
std_dev_val = sqrt(sum_sq / m_ma_period);
m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
}
ArrayCopy(rsi_out, m_rsi_buffer, 0, 0, rates_total);
ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total);
ArrayCopy(upper_out, m_upper_band, 0, 0, rates_total);
ArrayCopy(lower_out, m_lower_band, 0, 0, rates_total);
}
double BufferRSI[], BufferSignalMA[], BufferUpperBand[], BufferLowerBand[];
//--- Global calculator object ---
CRSIProCalculator *g_calculator;
@@ -264,9 +115,8 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
{
// The calculator needs the raw price array, not a pre-calculated one
// We will use the 'close' array directly as the default
g_calculator.Calculate(rates_total, close, BufferRSI, BufferSignalMA, BufferUpperBand, BufferLowerBand);
g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close,
BufferRSI, BufferSignalMA, BufferUpperBand, BufferLowerBand);
for(int i = 0; i < rates_total; i++)
{
@@ -282,11 +132,6 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
BufferUpperBand[i] = EMPTY_VALUE;
BufferLowerBand[i] = EMPTY_VALUE;
}
else
if(InpDisplayMode == DISPLAY_RSI_AND_BANDS)
{
// By default, we show the MA as the centerline for the bands.
}
}
}
return(rates_total);