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Toh4iem9
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//+------------------------------------------------------------------+
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//| VIDYA_Adaptive_RSI_Calculator.mqh |
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//| VIDYA calculation using Adaptive RSI as volatility index. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#include <MyIncludes\RSI_Adaptive_Calculator.mqh>
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//+==================================================================+
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//| CLASS 1: CVIDYAAdaptiveRSICalculator (Base) |
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//+==================================================================+
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class CVIDYAAdaptiveRSICalculator
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{
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protected:
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int m_ema_period;
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//--- Composition
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CAdaptiveRSICalculator *m_arsi_engine;
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//--- Persistent Buffers
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double m_price[];
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double m_arsi_buffer[]; // Stores Adaptive RSI
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virtual void CreateEngine(void);
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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[]);
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public:
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CVIDYAAdaptiveRSICalculator(void);
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virtual ~CVIDYAAdaptiveRSICalculator(void);
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bool Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src, int ema_p);
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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[],
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double &vidya_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CVIDYAAdaptiveRSICalculator::CVIDYAAdaptiveRSICalculator(void)
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{
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m_arsi_engine = NULL;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CVIDYAAdaptiveRSICalculator::~CVIDYAAdaptiveRSICalculator(void)
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{
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if(CheckPointer(m_arsi_engine) != POINTER_INVALID)
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delete m_arsi_engine;
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}
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//+------------------------------------------------------------------+
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//| Factory Method |
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//+------------------------------------------------------------------+
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void CVIDYAAdaptiveRSICalculator::CreateEngine(void)
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{
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m_arsi_engine = new CAdaptiveRSICalculator();
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CVIDYAAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src, int ema_p)
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{
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m_ema_period = (ema_p < 1) ? 1 : ema_p;
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CreateEngine();
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if(CheckPointer(m_arsi_engine) == POINTER_INVALID || !m_arsi_engine.Init(pivotal_p, vola_s, vola_l, adapt_src))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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void CVIDYAAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &vidya_buffer[])
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{
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// Minimum bars check (approximate)
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if(rates_total <= m_ema_period + 20)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_arsi_buffer, rates_total);
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}
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// 1. Prepare Price (for VIDYA calculation)
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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// 2. Calculate Adaptive RSI (Delegated)
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// The engine handles its own price preparation for RSI calculation
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m_arsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_arsi_buffer);
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// 3. Calculate VIDYA (Incremental Loop)
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double alpha = 2.0 / (m_ema_period + 1.0);
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// Start where we have valid ARSI data (approximate, ARSI engine handles safety inside)
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// We need to start loop early enough to catch up, but respect array bounds
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int loop_start = MathMax(1, start_index);
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// Initialization for the very first bar
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if(loop_start == 1)
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{
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vidya_buffer[0] = m_price[0];
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}
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for(int i = loop_start; i < rates_total; i++)
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{
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// Volatility factor: distance from 50 (0..50), normalized to 0..1
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// ARSI is 0..100
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double rsi_volatility = MathAbs(m_arsi_buffer[i] - 50.0) / 50.0;
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// Recursive calculation
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// VIDYA = Alpha * Vola * Price + (1 - Alpha * Vola) * VIDYA[i-1]
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double k = alpha * rsi_volatility;
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vidya_buffer[i] = k * m_price[i] + (1.0 - k) * vidya_buffer[i-1];
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard) |
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//+------------------------------------------------------------------+
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bool CVIDYAAdaptiveRSICalculator::PreparePriceSeries(int rates_total, int start_index, 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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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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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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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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m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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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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//| CLASS 2: CVIDYAAdaptiveRSICalculator_HA |
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//+==================================================================+
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class CVIDYAAdaptiveRSICalculator_HA : public CVIDYAAdaptiveRSICalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual void CreateEngine(void) override;
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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;
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};
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//+------------------------------------------------------------------+
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//| Factory Override |
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//+------------------------------------------------------------------+
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void CVIDYAAdaptiveRSICalculator_HA::CreateEngine(void)
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{
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m_arsi_engine = new CAdaptiveRSICalculator_HA();
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CVIDYAAdaptiveRSICalculator_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[])
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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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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