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refactor: Selectable ER Source

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Indicators/MyIndicators/Authors/Kaufman/Stochastic_Adaptive_RSI_Pro.md
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@@ -9,8 +9,6 @@ The result is a "doubly adaptive" oscillator that measures where the RSI is rela
* In a **strong, trending market**, the indicator's lookback period on the RSI lengthens, aiming to reduce premature signals.
* In a **choppy, sideways market**, the period shortens, aiming to increase sensitivity to turns within the range.
This indicator explores the concept of applying adaptive techniques to an already smoothed data series (the RSI), resulting in a unique, hybrid momentum profile.
## 2. Mathematical Foundations and Calculation Logic
The calculation is a complex, four-stage sequential process.
@@ -24,9 +22,9 @@ The calculation is a complex, four-stage sequential process.
### Calculation Steps (Algorithm)
1. **Calculate the Base RSI:** First, a standard Wilder's RSI is calculated on the source price over the period `N_rsi`. This creates the primary data series for the oscillator.
1. **Calculate the Base RSI:** First, a standard Wilder's RSI is calculated on the source price over the period `N_rsi`.
2. **Calculate the Efficiency Ratio (ER):** Separately, the ER is calculated on the **source price** over the period `N_er` to measure the market's trendiness.
2. **Calculate the Efficiency Ratio (ER):** Separately, the ER is calculated on the **source price** over the period `N_er`.
* $\text{ER}_t = \frac{\text{Abs}(P_t - P_{t-N_{er}})}{\sum_{i=0}^{N_{er}-1} \text{Abs}(P_{t-i} - P_{t-i-1})}$
3. **Calculate the Adaptive Stochastic Period (NSP):** The ER is used to calculate the new, dynamic lookback period for the Stochastic on each bar.
@@ -37,39 +35,46 @@ The calculation is a complex, four-stage sequential process.
$\text{Highest High} = \text{Highest value of RSI over the last NSP}_t \text{ bars}$
$\text{Lowest Low} = \text{Lowest value of RSI over the last NSP}_t \text{ bars}$
$\text{Raw \%K}_t = 100 \times \frac{\text{RSI}_t - \text{Lowest Low}}{\text{Highest High} - \text{Lowest Low}}$
* **Calculate Slow %K and %D:** The `Raw %K` is then smoothed using fixed-period moving averages.
* **Calculate Slow %K and %D:** The `Raw %K` is then smoothed using configurable moving averages.
## 3. MQL5 Implementation Details
* **Modular and Composite Design:** The `Stochastic_Adaptive_RSI_Calculator.mqh` uses a composition-based design. It **contains an instance** of our robust `CRSIProCalculator` to generate the base RSI data, and it reuses the ER calculation logic from our KAMA implementation.
Our MQL5 implementation follows a modern, component-based, object-oriented design.
* **Reusable Components:** The calculator leverages our universal `CalculateMA` helper function for the final %K and %D smoothing steps.
* **Full Engine Integration:**
The calculator (`Stochastic_Adaptive_RSI_Calculator.mqh`) orchestrates three powerful engines:
1. **RSI Engine:** Calculates the base RSI.
2. **Slowing Engine:** Smooths the Raw %K using `MovingAverage_Engine.mqh`.
3. **Signal Engine:** Calculates the %D line using `MovingAverage_Engine.mqh`.
* **Object-Oriented Design (Inheritance):** The standard `_HA` derived class architecture is used to seamlessly support calculations on Heikin Ashi price data.
* **Optimized Incremental Calculation (O(1)):**
Unlike basic implementations, this indicator employs an intelligent incremental algorithm.
* **State Tracking:** It utilizes `prev_calculated` to process only new bars.
* **Persistent Buffers:** Internal buffers (RSI, ER, NSP, Raw %K) persist their state between ticks.
* **Hybrid Heikin Ashi Logic:**
When using Heikin Ashi prices, the indicator offers a unique "Hybrid" mode via the `Adaptive Source` parameter.
* **Standard (Recommended):** Calculates RSI on Heikin Ashi, but measures ER (market noise) on Standard prices. This prevents the HA smoothing from artificially inflating the ER.
* **Heikin Ashi:** Calculates both RSI and ER on Heikin Ashi prices (Pure HA).
## 4. Parameters
* **RSI Period (`InpRSIPeriod`):** The lookback period for the base RSI calculation.
* **ER Period (`InpErPeriod`):** The lookback period for the Efficiency Ratio calculation.
* **Min Stochastic Period (`InpMinStochPeriod`):** The shortest possible period for the Stochastic on the RSI.
* **Max Stochastic Period (`InpMaxStochPeriod`):** The longest possible period for the Stochastic on the RSI.
* **Slowing/D Periods:** The fixed periods for the final smoothing steps.
* **Applied Price (`InpSourcePrice`):** The source price for the calculation.
* **%D MA Type (`InpDMAType`):** The type of moving average for the %D signal line.
* **Adaptive Settings:**
* `InpRSIPeriod`: RSI Period. (Default: `14`).
* `InpErPeriod`: ER Period. (Default: `10`).
* `InpMinStochPeriod`: Min Stochastic Period. (Default: `5`).
* `InpMaxStochPeriod`: Max Stochastic Period. (Default: `30`).
* `InpAdaptiveSource`: Selects the source for ER calculation in HA mode (`Standard` or `Heikin Ashi`).
* **Stochastic & Price Settings:**
* `InpSlowingPeriod`: Smoothing period for Slow %K. (Default: `3`).
* `InpSlowingMAType`: Smoothing type for Slow %K. (Default: `SMA`).
* `InpDPeriod`: Smoothing period for %D. (Default: `3`).
* `InpDMAType`: Smoothing type for %D. (Default: `SMA`).
* `InpSourcePrice`: Source price for the calculation.
## 5. Usage and Interpretation
The Stochastic Adaptive RSI is a hybrid oscillator with a unique character. Its behavior is a blend of the `Stochastic RSI` and the `Stochastic Adaptive` indicators.
The Stochastic Adaptive RSI is a hybrid oscillator with a unique character.
* **Comparison to its "Parents":**
* It is **smoother** than the standard `Stochastic Adaptive` (which is based on raw price) because its input is the already-smoothed RSI line.
* It is **more responsive and "jagged"** than the standard `Stochastic RSI` (which uses a fixed period) because its lookback period is constantly changing.
* **Interpreting the Behavior:** This indicator attempts to find a middle ground. It aims to provide the "trend-following" benefit of the adaptive period while working on a less noisy data series (RSI). However, this "double processing" (smoothing from RSI + adaptive period) can sometimes lead to a "hyper-refined" signal that may lose some of the raw power of its simpler counterparts.
* **Strategy:** It should be used like other Stochastic oscillators, looking for:
* **Overbought (>80) and Oversold (<20)** conditions.
* **Crossovers** of the %K and %D lines for entry/exit signals.
* **Divergences** with price.
It is best used by traders who find the standard `Stochastic RSI` too slow but the standard `Stochastic Adaptive` too noisy for their particular strategy or timeframe.
* **Comparison:** It is **smoother** than the standard `Stochastic Adaptive` (because it uses RSI) but **more responsive** than the standard `Stochastic RSI` (because of the adaptive period).
* **Strategy:** Use it to identify overbought/oversold conditions and crossovers, especially in markets that alternate between trending and ranging phases.