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refactor(indicators): Integrated with RSI Engine

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Toh4iem9
2026-01-02 18:20:47 +01:00
parent e2161054ec
commit 3fa17b51e3
1 changed files with 182 additions and 103 deletions
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Include/MyIncludes/VIDYA_RSI_Calculator.mqh
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@@ -1,70 +1,126 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| VIDYA_RSI_Calculator.mqh | //| VIDYA_RSI_Calculator.mqh |
//| Calculation engine for VIDYA based on RSI. | //| VERSION 2.00: Integrated with RSI Engine. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\RSI_Pro_Calculator.mqh>
//+==================================================================+
//| CLASS 1: CVIDYARSICalculator (Base Class) |
//+==================================================================+ //+==================================================================+
class CVIDYARSICalculator class CVIDYARSICalculator
{ {
protected: protected:
int m_rsi_period, m_ema_period; int m_rsi_period, m_ema_period;
double m_price[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); //--- Composition: Use dedicated RSI engine
CRSIProCalculator *m_rsi_calculator;
//--- Persistent Buffers
double m_price[];
double m_rsi_buffer[]; // Internal buffer for RSI values
//--- 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[]);
//--- Factory Method for RSI Engine
virtual void CreateRSIEngine(void);
public: public:
CVIDYARSICalculator(void) {}; CVIDYARSICalculator(void);
virtual ~CVIDYARSICalculator(void) {}; virtual ~CVIDYARSICalculator(void);
bool Init(int rsi_p, int ema_p); bool Init(int rsi_p, int ema_p);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]);
//--- 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 &vidya_buffer[]);
}; };
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CVIDYARSICalculator::CVIDYARSICalculator(void)
{
m_rsi_calculator = NULL;
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CVIDYARSICalculator::~CVIDYARSICalculator(void)
{
if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
delete m_rsi_calculator;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CVIDYARSICalculator::CreateRSIEngine(void)
{
m_rsi_calculator = new CRSIProCalculator();
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CVIDYARSICalculator::Init(int rsi_p, int ema_p) bool CVIDYARSICalculator::Init(int rsi_p, int ema_p)
{ {
m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
m_ema_period = (ema_p < 1) ? 1 : ema_p; m_ema_period = (ema_p < 1) ? 1 : ema_p;
CreateRSIEngine();
// Init RSI with dummy MA params (1, SMA, 2.0) as we only need the RSI line
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID || !m_rsi_calculator.Init(m_rsi_period, 1, SMA, 2.0))
return false;
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CVIDYARSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]) //| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CVIDYARSICalculator::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 &vidya_buffer[])
{ {
int start_pos = m_rsi_period + m_ema_period; int start_pos = m_rsi_period + m_ema_period;
if(rates_total <= start_pos) if(rates_total <= start_pos)
return; return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
// Resize Buffers
if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total);
if(ArraySize(m_rsi_buffer) != rates_total)
ArrayResize(m_rsi_buffer, rates_total);
// 1. Prepare Price (for VIDYA calculation)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return; return;
double rsi_buffer[]; // 2. Calculate RSI (Delegated to Engine)
ArrayResize(rsi_buffer, rates_total); // Note: RSI engine handles its own price preparation internally!
// We pass the raw OHLC arrays and price_type.
double dummy1[], dummy2[], dummy3[];
m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
m_rsi_buffer, dummy1, dummy2, dummy3);
//--- STEP 1: Calculate RSI (Wilder's smoothing) - Logic from RSI_Pro_Calculator // 3. Calculate VIDYA (Incremental Loop)
double sum_pos = 0, sum_neg = 0;
for(int i = 1; i < rates_total; i++)
{
double diff = m_price[i] - m_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)
rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg)));
else
rsi_buffer[i] = 100.0;
}
}
//--- STEP 2: Calculate VIDYA using RSI as volatility factor
double alpha = 2.0 / (m_ema_period + 1.0); double alpha = 2.0 / (m_ema_period + 1.0);
for(int i = 1; i < rates_total; i++) int loop_start = MathMax(start_pos, start_index);
for(int i = loop_start; i < rates_total; i++)
{ {
if(i == start_pos) if(i == start_pos) // Initialization
{ {
double sum=0; double sum=0;
for(int j=0; j<m_ema_period; j++) for(int j=0; j<m_ema_period; j++)
@@ -72,101 +128,124 @@ void CVIDYARSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_ty
vidya_buffer[i]=sum/m_ema_period; vidya_buffer[i]=sum/m_ema_period;
continue; continue;
} }
if(i > start_pos)
{ // Use pre-calculated RSI from buffer
//--- CRITICAL: Create volatility factor from RSI's distance from 50 // Volatility factor: distance from 50 (0..50), normalized to 0..1
double rsi_volatility = MathAbs(rsi_buffer[i] - 50.0) / 50.0; double rsi_volatility = MathAbs(m_rsi_buffer[i] - 50.0) / 50.0;
vidya_buffer[i] = m_price[i] * alpha * rsi_volatility + vidya_buffer[i-1] * (1 - alpha * rsi_volatility);
} // Recursive calculation uses vidya_buffer[i-1] which is persistent
vidya_buffer[i] = m_price[i] * alpha * rsi_volatility + vidya_buffer[i-1] * (1 - alpha * rsi_volatility);
} }
} }
// ... (A PreparePriceSeries és a _HA osztály PONTOSAN UGYANAZ MARAD, mint a VIDYA_Calculator-ban) ... //+------------------------------------------------------------------+
bool CVIDYARSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) //| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CVIDYARSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
ArrayResize(m_price, rates_total); for(int i = start_index; i < rates_total; i++)
switch(price_type)
{ {
case PRICE_CLOSE: switch(price_type)
ArrayCopy(m_price, close, 0, 0, rates_total); {
break; case PRICE_CLOSE:
case PRICE_OPEN: m_price[i] = close[i];
ArrayCopy(m_price, open, 0, 0, rates_total); break;
break; case PRICE_OPEN:
case PRICE_HIGH: m_price[i] = open[i];
ArrayCopy(m_price, high, 0, 0, rates_total); break;
break; case PRICE_HIGH:
case PRICE_LOW: m_price[i] = high[i];
ArrayCopy(m_price, low, 0, 0, rates_total); break;
break; case PRICE_LOW:
case PRICE_MEDIAN: m_price[i] = low[i];
for(int i=0; i<rates_total; i++) break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0; m_price[i] = (high[i]+low[i])/2.0;
break; break;
case PRICE_TYPICAL: case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0; m_price[i] = (high[i]+low[i]+close[i])/3.0;
break; break;
case PRICE_WEIGHTED: case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++) m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0; break;
break; default:
default: m_price[i] = close[i];
return false; break;
}
} }
return true; return true;
} }
//+------------------------------------------------------------------+
//| | //+==================================================================+
//+------------------------------------------------------------------+ //| CLASS 2: CVIDYARSICalculator_HA (Heikin Ashi) |
//+==================================================================+
class CVIDYARSICalculator_HA : public CVIDYARSICalculator class CVIDYARSICalculator_HA : public CVIDYARSICalculator
{ {
private: private:
CHeikinAshi_Calculator m_ha_calculator; CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected: protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; 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;
virtual void CreateRSIEngine(void) override;
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| Factory Method for HA RSI Engine |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CVIDYARSICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) void CVIDYARSICalculator_HA::CreateRSIEngine(void)
{ {
double ha_open[], ha_high[], ha_low[], ha_close[]; m_rsi_calculator = new CRSIProCalculator_HA();
ArrayResize(ha_open, rates_total); }
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total); //+------------------------------------------------------------------+
ArrayResize(ha_close, rates_total); //| Prepare Price (Heikin Ashi - Optimized) |
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); //+------------------------------------------------------------------+
ArrayResize(m_price, rates_total); bool CVIDYARSICalculator_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[])
switch(price_type) {
if(ArraySize(m_ha_open) != rates_total)
{ {
case PRICE_CLOSE: ArrayResize(m_ha_open, rates_total);
ArrayCopy(m_price, ha_close, 0, 0, rates_total); ArrayResize(m_ha_high, rates_total);
break; ArrayResize(m_ha_low, rates_total);
case PRICE_OPEN: ArrayResize(m_ha_close, rates_total);
ArrayCopy(m_price, ha_open, 0, 0, rates_total); }
break;
case PRICE_HIGH: m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
ArrayCopy(m_price, ha_high, 0, 0, rates_total); m_ha_open, m_ha_high, m_ha_low, m_ha_close);
break;
case PRICE_LOW: for(int i = start_index; i < rates_total; i++)
ArrayCopy(m_price, ha_low, 0, 0, rates_total); {
break; switch(price_type)
case PRICE_MEDIAN: {
for(int i=0; i<rates_total; i++) case PRICE_CLOSE:
m_price[i] = (ha_high[i]+ha_low[i])/2.0; m_price[i] = m_ha_close[i];
break; break;
case PRICE_TYPICAL: case PRICE_OPEN:
for(int i=0; i<rates_total; i++) m_price[i] = m_ha_open[i];
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0; break;
break; case PRICE_HIGH:
case PRICE_WEIGHTED: m_price[i] = m_ha_high[i];
for(int i=0; i<rates_total; i++) break;
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0; case PRICE_LOW:
break; m_price[i] = m_ha_low[i];
default: break;
return false; 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; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+