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refactor(indicators): Refactored to use RSI_Engine

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Toh4iem9
2026-01-12 22:46:14 +01:00
parent aaf3b0269c
commit 3fbabfa8fe
1 changed files with 33 additions and 32 deletions
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Include/MyIncludes/Stochastic_Adaptive_RSI_Calculator.mqh
+33 -32
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@@ -1,14 +1,14 @@
//+------------------------------------------------------------------+
//| Stochastic_Adaptive_RSI_Calculator.mqh |
//| VERSION 3.10: Fixed Enum Type Mismatch. |
//| VERSION 4.00: Refactored to use RSI_Engine. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\RSI_Pro_Calculator.mqh>
#include <MyIncludes\RSI_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- New Enum for ER Source
//--- Enum for ER Source
enum ENUM_ADAPTIVE_SOURCE
{
ADAPTIVE_SOURCE_STANDARD, // Calculate ER on Standard Price (Recommended)
@@ -22,10 +22,10 @@ class CStochasticAdaptiveRSICalculator
{
protected:
int m_rsi_period, m_er_period, m_min_period, m_max_period;
ENUM_ADAPTIVE_SOURCE m_adaptive_source; // Store the user preference
ENUM_ADAPTIVE_SOURCE m_adaptive_source;
//--- Engines
CRSIProCalculator *m_rsi_calculator;
CRSIEngine *m_rsi_engine;
CMovingAverageCalculator m_slowing_engine;
CMovingAverageCalculator m_signal_engine;
@@ -36,13 +36,15 @@ protected:
double m_nsp_buffer[];
double m_raw_k[];
//--- Factory Method for RSI Engine
virtual void CreateRSIEngine(void);
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[]);
public:
CStochasticAdaptiveRSICalculator(void);
virtual ~CStochasticAdaptiveRSICalculator(void);
//--- Init now takes ENUM_ADAPTIVE_SOURCE
bool Init(int rsi_p, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma, ENUM_ADAPTIVE_SOURCE adapt_src);
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
@@ -54,7 +56,7 @@ public:
//+------------------------------------------------------------------+
CStochasticAdaptiveRSICalculator::CStochasticAdaptiveRSICalculator(void)
{
m_rsi_calculator = new CRSIProCalculator();
m_rsi_engine = NULL;
}
//+------------------------------------------------------------------+
@@ -62,8 +64,16 @@ CStochasticAdaptiveRSICalculator::CStochasticAdaptiveRSICalculator(void)
//+------------------------------------------------------------------+
CStochasticAdaptiveRSICalculator::~CStochasticAdaptiveRSICalculator(void)
{
if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
delete m_rsi_calculator;
if(CheckPointer(m_rsi_engine) != POINTER_INVALID)
delete m_rsi_engine;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CStochasticAdaptiveRSICalculator::CreateRSIEngine(void)
{
m_rsi_engine = new CRSIEngine();
}
//+------------------------------------------------------------------+
@@ -77,11 +87,12 @@ bool CStochasticAdaptiveRSICalculator::Init(int rsi_p, int er_p, int min_p, int
m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p;
m_adaptive_source = adapt_src;
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
CreateRSIEngine();
if(CheckPointer(m_rsi_engine) == POINTER_INVALID)
return false;
// FIX: Use 'SMA' (from ENUM_MA_TYPE) instead of 'MODE_SMA'
if(!m_rsi_calculator.Init(m_rsi_period, 1, SMA, 2.0))
if(!m_rsi_engine.Init(m_rsi_period))
return false;
if(!m_slowing_engine.Init(slow_p, slow_ma))
@@ -98,11 +109,8 @@ bool CStochasticAdaptiveRSICalculator::Init(int rsi_p, int er_p, int min_p, int
void CStochasticAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &k_buffer[], double &d_buffer[])
{
// Minimum bars check
if(rates_total <= m_rsi_period + m_er_period + m_max_period)
return;
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
return;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
@@ -119,10 +127,9 @@ void CStochasticAdaptiveRSICalculator::Calculate(int rates_total, int prev_calcu
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 1. Calculate RSI (Incremental)
double dummy1[], dummy2[], dummy3[];
m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
m_rsi_buffer, dummy1, dummy2, dummy3);
//--- 1. Calculate RSI (Using Engine)
// The engine handles its own data preparation internally!
m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer);
//--- 2. Calculate Efficiency Ratio (ER) on Price
int loop_start_er = MathMax(m_er_period, start_index);
@@ -224,24 +231,21 @@ class CStochasticAdaptiveRSICalculator_HA : public CStochasticAdaptiveRSICalcula
private:
CHeikinAshi_Calculator m_ha_calculator;
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
public:
CStochasticAdaptiveRSICalculator_HA(void);
protected:
virtual void CreateRSIEngine(void) 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;
};
//+------------------------------------------------------------------+
//| |
//| Factory Method (Heikin Ashi) |
//+------------------------------------------------------------------+
CStochasticAdaptiveRSICalculator_HA::CStochasticAdaptiveRSICalculator_HA(void)
void CStochasticAdaptiveRSICalculator_HA::CreateRSIEngine(void)
{
if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
delete m_rsi_calculator;
m_rsi_calculator = new CRSIProCalculator_HA();
m_rsi_engine = new CRSIEngine_HA();
}
//+------------------------------------------------------------------+
//| |
//| Prepare Price (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CStochasticAdaptiveRSICalculator_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[])
{
@@ -253,18 +257,15 @@ bool CStochasticAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, in
ArrayResize(m_ha_close, rates_total);
}
// We always need HA candles for the RSI calculation (handled internally by m_rsi_calculator)
// But we also need them here if m_adaptive_source is HEIKIN_ASHI
// We need HA candles for ER calculation if selected
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
if(ArraySize(m_price) != rates_total)
if(ArrayResize(m_price, rates_total) != rates_total)
return false;
// Decision Logic: Which price to use for ER?
if(m_adaptive_source == ADAPTIVE_SOURCE_HEIKIN_ASHI)
{
// Use HA prices for ER
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
@@ -298,7 +299,6 @@ bool CStochasticAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, in
}
else // ADAPTIVE_SOURCE_STANDARD
{
// Use Standard prices for ER
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
@@ -333,3 +333,4 @@ bool CStochasticAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, in
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+