mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-04 08:07:44 +00:00
docs(indicators): CutlerRSI_Pro
This commit is contained in:
@@ -31,26 +31,26 @@ The core difference lies in the smoothing method applied to the price changes.
|
||||
|
||||
Our MQL5 implementation follows a highly modular, object-oriented design.
|
||||
|
||||
- **Centralized Calculation Engine (`CutlerRSI_Engine.mqh`):**
|
||||
The core of our implementation is a single, powerful calculation engine that contains the complete logic for calculating both the Cutler's RSI and its signal line.
|
||||
- **Unified Calculation Engine (`CutlerRSI_Calculator.mqh`):**
|
||||
The core logic is encapsulated in a robust engine.
|
||||
- **Composition:** The calculator internally uses our universal `MovingAverage_Engine.mqh` to handle the smoothing of the Signal Line. This allows for advanced smoothing types (like DEMA or TEMA) beyond the standard SMA.
|
||||
- **Reusability:** The `CutlerRSI_Oscillator_Pro` calculator uses composition to include the main `CCutlerRSICalculator`, ensuring that both indicators share the exact same mathematical foundation.
|
||||
|
||||
- **Specialized Wrappers (`CutlerRSI_Calculator.mqh`, `CutlerRSI_Oscillator_Calculator.mqh`):**
|
||||
The final indicators use thin "wrapper" classes that utilize the central engine to produce the desired output (line or histogram).
|
||||
- **Optimized Incremental Calculation (O(1)):**
|
||||
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
|
||||
- **State Tracking:** It utilizes `prev_calculated` to process only new bars.
|
||||
- **Persistent Buffers:** Internal buffers persist their state between ticks.
|
||||
|
||||
- **Selectable Display Mode:** The `CutlerRSI_Pro` indicator includes a `Display Mode` input that allows the user to show either the RSI line by itself or the RSI line together with its moving average signal line.
|
||||
|
||||
- **Efficient RSI Calculation:** The engine calculates the Cutler's RSI using an efficient **sliding window sum** technique.
|
||||
|
||||
- **Stability via Full Recalculation:** All versions employ a "brute-force" full recalculation for maximum stability.
|
||||
|
||||
## 4. Parameters
|
||||
|
||||
- **RSI Period (`InpPeriodRSI`):** The lookback period for the SMA of price changes. Default is `14`.
|
||||
- **Applied Price (`InpSourcePrice`):** The source price for the calculation. This unified dropdown menu allows you to select from all standard and Heikin Ashi price types.
|
||||
- **RSI Period (`InpPeriodRSI`):** The lookback period for the SMA of price changes. (Default: `14`).
|
||||
- **Applied Price (`InpSourcePrice`):** The source price for the calculation. (Standard or Heikin Ashi).
|
||||
- **Signal Line Settings:**
|
||||
- `InpDisplayMode`: Toggles the visibility of the signal line.
|
||||
- `InpPeriodMA`: The lookback period for the signal line.
|
||||
- `InpMethodMA`: The type of moving average for the signal line.
|
||||
- `InpMethodMA`: The type of moving average for the signal line. Supports: **SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA**.
|
||||
|
||||
## 5. Usage and Interpretation
|
||||
|
||||
|
||||
Reference in New Issue
Block a user