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Toh4iem9
2025-10-01 14:16:06 +02:00
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Include/MyIncludes/TSI_Engine.mqh
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//+------------------------------------------------------------------+
//| TSI_Engine.mqh |
//| Core calculation engine for all TSI-based indicators. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CTSICalculator (Base Class) |
//| |
//+==================================================================+
class CTSICalculator
{
protected:
int m_slow_p, m_fast_p, m_signal_p;
ENUM_MA_METHOD m_signal_ma_type;
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[]);
public:
CTSICalculator(void) {};
virtual ~CTSICalculator(void) {};
bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &tsi_buffer[], double &signal_buffer[]);
int GetPeriodSlow() const { return m_slow_p; }
int GetPeriodFast() const { return m_fast_p; }
int GetPeriodSignal() const { return m_signal_p; }
};
// ... (A teljes Init, Calculate, PreparePriceSeries metódusok ide másolva a javított TSI_Calculator.mqh-ból) ...
//+------------------------------------------------------------------+
//| CTSICalculator: Initialization |
//+------------------------------------------------------------------+
bool CTSICalculator::Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma)
{
m_slow_p = (slow_p < 1) ? 1 : slow_p;
m_fast_p = (fast_p < 1) ? 1 : fast_p;
m_signal_p = (signal_p < 1) ? 1 : signal_p;
m_signal_ma_type = signal_ma;
return true;
}
//+------------------------------------------------------------------+
//| CTSICalculator: Main Calculation Method (Shared Logic) |
//+------------------------------------------------------------------+
void CTSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &tsi_buffer[], double &signal_buffer[])
{
if(rates_total <= m_slow_p + m_fast_p + m_signal_p)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
double momentum[], abs_momentum[];
ArrayResize(momentum, rates_total);
ArrayResize(abs_momentum, rates_total);
for(int i=1; i<rates_total; i++)
{
momentum[i] = m_price[i] - m_price[i-1];
abs_momentum[i] = MathAbs(momentum[i]);
}
double ema1_mtm[], ema1_abs[];
ArrayResize(ema1_mtm, rates_total);
ArrayResize(ema1_abs, rates_total);
double pr_slow = 2.0 / (m_slow_p + 1.0);
for(int i=1; i<rates_total; i++)
{
ema1_mtm[i] = momentum[i] * pr_slow + ema1_mtm[i-1] * (1.0 - pr_slow);
ema1_abs[i] = abs_momentum[i] * pr_slow + ema1_abs[i-1] * (1.0 - pr_slow);
}
double ema2_mtm[], ema2_abs[];
ArrayResize(ema2_mtm, rates_total);
ArrayResize(ema2_abs, rates_total);
double pr_fast = 2.0 / (m_fast_p + 1.0);
for(int i=1; i<rates_total; i++)
{
ema2_mtm[i] = ema1_mtm[i] * pr_fast + ema2_mtm[i-1] * (1.0 - pr_fast);
ema2_abs[i] = ema1_abs[i] * pr_fast + ema2_abs[i-1] * (1.0 - pr_fast);
}
int tsi_start = m_slow_p + m_fast_p - 2;
for(int i = tsi_start; i < rates_total; i++)
{
if(ema2_abs[i] > 0)
tsi_buffer[i] = 100 * (ema2_mtm[i] / ema2_abs[i]);
}
int signal_start = tsi_start + m_signal_p - 1;
for(int i = signal_start; i < rates_total; i++)
{
switch(m_signal_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == signal_start)
{
double sum=0;
for(int j=0; j<m_signal_p; j++)
sum+=tsi_buffer[i-j];
signal_buffer[i]=sum/m_signal_p;
}
else
{
if(m_signal_ma_type==MODE_EMA)
{
double pr=2.0/(m_signal_p+1.0);
signal_buffer[i]=tsi_buffer[i]*pr+signal_buffer[i-1]*(1.0-pr);
}
else
signal_buffer[i]=(signal_buffer[i-1]*(m_signal_p-1)+tsi_buffer[i])/m_signal_p;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_signal_p; j++) {int w=m_signal_p-j; sum+=tsi_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) signal_buffer[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_signal_p; j++) sum+=tsi_buffer[i-j]; signal_buffer[i]=sum/m_signal_p;}
break;
}
}
}
//+------------------------------------------------------------------+
//| CTSICalculator: Prepares the standard source price. |
//+------------------------------------------------------------------+
bool CTSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_price, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
}
return true;
}
//+==================================================================+
//| |
//| CLASS 2: CTSICalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CTSICalculator_HA : public CTSICalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
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;
};
//+------------------------------------------------------------------+
//| CTSICalculator_HA: Prepares the HA source price. |
//+------------------------------------------------------------------+
bool CTSICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
break;
default:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+