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refactor(indicators): Refactored to use RSI_Engine

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Toh4iem9
2026-01-12 15:19:53 +01:00
parent 7c08751e35
commit 5217adaa90
1 changed files with 31 additions and 113 deletions
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Include/MyIncludes/Inverse_Fisher_RSI_Calculator.mqh
+31 -113
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@@ -1,37 +1,25 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Inverse_Fisher_RSI_Calculator.mqh | //| Inverse_Fisher_RSI_Calculator.mqh |
//| Calculation engine for the Inverse Fisher Transform of RSI. | //| VERSION 3.00: Refactored to use RSI_Engine. |
//| VERSION 2.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\RSI_Pro_Calculator.mqh> #include <MyIncludes\RSI_Engine.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh> #include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+ //+------------------------------------------------------------------+
//| CLASS 1: CInverseFisherRSICalculator (Base) | //| |
//+==================================================================+ //+------------------------------------------------------------------+
class CInverseFisherRSICalculator class CInverseFisherRSICalculator
{ {
protected: protected:
int m_rsi_period; CRSIEngine *m_rsi_engine;
int m_wma_period;
//--- Engines
CRSIProCalculator *m_rsi_calculator;
CMovingAverageCalculator m_wma_engine; CMovingAverageCalculator m_wma_engine;
//--- Persistent Buffers for Incremental Calculation int m_rsi_period, m_wma_period;
double m_price[]; double m_rsi_buffer[], m_value1[], m_value2[];
double m_rsi_buffer[];
double m_value1[]; // Scaled RSI
double m_value2[]; // Smoothed Scaled RSI
//--- 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); virtual void CreateRSIEngine(void);
public: public:
@@ -39,150 +27,80 @@ public:
virtual ~CInverseFisherRSICalculator(void); virtual ~CInverseFisherRSICalculator(void);
bool Init(int rsi_period, int wma_period); bool Init(int rsi_period, int wma_period);
//--- 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[], 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 &ifish_buffer[]); double &ifish_buffer[]);
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Constructor | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CInverseFisherRSICalculator::CInverseFisherRSICalculator(void) CInverseFisherRSICalculator::CInverseFisherRSICalculator(void) { m_rsi_engine = NULL; }
{ CInverseFisherRSICalculator::~CInverseFisherRSICalculator(void) { if(CheckPointer(m_rsi_engine) != POINTER_INVALID) delete m_rsi_engine; }
m_rsi_calculator = NULL;
} void CInverseFisherRSICalculator::CreateRSIEngine(void) { m_rsi_engine = new CRSIEngine(); }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Destructor | //| |
//+------------------------------------------------------------------+
CInverseFisherRSICalculator::~CInverseFisherRSICalculator(void)
{
if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
delete m_rsi_calculator;
}
//+------------------------------------------------------------------+
//| Factory Method |
//+------------------------------------------------------------------+
void CInverseFisherRSICalculator::CreateRSIEngine(void)
{
m_rsi_calculator = new CRSIProCalculator();
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CInverseFisherRSICalculator::Init(int rsi_period, int wma_period) bool CInverseFisherRSICalculator::Init(int rsi_period, int wma_period)
{ {
m_rsi_period = (rsi_period < 2) ? 2 : rsi_period; m_rsi_period = rsi_period;
m_wma_period = (wma_period < 1) ? 1 : wma_period; m_wma_period = wma_period;
CreateRSIEngine(); CreateRSIEngine();
// Init RSI with dummy MA params (1, SMA, 2.0) as we only need the RSI line if(!m_rsi_engine.Init(m_rsi_period))
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID || !m_rsi_calculator.Init(m_rsi_period, 1, SMA, 2.0))
return false; return false;
// Init WMA Engine (LWMA)
if(!m_wma_engine.Init(m_wma_period, LWMA)) if(!m_wma_engine.Init(m_wma_period, LWMA))
return false; return false;
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Main Calculation (Optimized) | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CInverseFisherRSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], void CInverseFisherRSICalculator::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 &ifish_buffer[]) double &ifish_buffer[])
{ {
int start_pos = m_rsi_period + m_wma_period; if(rates_total <= m_rsi_period + m_wma_period)
if(rates_total <= start_pos)
return; return;
int start_index; if(ArraySize(m_rsi_buffer) != rates_total)
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);
ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_rsi_buffer, rates_total);
ArrayResize(m_value1, rates_total); ArrayResize(m_value1, rates_total);
ArrayResize(m_value2, rates_total); ArrayResize(m_value2, rates_total);
} }
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) // 1. Calculate RSI
return; m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer);
//--- 1. Calculate RSI (Delegated to Engine) // 2. Scale RSI
double dummy1[], dummy2[], dummy3[]; int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
// Note: RSI engine handles its own price preparation internally! int loop_start = MathMax(m_rsi_period, start_index);
// We pass the raw OHLC arrays and price_type.
m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
m_rsi_buffer, dummy1, dummy2, dummy3);
//--- 2. Scale RSI (Incremental) for(int i = loop_start; i < rates_total; i++)
// RSI valid from: m_rsi_period
int loop_start_scale = MathMax(m_rsi_period, start_index);
for(int i = loop_start_scale; i < rates_total; i++)
{
// Scale RSI from 0..100 to -5..+5
m_value1[i] = 0.1 * (m_rsi_buffer[i] - 50.0); m_value1[i] = 0.1 * (m_rsi_buffer[i] - 50.0);
}
//--- 3. Smooth with WMA (Using Engine) // 3. Smooth with WMA
// Offset: m_rsi_period
m_wma_engine.CalculateOnArray(rates_total, prev_calculated, m_value1, m_value2, m_rsi_period); m_wma_engine.CalculateOnArray(rates_total, prev_calculated, m_value1, m_value2, m_rsi_period);
//--- 4. Apply Inverse Fisher Transform (Incremental) // 4. Inverse Fisher
// Valid from: m_rsi_period + m_wma_period - 1 int loop_start_ifish = MathMax(m_rsi_period + m_wma_period - 1, start_index);
int ifish_start = m_rsi_period + m_wma_period - 1;
int loop_start_ifish = MathMax(ifish_start, start_index);
for(int i = loop_start_ifish; i < rates_total; i++) for(int i = loop_start_ifish; i < rates_total; i++)
{ {
double x = m_value2[i]; double x = m_value2[i];
// Avoid overflow with exp(2x)
if(x > 10) if(x > 10)
x = 10; x = 10;
if(x < -10) if(x < -10)
x = -10; x = -10;
double exp2x = exp(2.0 * x); double exp2x = exp(2.0 * x);
ifish_buffer[i] = (exp2x - 1.0) / (exp2x + 1.0); ifish_buffer[i] = (exp2x - 1.0) / (exp2x + 1.0);
} }
} }
//+------------------------------------------------------------------+ //--- HA Subclass
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CInverseFisherRSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// This method is just a placeholder for the base class.
// The RSI calculator handles its own data preparation internally.
return true;
}
//+==================================================================+
//| CLASS 2: CInverseFisherRSICalculator_HA |
//+==================================================================+
class CInverseFisherRSICalculator_HA : public CInverseFisherRSICalculator class CInverseFisherRSICalculator_HA : public CInverseFisherRSICalculator
{ {
protected: protected:
virtual void CreateRSIEngine(void) override; virtual void CreateRSIEngine(void) override { m_rsi_engine = new CRSIEngine_HA(); }
}; };
//+------------------------------------------------------------------+
//| Factory Method for HA RSI Engine |
//+------------------------------------------------------------------+
void CInverseFisherRSICalculator_HA::CreateRSIEngine(void)
{
m_rsi_calculator = new CRSIProCalculator_HA();
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+