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refactor: Full Engine Integration (Core + Signal)

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This commit is contained in:
Toh4iem9
2025-12-20 18:38:24 +01:00
parent 24c8d49ca5
commit 54ff44c5ab
1 changed files with 71 additions and 84 deletions
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Include/MyIncludes/TSI_Calculator.mqh
+71 -84
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+
//| TSI_Calculator.mqh |
//| VERSION 3.00: Uses MovingAverage_Engine for Signal Line. |
//| VERSION 4.00: Full Engine Integration (Core + Signal). |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
@@ -15,33 +15,33 @@ class CTSICalculator
{
protected:
int m_slow_p, m_fast_p, m_signal_p;
ENUM_MA_TYPE m_signal_ma_type;
//--- Persistent Buffers for Incremental Calculation
double m_price[];
double m_ema1_mtm[], m_ema1_abs[];
double m_ema2_mtm[], m_ema2_abs[];
//--- Engines for Core Calculation (Double Smoothing)
CMovingAverageCalculator m_slow_mtm_engine;
CMovingAverageCalculator m_fast_mtm_engine;
CMovingAverageCalculator m_slow_abs_engine;
CMovingAverageCalculator m_fast_abs_engine;
//--- Engine for Signal Line
CMovingAverageCalculator *m_signal_ma_engine;
CMovingAverageCalculator m_signal_ma_engine;
//--- Persistent Buffers
double m_price[];
double m_mtm[], m_abs_mtm[]; // Raw Momentum
double m_ema1_mtm[], m_ema1_abs[]; // First Smoothing
double m_ema2_mtm[], m_ema2_abs[]; // Second Smoothing
//--- 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[]);
public:
CTSICalculator(void);
virtual ~CTSICalculator(void);
//--- Init now takes ENUM_MA_TYPE
bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_TYPE signal_ma);
//--- Init now takes MA types for core calculation too
bool Init(int slow_p, ENUM_MA_TYPE slow_ma, int fast_p, ENUM_MA_TYPE fast_ma, int signal_p, ENUM_MA_TYPE signal_ma);
//--- 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 &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; }
};
//+------------------------------------------------------------------+
@@ -49,7 +49,6 @@ public:
//+------------------------------------------------------------------+
CTSICalculator::CTSICalculator(void)
{
m_signal_ma_engine = new CMovingAverageCalculator();
}
//+------------------------------------------------------------------+
@@ -57,28 +56,38 @@ CTSICalculator::CTSICalculator(void)
//+------------------------------------------------------------------+
CTSICalculator::~CTSICalculator(void)
{
if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID)
delete m_signal_ma_engine;
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CTSICalculator::Init(int slow_p, int fast_p, int signal_p, ENUM_MA_TYPE signal_ma)
bool CTSICalculator::Init(int slow_p, ENUM_MA_TYPE slow_ma, int fast_p, ENUM_MA_TYPE fast_ma, int signal_p, ENUM_MA_TYPE 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;
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;
if(!m_signal_ma_engine.Init(m_signal_p, m_signal_ma_type))
// Initialize Core Engines (Momentum)
if(!m_slow_mtm_engine.Init(m_slow_p, slow_ma))
return false;
if(!m_fast_mtm_engine.Init(m_fast_p, fast_ma))
return false;
// Initialize Core Engines (Abs Momentum)
if(!m_slow_abs_engine.Init(m_slow_p, slow_ma))
return false;
if(!m_fast_abs_engine.Init(m_fast_p, fast_ma))
return false;
// Initialize Signal Engine
if(!m_signal_ma_engine.Init(m_signal_p, signal_ma))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Main Calculation |
//+------------------------------------------------------------------+
void CTSICalculator::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 &tsi_buffer[], double &signal_buffer[])
@@ -87,90 +96,77 @@ void CTSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIE
if(rates_total <= m_slow_p + m_fast_p + m_signal_p)
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- 2. Resize Buffers
// Resize Buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_mtm, rates_total);
ArrayResize(m_abs_mtm, rates_total);
ArrayResize(m_ema1_mtm, rates_total);
ArrayResize(m_ema1_abs, rates_total);
ArrayResize(m_ema2_mtm, rates_total);
ArrayResize(m_ema2_abs, rates_total);
}
//--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 4. Calculate First Smoothing (Slow EMA)
double pr_slow = 2.0 / (m_slow_p + 1.0);
int loop_start_1 = MathMax(1, start_index); // Momentum needs i-1
// Initialization for first bar
if(loop_start_1 == 1)
//--- 1. Calculate Momentum (Raw)
int loop_start = MathMax(1, start_index);
if(loop_start == 1)
{
m_ema1_mtm[0] = 0;
m_ema1_abs[0] = 0;
m_mtm[0] = 0;
m_abs_mtm[0] = 0;
}
for(int i = loop_start_1; i < rates_total; i++)
for(int i = loop_start; i < rates_total; i++)
{
double momentum = m_price[i] - m_price[i-1];
double abs_momentum = MathAbs(momentum);
m_ema1_mtm[i] = momentum * pr_slow + m_ema1_mtm[i-1] * (1.0 - pr_slow);
m_ema1_abs[i] = abs_momentum * pr_slow + m_ema1_abs[i-1] * (1.0 - pr_slow);
double diff = m_price[i] - m_price[i-1];
m_mtm[i] = diff;
m_abs_mtm[i] = MathAbs(diff);
}
//--- 5. Calculate Second Smoothing (Fast EMA)
double pr_fast = 2.0 / (m_fast_p + 1.0);
//--- 2. First Smoothing (Slow MA)
// Input: m_mtm / m_abs_mtm
// Offset: 1 (because momentum starts at index 1)
m_slow_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_mtm, m_ema1_mtm, 1);
m_slow_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_abs_mtm, m_ema1_abs, 1);
if(loop_start_1 == 1)
{
m_ema2_mtm[0] = 0;
m_ema2_abs[0] = 0;
}
//--- 3. Second Smoothing (Fast MA)
// Input: m_ema1_mtm / m_ema1_abs
// Offset: 1 + slow_period - 1 = slow_period
int offset2 = m_slow_p;
m_fast_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_ema1_mtm, m_ema2_mtm, offset2);
m_fast_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_ema1_abs, m_ema2_abs, offset2);
for(int i = loop_start_1; i < rates_total; i++)
{
m_ema2_mtm[i] = m_ema1_mtm[i] * pr_fast + m_ema2_mtm[i-1] * (1.0 - pr_fast);
m_ema2_abs[i] = m_ema1_abs[i] * pr_fast + m_ema2_abs[i-1] * (1.0 - pr_fast);
}
//--- 6. Calculate TSI
int tsi_start = m_slow_p + m_fast_p - 2; // Warmup period
//--- 4. Calculate TSI
// Valid from: offset2 + fast_period - 1 = slow_period + fast_period - 1
int tsi_start = m_slow_p + m_fast_p - 1;
int loop_start_tsi = MathMax(tsi_start, start_index);
// Initialize buffer on full recalc
if(prev_calculated == 0)
ArrayInitialize(tsi_buffer, 0.0);
for(int i = loop_start_tsi; i < rates_total; i++)
{
if(m_ema2_abs[i] > 0)
tsi_buffer[i] = 100 * (m_ema2_mtm[i] / m_ema2_abs[i]);
if(m_ema2_abs[i] > 0.0000001)
tsi_buffer[i] = 100.0 * (m_ema2_mtm[i] / m_ema2_abs[i]);
else
tsi_buffer[i] = 0;
tsi_buffer[i] = 0.0;
}
//--- 7. Calculate Signal Line (Using Engine)
// Use CalculateOnArray with correct offset
// TSI is valid from 'tsi_start'
//--- 5. Calculate Signal Line
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, tsi_buffer, signal_buffer, tsi_start);
}
//... (PreparePriceSeries and HA class remain the same) ...
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CTSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Optimized copy loop
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
@@ -204,26 +200,23 @@ bool CTSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_A
return true;
}
//+==================================================================+
//| CLASS 2: CTSICalculator_HA (Heikin Ashi) |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class CTSICalculator_HA : public CTSICalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
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;
};
//+------------------------------------------------------------------+
//| Prepare Price (Heikin Ashi - Optimized) |
//| |
//+------------------------------------------------------------------+
bool CTSICalculator_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[])
{
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
@@ -231,12 +224,7 @@ bool CTSICalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENU
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
}
//--- STRICT CALL: Use the optimized 10-param HA calculation
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
//--- Copy to m_price (Optimized loop)
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
for(int i = start_index; i < rates_total; i++)
{
switch(price_type)
@@ -270,4 +258,3 @@ bool CTSICalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENU
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+