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refactor: RSI_Pro_Calculator & prices

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Toh4iem9
2025-09-24 12:39:46 +02:00
parent db484512d5
commit 5b0dee51fa
1 changed files with 76 additions and 100 deletions
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Indicators/MyIndicators/RSI_Oscillator.mq5
+76 -100
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@@ -1,60 +1,88 @@
//+------------------------------------------------------------------+
//| RSI_Oscillator.mq5 |
//| Copyright 2025, xxxxxxxx |
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.00"
#property description "RSI Oscillator (Histogram of RSI vs Signal Line)"
#property version "3.00"
#property description "RSI Oscillator (Histogram of RSI vs Signal Line) with selectable price source."
//--- Indicator Window and Plot Properties ---
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrSilver
#property indicator_width1 1
#property indicator_width1 2
#property indicator_label1 "RSI Oscillator"
#property indicator_level1 0.0
#property indicator_levelstyle STYLE_DOT
#include <MyIncludes\RSI_Pro_Calculator.mqh>
//--- Custom Enum for Price Source, including Heikin Ashi
enum ENUM_APPLIED_PRICE_HA_ALL
{
//--- Heikin Ashi Prices
PRICE_HA_CLOSE = -1,
PRICE_HA_OPEN = -2,
PRICE_HA_HIGH = -3,
PRICE_HA_LOW = -4,
PRICE_HA_MEDIAN = -5,
PRICE_HA_TYPICAL = -6,
PRICE_HA_WEIGHTED = -7,
//--- Standard Prices
PRICE_CLOSE_STD = PRICE_CLOSE,
PRICE_OPEN_STD = PRICE_OPEN,
PRICE_HIGH_STD = PRICE_HIGH,
PRICE_LOW_STD = PRICE_LOW,
PRICE_MEDIAN_STD = PRICE_MEDIAN,
PRICE_TYPICAL_STD = PRICE_TYPICAL,
PRICE_WEIGHTED_STD = PRICE_WEIGHTED
};
//--- Input Parameters ---
input int InpPeriodRSI = 14;
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE;
input group "Signal Line Settings"
input int InpPeriodMA = 14;
input ENUM_MA_METHOD InpMethod = MODE_SMA;
input int InpPeriodRSI = 14;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input group "Signal Line Settings"
input int InpPeriodMA = 14;
input ENUM_MA_METHOD InpMethodMA = MODE_SMA;
//--- Indicator Buffers ---
double BufferOscillator[];
//--- Global Variables ---
int g_ExtPeriodRSI, g_ExtPeriodMA;
int g_handle_rsi;
//--- Global calculator object ---
CRSIProCalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
g_ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
g_ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
SetIndexBuffer(0, BufferOscillator, INDICATOR_DATA);
ArraySetAsSeries(BufferOscillator, false);
int draw_begin = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSI Osc(%d,%d)", g_ExtPeriodRSI, g_ExtPeriodMA));
IndicatorSetInteger(INDICATOR_DIGITS, 2);
g_handle_rsi = iRSI(_Symbol, _Period, g_ExtPeriodRSI, InpAppliedPrice);
if(g_handle_rsi == INVALID_HANDLE)
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
Print("Error creating iRSI handle.");
g_calculator = new CRSIProCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSI Osc HA(%d,%d)", InpPeriodRSI, InpPeriodMA));
}
else
{
g_calculator = new CRSIProCalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSI Osc(%d,%d)", InpPeriodRSI, InpPeriodMA));
}
//--- We pass a dummy deviation value (0.0) as it's not used for the oscillator
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpPeriodRSI, InpPeriodMA, InpMethodMA, 0.0))
{
Print("Failed to initialize RSI Pro Calculator for Oscillator.");
return(INIT_FAILED);
}
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodRSI + InpPeriodMA - 1);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
return(INIT_SUCCEEDED);
}
@@ -63,91 +91,39 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
IndicatorRelease(g_handle_rsi);
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
}
//+------------------------------------------------------------------+
//| RSI Oscillator calculation function. |
//| Custom indicator iteration function. |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
{
int start_pos = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
if(rates_total <= start_pos)
return(0);
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
//--- Internal Buffers for calculation ---
double buffer_rsi[], buffer_signal[];
ArrayResize(buffer_rsi, rates_total);
ArrayResize(buffer_signal, rates_total);
//--- Step 1: Use the Pro calculator to get the core RSI and MA values
double rsi_buffer[], ma_buffer[], dummy_upper[], dummy_lower[];
ArrayResize(rsi_buffer, rates_total);
ArrayResize(ma_buffer, rates_total);
ArrayResize(dummy_upper, rates_total);
ArrayResize(dummy_lower, rates_total);
//--- STEP 1: Get RSI values
if(CopyBuffer(g_handle_rsi, 0, 0, rates_total, buffer_rsi) < rates_total)
{
Print("Error copying RSI buffer data.");
}
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- STEP 2: Calculate the Signal Line (MA of RSI)
g_calculator.Calculate(rates_total, price_type, open, high, low, close,
rsi_buffer, ma_buffer, dummy_upper, dummy_lower);
//--- Step 2: Calculate the final Oscillator value (RSI - MA)
int start_pos = InpPeriodRSI + InpPeriodMA - 1;
for(int i = start_pos; i < rates_total; i++)
{
switch(InpMethod)
{
case MODE_EMA:
case MODE_SMMA:
if(i == start_pos)
{
double sum=0;
for(int j=0; j<g_ExtPeriodMA; j++)
sum+=buffer_rsi[i-j];
buffer_signal[i] = sum/g_ExtPeriodMA;
}
else
{
if(InpMethod == MODE_EMA)
{
double pr=2.0/(g_ExtPeriodMA+1.0);
buffer_signal[i] = buffer_rsi[i]*pr + buffer_signal[i-1]*(1.0-pr);
}
else
buffer_signal[i] = (buffer_signal[i-1]*(g_ExtPeriodMA-1)+buffer_rsi[i])/g_ExtPeriodMA;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtPeriodMA; j++)
{
int weight=g_ExtPeriodMA-j;
lwma_sum+=buffer_rsi[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
buffer_signal[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtPeriodMA; j++)
sum+=buffer_rsi[i-j];
buffer_signal[i] = sum/g_ExtPeriodMA;
}
break;
}
}
//--- STEP 3: Calculate the final Oscillator value
for(int i = start_pos; i < rates_total; i++)
{
BufferOscillator[i] = buffer_rsi[i] - buffer_signal[i];
BufferOscillator[i] = rsi_buffer[i] - ma_buffer[i];
}
return(rates_total);