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refactor(indicators): Added Adaptive Source Selection

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Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.md
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@@ -39,17 +39,27 @@ The indicator first calculates a volatility ratio and then uses it to determine
## 3. MQL5 Implementation Details
Our MQL5 implementation follows a modern, object-oriented design to ensure stability and performance.
* **Self-Contained Calculation Engine (`RSI_Adaptive_Calculator.mqh`):** The entire multi-stage calculation logic is encapsulated within a single, dedicated include file.
* **Stable RSI Calculation:** Due to the constantly changing lookback period, the calculator uses a non-recursive, "brute-force" Simple RSI calculation on each bar. This is computationally more intensive than Wilder's smoothed RSI but guarantees stability and prevents artifacts that could arise from a recursive formula with a variable period.
* **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 (Volatility Sum, Avg, NSP) persist their state between ticks.
* **Dynamic Lookback Handling:** The algorithm correctly handles the variable lookback period during incremental updates.
* **Object-Oriented Design (Inheritance):** The standard `_HA` derived class architecture is used to seamlessly support calculations on Heikin Ashi price data.
* **Hybrid Heikin Ashi Logic:**
When using Heikin Ashi prices, the indicator offers a unique "Hybrid" mode via the `Adaptive Source` parameter.
* **Standard (Recommended):** Calculates RSI on Heikin Ashi, but measures Volatility (market noise) on Standard prices. This prevents the HA smoothing from artificially inflating the volatility ratio.
* **Heikin Ashi:** Calculates both RSI and Volatility on Heikin Ashi prices (Pure HA).
## 4. Parameters
* **Pivotal Period (`InpPivotalPeriod`):** The central RSI period. The adaptive period will be shorter than this in high volatility and longer in low volatility. Default is `14`.
* **Volatility Short (`InpVolaShort`):** The short-term lookback period for measuring the "current" volatility. Default is `5`.
* **Volatility Long (`InpVolaLong`):** The long-term lookback period for calculating the average volatility. Default is `10`.
* **Pivotal Period (`InpPivotalPeriod`):** The central RSI period. (Default: `14`).
* **Volatility Short (`InpVolaShort`):** The short-term lookback period for measuring the "current" volatility. (Default: `5`).
* **Volatility Long (`InpVolaLong`):** The long-term lookback period for calculating the average volatility. (Default: `10`).
* **Adaptive Source (`InpAdaptiveSource`):** Selects the source for Volatility calculation in HA mode (`Standard` or `Heikin Ashi`).
* **Applied Price (`InpSourcePrice`):** The source price for the calculation.
## 5. Usage and Interpretation
@@ -63,5 +73,3 @@ The Adaptive RSI offers a different "feel" compared to the classic RSI, which is
* **Strategy:**
* Use it to identify potential trend exhaustion. The sharp, deep moves into the >70 or <30 zones during a strong trend can provide earlier warnings than a classic RSI.
* Use it as a range filter. When the Adaptive RSI becomes very flat and stays near the 50 level, it's a strong indication of a low-volatility, consolidating market, where breakout strategies might be prepared.
It is an excellent tool for traders who find the classic RSI too slow in fast markets but too noisy in slow markets.