diff --git a/Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.md b/Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.md index 47900ed..8beff8b 100644 --- a/Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.md +++ b/Indicators/MyIndicators/Authors/Kaufman/RSI_Adaptive_Pro.md @@ -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.