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Toh4iem9
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//+------------------------------------------------------------------+
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//| CutlerRSI_Calculator.mqh|
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//| Calculation engine for Standard and Heikin Ashi Cutler's RSI. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CCutlerRSICalculator (Base Class) |
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//| |
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//+==================================================================+
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class CCutlerRSICalculator
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{
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protected:
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int m_rsi_period;
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int m_ma_period;
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ENUM_MA_METHOD m_ma_method;
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//--- Internal buffer for the selected source price
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double m_price[];
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//--- Virtual method for preparing the price series.
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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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public:
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CCutlerRSICalculator(void) {};
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virtual ~CCutlerRSICalculator(void) {};
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//--- Public methods
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bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CCutlerRSICalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CCutlerRSICalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m)
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{
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m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
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m_ma_period = (ma_p < 1) ? 1 : ma_p;
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m_ma_method = ma_m;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CCutlerRSICalculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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void CCutlerRSICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &rsi_buffer[], double &signal_buffer[])
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{
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if(rates_total <= m_rsi_period)
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return;
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//--- STEP 1: Prepare the source price array (delegated to virtual method)
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if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
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return;
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//--- STEP 2: Calculate Cutler's RSI (SMA-based) using a sliding window sum
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double sum_pos = 0, sum_neg = 0;
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for(int i = 1; i < rates_total; i++)
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{
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double diff = m_price[i] - m_price[i-1];
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double pos_change = (diff > 0) ? diff : 0;
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double neg_change = (diff < 0) ? -diff : 0;
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sum_pos += pos_change;
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sum_neg += neg_change;
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if(i > m_rsi_period)
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{
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double old_diff = m_price[i - m_rsi_period] - m_price[i - m_rsi_period - 1];
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sum_pos -= (old_diff > 0) ? old_diff : 0;
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sum_neg -= (old_diff < 0) ? -old_diff : 0;
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}
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if(i >= m_rsi_period)
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{
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if(sum_pos + sum_neg > 0)
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{
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// The division by period cancels out, so we can use sums directly
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double rs = sum_pos / sum_neg;
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rsi_buffer[i] = 100.0 - (100.0 / (1.0 + rs));
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}
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else
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{
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rsi_buffer[i] = 100.0;
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}
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}
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}
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//--- STEP 3: Calculate the Signal Line (MA of Cutler's RSI)
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int ma_start_pos = m_rsi_period + m_ma_period - 1;
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for(int i = ma_start_pos; i < rates_total; i++)
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{
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switch(m_ma_method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == ma_start_pos)
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{
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double sum=0;
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for(int j=0; j<m_ma_period; j++)
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sum+=rsi_buffer[i-j];
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signal_buffer[i] = sum/m_ma_period;
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}
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else
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{
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if(m_ma_method == MODE_EMA)
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{
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double pr=2.0/(m_ma_period+1.0);
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signal_buffer[i] = rsi_buffer[i]*pr + signal_buffer[i-1]*(1.0-pr);
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}
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else
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signal_buffer[i] = (signal_buffer[i-1]*(m_ma_period-1)+rsi_buffer[i])/m_ma_period;
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}
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break;
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case MODE_LWMA:
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{double lwma_sum=0, weight_sum=0; for(int j=0; j<m_ma_period; j++) {int weight=m_ma_period-j; lwma_sum+=rsi_buffer[i-j]*weight; weight_sum+=weight;} if(weight_sum>0) signal_buffer[i]=lwma_sum/weight_sum;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_ma_period; j++) sum+=rsi_buffer[i-j]; signal_buffer[i] = sum/m_ma_period;}
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break;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| CCutlerRSICalculator: Prepares the standard source price series. |
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//+------------------------------------------------------------------+
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bool CCutlerRSICalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CCutlerRSICalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CCutlerRSICalculator_HA : public CCutlerRSICalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
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};
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//+------------------------------------------------------------------+
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//| CCutlerRSICalculator_HA: Prepares the Heikin Ashi source price. |
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//+------------------------------------------------------------------+
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bool CCutlerRSICalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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//--- First, calculate the HA candles
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- Now, populate the m_price array from the calculated HA candles
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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