gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-21 16:28:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Added optional Noise Elimination Technology (NET)

Browse Source
This commit is contained in:
Toh4iem9
2025-10-21 10:57:16 +02:00
parent 487b3e2bdc
commit 659c64167f
1 changed files with 46 additions and 29 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/RSIH_Calculator.mqh
+46 -29
View File
@@ -1,6 +1,7 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| RSIH_Calculator.mqh | //| RSIH_Calculator.mqh |
//| Calculation engine for Ehlers' RSI with Hann Windowing. | //| Calculation engine for Ehlers' RSI with Hann Windowing (RSIH) |
//| and Noise Elimination Technology (NET). |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
@@ -15,7 +16,8 @@
class CRSIHCalculator class CRSIHCalculator
{ {
protected: protected:
int m_period; int m_period_rsi;
int m_period_net;
double m_price[]; double m_price[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
@@ -24,57 +26,72 @@ public:
CRSIHCalculator(void) {}; CRSIHCalculator(void) {};
virtual ~CRSIHCalculator(void) {}; virtual ~CRSIHCalculator(void) {};
bool Init(int period); bool Init(int rsi_period, int net_period);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsih_buffer[]); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &rsih_buffer[], double &net_buffer[]);
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CRSIHCalculator::Init(int period) bool CRSIHCalculator::Init(int rsi_period, int net_period)
{ {
m_period = (period < 2) ? 2 : period; m_period_rsi = (rsi_period < 2) ? 2 : rsi_period;
m_period_net = (net_period < 2) ? 2 : net_period;
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| RESTORED: Original, definition-true FIR-based calculation | void CRSIHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
//| based on Ehlers' EasyLanguage code. | double &rsih_buffer[], double &net_buffer[])
//+------------------------------------------------------------------+
void CRSIHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsih_buffer[])
{ {
if(rates_total < m_period + 1) if(rates_total < m_period_rsi + 1)
return; return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return; return;
// Full recalculation for stability // --- Step 1: Calculate the base RSIH indicator ---
for(int i = m_period; i < rates_total; i++) for(int i = m_period_rsi; i < rates_total; i++)
{ {
double cu = 0.0; double cu = 0.0, cd = 0.0;
double cd = 0.0; for(int j = 1; j <= m_period_rsi; j++)
// Inner loop to calculate Hann-windowed CU and CD over the lookback period
for(int j = 1; j <= m_period; j++)
{ {
// Ehlers' EasyLanguage: Close[count-1] - Close[count]
// In our chronological array (non-timeseries), this corresponds to:
// count=1 -> m_price[i-1] - m_price[i] (most recent)
// count=m_period -> m_price[i-m_period] - m_price[i-m_period-1] (oldest)
// Let's use a consistent diff: m_price[i-j+1] - m_price[i-j]
double diff = m_price[i - j + 1] - m_price[i - j]; double diff = m_price[i - j + 1] - m_price[i - j];
double weight = 1.0 - cos(2 * M_PI * j / (m_period_rsi + 1.0));
// Hann Windowing Weight, where j corresponds to Ehlers' 'count'
double weight = 1.0 - cos(2 * M_PI * j / (m_period + 1.0));
if(diff > 0) if(diff > 0)
cu += diff * weight; cu += diff * weight;
else else
cd += -diff * weight; cd += -diff * weight;
} }
if(cu + cd > 0) if(cu + cd > 0)
rsih_buffer[i] = (cu - cd) / (cu + cd); rsih_buffer[i] = (cu - cd) / (cu + cd);
else else
rsih_buffer[i] = (i > 0) ? rsih_buffer[i-1] : 0.0; // Fallback to previous or 0 rsih_buffer[i] = (i > 0) ? rsih_buffer[i-1] : 0.0;
}
// --- Step 2: Apply Noise Elimination Technology (NET) ---
if(m_period_net > 0)
{
double denominator = 0.5 * m_period_net * (m_period_net - 1);
if(denominator <= 0)
return;
for(int i = m_period_rsi + m_period_net; i < rates_total; i++)
{
double numerator = 0;
// Double loop for Kendall correlation
for(int j = 1; j < m_period_net; j++)
{
for(int k = 0; k < j; k++)
{
// Ehlers' simplified formula is Num = Num - Sign(X[count] - X[K])
// This implies adding the sign of (X[fresher] - X[older])
// In our arrays, i-k is fresher than i-j
double diff = rsih_buffer[i-k] - rsih_buffer[i-j];
// CORRECTED: Use addition instead of subtraction to match Ehlers' logic
numerator += (diff > 0 ? 1 : (diff < 0 ? -1 : 0));
}
}
net_buffer[i] = numerator / denominator;
}
} }
} }