refactor(indicators): Optimized price preparation logic

This commit is contained in:
Toh4iem9
2026-01-25 00:37:45 +01:00
parent 726540217a
commit 6ee380be3b
+17 -18
View File
@@ -1,10 +1,10 @@
//+------------------------------------------------------------------+
//| RSI_Adaptive_Calculator.mqh |
//| Engine for a variable-length RSI (Dynamic Momentum Index). |
//| VERSION 3.01: Safety checks refined. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 4.00: Optimized price preparation logic. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -23,7 +23,7 @@ protected:
int m_pivotal_period, m_vola_short, m_vola_long;
ENUM_ADAPTIVE_SOURCE_RSI m_adaptive_source;
//--- Persistent Buffers
//--- Persistent Buffers (Non-Series)
double m_price[]; // Used for Volatility calculation
double m_rsi_source[]; // Used for RSI calculation
double m_vola_sum[];
@@ -60,8 +60,7 @@ bool CAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l, ENUM_AD
void CAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &rsi_buffer[])
{
// Safety Check: Ensure we have enough bars for the longest possible lookback
// Max lookback = VolaLong + Max possible RSI Period (approx 2 * Pivotal)
// Safety Check
if(rates_total <= m_vola_long + m_pivotal_period * 2)
return;
@@ -80,10 +79,13 @@ void CAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, ENU
ArrayResize(m_nsp_buffer, rates_total);
}
if(ArraySize(rsi_buffer) != rates_total)
ArrayResize(rsi_buffer, rates_total);
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 4. Calculate Volatility Sum (Incremental)
//--- 1. Calculate Volatility Sum (Incremental)
int loop_start_vola = MathMax(m_vola_short, start_index);
for(int i = loop_start_vola; i < rates_total; i++)
@@ -94,7 +96,7 @@ void CAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, ENU
m_vola_sum[i] = sum;
}
//--- 5. Calculate Volatility Avg and Adaptive Period (NSP)
//--- 2. Calculate Volatility Avg and Adaptive Period (NSP)
int loop_start_nsp = MathMax(m_vola_short + m_vola_long - 1, start_index);
for(int i = loop_start_nsp; i < rates_total; i++)
@@ -109,19 +111,17 @@ void CAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, ENU
// Calculate adaptive period
int period = (int)round(m_pivotal_period / vola_ratio);
// Clamp period between 2 and 2*Pivotal to prevent extreme noise or flatness
// Clamp period
m_nsp_buffer[i] = fmax(2, fmin(m_pivotal_period * 2, period));
}
//--- 6. Calculate Simple RSI using m_rsi_source
// Start where we have valid NSP data
//--- 3. Calculate Simple RSI using m_rsi_source
int loop_start_rsi = MathMax(m_vola_short + m_vola_long, start_index);
for(int i = loop_start_rsi; i < rates_total; i++)
{
int current_nsp = (int)m_nsp_buffer[i];
// Safety check: Ensure we don't look back before the start of the array
if(i <= current_nsp)
{
rsi_buffer[i] = 50.0;
@@ -130,7 +130,7 @@ void CAdaptiveRSICalculator::Calculate(int rates_total, int prev_calculated, ENU
double sum_pos = 0, sum_neg = 0;
// Brute force loop is required here because 'current_nsp' changes per bar
// Brute force loop (Simple RSI logic)
for(int j = 0; j < current_nsp; j++)
{
double diff = m_rsi_source[i-j] - m_rsi_source[i-j-1];
@@ -216,6 +216,7 @@ bool CAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, int start_in
for(int i = start_index; i < rates_total; i++)
{
// 1. Calculate HA Price for RSI Source
double ha_p;
switch(price_type)
{
@@ -244,16 +245,15 @@ bool CAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, int start_in
ha_p = m_ha_close[i];
break;
}
m_rsi_source[i] = ha_p;
m_rsi_source[i] = ha_p; // RSI uses HA
// 2. Calculate Price for Volatility (ER)
if(m_adaptive_source == ADAPTIVE_SOURCE_RSI_HEIKIN_ASHI)
{
m_price[i] = ha_p;
}
else
else // ADAPTIVE_SOURCE_RSI_STANDARD
{
// Recalculate standard price for volatility
double std_p;
switch(price_type)
{
@@ -288,4 +288,3 @@ bool CAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, int start_in
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+