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