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refactor: Non-conflicting universal enum for all smoothing types

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Toh4iem9
2025-11-11 08:42:24 +01:00
parent ce324fa69f
commit 6fab4dc8b2
1 changed files with 68 additions and 62 deletions
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Include/MyIncludes/RSI_Pro_Calculator.mqh
+68 -62
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@@ -1,80 +1,77 @@
//+------------------------------------------------------------------+
//| RSI_Pro_Calculator.mqh |
//| Calculation engine for Standard and Heikin Ashi RSI Pro. |
//| VERSION 3.22: Fixed enum conflicts and variable scopes. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CRSIProCalculator (Base Class) |
//| |
//--- NEW: Non-conflicting universal enum for all smoothing types ---
enum ENUM_SMOOTHING_METHOD
{
SMOOTH_SMA,
SMOOTH_EMA,
SMOOTH_SMMA,
SMOOTH_LWMA,
SMOOTH_SuperSmoother
};
//+==================================================================+
class CRSIProCalculator
{
protected:
int m_rsi_period;
int m_ma_period;
int m_rsi_period, m_ma_period;
double m_deviation;
ENUM_MA_METHOD m_ma_method;
ENUM_SMOOTHING_METHOD m_ma_method; // Use the new enum
double m_price[];
double m_rsi_buffer[];
double m_ma_buffer[];
double m_upper_band[];
double m_lower_band[];
double m_sig_f1, m_sig_f2;
double m_price[], m_rsi_buffer[], m_ma_buffer[], m_upper_band[], m_lower_band[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CRSIProCalculator(void) {};
CRSIProCalculator(void) : m_sig_f1(0), m_sig_f2(0) {};
virtual ~CRSIProCalculator(void) {};
bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev);
bool Init(int rsi_p, int ma_p, ENUM_SMOOTHING_METHOD ma_m, double dev);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]);
};
//+------------------------------------------------------------------+
//| CRSIProCalculator: Initialization |
//+------------------------------------------------------------------+
bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev)
bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_SMOOTHING_METHOD ma_m, double dev)
{
m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
m_ma_period = (ma_p < 1) ? 1 : ma_p;
m_ma_method = ma_m;
m_deviation = dev;
m_ma_period = (ma_p < 1) ? 1 : ma_p;
m_ma_method = ma_m;
m_deviation = dev;
m_sig_f1 = 0;
m_sig_f2 = 0;
return true;
}
//+------------------------------------------------------------------+
//| CRSIProCalculator: Main Calculation Method |
//+------------------------------------------------------------------+
void CRSIProCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[])
{
if(rates_total <= m_rsi_period)
return;
ArrayResize(m_price, rates_total);
ArrayResize(m_rsi_buffer, rates_total);
ArrayResize(m_ma_buffer, rates_total);
ArrayResize(m_upper_band, rates_total);
ArrayResize(m_lower_band, rates_total);
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
//--- Step 1: Calculate base RSI
//--- Step 1: Calculate base RSI (Unchanged)
double sum_pos = 0, sum_neg = 0;
for(int i = 1; i < rates_total; i++)
{
double diff = m_price[i] - m_price[i-1];
sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period;
sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period;
if(i >= m_rsi_period)
{
if(sum_neg > 0)
@@ -84,64 +81,73 @@ void CRSIProCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type
}
}
//--- Step 2: Calculate Moving Average on RSI
//--- Step 2: Calculate Signal Line on RSI
int ma_start_pos = m_rsi_period + m_ma_period - 1;
for(int i = ma_start_pos; i < rates_total; i++)
{
switch(m_ma_method)
{
case MODE_EMA:
case MODE_SMMA:
if(i == ma_start_pos)
case SMOOTH_SuperSmoother:
{
//--- Coefficients are now calculated locally inside the case block ---
double a1 = exp(-M_SQRT2 * M_PI / m_ma_period);
double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / m_ma_period);
double c2 = b1, c3 = -a1 * a1, c1 = 1.0 - c2 - c3;
if(i==ma_start_pos) // Robust initialization
{
double sum = 0;
for(int j = 0; j < m_ma_period; j++)
sum += m_rsi_buffer[i-j];
m_ma_buffer[i] = sum / m_ma_period;
double sum=0;
for(int j=0; j<m_ma_period; j++)
sum+=m_rsi_buffer[i-j];
m_ma_buffer[i] = sum/m_ma_period;
m_sig_f1 = m_ma_buffer[i];
m_sig_f2 = (i > 0) ? m_ma_buffer[i-1] : m_ma_buffer[i];
}
else
{
if(m_ma_method == MODE_EMA)
m_ma_buffer[i] = c1 * (m_rsi_buffer[i] + m_rsi_buffer[i-1]) / 2.0 + c2 * m_sig_f1 + c3 * m_sig_f2;
m_sig_f2 = m_sig_f1;
m_sig_f1 = m_ma_buffer[i];
}
break;
}
case SMOOTH_EMA:
case SMOOTH_SMMA:
if(i == ma_start_pos)
{
double sum=0;
for(int j=0; j<m_ma_period; j++)
sum+=m_rsi_buffer[i-j];
m_ma_buffer[i]=sum/m_ma_period;
}
else
{
if(m_ma_method==SMOOTH_EMA)
{
double pr = 2.0 / (m_ma_period + 1.0);
m_ma_buffer[i] = m_rsi_buffer[i] * pr + m_ma_buffer[i-1] * (1.0 - pr);
double pr=2.0/(m_ma_period+1.0);
m_ma_buffer[i]=m_rsi_buffer[i]*pr+m_ma_buffer[i-1]*(1.0-pr);
}
else
m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_ma_period - 1) + m_rsi_buffer[i]) / m_ma_period;
m_ma_buffer[i]=(m_ma_buffer[i-1]*(m_ma_period-1)+m_rsi_buffer[i])/m_ma_period;
}
break;
case MODE_LWMA:
{
double lwma_sum = 0, weight_sum = 0;
for(int j = 0; j < m_ma_period; j++)
{
int weight = m_ma_period - j;
lwma_sum += m_rsi_buffer[i-j] * weight;
weight_sum += weight;
}
if(weight_sum > 0)
m_ma_buffer[i] = lwma_sum / weight_sum;
break;
}
default: // MODE_SMA
{
double sum = 0;
for(int j = 0; j < m_ma_period; j++)
sum += m_rsi_buffer[i-j];
m_ma_buffer[i] = sum / m_ma_period;
break;
}
case SMOOTH_LWMA:
{ double sum=0,w_sum=0; for(int j=0; j<m_ma_period; j++) {int w=m_ma_period-j; sum+=m_rsi_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) m_ma_buffer[i]=sum/w_sum; }
break;
default: // SMOOTH_SMA
{ double sum=0; for(int j=0; j<m_ma_period; j++) sum+=m_rsi_buffer[i-j]; m_ma_buffer[i]=sum/m_ma_period; }
break;
}
}
//--- Step 3: Calculate Bollinger Bands on the MA line
//--- Step 3: Calculate Bollinger Bands on the MA line (Unchanged)
for(int i = ma_start_pos; i < rates_total; i++)
{
double std_dev_val = 0, sum_sq = 0;
for(int j = 0; j < m_ma_period; j++)
sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2);
std_dev_val = sqrt(sum_sq / m_ma_period);
m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
}