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chore(indicators): remove Stochastic_Adaptive_RSI_Pro.mq5

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Toh4iem9
2026-01-24 21:55:23 +01:00
parent 4fbfe73d2b
commit 726540217a
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Indicators/MyIndicators/Authors/Kaufman/Stochastic_Adaptive_RSI_Pro.mq5
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//+------------------------------------------------------------------+
//| Stochastic_Adaptive_RSI_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "3.10" // Fixed Init call
#property description "Variable-Length Stochastic applied to an RSI series."
#property description "Dynamically adjusts its period based on market trendiness (ER)."
//--- Indicator Window and Plot Properties ---
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
#property indicator_level1 10.0
#property indicator_level2 20.0
#property indicator_level3 50.0
#property indicator_level4 80.0
#property indicator_level5 90.0
#property indicator_minimum 0.0
#property indicator_maximum 100.0
#property indicator_label1 "%K"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_label2 "%D"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrCoral
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
#include <MyIncludes\Stochastic_Adaptive_RSI_Calculator.mqh>
//--- Input Parameters ---
input group "Adaptive Settings"
input int InpRSIPeriod = 14; // RSI Period
input int InpErPeriod = 10; // Efficiency Ratio Period
input int InpMinStochPeriod= 5; // Minimum Stochastic Period on RSI
input int InpMaxStochPeriod= 30; // Maximum Stochastic Period on RSI
input ENUM_ADAPTIVE_SOURCE InpAdaptiveSource= ADAPTIVE_SOURCE_STANDARD;
input group "Stochastic & Price Settings"
input int InpSlowingPeriod = 3;
input ENUM_MA_TYPE InpSlowingMAType = SMA;
input int InpDPeriod = 3;
input ENUM_MA_TYPE InpDMAType = SMA;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
//--- Indicator Buffers ---
double BufferK[], BufferD[];
//--- Global calculator object ---
CStochasticAdaptiveRSICalculator *g_calculator;
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexBuffer(0, BufferK, INDICATOR_DATA);
SetIndexBuffer(1, BufferD, INDICATOR_DATA);
ArraySetAsSeries(BufferK, false);
ArraySetAsSeries(BufferD, false);
if(InpSourcePrice <= PRICE_HA_CLOSE)
g_calculator = new CStochasticAdaptiveRSICalculator_HA();
else
g_calculator = new CStochasticAdaptiveRSICalculator();
// FIX: Added InpAdaptiveSource to Init call
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpRSIPeriod, InpErPeriod, InpMinStochPeriod, InpMaxStochPeriod, InpSlowingPeriod, InpSlowingMAType, InpDPeriod, InpDMAType, InpAdaptiveSource))
{
Print("Failed to create or initialize Adaptive StochRSI Calculator.");
return(INIT_FAILED);
}
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Stoch Adaptive RSI%s", (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : "")));
IndicatorSetInteger(INDICATOR_DIGITS, 2);
int draw_begin = InpRSIPeriod + InpErPeriod + InpMaxStochPeriod + InpSlowingPeriod + InpDPeriod;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferK, BufferD);
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+