diff --git a/Include/MyIncludes/TDI_Calculator.mqh b/Include/MyIncludes/TDI_Calculator.mqh index 0b9907e..e72a563 100644 --- a/Include/MyIncludes/TDI_Calculator.mqh +++ b/Include/MyIncludes/TDI_Calculator.mqh @@ -1,6 +1,6 @@ //+------------------------------------------------------------------+ //| TDI_Calculator.mqh | -//| Calculation engine for Standard and Heikin Ashi TDI. | +//| VERSION 2.01: Fixed override signature mismatch. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -8,31 +8,32 @@ #include //+==================================================================+ -//| | //| CLASS 1: CTDICalculator (Base Class) | -//| | //+==================================================================+ class CTDICalculator { protected: int m_rsi_period, m_price_period, m_signal_period, m_base_period; double m_std_dev; - 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[]); + //--- Persistent Buffers + double m_price[]; + double m_rsi_buffer[]; + + virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CTDICalculator(void) {}; virtual ~CTDICalculator(void) {}; bool Init(int rsi_p, int price_p, int signal_p, int base_p, double dev); - void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + void 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 &price_line_out[], double &signal_line_out[], double &base_line_out[], double &upper_band_out[], double &lower_band_out[]); }; //+------------------------------------------------------------------+ -//| CTDICalculator: Initialization | +//| Init | //+------------------------------------------------------------------+ bool CTDICalculator::Init(int rsi_p, int price_p, int signal_p, int base_p, double dev) { @@ -45,47 +46,64 @@ bool CTDICalculator::Init(int rsi_p, int price_p, int signal_p, int base_p, doub } //+------------------------------------------------------------------+ -//| CTDICalculator: Main Calculation Method (Definition-True) | +//| Main Calculation (Optimized) | //+------------------------------------------------------------------+ -void CTDICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], +void CTDICalculator::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 &price_line_out[], double &signal_line_out[], double &base_line_out[], double &upper_band_out[], double &lower_band_out[]) { if(rates_total <= m_rsi_period + m_base_period) return; - if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + + int start_index; + if(prev_calculated == 0) + start_index = 0; + else + start_index = prev_calculated - 1; + + if(ArraySize(m_price) != rates_total) + { + ArrayResize(m_price, rates_total); + ArrayResize(m_rsi_buffer, rates_total); + } + + if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; - double rsi_buffer[]; - ArrayResize(rsi_buffer, rates_total); - -//--- STEP 1: Calculate RSI (Wilder's smoothing) +// RSI Loop 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) - rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); + m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); else - rsi_buffer[i] = 100.0; + m_rsi_buffer[i] = 100.0; } + else + m_rsi_buffer[i] = 0; } -//--- STEP 2: Calculate Price Line (SMA on RSI) - for(int i = m_rsi_period + m_price_period - 2; i < rates_total; i++) +// Price Line + int pl_start = m_rsi_period + m_price_period - 2; + int loop_start_pl = MathMax(pl_start, start_index); + for(int i = loop_start_pl; i < rates_total; i++) { double sum=0; for(int j=0; j