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refactor(indicators): Refactored to use RSI_Engine
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Toh4iem9
@@ -1,30 +1,36 @@
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//+------------------------------------------------------------------+
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//| TDI_Calculator.mqh |
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//| VERSION 2.01: Fixed override signature mismatch. |
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//| VERSION 3.10: Refactored to use RSI_Engine. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\RSI_Engine.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CTDICalculator (Base Class) |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CTDICalculator
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{
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protected:
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CRSIEngine *m_rsi_engine;
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CMovingAverageCalculator m_price_line_engine;
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CMovingAverageCalculator m_signal_line_engine;
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CMovingAverageCalculator m_base_line_engine;
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int m_rsi_period, m_price_period, m_signal_period, m_base_period;
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double m_std_dev;
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//--- Persistent Buffers
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double m_price[];
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double m_rsi_buffer[];
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double m_price_line[];
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double m_base_line[];
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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[]);
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virtual void CreateRSIEngine(void);
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public:
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CTDICalculator(void) {};
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virtual ~CTDICalculator(void) {};
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CTDICalculator(void);
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virtual ~CTDICalculator(void);
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bool Init(int rsi_p, int price_p, int signal_p, int base_p, double dev);
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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[],
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@@ -33,20 +39,37 @@ public:
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};
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//+------------------------------------------------------------------+
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//| Init |
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//| |
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//+------------------------------------------------------------------+
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CTDICalculator::CTDICalculator(void) { m_rsi_engine = NULL; }
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CTDICalculator::~CTDICalculator(void) { if(CheckPointer(m_rsi_engine) != POINTER_INVALID) delete m_rsi_engine; }
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void CTDICalculator::CreateRSIEngine(void) { m_rsi_engine = new CRSIEngine(); }
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CTDICalculator::Init(int rsi_p, int price_p, int signal_p, int base_p, double dev)
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{
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m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
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m_price_period = (price_p < 1) ? 1 : price_p;
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m_signal_period = (signal_p < 1) ? 1 : signal_p;
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m_base_period = (base_p < 1) ? 1 : base_p;
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m_std_dev = (dev <= 0) ? 1.618 : dev;
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m_rsi_period = rsi_p;
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m_price_period = price_p;
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m_signal_period = signal_p;
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m_base_period = base_p;
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m_std_dev = dev;
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CreateRSIEngine();
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if(!m_rsi_engine.Init(m_rsi_period))
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return false;
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if(!m_price_line_engine.Init(m_price_period, SMA))
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return false;
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if(!m_signal_line_engine.Init(m_signal_period, SMA))
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return false;
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if(!m_base_line_engine.Init(m_base_period, SMA))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//| |
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//+------------------------------------------------------------------+
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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[],
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double &price_line_out[], double &signal_line_out[], double &base_line_out[],
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@@ -55,193 +78,48 @@ void CTDICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIE
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if(rates_total <= m_rsi_period + m_base_period)
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return;
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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if(ArraySize(m_price) != rates_total)
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if(ArraySize(m_rsi_buffer) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_rsi_buffer, rates_total);
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ArrayResize(m_price_line, rates_total);
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ArrayResize(m_base_line, rates_total);
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}
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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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// 1. Calculate RSI
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m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer);
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// RSI Loop
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double sum_pos = 0, sum_neg = 0;
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for(int i = 1; i < rates_total; i++)
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// 2. Calculate Price Line
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m_price_line_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_price_line, m_rsi_period);
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ArrayCopy(price_line_out, m_price_line, 0, 0, rates_total);
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// 3. Calculate Signal Line
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int signal_start = m_rsi_period + m_price_period - 1;
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m_signal_line_engine.CalculateOnArray(rates_total, prev_calculated, m_price_line, signal_line_out, signal_start);
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// 4. Calculate Base Line
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m_base_line_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_base_line, m_rsi_period);
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ArrayCopy(base_line_out, m_base_line, 0, 0, rates_total);
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// 5. Calculate Bands
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int loop_start = MathMax(m_rsi_period + m_base_period - 1, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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double diff = m_price[i] - m_price[i-1];
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sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period;
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sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period;
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if(i >= m_rsi_period)
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{
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if(sum_neg > 0)
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m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg)));
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else
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m_rsi_buffer[i] = 100.0;
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}
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else
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m_rsi_buffer[i] = 0;
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}
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// Price Line
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int pl_start = m_rsi_period + m_price_period - 2;
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int loop_start_pl = MathMax(pl_start, start_index);
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for(int i = loop_start_pl; i < rates_total; i++)
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{
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double sum=0;
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for(int j=0; j<m_price_period; j++)
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sum+=m_rsi_buffer[i-j];
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price_line_out[i]=sum/m_price_period;
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}
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// Signal Line
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int sl_start = pl_start + m_signal_period - 1;
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int loop_start_sl = MathMax(sl_start, start_index);
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for(int i = loop_start_sl; i < rates_total; i++)
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{
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double sum=0;
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for(int j=0; j<m_signal_period; j++)
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sum+=price_line_out[i-j];
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signal_line_out[i]=sum/m_signal_period;
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}
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// Base Line
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int bl_start = pl_start + m_base_period - 1;
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int loop_start_bl = MathMax(bl_start, start_index);
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for(int i = loop_start_bl; i < rates_total; i++)
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{
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double sum=0;
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for(int j=0; j<m_base_period; j++)
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sum+=price_line_out[i-j];
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base_line_out[i]=sum/m_base_period;
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}
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// Bands
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int bands_start = m_rsi_period + m_base_period - 2;
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int loop_start_bands = MathMax(bands_start, start_index);
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for(int i = loop_start_bands; i < rates_total; i++)
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{
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double rsi_ma = 0;
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double sum_rsi = 0;
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for(int j=0; j<m_base_period; j++)
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sum_rsi += m_rsi_buffer[i-j];
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rsi_ma = sum_rsi / m_base_period;
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double sum_sq = 0;
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for(int j = 0; j < m_base_period; j++)
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sum_sq += MathPow(m_rsi_buffer[i-j] - rsi_ma, 2);
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sum_sq += pow(m_rsi_buffer[i-j] - m_base_line[i], 2);
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double std_dev = sqrt(sum_sq / m_base_period);
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double std_dev = MathSqrt(sum_sq / m_base_period);
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upper_band_out[i] = base_line_out[i] + m_std_dev * std_dev;
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lower_band_out[i] = base_line_out[i] - m_std_dev * std_dev;
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upper_band_out[i] = m_base_line[i] + m_std_dev * std_dev;
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lower_band_out[i] = m_base_line[i] - m_std_dev * std_dev;
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}
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard) |
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//+------------------------------------------------------------------+
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bool CTDICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CTDICalculator_HA (Heikin Ashi) |
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//+==================================================================+
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//--- HA Subclass
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class CTDICalculator_HA : public CTDICalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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// FIX: Added 'price_type' to match base class signature
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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[]) override;
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virtual void CreateRSIEngine(void) override { m_rsi_engine = new CRSIEngine_HA(); }
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};
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CTDICalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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