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refactor(indicators): Updated to use unified calculator

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This commit is contained in:
Toh4iem9
2026-01-20 20:18:52 +01:00
parent beb94b6197
commit 7e76bf6a3d
1 changed files with 13 additions and 29 deletions
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Indicators/MyIndicators/TSI_Pro.mq5
+13 -29
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| TSI_Pro.mq5|
//| Copyright 2025, xxxxxxxx|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "4.00" // Full Engine Integration
#property copyright "Copyright 2026, xxxxxxxx"
#property version "5.00" // Updated to use unified calculator
#property description "Professional True Strength Index (TSI) with fully customizable"
#property description "smoothing methods and selectable price source."
@@ -36,9 +36,9 @@
//--- Input Parameters ---
input group "TSI Calculation Settings"
input int InpSlowPeriod = 25;
input ENUM_MA_TYPE InpSlowMAType = EMA; // Default: EMA (Classic TSI)
input ENUM_MA_TYPE InpSlowMAType = EMA;
input int InpFastPeriod = 13;
input ENUM_MA_TYPE InpFastMAType = EMA; // Default: EMA (Classic TSI)
input ENUM_MA_TYPE InpFastMAType = EMA;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input group "Signal Line Settings"
@@ -52,8 +52,6 @@ double BufferSignal[];
//--- Global calculator object ---
CTSICalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
@@ -63,15 +61,9 @@ int OnInit()
ArraySetAsSeries(BufferSignal, false);
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CTSICalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI HA(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod));
}
else
{
g_calculator = new CTSICalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod));
}
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpSlowPeriod, InpSlowMAType, InpFastPeriod, InpFastMAType, InpSignalPeriod, InpSignalMAType))
@@ -80,6 +72,9 @@ int OnInit()
return(INIT_FAILED);
}
string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI%s(%d,%d,%d)", type, InpSlowPeriod, InpFastPeriod, InpSignalPeriod));
int tsi_draw_begin = InpSlowPeriod + InpFastPeriod;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, tsi_draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, tsi_draw_begin + InpSignalPeriod - 1);
@@ -89,31 +84,20 @@ int OnInit()
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
}
void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
//+------------------------------------------------------------------+
//| Custom indicator iteration function. |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
{
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;
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferTSI, BufferSignal);
// Pass dummy array for oscillator output
double dummy_osc[];
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferTSI, BufferSignal, dummy_osc);
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+