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refactor(indicators): Refactored to use RSI_Engine
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Toh4iem9
@@ -1,77 +1,67 @@
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//+------------------------------------------------------------------+
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//| RSI_Pro_Calculator.mqh |
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//| VERSION 3.10: Fixed RSI Drift (Added internal buffers). |
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//| VERSION 4.00: 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: CRSIProCalculator (Base Class) |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CRSIProCalculator
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{
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protected:
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int m_rsi_period;
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int m_ma_period;
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double m_deviation;
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//--- Engine for Signal Line
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CRSIEngine *m_rsi_engine;
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CMovingAverageCalculator m_ma_engine;
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//--- Persistent Buffers for Incremental Calculation
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double m_price[];
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int m_rsi_period, m_ma_period;
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double m_deviation;
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//--- Internal Buffers
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double m_rsi_buffer[];
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double m_ma_buffer[];
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double m_upper_band[];
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double m_lower_band[];
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//--- NEW: Persistent Buffers for Wilder's Smoothing (Fixes Drift)
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double m_avg_gain[];
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double m_avg_loss[];
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//--- Updated: Accepts start_index
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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 CreateEngine(void);
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public:
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CRSIProCalculator(void);
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virtual ~CRSIProCalculator(void) {};
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virtual ~CRSIProCalculator(void);
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//--- Init now takes ENUM_MA_TYPE
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bool Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, double dev);
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//--- Updated: Accepts prev_calculated
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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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double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//| |
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//+------------------------------------------------------------------+
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CRSIProCalculator::CRSIProCalculator(void)
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{
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}
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CRSIProCalculator::CRSIProCalculator(void) { m_rsi_engine = NULL; }
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CRSIProCalculator::~CRSIProCalculator(void) { if(CheckPointer(m_rsi_engine) != POINTER_INVALID) delete m_rsi_engine; }
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void CRSIProCalculator::CreateEngine(void) { m_rsi_engine = new CRSIEngine(); }
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//+------------------------------------------------------------------+
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//| Init |
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//| |
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//+------------------------------------------------------------------+
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bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, double dev)
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{
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m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
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m_ma_period = (ma_p < 1) ? 1 : ma_p;
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m_rsi_period = rsi_p;
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m_ma_period = ma_p;
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m_deviation = dev;
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// Initialize MA Engine
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CreateEngine();
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if(!m_rsi_engine.Init(m_rsi_period))
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return false;
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if(!m_ma_engine.Init(m_ma_period, ma_m))
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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 CRSIProCalculator::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 &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[])
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@@ -79,211 +69,40 @@ void CRSIProCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APP
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if(rates_total <= m_rsi_period)
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return;
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//--- 1. Determine Start Index
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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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//--- 2. Resize Buffers
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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_ma_buffer, rates_total);
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ArrayResize(m_upper_band, rates_total);
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ArrayResize(m_lower_band, rates_total);
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// Resize internal averaging buffers
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ArrayResize(m_avg_gain, rates_total);
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ArrayResize(m_avg_loss, rates_total);
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}
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//--- 3. Prepare Price (Optimized)
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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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//--- 4. Calculate RSI (Incremental)
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int i = start_index;
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if(i == 0)
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// 2. Calculate MA
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m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_ma_buffer, m_rsi_period);
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// 3. 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_ma_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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m_avg_gain[0] = 0;
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m_avg_loss[0] = 0;
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m_rsi_buffer[0] = 0;
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i = 1;
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}
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for(; 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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double pos = (diff > 0 ? diff : 0);
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double neg = (diff < 0 ? -diff : 0);
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if(i <= m_rsi_period)
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{
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// First value (at index period) is SMA.
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// Subsequent values are RMA.
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if(i < m_rsi_period)
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{
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// Accumulate
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m_avg_gain[i] = m_avg_gain[i-1] + pos;
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m_avg_loss[i] = m_avg_loss[i-1] + neg;
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m_rsi_buffer[i] = 0;
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}
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else // i == m_rsi_period
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{
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// Calculate initial SMA
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// Add current value to sum
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double sum_g = m_avg_gain[i-1] + pos;
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double sum_l = m_avg_loss[i-1] + neg;
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m_avg_gain[i] = sum_g / m_rsi_period;
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m_avg_loss[i] = sum_l / m_rsi_period;
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if(m_avg_loss[i] > 0)
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m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (m_avg_gain[i] / m_avg_loss[i])));
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else
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m_rsi_buffer[i] = 100.0;
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}
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}
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else
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{
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// Normal Phase: Wilder's Smoothing (RMA)
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// Avg[i] = (Avg[i-1] * (N-1) + Val[i]) / N
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// We use the persistent buffer values from [i-1], which are stable!
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m_avg_gain[i] = (m_avg_gain[i-1] * (m_rsi_period - 1) + pos) / m_rsi_period;
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m_avg_loss[i] = (m_avg_loss[i-1] * (m_rsi_period - 1) + neg) / m_rsi_period;
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if(m_avg_loss[i] > 0)
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m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (m_avg_gain[i] / m_avg_loss[i])));
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else
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m_rsi_buffer[i] = 100.0;
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}
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}
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//--- 5. Calculate Moving Average on RSI (Using Engine)
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// RSI is valid from index: m_rsi_period
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int rsi_offset = m_rsi_period;
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m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_ma_buffer, rsi_offset);
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//--- 6. Calculate Bollinger Bands (Optimized)
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// Bands are based on the MA, so they start where MA starts
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int ma_start_pos = rsi_offset + m_ma_period - 1;
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int loop_start_bands = MathMax(ma_start_pos, start_index);
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for(i = loop_start_bands; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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double sum_sq = 0;
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for(int j = 0; j < m_ma_period; j++)
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sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2);
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std_dev_val = sqrt(sum_sq / m_ma_period);
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double std_dev = sqrt(sum_sq / m_ma_period);
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m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
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m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
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rsi_out[i] = m_rsi_buffer[i];
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ma_out[i] = m_ma_buffer[i];
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upper_out[i] = m_ma_buffer[i] + m_deviation * std_dev;
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lower_out[i] = m_ma_buffer[i] - m_deviation * std_dev;
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}
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//--- 7. Copy to Output
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ArrayCopy(rsi_out, m_rsi_buffer, 0, 0, rates_total);
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ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total);
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ArrayCopy(upper_out, m_upper_band, 0, 0, rates_total);
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ArrayCopy(lower_out, m_lower_band, 0, 0, rates_total);
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CRSIProCalculator::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: CRSIProCalculator_HA (Heikin Ashi) |
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//+==================================================================+
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//--- HA Subclass
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class CRSIProCalculator_HA : public CRSIProCalculator
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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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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 CreateEngine(void) override { m_rsi_engine = new CRSIEngine_HA(); }
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CRSIProCalculator_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, 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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