From 7ea5654a9bffb5fa3f6e68577b3924572be5209e Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 12 Jan 2026 11:15:22 +0100 Subject: [PATCH] refactor(indicators): Refactored to use RSI_Engine --- Include/MyIncludes/RSI_Pro_Calculator.mqh | 267 ++++------------------ 1 file changed, 43 insertions(+), 224 deletions(-) diff --git a/Include/MyIncludes/RSI_Pro_Calculator.mqh b/Include/MyIncludes/RSI_Pro_Calculator.mqh index 2e1ff62..e4c1f14 100644 --- a/Include/MyIncludes/RSI_Pro_Calculator.mqh +++ b/Include/MyIncludes/RSI_Pro_Calculator.mqh @@ -1,77 +1,67 @@ //+------------------------------------------------------------------+ //| RSI_Pro_Calculator.mqh | -//| VERSION 3.10: Fixed RSI Drift (Added internal buffers). | +//| VERSION 4.00: Refactored to use RSI_Engine. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" -#include +#include #include -//+==================================================================+ -//| CLASS 1: CRSIProCalculator (Base Class) | -//+==================================================================+ +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ class CRSIProCalculator { protected: - int m_rsi_period; - int m_ma_period; - double m_deviation; - - //--- Engine for Signal Line + CRSIEngine *m_rsi_engine; CMovingAverageCalculator m_ma_engine; - //--- Persistent Buffers for Incremental Calculation - double m_price[]; + int m_rsi_period, m_ma_period; + double m_deviation; + + //--- Internal Buffers double m_rsi_buffer[]; double m_ma_buffer[]; - double m_upper_band[]; - double m_lower_band[]; - //--- NEW: Persistent Buffers for Wilder's Smoothing (Fixes Drift) - double m_avg_gain[]; - double m_avg_loss[]; - - //--- Updated: Accepts start_index - 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[]); + virtual void CreateEngine(void); public: CRSIProCalculator(void); - virtual ~CRSIProCalculator(void) {}; + virtual ~CRSIProCalculator(void); - //--- Init now takes ENUM_MA_TYPE bool Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, double dev); - //--- Updated: Accepts prev_calculated 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 &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]); }; //+------------------------------------------------------------------+ -//| Constructor | +//| | //+------------------------------------------------------------------+ -CRSIProCalculator::CRSIProCalculator(void) - { - } +CRSIProCalculator::CRSIProCalculator(void) { m_rsi_engine = NULL; } +CRSIProCalculator::~CRSIProCalculator(void) { if(CheckPointer(m_rsi_engine) != POINTER_INVALID) delete m_rsi_engine; } + +void CRSIProCalculator::CreateEngine(void) { m_rsi_engine = new CRSIEngine(); } //+------------------------------------------------------------------+ -//| Init | +//| | //+------------------------------------------------------------------+ bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, double dev) { - m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; - m_ma_period = (ma_p < 1) ? 1 : ma_p; + m_rsi_period = rsi_p; + m_ma_period = ma_p; m_deviation = dev; - -// Initialize MA Engine + CreateEngine(); + if(!m_rsi_engine.Init(m_rsi_period)) + return false; if(!m_ma_engine.Init(m_ma_period, ma_m)) return false; - return true; } //+------------------------------------------------------------------+ -//| Main Calculation (Optimized) | +//| | //+------------------------------------------------------------------+ 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[], double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]) @@ -79,211 +69,40 @@ void CRSIProCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APP if(rates_total <= m_rsi_period) return; -//--- 1. Determine Start Index - int start_index; - if(prev_calculated == 0) - start_index = 0; - else - start_index = prev_calculated - 1; - -//--- 2. Resize Buffers - if(ArraySize(m_price) != rates_total) + if(ArraySize(m_rsi_buffer) != rates_total) { - ArrayResize(m_price, rates_total); ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_ma_buffer, rates_total); - ArrayResize(m_upper_band, rates_total); - ArrayResize(m_lower_band, rates_total); - - // Resize internal averaging buffers - ArrayResize(m_avg_gain, rates_total); - ArrayResize(m_avg_loss, rates_total); } -//--- 3. Prepare Price (Optimized) - if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) - return; +// 1. Calculate RSI + m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer); -//--- 4. Calculate RSI (Incremental) - int i = start_index; - if(i == 0) +// 2. Calculate MA + m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_ma_buffer, m_rsi_period); + +// 3. Calculate Bands + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + int loop_start = MathMax(m_rsi_period + m_ma_period - 1, start_index); + + for(int i = loop_start; i < rates_total; i++) { - m_avg_gain[0] = 0; - m_avg_loss[0] = 0; - m_rsi_buffer[0] = 0; - i = 1; - } - - for(; i < rates_total; i++) - { - double diff = m_price[i] - m_price[i-1]; - double pos = (diff > 0 ? diff : 0); - double neg = (diff < 0 ? -diff : 0); - - if(i <= m_rsi_period) - { - // First value (at index period) is SMA. - // Subsequent values are RMA. - if(i < m_rsi_period) - { - // Accumulate - m_avg_gain[i] = m_avg_gain[i-1] + pos; - m_avg_loss[i] = m_avg_loss[i-1] + neg; - m_rsi_buffer[i] = 0; - } - else // i == m_rsi_period - { - // Calculate initial SMA - // Add current value to sum - double sum_g = m_avg_gain[i-1] + pos; - double sum_l = m_avg_loss[i-1] + neg; - - m_avg_gain[i] = sum_g / m_rsi_period; - m_avg_loss[i] = sum_l / m_rsi_period; - - if(m_avg_loss[i] > 0) - m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (m_avg_gain[i] / m_avg_loss[i]))); - else - m_rsi_buffer[i] = 100.0; - } - } - else - { - // Normal Phase: Wilder's Smoothing (RMA) - // Avg[i] = (Avg[i-1] * (N-1) + Val[i]) / N - // We use the persistent buffer values from [i-1], which are stable! - - m_avg_gain[i] = (m_avg_gain[i-1] * (m_rsi_period - 1) + pos) / m_rsi_period; - m_avg_loss[i] = (m_avg_loss[i-1] * (m_rsi_period - 1) + neg) / m_rsi_period; - - if(m_avg_loss[i] > 0) - m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (m_avg_gain[i] / m_avg_loss[i]))); - else - m_rsi_buffer[i] = 100.0; - } - } - -//--- 5. Calculate Moving Average on RSI (Using Engine) -// RSI is valid from index: m_rsi_period - int rsi_offset = m_rsi_period; - m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_ma_buffer, rsi_offset); - -//--- 6. Calculate Bollinger Bands (Optimized) -// Bands are based on the MA, so they start where MA starts - int ma_start_pos = rsi_offset + m_ma_period - 1; - int loop_start_bands = MathMax(ma_start_pos, start_index); - - for(i = loop_start_bands; i < rates_total; i++) - { - double std_dev_val = 0, sum_sq = 0; + double sum_sq = 0; for(int j = 0; j < m_ma_period; j++) sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2); - std_dev_val = sqrt(sum_sq / m_ma_period); + double std_dev = sqrt(sum_sq / m_ma_period); - m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val; - m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val; + rsi_out[i] = m_rsi_buffer[i]; + ma_out[i] = m_ma_buffer[i]; + upper_out[i] = m_ma_buffer[i] + m_deviation * std_dev; + lower_out[i] = m_ma_buffer[i] - m_deviation * std_dev; } - -//--- 7. Copy to Output - ArrayCopy(rsi_out, m_rsi_buffer, 0, 0, rates_total); - ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total); - ArrayCopy(upper_out, m_upper_band, 0, 0, rates_total); - ArrayCopy(lower_out, m_lower_band, 0, 0, rates_total); } -//+------------------------------------------------------------------+ -//| Prepare Price (Standard - Optimized) | -//+------------------------------------------------------------------+ -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[]) - { - for(int i = start_index; i < rates_total; i++) - { - switch(price_type) - { - case PRICE_CLOSE: - m_price[i] = close[i]; - break; - case PRICE_OPEN: - m_price[i] = open[i]; - break; - case PRICE_HIGH: - m_price[i] = high[i]; - break; - case PRICE_LOW: - m_price[i] = low[i]; - break; - case PRICE_MEDIAN: - m_price[i] = (high[i]+low[i])/2.0; - break; - case PRICE_TYPICAL: - m_price[i] = (high[i]+low[i]+close[i])/3.0; - break; - case PRICE_WEIGHTED: - m_price[i] = (high[i]+low[i]+2*close[i])/4.0; - break; - default: - m_price[i] = close[i]; - break; - } - } - return true; - } - -//+==================================================================+ -//| CLASS 2: CRSIProCalculator_HA (Heikin Ashi) | -//+==================================================================+ +//--- HA Subclass class CRSIProCalculator_HA : public CRSIProCalculator { -private: - CHeikinAshi_Calculator m_ha_calculator; - double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: - 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; + virtual void CreateEngine(void) override { m_rsi_engine = new CRSIEngine_HA(); } }; - -//+------------------------------------------------------------------+ -//| | -//+------------------------------------------------------------------+ -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[]) - { - if(ArraySize(m_ha_open) != rates_total) - { - ArrayResize(m_ha_open, rates_total); - ArrayResize(m_ha_high, rates_total); - ArrayResize(m_ha_low, rates_total); - ArrayResize(m_ha_close, rates_total); - } - m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); - for(int i = start_index; i < rates_total; i++) - { - switch(price_type) - { - case PRICE_CLOSE: - m_price[i] = m_ha_close[i]; - break; - case PRICE_OPEN: - m_price[i] = m_ha_open[i]; - break; - case PRICE_HIGH: - m_price[i] = m_ha_high[i]; - break; - case PRICE_LOW: - m_price[i] = m_ha_low[i]; - break; - case PRICE_MEDIAN: - m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; - break; - case PRICE_TYPICAL: - m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; - break; - case PRICE_WEIGHTED: - m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; - break; - default: - m_price[i] = m_ha_close[i]; - break; - } - } - return true; - } //+------------------------------------------------------------------+