diff --git a/Include/MyIncludes/TDI_Calculator.mqh b/Include/MyIncludes/TDI_Calculator.mqh index c73a791..0b9907e 100644 --- a/Include/MyIncludes/TDI_Calculator.mqh +++ b/Include/MyIncludes/TDI_Calculator.mqh @@ -9,27 +9,16 @@ //+==================================================================+ //| | -//| CLASS 1: CTDICalculator (Standard) | +//| CLASS 1: CTDICalculator (Base Class) | //| | //+==================================================================+ class CTDICalculator { protected: - int m_rsi_period; - int m_price_period; - int m_signal_period; - int m_base_period; + int m_rsi_period, m_price_period, m_signal_period, m_base_period; double m_std_dev; - double m_price[]; - double m_rsi_buffer[]; - double m_price_line[]; - double m_signal_line[]; - double m_base_line[]; - double m_upper_band[]; - double m_lower_band[]; - double CalculateSMA(int position, int period, const double &source_buffer[]); virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: @@ -38,8 +27,8 @@ public: 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[], - double &price_line_out[], double &signal_line_out[], double &base_line_out[], - double &upper_band_out[], double &lower_band_out[]); + double &price_line_out[], double &signal_line_out[], double &base_line_out[], + double &upper_band_out[], double &lower_band_out[]); }; //+------------------------------------------------------------------+ @@ -47,83 +36,99 @@ public: //+------------------------------------------------------------------+ bool CTDICalculator::Init(int rsi_p, int price_p, int signal_p, int base_p, double dev) { - m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; - m_price_period = (price_p < 1) ? 1 : price_p; + m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; + m_price_period = (price_p < 1) ? 1 : price_p; m_signal_period = (signal_p < 1) ? 1 : signal_p; - m_base_period = (base_p < 1) ? 1 : base_p; - m_std_dev = (dev <= 0) ? 1.618 : dev; + m_base_period = (base_p < 1) ? 1 : base_p; + m_std_dev = (dev <= 0) ? 1.618 : dev; return true; } //+------------------------------------------------------------------+ -//| CTDICalculator: Main Calculation Method | +//| CTDICalculator: Main Calculation Method (Definition-True) | //+------------------------------------------------------------------+ void CTDICalculator::Calculate(int rates_total, 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) + if(rates_total <= m_rsi_period + m_base_period) return; - - ArrayResize(m_price, rates_total); - ArrayResize(m_rsi_buffer, rates_total); - ArrayResize(m_price_line, rates_total); - ArrayResize(m_signal_line, rates_total); - ArrayResize(m_base_line, rates_total); - ArrayResize(m_upper_band, rates_total); - ArrayResize(m_lower_band, rates_total); - if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; + double rsi_buffer[]; + ArrayResize(rsi_buffer, rates_total); + +//--- STEP 1: Calculate RSI (Wilder's smoothing) 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(i >= m_rsi_period) { if(sum_neg > 0) - m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); + rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); else - m_rsi_buffer[i] = 100.0; + rsi_buffer[i] = 100.0; } } - for(int i = m_rsi_period + m_price_period; i < rates_total; i++) - m_price_line[i] = CalculateSMA(i, m_price_period, m_rsi_buffer); - - for(int i = m_rsi_period + m_price_period + m_signal_period; i < rates_total; i++) - m_signal_line[i] = CalculateSMA(i, m_signal_period, m_price_line); - - for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++) - m_base_line[i] = CalculateSMA(i, m_base_period, m_price_line); - - for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++) +//--- STEP 2: Calculate Price Line (SMA on RSI) + for(int i = m_rsi_period + m_price_period - 2; i < rates_total; i++) { - double std_dev_val = 0, sum_sq = 0; - for(int j = 0; j < m_base_period; j++) - sum_sq += pow(m_price_line[i-j] - m_base_line[i], 2); - std_dev_val = sqrt(sum_sq / m_base_period); - - m_upper_band[i] = m_base_line[i] + m_std_dev * std_dev_val; - m_lower_band[i] = m_base_line[i] - m_std_dev * std_dev_val; + double sum=0; + for(int j=0; j 0) ? sum / period : 0; - } - //+==================================================================+ //| | //| CLASS 2: CTDICalculator_HA (Heikin Ashi) | @@ -176,13 +170,12 @@ class CTDICalculator_HA : public CTDICalculator { private: CHeikinAshi_Calculator m_ha_calculator; - protected: - virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ -//| CTDICalculator_HA: Prepares the source price series. | +//| CTDICalculator_HA: Prepares the Heikin Ashi source price. | //+------------------------------------------------------------------+ bool CTDICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { @@ -193,8 +186,36 @@ bool CTDICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE p ArrayResize(ha_close, rates_total); m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); -//--- The HA version ALWAYS uses the HA Close price for the RSI calculation - ArrayCopy(m_price, ha_close, 0, 0, rates_total); + ArrayResize(m_price, rates_total); + switch(price_type) + { + case PRICE_CLOSE: + ArrayCopy(m_price, ha_close, 0, 0, rates_total); + break; + case PRICE_OPEN: + ArrayCopy(m_price, ha_open, 0, 0, rates_total); + break; + case PRICE_HIGH: + ArrayCopy(m_price, ha_high, 0, 0, rates_total); + break; + case PRICE_LOW: + ArrayCopy(m_price, ha_low, 0, 0, rates_total); + break; + case PRICE_MEDIAN: + for(int i=0; i