From 9fec0ee8f525170eb70e03072681138a4213a204 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Thu, 8 Jan 2026 10:53:52 +0100
Subject: [PATCH] feat(indicators): Safety checks refined

---
 .../MyIncludes/RSI_Adaptive_Calculator.mqh    | 325 +++++++++++-------
 1 file changed, 207 insertions(+), 118 deletions(-)

diff --git a/Include/MyIncludes/RSI_Adaptive_Calculator.mqh b/Include/MyIncludes/RSI_Adaptive_Calculator.mqh
index 0aabd11..320861e 100644
--- a/Include/MyIncludes/RSI_Adaptive_Calculator.mqh
+++ b/Include/MyIncludes/RSI_Adaptive_Calculator.mqh
@@ -1,102 +1,139 @@
 //+------------------------------------------------------------------+
 //|                                     RSI_Adaptive_Calculator.mqh  |
 //|      Engine for a variable-length RSI (Dynamic Momentum Index).  |
+//|      VERSION 3.01: Safety checks refined.                        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
+enum ENUM_ADAPTIVE_SOURCE_RSI
+  {
+   ADAPTIVE_SOURCE_RSI_STANDARD,    // Calculate Volatility on Standard Price
+   ADAPTIVE_SOURCE_RSI_HEIKIN_ASHI  // Calculate Volatility on Heikin Ashi Price
+  };
+
+//+==================================================================+
+//|             CLASS 1: CAdaptiveRSICalculator (Base Class)         |
 //+==================================================================+
 class CAdaptiveRSICalculator
   {
 protected:
    int               m_pivotal_period, m_vola_short, m_vola_long;
-   double            m_price[];
+   ENUM_ADAPTIVE_SOURCE_RSI m_adaptive_source;
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- Persistent Buffers
+   double            m_price[];      // Used for Volatility calculation
+   double            m_rsi_source[]; // Used for RSI calculation
+   double            m_vola_sum[];
+   double            m_vola_avg[];
+   double            m_nsp_buffer[];
+
+   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[]);
 
 public:
                      CAdaptiveRSICalculator(void) {};
    virtual          ~CAdaptiveRSICalculator(void) {};
 
-   bool              Init(int pivotal_p, int vola_s, int vola_l);
-   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+   bool              Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src);
+
+   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_buffer[]);
   };
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Init                                                             |
 //+------------------------------------------------------------------+
-class CAdaptiveRSICalculator_HA : public CAdaptiveRSICalculator
-  {
-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[]) override;
-  };
-
-//+==================================================================+
-//|                 METHOD IMPLEMENTATIONS                           |
-//+==================================================================+
-
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-bool CAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l)
+bool CAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src)
   {
    m_pivotal_period = (pivotal_p < 2) ? 2 : pivotal_p;
    m_vola_short = (vola_s < 1) ? 1 : vola_s;
    m_vola_long = (vola_l <= m_vola_short) ? m_vola_short + 1 : vola_l;
+   m_adaptive_source = adapt_src;
    return true;
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CAdaptiveRSICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
+void CAdaptiveRSICalculator::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_buffer[])
   {
-   if(rates_total <= m_vola_long + m_pivotal_period)
-      return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+// Safety Check: Ensure we have enough bars for the longest possible lookback
+// Max lookback = VolaLong + Max possible RSI Period (approx 2 * Pivotal)
+   if(rates_total <= m_vola_long + m_pivotal_period * 2)
       return;
 
-   double vola_sum[], vola_avg[], nsp_buffer[];
-   ArrayResize(vola_sum, rates_total);
-   ArrayResize(vola_avg, rates_total);
-   ArrayResize(nsp_buffer, rates_total);
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
 
-//--- Step 1: Calculate Volatility Ratio and Adaptive Period (NSP)
-   for(int i = m_vola_short; i < rates_total; i++)
+   if(ArraySize(m_price) != rates_total)
      {
-      for(int j = 0; j < m_vola_short; j++)
-         vola_sum[i] += MathAbs(m_price[i-j] - m_price[i-j-1]);
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_rsi_source, rates_total);
+      ArrayResize(m_vola_sum, rates_total);
+      ArrayResize(m_vola_avg, rates_total);
+      ArrayResize(m_nsp_buffer, rates_total);
      }
-   for(int i = m_vola_short + m_vola_long - 1; i < rates_total; i++)
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+      return;
+
+//--- 4. Calculate Volatility Sum (Incremental)
+   int loop_start_vola = MathMax(m_vola_short, start_index);
+
+   for(int i = loop_start_vola; i < rates_total; i++)
+     {
+      double sum = 0;
+      for(int j = 0; j < m_vola_short; j++)
+         sum += MathAbs(m_price[i-j] - m_price[i-j-1]);
+      m_vola_sum[i] = sum;
+     }
+
+//--- 5. Calculate Volatility Avg and Adaptive Period (NSP)
+   int loop_start_nsp = MathMax(m_vola_short + m_vola_long - 1, start_index);
+
+   for(int i = loop_start_nsp; i < rates_total; i++)
      {
       double sum_of_sums = 0;
       for(int j = 0; j < m_vola_long; j++)
-         sum_of_sums += vola_sum[i-j];
-      vola_avg[i] = sum_of_sums / m_vola_long;
+         sum_of_sums += m_vola_sum[i-j];
+      m_vola_avg[i] = sum_of_sums / m_vola_long;
 
-      double vola_ratio = (vola_avg[i] > 0.000001) ? vola_sum[i] / vola_avg[i] : 1.0;
+      double vola_ratio = (m_vola_avg[i] > 0.000001) ? m_vola_sum[i] / m_vola_avg[i] : 1.0;
 
+      // Calculate adaptive period
       int period = (int)round(m_pivotal_period / vola_ratio);
-      nsp_buffer[i] = fmax(2, fmin(m_pivotal_period * 2, period)); // Clamp period to a reasonable range
+
+      // Clamp period between 2 and 2*Pivotal to prevent extreme noise or flatness
+      m_nsp_buffer[i] = fmax(2, fmin(m_pivotal_period * 2, period));
      }
 
-//--- Step 2: Calculate Simple RSI using the adaptive period
-   for(int i = m_vola_long + m_pivotal_period; i < rates_total; i++)
+//--- 6. Calculate Simple RSI using m_rsi_source
+// Start where we have valid NSP data
+   int loop_start_rsi = MathMax(m_vola_short + m_vola_long, start_index);
+
+   for(int i = loop_start_rsi; i < rates_total; i++)
      {
-      int current_nsp = (int)nsp_buffer[i];
-      if(i < current_nsp)
+      int current_nsp = (int)m_nsp_buffer[i];
+
+      // Safety check: Ensure we don't look back before the start of the array
+      if(i <= current_nsp)
+        {
+         rsi_buffer[i] = 50.0;
          continue;
+        }
 
       double sum_pos = 0, sum_neg = 0;
+
+      // Brute force loop is required here because 'current_nsp' changes per bar
       for(int j = 0; j < current_nsp; j++)
         {
-         double diff = m_price[i-j] - m_price[i-j-1];
+         double diff = m_rsi_source[i-j] - m_rsi_source[i-j-1];
          if(diff > 0)
             sum_pos += diff;
          else
@@ -111,90 +148,142 @@ void CAdaptiveRSICalculator::Calculate(int rates_total, const double &open[], co
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Prepare Price (Standard)                                         |
 //+------------------------------------------------------------------+
-bool CAdaptiveRSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CAdaptiveRSICalculator::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_price) != rates_total)
-      if(ArrayResize(m_price, rates_total) != rates_total)
-         return false;
-
-   switch(price_type)
+   for(int i = start_index; i < rates_total; i++)
      {
-      case PRICE_CLOSE:
-         ArrayCopy(m_price, close, 0, 0, rates_total);
-         break;
-      case PRICE_OPEN:
-         ArrayCopy(m_price, open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
-         break;
-      default:
-         return false;
+      double p;
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            p = close[i];
+            break;
+         case PRICE_OPEN:
+            p = open[i];
+            break;
+         case PRICE_HIGH:
+            p = high[i];
+            break;
+         case PRICE_LOW:
+            p = low[i];
+            break;
+         case PRICE_MEDIAN:
+            p = (high[i]+low[i])/2.0;
+            break;
+         case PRICE_TYPICAL:
+            p = (high[i]+low[i]+close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            p = (high[i]+low[i]+2*close[i])/4.0;
+            break;
+         default:
+            p = close[i];
+            break;
+        }
+      m_price[i] = p;      // Volatility Source
+      m_rsi_source[i] = p; // RSI Source
      }
    return true;
   }
 
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-bool CAdaptiveRSICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//+==================================================================+
+//|             CLASS 2: CAdaptiveRSICalculator_HA                   |
+//+==================================================================+
+class CAdaptiveRSICalculator_HA : public CAdaptiveRSICalculator
   {
-   double ha_open[], ha_high[], ha_low[], ha_close[];
-   ArrayResize(ha_open, rates_total);
-   ArrayResize(ha_high, rates_total);
-   ArrayResize(ha_low, rates_total);
-   ArrayResize(ha_close, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+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;
+  };
 
-   if(ArraySize(m_price) != rates_total)
-      if(ArrayResize(m_price, rates_total) != rates_total)
-         return false;
-
-   switch(price_type)
+//+------------------------------------------------------------------+
+//| Prepare Price (Heikin Ashi)                                      |
+//+------------------------------------------------------------------+
+bool CAdaptiveRSICalculator_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)
      {
-      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<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
-         break;
-      default:
-         return false;
+      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++)
+     {
+      double ha_p;
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            ha_p = m_ha_close[i];
+            break;
+         case PRICE_OPEN:
+            ha_p = m_ha_open[i];
+            break;
+         case PRICE_HIGH:
+            ha_p = m_ha_high[i];
+            break;
+         case PRICE_LOW:
+            ha_p = m_ha_low[i];
+            break;
+         case PRICE_MEDIAN:
+            ha_p = (m_ha_high[i]+m_ha_low[i])/2.0;
+            break;
+         case PRICE_TYPICAL:
+            ha_p = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            ha_p = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
+            break;
+         default:
+            ha_p = m_ha_close[i];
+            break;
+        }
+
+      m_rsi_source[i] = ha_p; // RSI uses HA
+
+      if(m_adaptive_source == ADAPTIVE_SOURCE_RSI_HEIKIN_ASHI)
+        {
+         m_price[i] = ha_p;
+        }
+      else
+        {
+         // Recalculate standard price for volatility
+         double std_p;
+         switch(price_type)
+           {
+            case PRICE_CLOSE:
+               std_p = close[i];
+               break;
+            case PRICE_OPEN:
+               std_p = open[i];
+               break;
+            case PRICE_HIGH:
+               std_p = high[i];
+               break;
+            case PRICE_LOW:
+               std_p = low[i];
+               break;
+            case PRICE_MEDIAN:
+               std_p = (high[i]+low[i])/2.0;
+               break;
+            case PRICE_TYPICAL:
+               std_p = (high[i]+low[i]+close[i])/3.0;
+               break;
+            case PRICE_WEIGHTED:
+               std_p = (high[i]+low[i]+2*close[i])/4.0;
+               break;
+            default:
+               std_p = close[i];
+               break;
+           }
+         m_price[i] = std_p;
+        }
      }
    return true;
   }