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refactor: RESTORED: Original, definition-true FIR-based calculation based on Ehlers' EasyLanguage code.

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Toh4iem9
2025-10-20 23:29:38 +02:00
parent b0cb28e9b6
commit aae176b702
1 changed files with 11 additions and 9 deletions
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Include/MyIncludes/RSIH_Calculator.mqh
+11 -9
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@@ -35,6 +35,9 @@ bool CRSIHCalculator::Init(int period)
return true; return true;
} }
//+------------------------------------------------------------------+
//| RESTORED: Original, definition-true FIR-based calculation |
//| based on Ehlers' EasyLanguage code. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CRSIHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsih_buffer[]) void CRSIHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsih_buffer[])
{ {
@@ -49,18 +52,17 @@ void CRSIHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
double cu = 0.0; double cu = 0.0;
double cd = 0.0; double cd = 0.0;
// Inner loop to calculate Hann-windowed CU and CD // Inner loop to calculate Hann-windowed CU and CD over the lookback period
for(int j = 1; j <= m_period; j++) for(int j = 1; j <= m_period; j++)
{ {
// Ehlers' formula uses count from 1 to Period. In MQL5 array terms, this is price[i-j+1] vs price[i-j] // Ehlers' EasyLanguage: Close[count-1] - Close[count]
// But his EasyLanguage code seems to use Close[count-1] - Close[count], which is a bit ambiguous. // In our chronological array (non-timeseries), this corresponds to:
// We will follow the more standard momentum calculation: price[current] - price[previous] // count=1 -> m_price[i-1] - m_price[i] (most recent)
// Let's use a consistent diff calculation: price[i-j] vs price[i-j-1] // count=m_period -> m_price[i-m_period] - m_price[i-m_period-1] (oldest)
// Let's use a consistent diff: m_price[i-j+1] - m_price[i-j]
double diff = m_price[i - j + 1] - m_price[i - j]; double diff = m_price[i - j + 1] - m_price[i - j];
// Hann Windowing Weight // Hann Windowing Weight, where j corresponds to Ehlers' 'count'
// Ehlers' formula: (1 - Cosine(360*count / (RSILength + 1)))
// In radians: 1.0 - cos(2 * M_PI * j / (m_period + 1.0))
double weight = 1.0 - cos(2 * M_PI * j / (m_period + 1.0)); double weight = 1.0 - cos(2 * M_PI * j / (m_period + 1.0));
if(diff > 0) if(diff > 0)
@@ -72,7 +74,7 @@ void CRSIHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
if(cu + cd > 0) if(cu + cd > 0)
rsih_buffer[i] = (cu - cd) / (cu + cd); rsih_buffer[i] = (cu - cd) / (cu + cd);
else else
rsih_buffer[i] = 0; rsih_buffer[i] = (i > 0) ? rsih_buffer[i-1] : 0.0; // Fallback to previous or 0
} }
} }