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Toh4iem9
2025-10-20 16:36:47 +02:00
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Include/MyIncludes/RSIH_Calculator.mqh
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//+------------------------------------------------------------------+
//| RSIH_Calculator.mqh |
//| Calculation engine for Ehlers' RSI with Hann Windowing. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+
//| |
//| CLASS 1: CRSIHCalculator (Base Class) |
//| |
//+==================================================================+
class CRSIHCalculator
{
protected:
int m_period;
double m_price[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CRSIHCalculator(void) {};
virtual ~CRSIHCalculator(void) {};
bool Init(int period);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsih_buffer[]);
};
//+------------------------------------------------------------------+
bool CRSIHCalculator::Init(int period)
{
m_period = (period < 2) ? 2 : period;
return true;
}
//+------------------------------------------------------------------+
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[])
{
if(rates_total < m_period + 1)
return;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
return;
// Full recalculation for stability
for(int i = m_period; i < rates_total; i++)
{
double cu = 0.0;
double cd = 0.0;
// Inner loop to calculate Hann-windowed CU and CD
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]
// But his EasyLanguage code seems to use Close[count-1] - Close[count], which is a bit ambiguous.
// We will follow the more standard momentum calculation: price[current] - price[previous]
// Let's use a consistent diff calculation: price[i-j] vs price[i-j-1]
double diff = m_price[i - j + 1] - m_price[i - j];
// Hann Windowing Weight
// 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));
if(diff > 0)
cu += diff * weight;
else
cd += -diff * weight;
}
if(cu + cd > 0)
rsih_buffer[i] = (cu - cd) / (cu + cd);
else
rsih_buffer[i] = 0;
}
}
//+------------------------------------------------------------------+
bool CRSIHCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
ArrayResize(m_price, rates_total);
switch(price_type)
{
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;
}
return true;
}
//+==================================================================+
class CRSIHCalculator_HA : public CRSIHCalculator
{
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;
};
//+------------------------------------------------------------------+
bool CRSIHCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
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);
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<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;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+