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refactor(indicators): Unified calculator for TSI and Oscillator

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This commit is contained in:
Toh4iem9
2026-01-20 20:18:09 +01:00
parent 6b7d3e5422
commit beb94b6197
1 changed files with 60 additions and 37 deletions
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Include/MyIncludes/TSI_Calculator.mqh
+60 -37
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| TSI_Calculator.mqh |
//| VERSION 4.10: Added missing Getters. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 5.00: Unified calculator for TSI and Oscillator. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
@@ -31,19 +31,27 @@ protected:
double m_ema1_mtm[], m_ema1_abs[]; // First Smoothing
double m_ema2_mtm[], m_ema2_abs[]; // Second Smoothing
//--- Internal Result Buffers
double m_tsi_internal[];
double m_signal_internal[];
double m_osc_internal[];
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:
CTSICalculator(void);
virtual ~CTSICalculator(void);
//--- Init now takes MA types for core calculation too
bool Init(int slow_p, ENUM_MA_TYPE slow_ma, int fast_p, ENUM_MA_TYPE fast_ma, int signal_p, ENUM_MA_TYPE signal_ma);
//--- Main Calculation
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 &tsi_buffer[], double &signal_buffer[]);
double &tsi_out[], double &signal_out[], double &osc_out[]);
//--- Wrapper for Oscillator Only
void CalculateOscillatorOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &osc_out[]);
//--- ADDED: Missing Getters required by Oscillator wrapper
int GetPeriodSlow() const { return m_slow_p; }
int GetPeriodFast() const { return m_fast_p; }
int GetPeriodSignal() const { return m_signal_p; }
@@ -72,19 +80,14 @@ bool CTSICalculator::Init(int slow_p, ENUM_MA_TYPE slow_ma, int fast_p, ENUM_MA_
m_fast_p = (fast_p < 1) ? 1 : fast_p;
m_signal_p = (signal_p < 1) ? 1 : signal_p;
// Initialize Core Engines (Momentum)
if(!m_slow_mtm_engine.Init(m_slow_p, slow_ma))
return false;
if(!m_fast_mtm_engine.Init(m_fast_p, fast_ma))
return false;
// Initialize Core Engines (Abs Momentum)
if(!m_slow_abs_engine.Init(m_slow_p, slow_ma))
return false;
if(!m_fast_abs_engine.Init(m_fast_p, fast_ma))
return false;
// Initialize Signal Engine
if(!m_signal_ma_engine.Init(m_signal_p, signal_ma))
return false;
@@ -95,9 +98,8 @@ bool CTSICalculator::Init(int slow_p, ENUM_MA_TYPE slow_ma, int fast_p, ENUM_MA_
//| Main Calculation |
//+------------------------------------------------------------------+
void CTSICalculator::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 &tsi_buffer[], double &signal_buffer[])
double &tsi_out[], double &signal_out[], double &osc_out[])
{
// Minimum bars check
if(rates_total <= m_slow_p + m_fast_p + m_signal_p)
return;
@@ -113,12 +115,15 @@ void CTSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIE
ArrayResize(m_ema1_abs, rates_total);
ArrayResize(m_ema2_mtm, rates_total);
ArrayResize(m_ema2_abs, rates_total);
ArrayResize(m_tsi_internal, rates_total);
ArrayResize(m_signal_internal, rates_total);
ArrayResize(m_osc_internal, rates_total);
}
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 1. Calculate Momentum (Raw)
// 1. Calculate Momentum (Raw)
int loop_start = MathMax(1, start_index);
if(loop_start == 1)
{
@@ -133,41 +138,59 @@ void CTSICalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIE
m_abs_mtm[i] = MathAbs(diff);
}
//--- 2. First Smoothing (Slow MA)
// Input: m_mtm / m_abs_mtm
// Offset: 1 (because momentum starts at index 1)
// 2. First Smoothing (Slow MA)
m_slow_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_mtm, m_ema1_mtm, 1);
m_slow_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_abs_mtm, m_ema1_abs, 1);
//--- 3. Second Smoothing (Fast MA)
// Input: m_ema1_mtm / m_ema1_abs
// Offset: 1 + slow_period - 1 = slow_period
// 3. Second Smoothing (Fast MA)
int offset2 = m_slow_p;
m_fast_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_ema1_mtm, m_ema2_mtm, offset2);
m_fast_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_ema1_abs, m_ema2_abs, offset2);
//--- 4. Calculate TSI
// Valid from: offset2 + fast_period - 1 = slow_period + fast_period - 1
// 4. Calculate TSI
int tsi_start = m_slow_p + m_fast_p - 1;
int loop_start_tsi = MathMax(tsi_start, start_index);
if(prev_calculated == 0)
ArrayInitialize(tsi_buffer, 0.0);
for(int i = loop_start_tsi; i < rates_total; i++)
{
if(m_ema2_abs[i] > 0.0000001)
tsi_buffer[i] = 100.0 * (m_ema2_mtm[i] / m_ema2_abs[i]);
m_tsi_internal[i] = 100.0 * (m_ema2_mtm[i] / m_ema2_abs[i]);
else
tsi_buffer[i] = 0.0;
m_tsi_internal[i] = 0.0;
}
//--- 5. Calculate Signal Line
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, tsi_buffer, signal_buffer, tsi_start);
// 5. Calculate Signal Line
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_tsi_internal, m_signal_internal, tsi_start);
// 6. Calculate Oscillator & Output
int osc_start = tsi_start + m_signal_p - 1;
int loop_start_osc = MathMax(osc_start, start_index);
for(int i = loop_start_osc; i < rates_total; i++)
{
m_osc_internal[i] = m_tsi_internal[i] - m_signal_internal[i];
if(ArraySize(tsi_out) == rates_total)
tsi_out[i] = m_tsi_internal[i];
if(ArraySize(signal_out) == rates_total)
signal_out[i] = m_signal_internal[i];
if(ArraySize(osc_out) == rates_total)
osc_out[i] = m_osc_internal[i];
}
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//| Calculate Oscillator Only |
//+------------------------------------------------------------------+
void CTSICalculator::CalculateOscillatorOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &osc_out[])
{
double dummy_tsi[], dummy_signal[];
Calculate(rates_total, prev_calculated, price_type, open, high, low, close, dummy_tsi, dummy_signal, osc_out);
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard) |
//+------------------------------------------------------------------+
bool CTSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
@@ -188,13 +211,13 @@ bool CTSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_A
m_price[i] = low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0;
m_price[i] = (high[i] + low[i]) / 2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (high[i]+low[i]+close[i])/3.0;
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;
m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
break;
default:
m_price[i] = close[i];
@@ -217,7 +240,7 @@ protected:
};
//+------------------------------------------------------------------+
//| |
//| Prepare Price (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CTSICalculator_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[])
{
@@ -246,13 +269,13 @@ bool CTSICalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENU
m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
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;
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;
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];