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