mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
refactor(indicators): Refactored to use RSI_Engine
This commit is contained in:
@@ -1,11 +1,11 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| StochRSI_Slow_Calculator.mqh|
|
||||
//| VERSION 2.00: Uses MovingAverage_Engine for smoothing. |
|
||||
//| VERSION 3.00: Refactored to use RSI_Engine. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\RSI_Pro_Calculator.mqh>
|
||||
#include <MyIncludes\RSI_Engine.mqh>
|
||||
#include <MyIncludes\MovingAverage_Engine.mqh>
|
||||
|
||||
//+==================================================================+
|
||||
@@ -17,7 +17,7 @@ protected:
|
||||
int m_rsi_period, m_k_period;
|
||||
|
||||
//--- Composition: RSI Engine + 2 MA Engines
|
||||
CRSIProCalculator *m_rsi_calculator;
|
||||
CRSIEngine *m_rsi_engine;
|
||||
CMovingAverageCalculator m_slowing_engine; // For Slow %K
|
||||
CMovingAverageCalculator m_signal_engine; // For %D
|
||||
|
||||
@@ -25,6 +25,9 @@ protected:
|
||||
double m_rsi_buffer[];
|
||||
double m_raw_k[];
|
||||
|
||||
//--- Factory Method for RSI Engine
|
||||
virtual void CreateRSIEngine(void);
|
||||
|
||||
double Highest(const double &array[], int period, int current_pos);
|
||||
double Lowest(const double &array[], int period, int current_pos);
|
||||
|
||||
@@ -32,7 +35,6 @@ public:
|
||||
CStochRSI_Slow_Calculator(void);
|
||||
virtual ~CStochRSI_Slow_Calculator(void);
|
||||
|
||||
//--- Init now takes ENUM_MA_TYPE for both smoothings
|
||||
bool Init(int rsi_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
|
||||
|
||||
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||
@@ -44,7 +46,7 @@ public:
|
||||
//+------------------------------------------------------------------+
|
||||
CStochRSI_Slow_Calculator::CStochRSI_Slow_Calculator(void)
|
||||
{
|
||||
m_rsi_calculator = new CRSIProCalculator();
|
||||
m_rsi_engine = NULL;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -52,8 +54,16 @@ CStochRSI_Slow_Calculator::CStochRSI_Slow_Calculator(void)
|
||||
//+------------------------------------------------------------------+
|
||||
CStochRSI_Slow_Calculator::~CStochRSI_Slow_Calculator(void)
|
||||
{
|
||||
if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
|
||||
delete m_rsi_calculator;
|
||||
if(CheckPointer(m_rsi_engine) != POINTER_INVALID)
|
||||
delete m_rsi_engine;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Factory Method |
|
||||
//+------------------------------------------------------------------+
|
||||
void CStochRSI_Slow_Calculator::CreateRSIEngine(void)
|
||||
{
|
||||
m_rsi_engine = new CRSIEngine();
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -64,14 +74,14 @@ bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_TYP
|
||||
m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
|
||||
m_k_period = (k_p < 1) ? 1 : k_p;
|
||||
|
||||
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
|
||||
CreateRSIEngine();
|
||||
|
||||
if(CheckPointer(m_rsi_engine) == POINTER_INVALID)
|
||||
return false;
|
||||
|
||||
// Init RSI calculator
|
||||
if(!m_rsi_calculator.Init(m_rsi_period, 1, SMA, 2.0))
|
||||
if(!m_rsi_engine.Init(m_rsi_period))
|
||||
return false;
|
||||
|
||||
// Init MA Engines
|
||||
if(!m_slowing_engine.Init(slow_p, slow_ma))
|
||||
return false;
|
||||
if(!m_signal_engine.Init(d_p, d_ma))
|
||||
@@ -86,14 +96,10 @@ bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_TYP
|
||||
void CStochRSI_Slow_Calculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
||||
double &k_buffer[], double &d_buffer[])
|
||||
{
|
||||
// Minimum bars check
|
||||
int min_bars = m_rsi_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod();
|
||||
if(rates_total <= min_bars)
|
||||
return;
|
||||
|
||||
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
|
||||
return;
|
||||
|
||||
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
|
||||
|
||||
if(ArraySize(m_rsi_buffer) != rates_total)
|
||||
@@ -102,14 +108,10 @@ void CStochRSI_Slow_Calculator::Calculate(int rates_total, int prev_calculated,
|
||||
ArrayResize(m_raw_k, rates_total);
|
||||
}
|
||||
|
||||
//--- 1. Calculate RSI (Incremental)
|
||||
double dummy1[], dummy2[], dummy3[];
|
||||
m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
|
||||
m_rsi_buffer, dummy1, dummy2, dummy3);
|
||||
//--- 1. Calculate RSI (Using Engine)
|
||||
m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer);
|
||||
|
||||
//--- 2. Calculate Raw %K (Fast %K)
|
||||
// RSI valid from: m_rsi_period
|
||||
// Raw %K valid from: m_rsi_period + m_k_period - 1
|
||||
int raw_k_offset = m_rsi_period + m_k_period - 1;
|
||||
int loop_start_k = MathMax(raw_k_offset, start_index);
|
||||
|
||||
@@ -125,17 +127,11 @@ void CStochRSI_Slow_Calculator::Calculate(int rates_total, int prev_calculated,
|
||||
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
|
||||
}
|
||||
|
||||
//--- 3. Calculate Slow %K (Main Line) using Slowing Engine
|
||||
// Input: m_raw_k
|
||||
// Output: k_buffer
|
||||
//--- 3. Calculate Slow %K (Main Line)
|
||||
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_offset);
|
||||
|
||||
//--- 4. Calculate %D (Signal Line) using Signal Engine
|
||||
// Slow %K valid from: raw_k_offset + slowing_period - 1
|
||||
//--- 4. Calculate %D (Signal Line)
|
||||
int slow_k_offset = raw_k_offset + m_slowing_engine.GetPeriod() - 1;
|
||||
|
||||
// Input: k_buffer
|
||||
// Output: d_buffer
|
||||
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, slow_k_offset);
|
||||
}
|
||||
|
||||
@@ -178,17 +174,16 @@ double CStochRSI_Slow_Calculator::Lowest(const double &array[], int period, int
|
||||
//+==================================================================+
|
||||
class CStochRSI_Slow_Calculator_HA : public CStochRSI_Slow_Calculator
|
||||
{
|
||||
public:
|
||||
CStochRSI_Slow_Calculator_HA(void);
|
||||
protected:
|
||||
virtual void CreateRSIEngine(void) override;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//| Factory Method (Heikin Ashi) |
|
||||
//+------------------------------------------------------------------+
|
||||
CStochRSI_Slow_Calculator_HA::CStochRSI_Slow_Calculator_HA(void)
|
||||
void CStochRSI_Slow_Calculator_HA::CreateRSIEngine(void)
|
||||
{
|
||||
if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
|
||||
delete m_rsi_calculator;
|
||||
m_rsi_calculator = new CRSIProCalculator_HA();
|
||||
m_rsi_engine = new CRSIEngine_HA();
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user