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