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refactor: Uses MovingAverage_Engine for smoothing

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Toh4iem9
2025-12-19 14:02:21 +01:00
parent 5aaf516fc9
commit cd627bf6f6
1 changed files with 50 additions and 104 deletions
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Include/MyIncludes/StochRSI_Slow_Calculator.mqh
+50 -104
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@@ -1,23 +1,27 @@
//+------------------------------------------------------------------+
//| StochRSI_Slow_Calculator.mqh|
//| VERSION 1.20: Optimized for incremental calculation. |
//| VERSION 2.00: Uses MovingAverage_Engine for smoothing. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\RSI_Pro_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
//| CLASS 1: CStochRSI_Slow_Calculator (Base Class) |
//| CLASS: CStochRSI_Slow_Calculator |
//+==================================================================+
class CStochRSI_Slow_Calculator
{
protected:
int m_rsi_period, m_k_period, m_d_period, m_slowing_period;
ENUM_MA_METHOD m_slowing_ma_type, m_d_ma_type;
CRSIProCalculator *m_rsi_calculator;
int m_rsi_period, m_k_period;
//--- Persistent Buffers for Incremental Calculation
//--- Composition: RSI Engine + 2 MA Engines
CRSIProCalculator *m_rsi_calculator;
CMovingAverageCalculator m_slowing_engine; // For Slow %K
CMovingAverageCalculator m_signal_engine; // For %D
//--- Persistent Buffers
double m_rsi_buffer[];
double m_raw_k[];
@@ -28,9 +32,9 @@ public:
CStochRSI_Slow_Calculator(void);
virtual ~CStochRSI_Slow_Calculator(void);
bool Init(int rsi_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma);
//--- 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);
//--- Updated: Accepts prev_calculated
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,
double &k_buffer[], double &d_buffer[]);
};
@@ -55,56 +59,59 @@ CStochRSI_Slow_Calculator::~CStochRSI_Slow_Calculator(void)
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma)
bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma)
{
m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
m_k_period = (k_p < 1) ? 1 : k_p;
m_slowing_period = (slow_p < 1) ? 1 : slow_p;
m_slowing_ma_type = slow_ma;
m_d_period = (d_p < 1) ? 1 : d_p;
m_d_ma_type = d_ma;
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)
return false;
return m_rsi_calculator.Init(m_rsi_period, 1, MODE_SMA, 2.0); // Other params are not used
// Init RSI calculator
if(!m_rsi_calculator.Init(m_rsi_period, 1, MODE_SMA, 2.0))
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))
return false;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Main Calculation |
//+------------------------------------------------------------------+
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[])
{
if(rates_total <= m_rsi_period + m_k_period + m_slowing_period + m_d_period)
// 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;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- 2. Resize Internal Buffers
if(ArraySize(m_rsi_buffer) != rates_total)
{
ArrayResize(m_rsi_buffer, rates_total);
ArrayResize(m_raw_k, rates_total);
}
//--- 3. Calculate RSI (Incremental)
//--- 1. Calculate RSI (Incremental)
double dummy1[], dummy2[], dummy3[];
// Note: RSI Pro Calculator handles resizing of its internal buffers, but we need to provide output buffers.
// If we provide empty dynamic arrays, RSI Pro will resize them.
m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
m_rsi_buffer, dummy1, dummy2, dummy3);
//--- 4. Calculate Raw %K (Fast %K)
int raw_k_start = m_rsi_period + m_k_period - 2;
int loop_start_k = MathMax(raw_k_start, start_index);
//--- 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);
for(int i = loop_start_k; i < rates_total; i++)
{
@@ -118,79 +125,18 @@ void CStochRSI_Slow_Calculator::Calculate(int rates_total, int prev_calculated,
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
}
//--- 5. Calculate Slow %K (Main Line)
int k_slow_start = m_rsi_period + m_k_period + m_slowing_period - 3;
int loop_start_slow = MathMax(k_slow_start, start_index);
//--- 3. Calculate Slow %K (Main Line) using Slowing Engine
// Input: m_raw_k
// Output: k_buffer
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_offset);
for(int i = loop_start_slow; i < rates_total; i++)
{
switch(m_slowing_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == k_slow_start)
{
double sum=0;
for(int j=0; j<m_slowing_period; j++)
sum+=m_raw_k[i-j];
k_buffer[i]=sum/m_slowing_period;
}
else
{
if(m_slowing_ma_type==MODE_EMA)
{
double pr=2.0/(m_slowing_period+1.0);
k_buffer[i]=m_raw_k[i]*pr+k_buffer[i-1]*(1.0-pr);
}
else
k_buffer[i]=(k_buffer[i-1]*(m_slowing_period-1)+m_raw_k[i])/m_slowing_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_slowing_period; j++) {int w=m_slowing_period-j; sum+=m_raw_k[i-j]*w; w_sum+=w;} if(w_sum>0) k_buffer[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_slowing_period; j++) sum+=m_raw_k[i-j]; k_buffer[i]=sum/m_slowing_period;}
break;
}
}
//--- 4. Calculate %D (Signal Line) using Signal Engine
// Slow %K valid from: raw_k_offset + slowing_period - 1
int slow_k_offset = raw_k_offset + m_slowing_engine.GetPeriod() - 1;
//--- 6. Calculate %D (Signal Line)
int d_start = k_slow_start + m_d_period - 1;
int loop_start_d = MathMax(d_start, start_index);
for(int i = loop_start_d; i < rates_total; i++)
{
switch(m_d_ma_type)
{
case MODE_EMA:
case MODE_SMMA:
if(i == d_start)
{
double sum=0;
for(int j=0; j<m_d_period; j++)
sum+=k_buffer[i-j];
d_buffer[i]=sum/m_d_period;
}
else
{
if(m_d_ma_type==MODE_EMA)
{
double pr=2.0/(m_d_period+1.0);
d_buffer[i]=k_buffer[i]*pr+d_buffer[i-1]*(1.0-pr);
}
else
d_buffer[i]=(d_buffer[i-1]*(m_d_period-1)+k_buffer[i])/m_d_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_d_period; j++) {int w=m_d_period-j; sum+=k_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) d_buffer[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_d_period; j++) sum+=k_buffer[i-j]; d_buffer[i]=sum/m_d_period;}
break;
}
}
// Input: k_buffer
// Output: d_buffer
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, slow_k_offset);
}
//+------------------------------------------------------------------+
@@ -237,7 +183,7 @@ public:
};
//+------------------------------------------------------------------+
//| Constructor |
//| |
//+------------------------------------------------------------------+
CStochRSI_Slow_Calculator_HA::CStochRSI_Slow_Calculator_HA(void)
{