From cd627bf6f62eba4639f1d616db8a9b653c645059 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Fri, 19 Dec 2025 14:02:21 +0100 Subject: [PATCH] refactor: Uses MovingAverage_Engine for smoothing --- .../MyIncludes/StochRSI_Slow_Calculator.mqh | 154 ++++++------------ 1 file changed, 50 insertions(+), 104 deletions(-) diff --git a/Include/MyIncludes/StochRSI_Slow_Calculator.mqh b/Include/MyIncludes/StochRSI_Slow_Calculator.mqh index 82a699a..bfebee2 100644 --- a/Include/MyIncludes/StochRSI_Slow_Calculator.mqh +++ b/Include/MyIncludes/StochRSI_Slow_Calculator.mqh @@ -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 +#include //+==================================================================+ -//| 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; j0) k_buffer[i]=sum/w_sum;} - break; - default: - {double sum=0; for(int j=0; j0) d_buffer[i]=sum/w_sum;} - break; - default: - {double sum=0; for(int j=0; j