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refactor: Uses MovingAverage_Engine for smoothing
This commit is contained in:
@@ -1,23 +1,26 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| StochRSI_Fast_Calculator.mqh|
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//| StochRSI_Fast_Calculator.mqh|
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//| VERSION 1.20: Optimized for incremental calculation. |
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//| VERSION 2.00: Uses MovingAverage_Engine for smoothing. |
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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_Pro_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//+==================================================================+
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//| CLASS 1: CStochRSI_Fast_Calculator (Base Class) |
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//| CLASS: CStochRSI_Fast_Calculator |
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//+==================================================================+
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//+==================================================================+
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class CStochRSI_Fast_Calculator
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class CStochRSI_Fast_Calculator
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{
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{
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protected:
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protected:
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int m_rsi_period, m_k_period, m_d_period;
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int m_rsi_period, m_k_period;
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ENUM_MA_METHOD m_d_ma_type;
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CRSIProCalculator *m_rsi_calculator;
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//--- Persistent Buffers for Incremental Calculation
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//--- Composition: RSI Engine + MA Engine
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CRSIProCalculator *m_rsi_calculator;
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CMovingAverageCalculator m_ma_engine; // For %D smoothing
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//--- Persistent Buffers
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double m_rsi_buffer[];
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double m_rsi_buffer[];
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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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@@ -27,9 +30,9 @@ public:
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CStochRSI_Fast_Calculator(void);
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CStochRSI_Fast_Calculator(void);
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virtual ~CStochRSI_Fast_Calculator(void);
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virtual ~CStochRSI_Fast_Calculator(void);
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bool Init(int rsi_p, int k_p, int d_p, ENUM_MA_METHOD d_ma);
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//--- Init now takes ENUM_MA_TYPE for %D
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bool Init(int rsi_p, int k_p, int d_p, ENUM_MA_TYPE d_ma);
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//--- Updated: Accepts prev_calculated
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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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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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@@ -54,48 +57,53 @@ CStochRSI_Fast_Calculator::~CStochRSI_Fast_Calculator(void)
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Init |
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//| Init |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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bool CStochRSI_Fast_Calculator::Init(int rsi_p, int k_p, int d_p, ENUM_MA_METHOD d_ma)
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bool CStochRSI_Fast_Calculator::Init(int rsi_p, int k_p, int d_p, ENUM_MA_TYPE d_ma)
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{
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{
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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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m_d_period = (d_p < 1) ? 1 : d_p;
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m_d_ma_type = d_ma;
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if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
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if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
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return false;
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return false;
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return m_rsi_calculator.Init(m_rsi_period, 1, MODE_SMA, 2.0); // Other params are not used
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// Init RSI calculator (MA params for RSI bands are dummy here as we only need RSI line)
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if(!m_rsi_calculator.Init(m_rsi_period, 1, MODE_SMA, 2.0))
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return false;
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// Init MA Engine for %D
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return m_ma_engine.Init(d_p, d_ma);
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//| Main Calculation |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void CStochRSI_Fast_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_Fast_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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if(rates_total <= m_rsi_period + m_k_period + m_d_period)
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// Minimum bars check
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int min_bars = m_rsi_period + m_k_period + m_ma_engine.GetPeriod();
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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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if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
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return;
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return;
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//--- 1. Determine Start Index
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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//--- 2. Resize Internal Buffers
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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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ArrayResize(m_rsi_buffer, rates_total);
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ArrayResize(m_rsi_buffer, rates_total);
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//--- 3. Calculate RSI (Incremental)
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//--- 1. Calculate RSI (Incremental)
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double dummy1[], dummy2[], dummy3[];
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double dummy1[], dummy2[], dummy3[];
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// Note: RSI Calculator handles its own incremental logic
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m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
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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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m_rsi_buffer, dummy1, dummy2, dummy3);
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//--- 4. Calculate %K (Fast %K)
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//--- 2. Calculate %K (StochRSI)
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int k_start = m_rsi_period + m_k_period - 2;
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// RSI is valid from index: m_rsi_period
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int loop_start_k = MathMax(k_start, start_index);
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// StochRSI needs 'm_k_period' of RSI data.
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// So StochRSI starts at: m_rsi_period + m_k_period - 1
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int k_start_offset = m_rsi_period + m_k_period - 1;
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int loop_start_k = MathMax(k_start_offset, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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for(int i = loop_start_k; i < rates_total; i++)
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{
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{
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@@ -109,42 +117,9 @@ void CStochRSI_Fast_Calculator::Calculate(int rates_total, int prev_calculated,
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k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0;
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k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0;
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}
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}
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//--- 5. Calculate %D (Signal Line) by smoothing %K
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//--- 3. Calculate %D (Signal Line) using MA Engine
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int d_start = k_start + m_d_period - 1;
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// Pass the correct offset to avoid smoothing invalid data
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int loop_start_d = MathMax(d_start, start_index);
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m_ma_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, k_start_offset);
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for(int i = loop_start_d; i < rates_total; i++)
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{
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switch(m_d_ma_type)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == d_start)
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{
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double sum=0;
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for(int j=0; j<m_d_period; j++)
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sum+=k_buffer[i-j];
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d_buffer[i]=sum/m_d_period;
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}
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else
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{
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if(m_d_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_d_period+1.0);
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d_buffer[i]=k_buffer[i]*pr+d_buffer[i-1]*(1.0-pr);
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}
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else
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d_buffer[i]=(d_buffer[i-1]*(m_d_period-1)+k_buffer[i])/m_d_period;
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}
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break;
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case MODE_LWMA:
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{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;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_d_period; j++) sum+=k_buffer[i-j]; d_buffer[i]=sum/m_d_period;}
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break;
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -191,12 +166,13 @@ public:
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};
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};
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Constructor |
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//| |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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CStochRSI_Fast_Calculator_HA::CStochRSI_Fast_Calculator_HA(void)
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CStochRSI_Fast_Calculator_HA::CStochRSI_Fast_Calculator_HA(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_calculator) != POINTER_INVALID)
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delete m_rsi_calculator;
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delete m_rsi_calculator;
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// Use HA version of RSI calculator
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m_rsi_calculator = new CRSIProCalculator_HA();
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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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