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refactor:

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Toh4iem9
2025-09-23 11:01:31 +02:00
parent f4e14630de
commit d881703a90
1 changed files with 14 additions and 162 deletions
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Indicators/MyIndicators/TDI.mq5
+14 -162
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@@ -4,7 +4,7 @@
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "1.00"
#property version "2.00"
#property description "Trader's Dynamic Index (TDI) - The Market in One Window"
#property indicator_separate_window
@@ -17,6 +17,8 @@
#property indicator_level3 68.0
#property indicator_levelstyle STYLE_DOT
#include <MyIncludes\TDI_Calculator.mqh>
//--- Plot 1: RSI Price Line (Fast)
#property indicator_label1 "Price Line"
#property indicator_type1 DRAW_LINE
@@ -53,162 +55,15 @@
#property indicator_width5 1
//--- Input Parameters ---
input int InpRsiPeriod = 13; // RSI Period
input int InpPriceLinePeriod = 2; // RSI Price Line (Fast MA)
input int InpSignalLinePeriod = 7; // Trade Signal Line (Slow MA)
input int InpBaseLinePeriod = 34; // Market Base Line (Trend MA)
input double InpBandsDeviation = 1.618; // Volatility Bands Deviation
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; // Source Price
input int InpRsiPeriod = 13;
input int InpPriceLinePeriod = 2;
input int InpSignalLinePeriod = 7;
input int InpBaseLinePeriod = 34;
input double InpBandsDeviation = 1.618;
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
//--- Indicator Buffers ---
double BufferPriceLine[];
double BufferSignalLine[];
double BufferBaseLine[];
double BufferUpperBand[];
double BufferLowerBand[];
//+------------------------------------------------------------------+
//| CLASS: CTDICalculator |
//| Encapsulates the entire multi-stage TDI calculation. |
//+------------------------------------------------------------------+
class CTDICalculator
{
private:
//--- Parameters
int m_rsi_period;
int m_price_period;
int m_signal_period;
int m_base_period;
double m_std_dev;
//--- Internal calculation buffers
double m_rsi_buffer[];
double m_price_line[];
double m_signal_line[];
double m_base_line[];
double m_upper_band[];
double m_lower_band[];
//--- Helper for SMA calculation
double CalculateSMA(int position, int period, const double &source_buffer[]);
public:
CTDICalculator(void) {};
~CTDICalculator(void) {};
bool Init(int rsi_p, int price_p, int signal_p, int base_p, double dev);
void Calculate(int rates_total, const double &price[],
double &price_line_out[], double &signal_line_out[], double &base_line_out[],
double &upper_band_out[], double &lower_band_out[]);
};
//+------------------------------------------------------------------+
//| CTDICalculator: Initialization |
//+------------------------------------------------------------------+
bool CTDICalculator::Init(int rsi_p, int price_p, int signal_p, int base_p, double dev)
{
m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
m_price_period = (price_p < 1) ? 1 : price_p;
m_signal_period = (signal_p < 1) ? 1 : signal_p;
m_base_period = (base_p < 1) ? 1 : base_p;
m_std_dev = (dev <= 0) ? 1.618 : dev;
return true;
}
//+------------------------------------------------------------------+
//| CTDICalculator: Main Calculation Method |
//+------------------------------------------------------------------+
void CTDICalculator::Calculate(int rates_total, const double &price[],
double &price_line_out[], double &signal_line_out[], double &base_line_out[],
double &upper_band_out[], double &lower_band_out[])
{
if(rates_total <= m_rsi_period)
return;
//--- Resize all internal buffers
ArrayResize(m_rsi_buffer, rates_total);
ArrayResize(m_price_line, rates_total);
ArrayResize(m_signal_line, rates_total);
ArrayResize(m_base_line, rates_total);
ArrayResize(m_upper_band, rates_total);
ArrayResize(m_lower_band, rates_total);
//--- Step 1: Calculate base RSI (Wilder's smoothing)
double sum_pos = 0, sum_neg = 0;
for(int i = 1; i < rates_total; i++)
{
double diff = price[i] - price[i-1];
sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period;
sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period;
if(i > m_rsi_period) // Start calculation after initial smoothing
{
if(sum_neg > 0)
{
double rs = sum_pos / sum_neg;
m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + rs));
}
else
{
m_rsi_buffer[i] = 100.0;
}
}
}
//--- Step 2: Calculate RSI Price Line (Green)
for(int i = m_rsi_period + m_price_period; i < rates_total; i++)
{
m_price_line[i] = CalculateSMA(i, m_price_period, m_rsi_buffer);
}
//--- Step 3: Calculate Trade Signal Line (Red)
for(int i = m_rsi_period + m_price_period + m_signal_period; i < rates_total; i++)
{
m_signal_line[i] = CalculateSMA(i, m_signal_period, m_price_line);
}
//--- Step 4: Calculate Market Base Line (Yellow)
for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++)
{
m_base_line[i] = CalculateSMA(i, m_base_period, m_price_line);
}
//--- Step 5: Calculate Volatility Bands (Blue)
for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++)
{
double std_dev_val = 0;
double sum_sq = 0;
for(int j = 0; j < m_base_period; j++)
{
sum_sq += pow(m_price_line[i-j] - m_base_line[i], 2);
}
std_dev_val = sqrt(sum_sq / m_base_period);
m_upper_band[i] = m_base_line[i] + m_std_dev * std_dev_val;
m_lower_band[i] = m_base_line[i] - m_std_dev * std_dev_val;
}
//--- Copy final results to the output buffers
ArrayCopy(price_line_out, m_price_line, 0, 0, rates_total);
ArrayCopy(signal_line_out, m_signal_line, 0, 0, rates_total);
ArrayCopy(base_line_out, m_base_line, 0, 0, rates_total);
ArrayCopy(upper_band_out, m_upper_band, 0, 0, rates_total);
ArrayCopy(lower_band_out, m_lower_band, 0, 0, rates_total);
}
//+------------------------------------------------------------------+
//| Helper to calculate SMA on an internal buffer |
//+------------------------------------------------------------------+
double CTDICalculator::CalculateSMA(int position, int period, const double &source_buffer[])
{
double sum = 0;
for(int i = 0; i < period; i++)
{
sum += source_buffer[position - i];
}
return (period > 0) ? sum / period : 0;
}
double BufferPriceLine[], BufferSignalLine[], BufferBaseLine[], BufferUpperBand[], BufferLowerBand[];
//--- Global calculator object ---
CTDICalculator *g_calculator;
@@ -239,11 +94,8 @@ int OnInit()
}
int draw_begin = InpRsiPeriod + InpPriceLinePeriod + InpBaseLinePeriod;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(4, PLOT_DRAW_BEGIN, draw_begin);
for(int i=0; i<5; i++)
PlotIndexSetInteger(i, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TDI(%d)", InpRsiPeriod));
@@ -266,8 +118,8 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
{
//--- The TDI is always calculated on the Close price
g_calculator.Calculate(rates_total, close, BufferPriceLine, BufferSignalLine, BufferBaseLine, BufferUpperBand, BufferLowerBand);
g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close,
BufferPriceLine, BufferSignalLine, BufferBaseLine, BufferUpperBand, BufferLowerBand);
}
return(rates_total);
}