From d881703a90ff16039e877e3cda0caf04eda0740f Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 23 Sep 2025 11:01:31 +0200 Subject: [PATCH] refactor: --- Indicators/MyIndicators/TDI.mq5 | 176 +++----------------------------- 1 file changed, 14 insertions(+), 162 deletions(-) diff --git a/Indicators/MyIndicators/TDI.mq5 b/Indicators/MyIndicators/TDI.mq5 index 7ec4895..3e6eb18 100644 --- a/Indicators/MyIndicators/TDI.mq5 +++ b/Indicators/MyIndicators/TDI.mq5 @@ -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 + //--- 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); }