mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-23 17:28:06 +00:00
refactor:
This commit is contained in:
+14
-162
@@ -4,7 +4,7 @@
|
|||||||
//| |
|
//| |
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
#property copyright "Copyright 2025, xxxxxxxx"
|
#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 description "Trader's Dynamic Index (TDI) - The Market in One Window"
|
||||||
|
|
||||||
#property indicator_separate_window
|
#property indicator_separate_window
|
||||||
@@ -17,6 +17,8 @@
|
|||||||
#property indicator_level3 68.0
|
#property indicator_level3 68.0
|
||||||
#property indicator_levelstyle STYLE_DOT
|
#property indicator_levelstyle STYLE_DOT
|
||||||
|
|
||||||
|
#include <MyIncludes\TDI_Calculator.mqh>
|
||||||
|
|
||||||
//--- Plot 1: RSI Price Line (Fast)
|
//--- Plot 1: RSI Price Line (Fast)
|
||||||
#property indicator_label1 "Price Line"
|
#property indicator_label1 "Price Line"
|
||||||
#property indicator_type1 DRAW_LINE
|
#property indicator_type1 DRAW_LINE
|
||||||
@@ -53,162 +55,15 @@
|
|||||||
#property indicator_width5 1
|
#property indicator_width5 1
|
||||||
|
|
||||||
//--- Input Parameters ---
|
//--- Input Parameters ---
|
||||||
input int InpRsiPeriod = 13; // RSI Period
|
input int InpRsiPeriod = 13;
|
||||||
input int InpPriceLinePeriod = 2; // RSI Price Line (Fast MA)
|
input int InpPriceLinePeriod = 2;
|
||||||
input int InpSignalLinePeriod = 7; // Trade Signal Line (Slow MA)
|
input int InpSignalLinePeriod = 7;
|
||||||
input int InpBaseLinePeriod = 34; // Market Base Line (Trend MA)
|
input int InpBaseLinePeriod = 34;
|
||||||
input double InpBandsDeviation = 1.618; // Volatility Bands Deviation
|
input double InpBandsDeviation = 1.618;
|
||||||
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; // Source Price
|
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
|
||||||
|
|
||||||
//--- Indicator Buffers ---
|
//--- Indicator Buffers ---
|
||||||
double BufferPriceLine[];
|
double BufferPriceLine[], BufferSignalLine[], BufferBaseLine[], BufferUpperBand[], BufferLowerBand[];
|
||||||
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;
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
//--- Global calculator object ---
|
//--- Global calculator object ---
|
||||||
CTDICalculator *g_calculator;
|
CTDICalculator *g_calculator;
|
||||||
@@ -239,11 +94,8 @@ int OnInit()
|
|||||||
}
|
}
|
||||||
|
|
||||||
int draw_begin = InpRsiPeriod + InpPriceLinePeriod + InpBaseLinePeriod;
|
int draw_begin = InpRsiPeriod + InpPriceLinePeriod + InpBaseLinePeriod;
|
||||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
|
for(int i=0; i<5; i++)
|
||||||
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
|
PlotIndexSetInteger(i, 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);
|
|
||||||
|
|
||||||
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TDI(%d)", InpRsiPeriod));
|
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)
|
if(CheckPointer(g_calculator) != POINTER_INVALID)
|
||||||
{
|
{
|
||||||
//--- The TDI is always calculated on the Close price
|
g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close,
|
||||||
g_calculator.Calculate(rates_total, close, BufferPriceLine, BufferSignalLine, BufferBaseLine, BufferUpperBand, BufferLowerBand);
|
BufferPriceLine, BufferSignalLine, BufferBaseLine, BufferUpperBand, BufferLowerBand);
|
||||||
}
|
}
|
||||||
return(rates_total);
|
return(rates_total);
|
||||||
}
|
}
|
||||||
|
|||||||
Reference in New Issue
Block a user