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refactor: Selectable ER Source

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This commit is contained in:
Toh4iem9
2025-12-21 12:09:24 +01:00
parent a924b67af9
commit ddd850d20a
1 changed files with 27 additions and 7 deletions
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Indicators/MyIndicators/Authors/Kaufman/Stochastic_Adaptive_RSI_Pro.mq5
+27 -7
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@@ -1,13 +1,13 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Stochastic_Adaptive_RSI_Pro.mq5 | //| Stochastic_Adaptive_RSI_Pro.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.00" #property version "3.00" // Selectable ER Source
#property description "Variable-Length Stochastic applied to an RSI series." #property description "Variable-Length Stochastic applied to an RSI series."
#property description "Dynamically adjusts its period based on market trendiness (ER)." #property description "Dynamically adjusts its period based on market trendiness (ER)."
//--- Indicator Window and Plot Properties ---
#property indicator_separate_window #property indicator_separate_window
#property indicator_buffers 2 #property indicator_buffers 2
#property indicator_plots 2 #property indicator_plots 2
@@ -36,11 +36,15 @@ input int InpRSIPeriod = 14; // RSI Period
input int InpErPeriod = 10; // Efficiency Ratio Period input int InpErPeriod = 10; // Efficiency Ratio Period
input int InpMinStochPeriod= 5; // Minimum Stochastic Period on RSI input int InpMinStochPeriod= 5; // Minimum Stochastic Period on RSI
input int InpMaxStochPeriod= 30; // Maximum Stochastic Period on RSI input int InpMaxStochPeriod= 30; // Maximum Stochastic Period on RSI
// NEW: Adaptive Source Selection
input ENUM_ADAPTIVE_SOURCE InpAdaptiveSource= ADAPTIVE_SOURCE_STANDARD;
input group "Stochastic & Price Settings" input group "Stochastic & Price Settings"
input int InpSlowingPeriod = 3; input int InpSlowingPeriod = 3;
input ENUM_MA_TYPE InpSlowingMAType = SMA;
input int InpDPeriod = 3; input int InpDPeriod = 3;
input ENUM_MA_TYPE InpDMAType = SMA;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input ENUM_MA_METHOD InpDMAType = MODE_SMA;
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferK[], BufferD[]; double BufferK[], BufferD[];
@@ -62,7 +66,7 @@ int OnInit()
g_calculator = new CStochasticAdaptiveRSICalculator(); g_calculator = new CStochasticAdaptiveRSICalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID || if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpRSIPeriod, InpErPeriod, InpMinStochPeriod, InpMaxStochPeriod, InpSlowingPeriod, InpDPeriod, InpDMAType)) !g_calculator.Init(InpRSIPeriod, InpErPeriod, InpMinStochPeriod, InpMaxStochPeriod, InpSlowingPeriod, InpSlowingMAType, InpDPeriod, InpDMAType, InpAdaptiveSource))
{ {
Print("Failed to create or initialize Adaptive StochRSI Calculator."); Print("Failed to create or initialize Adaptive StochRSI Calculator.");
return(INIT_FAILED); return(INIT_FAILED);
@@ -81,12 +85,28 @@ int OnInit()
void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[]) int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{ {
if(CheckPointer(g_calculator) == POINTER_INVALID) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferK, BufferD); ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferK, BufferD);
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+