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Toh4iem9
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//+------------------------------------------------------------------+
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//| StochRSI_Slow_Calculator.mqh|
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//| Calculation engine for Standard and Heikin Ashi Slow StochRSI. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\RSI_Pro_Calculator.mqh> // Re-use the RSI Pro engine
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//+==================================================================+
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//| |
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//| CLASS 1: CStochRSI_Slow_Calculator (Base Class) |
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//| |
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//+==================================================================+
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class CStochRSI_Slow_Calculator
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{
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protected:
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int m_rsi_period, m_k_period, m_d_period, m_slowing_period;
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ENUM_MA_METHOD m_slowing_ma_type, m_d_ma_type;
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CRSIProCalculator *m_rsi_calculator;
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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public:
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CStochRSI_Slow_Calculator(void);
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virtual ~CStochRSI_Slow_Calculator(void);
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bool Init(int rsi_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma);
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void Calculate(int rates_total, 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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};
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//+------------------------------------------------------------------+
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//| CStochRSI_Slow_Calculator: Constructor |
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//+------------------------------------------------------------------+
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CStochRSI_Slow_Calculator::CStochRSI_Slow_Calculator(void)
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{
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m_rsi_calculator = new CRSIProCalculator();
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}
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//+------------------------------------------------------------------+
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//| CStochRSI_Slow_Calculator: Destructor |
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//+------------------------------------------------------------------+
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CStochRSI_Slow_Calculator::~CStochRSI_Slow_Calculator(void)
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{
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if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
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delete m_rsi_calculator;
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}
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//+------------------------------------------------------------------+
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//| CStochRSI_Slow_Calculator: Initialization |
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//+------------------------------------------------------------------+
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bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma)
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{
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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_slowing_period = (slow_p < 1) ? 1 : slow_p;
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m_slowing_ma_type = slow_ma;
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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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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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}
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//+------------------------------------------------------------------+
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//| CStochRSI_Slow_Calculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CStochRSI_Slow_Calculator::Calculate(int rates_total, 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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{
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if(rates_total <= m_rsi_period + m_k_period + m_slowing_period + m_d_period)
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return;
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if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
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return;
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double rsi_buffer[], dummy1[], dummy2[], dummy3[];
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ArrayResize(rsi_buffer, rates_total);
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m_rsi_calculator.Calculate(rates_total, price_type, open, high, low, close, rsi_buffer, dummy1, dummy2, dummy3);
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double raw_k[];
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ArrayResize(raw_k, rates_total);
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int raw_k_start = m_rsi_period + m_k_period - 2;
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for(int i = raw_k_start; i < rates_total; i++)
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{
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double highest_rsi = Highest(rsi_buffer, m_k_period, i);
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double lowest_rsi = Lowest(rsi_buffer, m_k_period, i);
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double range = highest_rsi - lowest_rsi;
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if(range > 0.00001)
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raw_k[i] = (rsi_buffer[i] - lowest_rsi) / range * 100.0;
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else
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raw_k[i] = (i > 0) ? raw_k[i-1] : 50.0;
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}
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int k_slow_start = m_rsi_period + m_k_period + m_slowing_period - 3;
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for(int i = k_slow_start; i < rates_total; i++)
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{
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switch(m_slowing_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 == k_slow_start)
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{
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double sum=0;
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for(int j=0; j<m_slowing_period; j++)
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sum+=raw_k[i-j];
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k_buffer[i]=sum/m_slowing_period;
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}
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else
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{
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if(m_slowing_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_slowing_period+1.0);
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k_buffer[i]=raw_k[i]*pr+k_buffer[i-1]*(1.0-pr);
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}
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else
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k_buffer[i]=(k_buffer[i-1]*(m_slowing_period-1)+raw_k[i])/m_slowing_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_slowing_period; j++) {int w=m_slowing_period-j; sum+=raw_k[i-j]*w; w_sum+=w;} if(w_sum>0) k_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_slowing_period; j++) sum+=raw_k[i-j]; k_buffer[i]=sum/m_slowing_period;}
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break;
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}
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}
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int d_start = k_slow_start + m_d_period - 1;
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for(int i = d_start; 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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//| Finds the highest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double CStochRSI_Slow_Calculator::Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double CStochRSI_Slow_Calculator::Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > array[index])
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res = array[index];
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}
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return(res);
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CStochRSI_Slow_Calculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CStochRSI_Slow_Calculator_HA : public CStochRSI_Slow_Calculator
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{
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public:
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CStochRSI_Slow_Calculator_HA(void);
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};
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//+------------------------------------------------------------------+
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//| CStochRSI_Slow_Calculator_HA: Constructor |
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//+------------------------------------------------------------------+
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CStochRSI_Slow_Calculator_HA::CStochRSI_Slow_Calculator_HA(void)
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{
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if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
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delete m_rsi_calculator;
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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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