diff --git a/Include/MyIncludes/TDI_Calculator.mqh b/Include/MyIncludes/TDI_Calculator.mqh new file mode 100644 index 0000000..c73a791 --- /dev/null +++ b/Include/MyIncludes/TDI_Calculator.mqh @@ -0,0 +1,201 @@ +//+------------------------------------------------------------------+ +//| TDI_Calculator.mqh | +//| Calculation engine for Standard and Heikin Ashi TDI. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +//| | +//| CLASS 1: CTDICalculator (Standard) | +//| | +//+==================================================================+ +class CTDICalculator + { +protected: + int m_rsi_period; + int m_price_period; + int m_signal_period; + int m_base_period; + double m_std_dev; + + double m_price[]; + double m_rsi_buffer[]; + double m_price_line[]; + double m_signal_line[]; + double m_base_line[]; + double m_upper_band[]; + double m_lower_band[]; + + double CalculateSMA(int position, int period, const double &source_buffer[]); + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CTDICalculator(void) {}; + virtual ~CTDICalculator(void) {}; + + bool Init(int rsi_p, int price_p, int signal_p, int base_p, double dev); + void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + 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, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + 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; + + ArrayResize(m_price, rates_total); + 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); + + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + + double sum_pos = 0, sum_neg = 0; + for(int i = 1; i < rates_total; i++) + { + double diff = m_price[i] - m_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) + { + if(sum_neg > 0) + m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); + else + m_rsi_buffer[i] = 100.0; + } + } + + 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); + + 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); + + 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); + + for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++) + { + double std_dev_val = 0, 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; + } + + 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); + } + +//+------------------------------------------------------------------+ +//| CTDICalculator: Prepares the source price series. | +//+------------------------------------------------------------------+ +bool CTDICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + switch(price_type) + { + case PRICE_CLOSE: + ArrayCopy(m_price, close, 0, 0, rates_total); + break; + case PRICE_OPEN: + ArrayCopy(m_price, open, 0, 0, rates_total); + break; + case PRICE_HIGH: + ArrayCopy(m_price, high, 0, 0, rates_total); + break; + case PRICE_LOW: + ArrayCopy(m_price, low, 0, 0, rates_total); + break; + case PRICE_MEDIAN: + for(int i=0; i 0) ? sum / period : 0; + } + +//+==================================================================+ +//| | +//| CLASS 2: CTDICalculator_HA (Heikin Ashi) | +//| | +//+==================================================================+ +class CTDICalculator_HA : public CTDICalculator + { +private: + CHeikinAshi_Calculator m_ha_calculator; + +protected: + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + }; + +//+------------------------------------------------------------------+ +//| CTDICalculator_HA: Prepares the source price series. | +//+------------------------------------------------------------------+ +bool CTDICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + double ha_open[], ha_high[], ha_low[], ha_close[]; + ArrayResize(ha_open, rates_total); + ArrayResize(ha_high, rates_total); + ArrayResize(ha_low, rates_total); + ArrayResize(ha_close, rates_total); + m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); + +//--- The HA version ALWAYS uses the HA Close price for the RSI calculation + ArrayCopy(m_price, ha_close, 0, 0, rates_total); + return true; + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+