docs(indicators): Refactored to use RSI_Engine

This commit is contained in:
Toh4iem9
2026-01-12 11:16:05 +01:00
parent 7ea5654a9b
commit e3bdaa38a4
+12 -5
View File
@@ -42,16 +42,23 @@ All indicators in this family are derived from the same core components: the RSI
Our MQL5 suite is built on a single, shared, modular, and robust calculation engine to ensure consistency and maintainability across the entire indicator family.
* **Unified, Reusable Calculation Engine (`RSI_Pro_Calculator.mqh`):**
The entire calculation logic is encapsulated within this powerful include file.
* **Composition Pattern:** The calculator internally uses our universal `MovingAverage_Engine.mqh` to handle the smoothing of the Signal Line. This allows for advanced smoothing types (like DEMA or TEMA) beyond the standard SMA.
* **Drift-Free RSI:** We implemented a robust internal buffering system for the Wilder's Smoothing components (Average Gain/Loss). This prevents the common "RSI Drift" issue seen in many incremental implementations, ensuring that the indicator values remain stable and accurate over time.
* **Shared Core Engine (`RSI_Engine.mqh`):**
The fundamental calculation of Wilder's RSI is outsourced to a shared engine. This ensures that all indicators in the suite (RSI Pro, TDI, StochRSI, etc.) use the exact same, validated mathematical core, eliminating code duplication and potential inconsistencies.
* **Modular Calculator Engine (`RSI_Pro_Calculator.mqh`):**
This calculator orchestrates the `RSI_Engine` to get the raw RSI data and then adds the advanced layers: the Signal Line (using `MovingAverage_Engine`) and the Bollinger Bands.
* **Composition Pattern:**
The `CRSIProCalculator` uses **Composition** to include the `CRSIEngine` and the `CMovingAverageCalculator`. This modular approach allows us to easily swap or upgrade components without breaking the entire system.
* **Drift-Free RSI:**
We implemented a robust internal buffering system for the Wilder's Smoothing components (Average Gain/Loss) within the `RSI_Engine`. This prevents the common "RSI Drift" issue seen in many incremental implementations, ensuring that the indicator values remain stable and accurate over time.
* **Optimized Incremental Calculation (O(1)):**
All indicators employ an intelligent incremental algorithm.
* **State Tracking:** It utilizes `prev_calculated` to process only new bars.
* **Persistent Buffers:** Internal buffers persist their state between ticks.
* **Robust Offset Handling:** The engine correctly handles the initialization periods of the chained calculations (RSI -> Signal Line -> Bands), ensuring that each step starts only when valid data is available.
* **Robust Offset Handling:** The engine correctly handles the initialization periods of the chained calculations (RSI -> Signal Line -> Bands).
* **Object-Oriented Design:**
* An elegant inheritance model (`CRSIProCalculator` and `CRSIProCalculator_HA`) allows all indicators in the family to dynamically choose the correct calculation engine at runtime based on user input.