refactor: Added optional Noise Elimination Technology (NET)

This commit is contained in:
Toh4iem9
2025-10-21 10:57:40 +02:00
parent 659c64167f
commit e63abd36fb
+48 -26
View File
@@ -4,18 +4,27 @@
//| | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.00" #property version "2.00" // Added optional Noise Elimination Technology (NET)
#property description "John Ehlers' Improved RSI with Hann Windowing (RSIH)." #property description "John Ehlers' Improved RSI with Hann Windowing (RSIH) and optional NET filter."
#property indicator_separate_window #property indicator_separate_window
#property indicator_buffers 1 #property indicator_buffers 2
#property indicator_plots 1 #property indicator_plots 2
//--- Plot 1: Base RSIH
#property indicator_label1 "RSIH" #property indicator_label1 "RSIH"
#property indicator_type1 DRAW_LINE #property indicator_type1 DRAW_LINE
#property indicator_color1 clrGray #property indicator_color1 clrGray
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_DOT
#property indicator_width1 1 #property indicator_width1 1
//--- Plot 2: NET-filtered RSIH
#property indicator_label2 "NET(RSIH)"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrDodgerBlue
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
#property indicator_minimum -1.1 #property indicator_minimum -1.1
#property indicator_maximum 1.1 #property indicator_maximum 1.1
#property indicator_level1 0.5 #property indicator_level1 0.5
@@ -26,33 +35,25 @@
#include <MyIncludes\RSIH_Calculator.mqh> #include <MyIncludes\RSIH_Calculator.mqh>
//--- Custom Enum for Price Source, including Heikin Ashi
enum ENUM_APPLIED_PRICE_HA_ALL enum ENUM_APPLIED_PRICE_HA_ALL
{ {
//--- Heikin Ashi Prices PRICE_HA_CLOSE = -1, PRICE_HA_OPEN = -2, PRICE_HA_HIGH = -3, PRICE_HA_LOW = -4,
PRICE_HA_CLOSE = -1, PRICE_HA_MEDIAN = -5, PRICE_HA_TYPICAL = -6, PRICE_HA_WEIGHTED = -7,
PRICE_HA_OPEN = -2, PRICE_CLOSE_STD = PRICE_CLOSE, PRICE_OPEN_STD = PRICE_OPEN, PRICE_HIGH_STD = PRICE_HIGH,
PRICE_HA_HIGH = -3, PRICE_LOW_STD = PRICE_LOW, PRICE_MEDIAN_STD = PRICE_MEDIAN, PRICE_TYPICAL_STD = PRICE_TYPICAL,
PRICE_HA_LOW = -4, PRICE_WEIGHTED_STD= PRICE_WEIGHTED
PRICE_HA_MEDIAN = -5,
PRICE_HA_TYPICAL = -6,
PRICE_HA_WEIGHTED = -7,
//--- Standard Prices
PRICE_CLOSE_STD = PRICE_CLOSE,
PRICE_OPEN_STD = PRICE_OPEN,
PRICE_HIGH_STD = PRICE_HIGH,
PRICE_LOW_STD = PRICE_LOW,
PRICE_MEDIAN_STD = PRICE_MEDIAN,
PRICE_TYPICAL_STD = PRICE_TYPICAL,
PRICE_WEIGHTED_STD = PRICE_WEIGHTED
}; };
//--- Input Parameters --- //--- Input Parameters ---
input int InpPeriodRSI = 14; input int InpPeriodRSI = 14;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input group "Noise Elimination Technology (NET)"
input bool InpApplyNET = true;
input int InpPeriodNET = 14;
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferRSIH[]; double BufferRSIH[];
double BufferNET[];
//--- Global calculator object --- //--- Global calculator object ---
CRSIHCalculator *g_calculator; CRSIHCalculator *g_calculator;
@@ -61,26 +62,29 @@ CRSIHCalculator *g_calculator;
int OnInit() int OnInit()
{ {
SetIndexBuffer(0, BufferRSIH, INDICATOR_DATA); SetIndexBuffer(0, BufferRSIH, INDICATOR_DATA);
SetIndexBuffer(1, BufferNET, INDICATOR_DATA);
ArraySetAsSeries(BufferRSIH, false); ArraySetAsSeries(BufferRSIH, false);
ArraySetAsSeries(BufferNET, false);
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
{ {
g_calculator = new CRSIHCalculator_HA(); g_calculator = new CRSIHCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSIH HA(%d)", InpPeriodRSI)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSIH HA(%d,%d)", InpPeriodRSI, InpPeriodNET));
} }
else else
{ {
g_calculator = new CRSIHCalculator(); g_calculator = new CRSIHCalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSIH(%d)", InpPeriodRSI)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSIH(%d,%d)", InpPeriodRSI, InpPeriodNET));
} }
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodRSI)) if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodRSI, InpPeriodNET))
{ {
Print("Failed to create or initialize RSIH Calculator object."); Print("Failed to create or initialize RSIH Calculator object.");
return(INIT_FAILED); return(INIT_FAILED);
} }
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodRSI + 1); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodRSI + 1);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpPeriodRSI + InpPeriodNET + 1);
IndicatorSetInteger(INDICATOR_DIGITS, 2); IndicatorSetInteger(INDICATOR_DIGITS, 2);
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
@@ -105,7 +109,25 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferRSIH); g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferRSIH, BufferNET);
// Hide buffers if not enabled by the user
if(!InpApplyNET)
{
for(int i=0; i<rates_total; i++)
{
BufferNET[i] = EMPTY_VALUE;
// If NET is off, make the base RSIH the main line
PlotIndexSetInteger(0, PLOT_LINE_STYLE, STYLE_SOLID);
PlotIndexSetInteger(0, PLOT_LINE_COLOR, clrDodgerBlue);
}
}
else
{
// Restore default styles if NET is on
PlotIndexSetInteger(0, PLOT_LINE_STYLE, STYLE_DOT);
PlotIndexSetInteger(0, PLOT_LINE_COLOR, clrGray);
}
return(rates_total); return(rates_total);
} }