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chore: delete old Stochastic_Adaptive files
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Toh4iem9
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# Stochastic Adaptive Professional
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## 1. Summary (Introduction)
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The `Stochastic_Adaptive_Pro` is an implementation of Frank Key's innovative "Variable-Length Stochastic" concept, which was popularized by Perry Kaufman. It is an "intelligent" oscillator that solves a major drawback of the classic Stochastic: its tendency to get "stuck" in overbought or oversold zones during a strong, sustained trend.
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This indicator achieves this by dynamically adjusting its own lookback period based on the market's "trendiness," which it measures using **Kaufman's Efficiency Ratio (ER)**.
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* In a **strong, trending market**, the indicator automatically **lengthens its period**, becoming less sensitive and helping the trader to stay with the trend.
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* In a **choppy, sideways market**, it automatically **shortens its period**, becoming more responsive to identify potential turning points at the edges of the range.
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This dual-mode behavior makes it a powerful and versatile tool for both trend-following and range-bound strategies.
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## 2. Mathematical Foundations and Calculation Logic
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The calculation is a multi-stage process that combines Kaufman's ER with the classic Slow Stochastic formula.
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### Required Components
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* **ER Period (N):** The lookback period for the Efficiency Ratio.
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* **Min/Max Stochastic Periods (MinP, MaxP):** The range within which the Stochastic period can vary.
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* **Stochastic Smoothing Periods:** Slowing Period and %D Period.
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### Calculation Steps (Algorithm)
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1. **Calculate the Efficiency Ratio (ER):** First, the ER is calculated over period `N` to measure the market's signal-to-noise ratio. The result is a value between 0 (pure noise) and 1 (perfect trend).
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* $\text{ER}_t = \frac{\text{Abs}(P_t - P_{t-N})}{\sum_{i=0}^{N-1} \text{Abs}(P_{t-i} - P_{t-i-1})}$
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2. **Calculate the Adaptive Stochastic Period (NSP):** The ER is then used to calculate the new, dynamic lookback period for the Stochastic on each bar.
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* $\text{NSP}_t = \text{Integer}[(\text{ER}_t \times (\text{MaxP} - \text{MinP})) + \text{MinP}]$
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3. **Apply the Slow Stochastic Formula with the Adaptive Period:** The standard Slow Stochastic logic is applied, but the crucial difference is that the `Raw %K` is calculated using the dynamic `NSP` for each bar.
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* **Calculate Raw %K (using NSP):**
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$\text{Highest High} = \text{Highest Price over the last NSP}_t \text{ bars}$
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$\text{Lowest Low} = \text{Lowest Price over the last NSP}_t \text{ bars}$
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$\text{Raw \%K}_t = 100 \times \frac{P_t - \text{Lowest Low}}{\text{Highest High} - \text{Lowest Low}}$
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* **Calculate Slow %K and %D:** The `Raw %K` is then smoothed using fixed-period moving averages to produce the final %K (main) and %D (signal) lines.
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## 3. MQL5 Implementation Details
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* **Modular Calculation Engine (`Stochastic_Adaptive_Calculator.mqh`):** All mathematical logic is encapsulated in a dedicated include file. The engine first calculates the ER and the adaptive period for the entire history, then calculates the Stochastic using these dynamic period values.
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* **Reusable Components:** The engine leverages our universal `CalculateMA` helper function for the final %K and %D smoothing steps, ensuring consistency with our other Stochastic indicators.
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* **Object-Oriented Design (Inheritance):** The standard `_HA` derived class architecture is used to seamlessly support calculations on Heikin Ashi price data.
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* **Stability via Full Recalculation:** The indicator performs a full recalculation on every tick. This is the most robust approach for a complex, state-dependent indicator where the lookback period itself is constantly changing.
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## 4. Parameters
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* **ER Period (`InpErPeriod`):** The lookback period for the Efficiency Ratio calculation. Default is `10`.
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* **Min Stochastic Period (`InpMinStochPeriod`):** The shortest possible period for the Stochastic, used in choppy markets. Default is `5`.
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* **Max Stochastic Period (`InpMaxStochPeriod`):** The longest possible period for the Stochastic, used in strong trends. Default is `30`.
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* **Slowing Period (`InpSlowingPeriod`):** The fixed period for the first smoothing of the Raw %K. Default is `3`.
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* **%D Period (`InpDPeriod`):** The fixed period for smoothing the main %K line to create the signal line. Default is `3`.
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* **Applied Price (`InpSourcePrice`):** The source price for the calculation.
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* **%D MA Type (`InpDMAType`):** The type of moving average for the %D signal line.
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## 5. Usage and Interpretation
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The key to using this indicator is understanding its dual nature.
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* **In Strong Trends:** When the market is moving decisively in one direction, the indicator's period will lengthen. It will stay away from the extreme overbought/oversold zones for longer than a standard Stochastic. This is a feature, not a bug. It helps you **stay in a winning trade** and avoid exiting prematurely on minor pullbacks. Do not look for reversal signals from the extremes during these phases.
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* **In Sideways/Ranging Markets:** When the market is choppy, the indicator's period will shorten. Its behavior will become very similar to a fast standard Stochastic. In this mode, it is excellent for identifying potential turning points near the top (>80) and bottom (<20) of the range.
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* **Crossovers:** The crossover of the %K and %D lines provides standard bullish and bearish signals, but their reliability is enhanced by the adaptive context. A bullish crossover after the indicator has been in a "slow mode" (trending) and pulls back can be a very powerful trend-continuation signal.
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//+------------------------------------------------------------------+
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//| Stochastic_Adaptive_Pro.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "1.00"
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#property description "Frank Key's Variable-Length Stochastic, using Kaufman's ER."
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#property description "Dynamically adjusts its period based on market trendiness."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 2
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#property indicator_level1 20.0
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#property indicator_level2 50.0
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#property indicator_level3 80.0
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#property indicator_minimum 0.0
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#property indicator_maximum 100.0
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#property indicator_label1 "%K"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_label2 "%D"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrCoral
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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#include <MyIncludes\Stochastic_Adaptive_Calculator.mqh>
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//--- Input Parameters ---
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input group "Adaptive Settings"
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input int InpErPeriod = 10; // Efficiency Ratio Period
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input int InpMinStochPeriod= 5; // Minimum Stochastic Period
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input int InpMaxStochPeriod= 30; // Maximum Stochastic Period
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input group "Stochastic & Price Settings"
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input int InpSlowingPeriod = 3;
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input int InpDPeriod = 3;
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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input ENUM_MA_TYPE InpDMAType = SMA;
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//--- Indicator Buffers ---
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double BufferK[], BufferD[];
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//--- Global calculator object ---
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CStochasticAdaptiveCalculator *g_calculator;
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferK, INDICATOR_DATA);
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SetIndexBuffer(1, BufferD, INDICATOR_DATA);
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ArraySetAsSeries(BufferK, false);
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ArraySetAsSeries(BufferD, false);
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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g_calculator = new CStochasticAdaptiveCalculator_HA();
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else
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g_calculator = new CStochasticAdaptiveCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpErPeriod, InpMinStochPeriod, InpMaxStochPeriod, InpSlowingPeriod, InpDPeriod, InpDMAType))
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{
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Print("Failed to create or initialize Adaptive Stochastic Calculator.");
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return(INIT_FAILED);
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}
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Stoch Adaptive%s(%d,%d-%d)", (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpErPeriod, InpMinStochPeriod, InpMaxStochPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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int draw_begin = InpErPeriod + InpMaxStochPeriod + InpSlowingPeriod + InpDPeriod;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
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//+------------------------------------------------------------------+
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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&[])
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
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g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferK, BufferD);
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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# Stochastic Adaptive RSI Professional
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## 1. Summary (Introduction)
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The `Stochastic_Adaptive_RSI_Pro` is a highly advanced, experimental oscillator that combines two powerful adaptive concepts into a single indicator. It takes the logic of the **Stochastic RSI** and merges it with the **variable-length period** mechanism from Frank Key's Adaptive Stochastic.
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The result is a "doubly adaptive" oscillator that measures where the RSI is relative to its own highs and lows over a **dynamically changing lookback period**. The period itself adapts to the market's trendiness, which is measured by Kaufman's Efficiency Ratio (ER).
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* In a **strong, trending market**, the indicator's lookback period on the RSI lengthens, aiming to reduce premature signals.
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* In a **choppy, sideways market**, the period shortens, aiming to increase sensitivity to turns within the range.
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This indicator explores the concept of applying adaptive techniques to an already smoothed data series (the RSI), resulting in a unique, hybrid momentum profile.
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## 2. Mathematical Foundations and Calculation Logic
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The calculation is a complex, four-stage sequential process.
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### Required Components
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* **RSI Period (N_rsi):** The lookback period for the base RSI.
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* **ER Period (N_er):** The lookback period for the Efficiency Ratio.
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* **Min/Max Stochastic Periods (MinP, MaxP):** The range for the adaptive period.
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* **Stochastic Smoothing Periods:** Slowing Period and %D Period.
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### Calculation Steps (Algorithm)
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1. **Calculate the Base RSI:** First, a standard Wilder's RSI is calculated on the source price over the period `N_rsi`. This creates the primary data series for the oscillator.
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2. **Calculate the Efficiency Ratio (ER):** Separately, the ER is calculated on the **source price** over the period `N_er` to measure the market's trendiness.
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* $\text{ER}_t = \frac{\text{Abs}(P_t - P_{t-N_{er}})}{\sum_{i=0}^{N_{er}-1} \text{Abs}(P_{t-i} - P_{t-i-1})}$
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3. **Calculate the Adaptive Stochastic Period (NSP):** The ER is used to calculate the new, dynamic lookback period for the Stochastic on each bar.
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* $\text{NSP}_t = \text{Integer}[(\text{ER}_t \times (\text{MaxP} - \text{MinP})) + \text{MinP}]$
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4. **Apply the Slow Stochastic Formula to the RSI with the Adaptive Period:** The standard Slow Stochastic logic is applied to the **RSI series**, but the `Raw %K` is calculated using the dynamic `NSP` for each bar.
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* **Calculate Raw %K (using NSP on RSI):**
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$\text{Highest High} = \text{Highest value of RSI over the last NSP}_t \text{ bars}$
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$\text{Lowest Low} = \text{Lowest value of RSI over the last NSP}_t \text{ bars}$
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$\text{Raw \%K}_t = 100 \times \frac{\text{RSI}_t - \text{Lowest Low}}{\text{Highest High} - \text{Lowest Low}}$
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* **Calculate Slow %K and %D:** The `Raw %K` is then smoothed using fixed-period moving averages.
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## 3. MQL5 Implementation Details
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* **Modular and Composite Design:** The `Stochastic_Adaptive_RSI_Calculator.mqh` uses a composition-based design. It **contains an instance** of our robust `CRSIProCalculator` to generate the base RSI data, and it reuses the ER calculation logic from our KAMA implementation.
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* **Reusable Components:** The calculator leverages our universal `CalculateMA` helper function for the final %K and %D smoothing steps.
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* **Object-Oriented Design (Inheritance):** The standard `_HA` derived class architecture is used to seamlessly support calculations on Heikin Ashi price data.
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## 4. Parameters
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* **RSI Period (`InpRSIPeriod`):** The lookback period for the base RSI calculation.
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* **ER Period (`InpErPeriod`):** The lookback period for the Efficiency Ratio calculation.
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* **Min Stochastic Period (`InpMinStochPeriod`):** The shortest possible period for the Stochastic on the RSI.
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* **Max Stochastic Period (`InpMaxStochPeriod`):** The longest possible period for the Stochastic on the RSI.
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* **Slowing/D Periods:** The fixed periods for the final smoothing steps.
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* **Applied Price (`InpSourcePrice`):** The source price for the calculation.
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* **%D MA Type (`InpDMAType`):** The type of moving average for the %D signal line.
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## 5. Usage and Interpretation
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The Stochastic Adaptive RSI is a hybrid oscillator with a unique character. Its behavior is a blend of the `Stochastic RSI` and the `Stochastic Adaptive` indicators.
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* **Comparison to its "Parents":**
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* It is **smoother** than the standard `Stochastic Adaptive` (which is based on raw price) because its input is the already-smoothed RSI line.
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* It is **more responsive and "jagged"** than the standard `Stochastic RSI` (which uses a fixed period) because its lookback period is constantly changing.
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* **Interpreting the Behavior:** This indicator attempts to find a middle ground. It aims to provide the "trend-following" benefit of the adaptive period while working on a less noisy data series (RSI). However, this "double processing" (smoothing from RSI + adaptive period) can sometimes lead to a "hyper-refined" signal that may lose some of the raw power of its simpler counterparts.
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* **Strategy:** It should be used like other Stochastic oscillators, looking for:
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* **Overbought (>80) and Oversold (<20)** conditions.
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* **Crossovers** of the %K and %D lines for entry/exit signals.
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* **Divergences** with price.
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It is best used by traders who find the standard `Stochastic RSI` too slow but the standard `Stochastic Adaptive` too noisy for their particular strategy or timeframe.
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@@ -1,93 +0,0 @@
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//+------------------------------------------------------------------+
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//| Stochastic_Adaptive_RSI_Pro.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "1.00"
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#property description "Variable-Length Stochastic applied to an RSI series."
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#property description "Dynamically adjusts its period based on market trendiness (ER)."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 2
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#property indicator_level1 20.0
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#property indicator_level2 50.0
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#property indicator_level3 80.0
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#property indicator_minimum 0.0
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#property indicator_maximum 100.0
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#property indicator_label1 "%K"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_label2 "%D"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrCoral
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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#include <MyIncludes\Stochastic_Adaptive_RSI_Calculator.mqh>
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//--- Input Parameters ---
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input group "Adaptive Settings"
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input int InpRSIPeriod = 14; // RSI Period
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input int InpErPeriod = 10; // Efficiency Ratio Period
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input int InpMinStochPeriod= 5; // Minimum Stochastic Period on RSI
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input int InpMaxStochPeriod= 30; // Maximum Stochastic Period on RSI
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input group "Stochastic & Price Settings"
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input int InpSlowingPeriod = 3;
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input int InpDPeriod = 3;
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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input ENUM_MA_METHOD InpDMAType = MODE_SMA;
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//--- Indicator Buffers ---
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double BufferK[], BufferD[];
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//--- Global calculator object ---
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CStochasticAdaptiveRSICalculator *g_calculator;
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferK, INDICATOR_DATA);
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SetIndexBuffer(1, BufferD, INDICATOR_DATA);
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ArraySetAsSeries(BufferK, false);
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ArraySetAsSeries(BufferD, false);
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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g_calculator = new CStochasticAdaptiveRSICalculator_HA();
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else
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g_calculator = new CStochasticAdaptiveRSICalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpRSIPeriod, InpErPeriod, InpMinStochPeriod, InpMaxStochPeriod, InpSlowingPeriod, InpDPeriod, InpDMAType))
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{
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Print("Failed to create or initialize Adaptive StochRSI Calculator.");
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return(INIT_FAILED);
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}
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Stoch Adaptive RSI%s", (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : "")));
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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int draw_begin = InpRSIPeriod + InpErPeriod + InpMaxStochPeriod + InpSlowingPeriod + InpDPeriod;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
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//+------------------------------------------------------------------+
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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&[])
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
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g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferK, BufferD);
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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Reference in New Issue
Block a user