//+------------------------------------------------------------------+ //| RSI_Pro_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi RSI Pro. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CRSIProCalculator (Base Class) | //+==================================================================+ class CRSIProCalculator { protected: int m_rsi_period; int m_ma_period; double m_deviation; ENUM_MA_METHOD m_ma_method; //--- Persistent Buffers for Incremental Calculation double m_price[]; double m_rsi_buffer[]; double m_ma_buffer[]; double m_upper_band[]; double m_lower_band[]; //--- Persistent State for Wilder's Smoothing double m_sum_pos; double m_sum_neg; //--- Updated: Accepts start_index virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CRSIProCalculator(void); virtual ~CRSIProCalculator(void) {}; bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CRSIProCalculator::CRSIProCalculator(void) : m_sum_pos(0), m_sum_neg(0) { } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev) { m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; m_ma_period = (ma_p < 1) ? 1 : ma_p; m_ma_method = ma_m; m_deviation = dev; m_sum_pos = 0; m_sum_neg = 0; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CRSIProCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]) { if(rates_total <= m_rsi_period) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) { start_index = 0; m_sum_pos = 0; m_sum_neg = 0; } else start_index = prev_calculated - 1; //--- 2. Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_ma_buffer, rates_total); ArrayResize(m_upper_band, rates_total); ArrayResize(m_lower_band, rates_total); } //--- 3. Prepare Price (Optimized) if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 4. Calculate RSI (Incremental) int i = start_index; if(i == 0) i = 1; // Skip first bar for diff for(; i < rates_total; i++) { double diff = m_price[i] - m_price[i-1]; } // Reset sums for full loop double sum_pos = 0; double sum_neg = 0; for(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; } else m_rsi_buffer[i] = 0; } //--- 5. Calculate Moving Average on RSI (Optimized) int ma_start_pos = m_rsi_period + m_ma_period - 1; int loop_start_ma = MathMax(ma_start_pos, start_index); for(i = loop_start_ma; i < rates_total; i++) { switch(m_ma_method) { case MODE_EMA: case MODE_SMMA: if(i == ma_start_pos) { double sum = 0; for(int j = 0; j < m_ma_period; j++) sum += m_rsi_buffer[i-j]; m_ma_buffer[i] = sum / m_ma_period; } else { if(m_ma_method == MODE_EMA) { double pr = 2.0 / (m_ma_period + 1.0); m_ma_buffer[i] = m_rsi_buffer[i] * pr + m_ma_buffer[i-1] * (1.0 - pr); } else m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_ma_period - 1) + m_rsi_buffer[i]) / m_ma_period; } break; case MODE_LWMA: { double lwma_sum = 0, weight_sum = 0; for(int j = 0; j < m_ma_period; j++) { int weight = m_ma_period - j; lwma_sum += m_rsi_buffer[i-j] * weight; weight_sum += weight; } if(weight_sum > 0) m_ma_buffer[i] = lwma_sum / weight_sum; break; } default: // MODE_SMA { double sum = 0; for(int j = 0; j < m_ma_period; j++) sum += m_rsi_buffer[i-j]; m_ma_buffer[i] = sum / m_ma_period; break; } } } //--- 6. Calculate Bollinger Bands (Optimized) for(i = loop_start_ma; i < rates_total; i++) { double std_dev_val = 0, sum_sq = 0; for(int j = 0; j < m_ma_period; j++) sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2); std_dev_val = sqrt(sum_sq / m_ma_period); m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val; m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val; } //--- 7. Copy to Output // We copy everything to be safe, ArrayCopy is fast ArrayCopy(rsi_out, m_rsi_buffer, 0, 0, rates_total); ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total); ArrayCopy(upper_out, m_upper_band, 0, 0, rates_total); ArrayCopy(lower_out, m_lower_band, 0, 0, rates_total); } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CRSIProCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { // Optimized copy loop for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = close[i]; break; case PRICE_OPEN: m_price[i] = open[i]; break; case PRICE_HIGH: m_price[i] = high[i]; break; case PRICE_LOW: m_price[i] = low[i]; break; case PRICE_MEDIAN: m_price[i] = (high[i]+low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (high[i]+low[i]+close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CRSIProCalculator_HA (Heikin Ashi) | //+==================================================================+ class CRSIProCalculator_HA : public CRSIProCalculator { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CRSIProCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { // Resize internal HA buffers if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); } //--- STRICT CALL: Use the optimized 10-param HA calculation m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); //--- Copy to m_price (Optimized loop) for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = m_ha_close[i]; break; case PRICE_OPEN: m_price[i] = m_ha_open[i]; break; case PRICE_HIGH: m_price[i] = m_ha_high[i]; break; case PRICE_LOW: m_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; break; default: m_price[i] = m_ha_close[i]; break; } } return true; } //+------------------------------------------------------------------+