//+------------------------------------------------------------------+ //| Stochastic_Adaptive_RSI_Calculator.mqh | //| Engine for Variable-Length Stochastic applied to RSI. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include // For ENUM_MA_TYPE //+==================================================================+ class CStochasticAdaptiveRSICalculator { protected: int m_rsi_period, m_er_period, m_min_period, m_max_period, m_slowing_period, m_d_period; ENUM_MA_METHOD m_d_ma_type; double m_price[]; // Only for ER calculation CRSIProCalculator *m_rsi_calculator; virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos); public: CStochasticAdaptiveRSICalculator(void); virtual ~CStochasticAdaptiveRSICalculator(void); bool Init(int rsi_p, int er_p, int min_p, int max_p, int slow_p, int d_p, ENUM_MA_METHOD d_ma); void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CStochasticAdaptiveRSICalculator_HA : public CStochasticAdaptiveRSICalculator { public: CStochasticAdaptiveRSICalculator_HA(void); }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CStochasticAdaptiveRSICalculator::CStochasticAdaptiveRSICalculator(void) { m_rsi_calculator = new CRSIProCalculator(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CStochasticAdaptiveRSICalculator::~CStochasticAdaptiveRSICalculator(void) { if(CheckPointer(m_rsi_calculator) != POINTER_INVALID) delete m_rsi_calculator; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CStochasticAdaptiveRSICalculator_HA::CStochasticAdaptiveRSICalculator_HA(void) { if(CheckPointer(m_rsi_calculator) != POINTER_INVALID) delete m_rsi_calculator; m_rsi_calculator = new CRSIProCalculator_HA(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CStochasticAdaptiveRSICalculator::Init(int rsi_p, int er_p, int min_p, int max_p, int slow_p, int d_p, ENUM_MA_METHOD d_ma) { m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; m_er_period = (er_p < 1) ? 1 : er_p; m_min_period = (min_p < 1) ? 1 : min_p; m_max_period = (max_p <= m_min_period) ? m_min_period + 1 : max_p; m_slowing_period = (slow_p < 1) ? 1 : slow_p; m_d_period = (d_p < 1) ? 1 : d_p; m_d_ma_type = d_ma; if(CheckPointer(m_rsi_calculator) == POINTER_INVALID) return false; return m_rsi_calculator.Init(m_rsi_period, 1, MODE_SMA, 2.0); // Dummy params for MA/Bands } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CStochasticAdaptiveRSICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &k_buffer[], double &d_buffer[]) { if(rates_total <= m_rsi_period + m_er_period + m_max_period) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; double rsi_buffer[], dummy1[], dummy2[], dummy3[]; ArrayResize(rsi_buffer, rates_total); m_rsi_calculator.Calculate(rates_total, price_type, open, high, low, close, rsi_buffer, dummy1, dummy2, dummy3); double er_buffer[], nsp_buffer[]; ArrayResize(er_buffer, rates_total); ArrayResize(nsp_buffer, rates_total); for(int i = m_er_period; i < rates_total; i++) { double direction = MathAbs(m_price[i] - m_price[i - m_er_period]); double volatility = 0; for(int j = 0; j < m_er_period; j++) volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]); er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0; nsp_buffer[i] = (int)(er_buffer[i] * (m_max_period - m_min_period) + m_min_period); if(nsp_buffer[i] < 1) nsp_buffer[i] = 1; } double raw_k[]; ArrayResize(raw_k, rates_total); for(int i = m_rsi_period + m_er_period + m_max_period - 1; i < rates_total; i++) { int current_nsp = (int)nsp_buffer[i]; double highest = rsi_buffer[i], lowest = rsi_buffer[i]; for(int j = 1; j < current_nsp; j++) { if(i-j < 0) break; highest = MathMax(highest, rsi_buffer[i-j]); lowest = MathMin(lowest, rsi_buffer[i-j]); } double range = highest - lowest; if(range > 0.00001) raw_k[i] = (rsi_buffer[i] - lowest) / range * 100.0; else raw_k[i] = (i > 0) ? raw_k[i-1] : 50.0; } int k_slow_start = m_rsi_period + m_er_period + m_max_period + m_slowing_period - 2; CalculateMA(raw_k, k_buffer, m_slowing_period, MODE_SMA, k_slow_start); int d_start = k_slow_start + m_d_period - 1; CalculateMA(k_buffer, d_buffer, m_d_period, m_d_ma_type, d_start); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CStochasticAdaptiveRSICalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_METHOD method, int start_pos) { for(int i = start_pos; i < ArraySize(source_array); i++) { switch(method) { case MODE_EMA: case MODE_SMMA: if(i == start_pos) { double sum=0; int count=0; for(int j=0; j 0) dest_array[i]=sum/count; } else { if(method==MODE_EMA) { double pr=2.0/(period+1.0); dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); } else dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; } break; case MODE_LWMA: { double sum=0, w_sum=0; for(int j=0; j0) dest_array[i]=sum/w_sum; } break; default: // MODE_SMA { double sum=0; int count=0; for(int j=0; j 0) dest_array[i]=sum/count; } break; } } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CStochasticAdaptiveRSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { if(ArraySize(m_price) != rates_total) if(ArrayResize(m_price, rates_total) != rates_total) return false; 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