//+------------------------------------------------------------------+ //| 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; double m_price[]; double m_rsi_buffer[]; double m_ma_buffer[]; double m_upper_band[]; double m_lower_band[]; virtual bool PreparePriceSeries(int rates_total, 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); void Calculate(int rates_total, 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[]); }; //+------------------------------------------------------------------+ //| CRSIProCalculator: Initialization | //+------------------------------------------------------------------+ 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; return true; } //+------------------------------------------------------------------+ //| CRSIProCalculator: Main Calculation Method | //+------------------------------------------------------------------+ void CRSIProCalculator::Calculate(int rates_total, 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; 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); if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; //--- Step 1: Calculate base RSI double sum_pos = 0, sum_neg = 0; for(int 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; } } //--- Step 2: Calculate Moving Average on RSI int ma_start_pos = m_rsi_period + m_ma_period - 1; for(int i = ma_start_pos; 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; } } } //--- Step 3: Calculate Bollinger Bands on the MA line for(int i = ma_start_pos; 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; } 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); } //+------------------------------------------------------------------+ //| CRSIProCalculator: Prepares the source price series. | //+------------------------------------------------------------------+ bool CRSIProCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { 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