//+------------------------------------------------------------------+ //| TSI_Calculator.mqh | //| VERSION 2.10: Fixed initialization bug (zero fill). | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CTSICalculator (Base Class) | //+==================================================================+ class CTSICalculator { protected: int m_slow_p, m_fast_p, m_signal_p; ENUM_MA_METHOD m_signal_ma_type; //--- Persistent Buffers for Incremental Calculation double m_price[]; double m_ema1_mtm[], m_ema1_abs[]; double m_ema2_mtm[], m_ema2_abs[]; //--- Engine for Signal Line CMovingAverageCalculator *m_signal_ma_engine; //--- 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: CTSICalculator(void); virtual ~CTSICalculator(void); bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma); //--- 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 &tsi_buffer[], double &signal_buffer[]); int GetPeriodSlow() const { return m_slow_p; } int GetPeriodFast() const { return m_fast_p; } int GetPeriodSignal() const { return m_signal_p; } }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CTSICalculator::CTSICalculator(void) { m_signal_ma_engine = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CTSICalculator::~CTSICalculator(void) { if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID) delete m_signal_ma_engine; } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CTSICalculator::Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma) { m_slow_p = (slow_p < 1) ? 1 : slow_p; m_fast_p = (fast_p < 1) ? 1 : fast_p; m_signal_p = (signal_p < 1) ? 1 : signal_p; m_signal_ma_type = signal_ma; if(!m_signal_ma_engine.Init(m_signal_p, (ENUM_MA_TYPE)m_signal_ma_type)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CTSICalculator::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 &tsi_buffer[], double &signal_buffer[]) { if(rates_total <= m_slow_p + m_fast_p + m_signal_p) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_ema1_mtm, rates_total); ArrayResize(m_ema1_abs, rates_total); ArrayResize(m_ema2_mtm, rates_total); ArrayResize(m_ema2_abs, rates_total); } //--- 3. Prepare Price (Optimized) if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 4. Calculate First Smoothing (Slow EMA) double pr_slow = 2.0 / (m_slow_p + 1.0); int loop_start_1 = MathMax(1, start_index); // Momentum needs i-1 // Initialization for first bar if(loop_start_1 == 1) { m_ema1_mtm[0] = 0; m_ema1_abs[0] = 0; } for(int i = loop_start_1; i < rates_total; i++) { double momentum = m_price[i] - m_price[i-1]; double abs_momentum = MathAbs(momentum); m_ema1_mtm[i] = momentum * pr_slow + m_ema1_mtm[i-1] * (1.0 - pr_slow); m_ema1_abs[i] = abs_momentum * pr_slow + m_ema1_abs[i-1] * (1.0 - pr_slow); } //--- 5. Calculate Second Smoothing (Fast EMA) double pr_fast = 2.0 / (m_fast_p + 1.0); if(loop_start_1 == 1) { m_ema2_mtm[0] = 0; m_ema2_abs[0] = 0; } for(int i = loop_start_1; i < rates_total; i++) { m_ema2_mtm[i] = m_ema1_mtm[i] * pr_fast + m_ema2_mtm[i-1] * (1.0 - pr_fast); m_ema2_abs[i] = m_ema1_abs[i] * pr_fast + m_ema2_abs[i-1] * (1.0 - pr_fast); } //--- 6. Calculate TSI int tsi_start = m_slow_p + m_fast_p - 2; // Warmup period int loop_start_tsi = MathMax(tsi_start, start_index); // FIX: Initialize buffer with 0.0 on full recalc to avoid garbage in Signal Line input if(prev_calculated == 0) ArrayInitialize(tsi_buffer, 0.0); for(int i = loop_start_tsi; i < rates_total; i++) { if(m_ema2_abs[i] > 0) tsi_buffer[i] = 100 * (m_ema2_mtm[i] / m_ema2_abs[i]); else tsi_buffer[i] = 0; } //--- 7. Calculate Signal Line (Using Engine) // We pass tsi_buffer as 'close' price. m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, tsi_buffer, tsi_buffer, tsi_buffer, tsi_buffer, signal_buffer); } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CTSICalculator::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]+2*close[i])/4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CTSICalculator_HA (Heikin Ashi) | //+==================================================================+ class CTSICalculator_HA : public CTSICalculator { 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 CTSICalculator_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; } //+------------------------------------------------------------------+