//+------------------------------------------------------------------+ //| StochAdaptive_on_RSI_Calculator.mqh | //| VERSION 4.00: Renamed and Optimized | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include #include //--- Enum for ER Source enum ENUM_ADAPTIVE_SOURCE { ADAPTIVE_SOURCE_STANDARD, // Calculate ER on Standard Price ADAPTIVE_SOURCE_HEIKIN_ASHI // Calculate ER on Heikin Ashi Price }; //+==================================================================+ //| CLASS 1: CStochAdaptiveOnRSICalculator | //+==================================================================+ class CStochAdaptiveOnRSICalculator { protected: int m_rsi_period, m_er_period, m_min_period, m_max_period; ENUM_ADAPTIVE_SOURCE m_adaptive_source; //--- Engines CRSIEngine *m_rsi_engine; CMovingAverageCalculator m_slowing_engine; CMovingAverageCalculator m_signal_engine; //--- Persistent Buffers double m_price[]; // Used for ER calculation double m_rsi_buffer[]; double m_er_buffer[]; double m_nsp_buffer[]; double m_raw_k[]; virtual void CreateRSIEngine(void); //--- Prepares m_price for ER calculation based on adaptive source virtual bool PrepareERPrice(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CStochAdaptiveOnRSICalculator(void); virtual ~CStochAdaptiveOnRSICalculator(void); bool Init(int rsi_p, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma, ENUM_ADAPTIVE_SOURCE adapt_src); void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CStochAdaptiveOnRSICalculator::CStochAdaptiveOnRSICalculator(void) { m_rsi_engine = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CStochAdaptiveOnRSICalculator::~CStochAdaptiveOnRSICalculator(void) { if(CheckPointer(m_rsi_engine) != POINTER_INVALID) delete m_rsi_engine; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CStochAdaptiveOnRSICalculator::CreateRSIEngine(void) { m_rsi_engine = new CRSIEngine(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CStochAdaptiveOnRSICalculator::Init(int rsi_p, int er_p, int min_p, int max_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma, ENUM_ADAPTIVE_SOURCE adapt_src) { 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_adaptive_source = adapt_src; CreateRSIEngine(); if(CheckPointer(m_rsi_engine) == POINTER_INVALID) return false; if(!m_rsi_engine.Init(m_rsi_period)) return false; if(!m_slowing_engine.Init(slow_p, slow_ma)) return false; if(!m_signal_engine.Init(d_p, d_ma)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CStochAdaptiveOnRSICalculator::Calculate(int rates_total, int prev_calculated, 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; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; // Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_er_buffer, rates_total); ArrayResize(m_nsp_buffer, rates_total); ArrayResize(m_raw_k, rates_total); } // 1. Prepare Price for ER (Efficiency Ratio) if(!PrepareERPrice(rates_total, start_index, open, high, low, close)) return; // 2. Calculate RSI (Using Engine) m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer); // 3. Calculate Efficiency Ratio (ER) on m_price int loop_start_er = MathMax(m_er_period, start_index); for(int i = loop_start_er; 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]); m_er_buffer[i] = (volatility > 0.000001) ? direction / volatility : 0; } // 4. Calculate Adaptive Period (NSP) for(int i = loop_start_er; i < rates_total; i++) { m_nsp_buffer[i] = (int)(m_er_buffer[i] * (m_max_period - m_min_period) + m_min_period); if(m_nsp_buffer[i] < 1) m_nsp_buffer[i] = 1; } // 5. Calculate Raw %K (Adaptive) on RSI int raw_k_start = MathMax(m_rsi_period, m_er_period) + m_max_period - 1; int loop_start_k = MathMax(raw_k_start, start_index); for(int i = loop_start_k; i < rates_total; i++) { int current_nsp = (int)m_nsp_buffer[i]; double highest = m_rsi_buffer[i]; double lowest = m_rsi_buffer[i]; for(int j = 1; j < current_nsp; j++) { if(i-j < 0) break; highest = MathMax(highest, m_rsi_buffer[i-j]); lowest = MathMin(lowest, m_rsi_buffer[i-j]); } double range = highest - lowest; if(range > 0.00001) m_raw_k[i] = (m_rsi_buffer[i] - lowest) / range * 100.0; else m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0; } // 6. Calculate Slow %K (Main Line) m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start); // 7. Calculate %D (Signal Line) int d_offset = raw_k_start + m_slowing_engine.GetPeriod() - 1; m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, d_offset); } //+------------------------------------------------------------------+ //| Prepare ER Price (Standard) | //+------------------------------------------------------------------+ bool CStochAdaptiveOnRSICalculator::PrepareERPrice(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) m_price[i] = close[i]; return true; } //+==================================================================+ //| CLASS 2: CStochAdaptiveOnRSICalculator_HA | //+==================================================================+ class CStochAdaptiveOnRSICalculator_HA : public CStochAdaptiveOnRSICalculator { private: CHeikinAshi_Calculator m_ha_calculator; double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual void CreateRSIEngine(void) override; virtual bool PrepareERPrice(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Factory Method (Heikin Ashi) | //+------------------------------------------------------------------+ void CStochAdaptiveOnRSICalculator_HA::CreateRSIEngine(void) { m_rsi_engine = new CRSIEngine_HA(); } //+------------------------------------------------------------------+ //| Prepare ER Price (Heikin Ashi) | //+------------------------------------------------------------------+ bool CStochAdaptiveOnRSICalculator_HA::PrepareERPrice(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { if(m_adaptive_source == ADAPTIVE_SOURCE_STANDARD) { for(int i = start_index; i < rates_total; i++) m_price[i] = close[i]; return true; } 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); } m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); for(int i = start_index; i < rates_total; i++) m_price[i] = m_ha_close[i]; return true; } //+------------------------------------------------------------------+