//+------------------------------------------------------------------+ //| Stoch_on_AdaptiveRSI_Calculator.mqh | //| Engine for Stochastic applied to Adaptive RSI. | //| Combines AdaptiveRSI + Stoch Math + MA Smoothing. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CStochOnAdaptiveRSICalculator | //+==================================================================+ class CStochOnAdaptiveRSICalculator { protected: //--- Adaptive RSI Params int m_pivotal_period, m_vola_short, m_vola_long; ENUM_ADAPTIVE_SOURCE_RSI m_adaptive_source; //--- Stochastic Params int m_k_period; //--- Engines CAdaptiveRSICalculator *m_rsi_calculator; CMovingAverageCalculator m_slowing_engine; CMovingAverageCalculator m_signal_engine; //--- Persistent Buffers double m_rsi_buffer[]; double m_raw_k[]; double Highest(const double &array[], int period, int current_pos); double Lowest(const double &array[], int period, int current_pos); //--- Factory Method virtual void CreateRSIEngine(void); public: CStochOnAdaptiveRSICalculator(void); virtual ~CStochOnAdaptiveRSICalculator(void); bool Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma); 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 &k_buffer[], double &d_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CStochOnAdaptiveRSICalculator::CStochOnAdaptiveRSICalculator(void) { m_rsi_calculator = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CStochOnAdaptiveRSICalculator::~CStochOnAdaptiveRSICalculator(void) { if(CheckPointer(m_rsi_calculator) != POINTER_INVALID) delete m_rsi_calculator; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CStochOnAdaptiveRSICalculator::CreateRSIEngine(void) { m_rsi_calculator = new CAdaptiveRSICalculator(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CStochOnAdaptiveRSICalculator::Init(int pivotal_p, int vola_s, int vola_l, ENUM_ADAPTIVE_SOURCE_RSI adapt_src, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma) { m_pivotal_period = pivotal_p; m_vola_short = vola_s; m_vola_long = vola_l; m_adaptive_source= adapt_src; m_k_period = k_p; CreateRSIEngine(); if(CheckPointer(m_rsi_calculator) == POINTER_INVALID) return false; if(!m_rsi_calculator.Init(m_pivotal_period, m_vola_short, m_vola_long, m_adaptive_source)) 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 CStochOnAdaptiveRSICalculator::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 &k_buffer[], double &d_buffer[]) { // Minimum bars check (approximate) int min_bars = m_vola_long + m_pivotal_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod(); if(rates_total <= min_bars) return; int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; // Resize Buffers if(ArraySize(m_rsi_buffer) != rates_total) { ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_raw_k, rates_total); } //--- 1. Calculate Adaptive RSI (Delegated) // Note: The RSI calculator handles its own price preparation and incremental logic m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer); //--- 2. Calculate Raw %K on Adaptive RSI // RSI valid from: m_vola_long + m_pivotal_period (approx) // Raw %K valid from: RSI_Start + m_k_period - 1 // We use a safe start index based on the RSI calculator's logic int rsi_start = m_vola_long + m_pivotal_period; int raw_k_start = rsi_start + m_k_period - 1; int loop_start_k = MathMax(raw_k_start, start_index); for(int i = loop_start_k; i < rates_total; i++) { double highest_rsi = Highest(m_rsi_buffer, m_k_period, i); double lowest_rsi = Lowest(m_rsi_buffer, m_k_period, i); double range = highest_rsi - lowest_rsi; if(range > 0.00001) m_raw_k[i] = (m_rsi_buffer[i] - lowest_rsi) / range * 100.0; else m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0; } //--- 3. Calculate Slow %K (Main Line) m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_start); //--- 4. 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); } //+------------------------------------------------------------------+ //| Helpers | //+------------------------------------------------------------------+ double CStochOnAdaptiveRSICalculator::Highest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res < array[index]) res = array[index]; } return(res); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double CStochOnAdaptiveRSICalculator::Lowest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res > array[index]) res = array[index]; } return(res); } //+==================================================================+ //| CLASS 2: CStochRSIAdaptiveCalculator_HA | //+==================================================================+ class CStochOnAdaptiveRSICalculator_HA : public CStochOnAdaptiveRSICalculator { protected: virtual void CreateRSIEngine(void) override; }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CStochOnAdaptiveRSICalculator_HA::CreateRSIEngine(void) { m_rsi_calculator = new CAdaptiveRSICalculator_HA(); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+