//+------------------------------------------------------------------+ //| TSI_Calculator.mqh | //| VERSION 4.10: Added missing Getters. | //| 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; //--- Engines for Core Calculation (Double Smoothing) CMovingAverageCalculator m_slow_mtm_engine; CMovingAverageCalculator m_fast_mtm_engine; CMovingAverageCalculator m_slow_abs_engine; CMovingAverageCalculator m_fast_abs_engine; //--- Engine for Signal Line CMovingAverageCalculator m_signal_ma_engine; //--- Persistent Buffers double m_price[]; double m_mtm[], m_abs_mtm[]; // Raw Momentum double m_ema1_mtm[], m_ema1_abs[]; // First Smoothing double m_ema2_mtm[], m_ema2_abs[]; // Second Smoothing 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); //--- Init now takes MA types for core calculation too bool Init(int slow_p, ENUM_MA_TYPE slow_ma, int fast_p, ENUM_MA_TYPE fast_ma, int signal_p, ENUM_MA_TYPE signal_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 &tsi_buffer[], double &signal_buffer[]); //--- ADDED: Missing Getters required by Oscillator wrapper 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) { } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CTSICalculator::~CTSICalculator(void) { } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CTSICalculator::Init(int slow_p, ENUM_MA_TYPE slow_ma, int fast_p, ENUM_MA_TYPE fast_ma, int signal_p, ENUM_MA_TYPE 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; // Initialize Core Engines (Momentum) if(!m_slow_mtm_engine.Init(m_slow_p, slow_ma)) return false; if(!m_fast_mtm_engine.Init(m_fast_p, fast_ma)) return false; // Initialize Core Engines (Abs Momentum) if(!m_slow_abs_engine.Init(m_slow_p, slow_ma)) return false; if(!m_fast_abs_engine.Init(m_fast_p, fast_ma)) return false; // Initialize Signal Engine if(!m_signal_ma_engine.Init(m_signal_p, signal_ma)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ 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[]) { // Minimum bars check if(rates_total <= m_slow_p + m_fast_p + m_signal_p) 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_mtm, rates_total); ArrayResize(m_abs_mtm, 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); } if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 1. Calculate Momentum (Raw) int loop_start = MathMax(1, start_index); if(loop_start == 1) { m_mtm[0] = 0; m_abs_mtm[0] = 0; } for(int i = loop_start; i < rates_total; i++) { double diff = m_price[i] - m_price[i-1]; m_mtm[i] = diff; m_abs_mtm[i] = MathAbs(diff); } //--- 2. First Smoothing (Slow MA) // Input: m_mtm / m_abs_mtm // Offset: 1 (because momentum starts at index 1) m_slow_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_mtm, m_ema1_mtm, 1); m_slow_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_abs_mtm, m_ema1_abs, 1); //--- 3. Second Smoothing (Fast MA) // Input: m_ema1_mtm / m_ema1_abs // Offset: 1 + slow_period - 1 = slow_period int offset2 = m_slow_p; m_fast_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_ema1_mtm, m_ema2_mtm, offset2); m_fast_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_ema1_abs, m_ema2_abs, offset2); //--- 4. Calculate TSI // Valid from: offset2 + fast_period - 1 = slow_period + fast_period - 1 int tsi_start = m_slow_p + m_fast_p - 1; int loop_start_tsi = MathMax(tsi_start, start_index); if(prev_calculated == 0) ArrayInitialize(tsi_buffer, 0.0); for(int i = loop_start_tsi; i < rates_total; i++) { if(m_ema2_abs[i] > 0.0000001) tsi_buffer[i] = 100.0 * (m_ema2_mtm[i] / m_ema2_abs[i]); else tsi_buffer[i] = 0.0; } //--- 5. Calculate Signal Line m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, tsi_buffer, signal_buffer, tsi_start); } //+------------------------------------------------------------------+ //| 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[]) { 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; 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; }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ 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[]) { 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++) { 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; } //+------------------------------------------------------------------+