//+------------------------------------------------------------------+ //| Inverse_Fisher_RSI_Calculator.mqh | //| Calculation engine for the Inverse Fisher Transform of RSI. | //| VERSION 2.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+==================================================================+ //| CLASS 1: CInverseFisherRSICalculator (Base) | //+==================================================================+ class CInverseFisherRSICalculator { protected: int m_rsi_period; int m_wma_period; //--- Engines CRSIProCalculator *m_rsi_calculator; CMovingAverageCalculator m_wma_engine; //--- Persistent Buffers for Incremental Calculation double m_price[]; double m_rsi_buffer[]; double m_value1[]; // Scaled RSI double m_value2[]; // Smoothed Scaled RSI //--- 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[]); //--- Factory Method for RSI Engine virtual void CreateRSIEngine(void); public: CInverseFisherRSICalculator(void); virtual ~CInverseFisherRSICalculator(void); bool Init(int rsi_period, int wma_period); //--- 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 &ifish_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CInverseFisherRSICalculator::CInverseFisherRSICalculator(void) { m_rsi_calculator = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CInverseFisherRSICalculator::~CInverseFisherRSICalculator(void) { if(CheckPointer(m_rsi_calculator) != POINTER_INVALID) delete m_rsi_calculator; } //+------------------------------------------------------------------+ //| Factory Method | //+------------------------------------------------------------------+ void CInverseFisherRSICalculator::CreateRSIEngine(void) { m_rsi_calculator = new CRSIProCalculator(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CInverseFisherRSICalculator::Init(int rsi_period, int wma_period) { m_rsi_period = (rsi_period < 2) ? 2 : rsi_period; m_wma_period = (wma_period < 1) ? 1 : wma_period; CreateRSIEngine(); // Init RSI with dummy MA params (1, SMA, 2.0) as we only need the RSI line if(CheckPointer(m_rsi_calculator) == POINTER_INVALID || !m_rsi_calculator.Init(m_rsi_period, 1, SMA, 2.0)) return false; // Init WMA Engine (LWMA) if(!m_wma_engine.Init(m_wma_period, LWMA)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CInverseFisherRSICalculator::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 &ifish_buffer[]) { int start_pos = m_rsi_period + m_wma_period; if(rates_total <= start_pos) return; int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; // Resize Buffers if(ArraySize(m_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_value1, rates_total); ArrayResize(m_value2, rates_total); } if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 1. Calculate RSI (Delegated to Engine) double dummy1[], dummy2[], dummy3[]; // Note: RSI engine handles its own price preparation internally! // We pass the raw OHLC arrays and price_type. m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer, dummy1, dummy2, dummy3); //--- 2. Scale RSI (Incremental) // RSI valid from: m_rsi_period int loop_start_scale = MathMax(m_rsi_period, start_index); for(int i = loop_start_scale; i < rates_total; i++) { // Scale RSI from 0..100 to -5..+5 m_value1[i] = 0.1 * (m_rsi_buffer[i] - 50.0); } //--- 3. Smooth with WMA (Using Engine) // Offset: m_rsi_period m_wma_engine.CalculateOnArray(rates_total, prev_calculated, m_value1, m_value2, m_rsi_period); //--- 4. Apply Inverse Fisher Transform (Incremental) // Valid from: m_rsi_period + m_wma_period - 1 int ifish_start = m_rsi_period + m_wma_period - 1; int loop_start_ifish = MathMax(ifish_start, start_index); for(int i = loop_start_ifish; i < rates_total; i++) { double x = m_value2[i]; // Avoid overflow with exp(2x) if(x > 10) x = 10; if(x < -10) x = -10; double exp2x = exp(2.0 * x); ifish_buffer[i] = (exp2x - 1.0) / (exp2x + 1.0); } } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CInverseFisherRSICalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { // This method is just a placeholder for the base class. // The RSI calculator handles its own data preparation internally. return true; } //+==================================================================+ //| CLASS 2: CInverseFisherRSICalculator_HA | //+==================================================================+ class CInverseFisherRSICalculator_HA : public CInverseFisherRSICalculator { protected: virtual void CreateRSIEngine(void) override; }; //+------------------------------------------------------------------+ //| Factory Method for HA RSI Engine | //+------------------------------------------------------------------+ void CInverseFisherRSICalculator_HA::CreateRSIEngine(void) { m_rsi_calculator = new CRSIProCalculator_HA(); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+