//+------------------------------------------------------------------+ //| VIDYA_RSI_Calculator.mqh | //| Calculation engine for VIDYA based on RSI. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CVIDYARSICalculator { protected: int m_rsi_period, m_ema_period; double m_price[]; virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CVIDYARSICalculator(void) {}; virtual ~CVIDYARSICalculator(void) {}; bool Init(int rsi_p, int ema_p); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]); }; //+------------------------------------------------------------------+ bool CVIDYARSICalculator::Init(int rsi_p, int ema_p) { m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; m_ema_period = (ema_p < 1) ? 1 : ema_p; return true; } //+------------------------------------------------------------------+ void CVIDYARSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]) { int start_pos = m_rsi_period + m_ema_period; if(rates_total <= start_pos) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; double rsi_buffer[]; ArrayResize(rsi_buffer, rates_total); //--- STEP 1: Calculate RSI (Wilder's smoothing) - Logic from RSI_Pro_Calculator double sum_pos = 0, sum_neg = 0; for(int i = 1; i < rates_total; i++) { double diff = m_price[i] - m_price[i-1]; sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period; sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period; if(i >= m_rsi_period) { if(sum_neg > 0) rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); else rsi_buffer[i] = 100.0; } } //--- STEP 2: Calculate VIDYA using RSI as volatility factor double alpha = 2.0 / (m_ema_period + 1.0); for(int i = 1; i < rates_total; i++) { if(i == start_pos) { double sum=0; for(int j=0; j start_pos) { //--- CRITICAL: Create volatility factor from RSI's distance from 50 double rsi_volatility = MathAbs(rsi_buffer[i] - 50.0) / 50.0; vidya_buffer[i] = m_price[i] * alpha * rsi_volatility + vidya_buffer[i-1] * (1 - alpha * rsi_volatility); } } } // ... (A PreparePriceSeries és a _HA osztály PONTOSAN UGYANAZ MARAD, mint a VIDYA_Calculator-ban) ... bool CVIDYARSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_price, rates_total); switch(price_type) { case PRICE_CLOSE: ArrayCopy(m_price, close, 0, 0, rates_total); break; case PRICE_OPEN: ArrayCopy(m_price, open, 0, 0, rates_total); break; case PRICE_HIGH: ArrayCopy(m_price, high, 0, 0, rates_total); break; case PRICE_LOW: ArrayCopy(m_price, low, 0, 0, rates_total); break; case PRICE_MEDIAN: for(int i=0; i