//+------------------------------------------------------------------+ //| RSIH_Calculator.mqh | //| Calculation engine for Ehlers' RSI with Hann Windowing. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CRSIHCalculator (Base Class) | //| | //+==================================================================+ class CRSIHCalculator { protected: int m_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: CRSIHCalculator(void) {}; virtual ~CRSIHCalculator(void) {}; bool Init(int period); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsih_buffer[]); }; //+------------------------------------------------------------------+ bool CRSIHCalculator::Init(int period) { m_period = (period < 2) ? 2 : period; return true; } //+------------------------------------------------------------------+ //| RESTORED: Original, definition-true FIR-based calculation | //| based on Ehlers' EasyLanguage code. | //+------------------------------------------------------------------+ void CRSIHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &rsih_buffer[]) { if(rates_total < m_period + 1) return; if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; // Full recalculation for stability for(int i = m_period; i < rates_total; i++) { double cu = 0.0; double cd = 0.0; // Inner loop to calculate Hann-windowed CU and CD over the lookback period for(int j = 1; j <= m_period; j++) { // Ehlers' EasyLanguage: Close[count-1] - Close[count] // In our chronological array (non-timeseries), this corresponds to: // count=1 -> m_price[i-1] - m_price[i] (most recent) // count=m_period -> m_price[i-m_period] - m_price[i-m_period-1] (oldest) // Let's use a consistent diff: m_price[i-j+1] - m_price[i-j] double diff = m_price[i - j + 1] - m_price[i - j]; // Hann Windowing Weight, where j corresponds to Ehlers' 'count' double weight = 1.0 - cos(2 * M_PI * j / (m_period + 1.0)); if(diff > 0) cu += diff * weight; else cd += -diff * weight; } if(cu + cd > 0) rsih_buffer[i] = (cu - cd) / (cu + cd); else rsih_buffer[i] = (i > 0) ? rsih_buffer[i-1] : 0.0; // Fallback to previous or 0 } } //+------------------------------------------------------------------+ bool CRSIHCalculator::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