//+------------------------------------------------------------------+ //| TSI_Calculator.mqh | //| VERSION 5.00: Unified calculator for TSI and Oscillator. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, 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 //--- Internal Result Buffers double m_tsi_internal[]; double m_signal_internal[]; double m_osc_internal[]; 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); 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); //--- Main Calculation 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_out[], double &signal_out[], double &osc_out[]); //--- Wrapper for Oscillator Only void CalculateOscillatorOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &osc_out[]); 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; 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; 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; 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_out[], double &signal_out[], double &osc_out[]) { 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); ArrayResize(m_tsi_internal, rates_total); ArrayResize(m_signal_internal, rates_total); ArrayResize(m_osc_internal, 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) 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) 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 int tsi_start = m_slow_p + m_fast_p - 1; int loop_start_tsi = MathMax(tsi_start, start_index); for(int i = loop_start_tsi; i < rates_total; i++) { if(m_ema2_abs[i] > 0.0000001) m_tsi_internal[i] = 100.0 * (m_ema2_mtm[i] / m_ema2_abs[i]); else m_tsi_internal[i] = 0.0; } // 5. Calculate Signal Line m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_tsi_internal, m_signal_internal, tsi_start); // 6. Calculate Oscillator & Output int osc_start = tsi_start + m_signal_p - 1; int loop_start_osc = MathMax(osc_start, start_index); for(int i = loop_start_osc; i < rates_total; i++) { m_osc_internal[i] = m_tsi_internal[i] - m_signal_internal[i]; if(ArraySize(tsi_out) == rates_total) tsi_out[i] = m_tsi_internal[i]; if(ArraySize(signal_out) == rates_total) signal_out[i] = m_signal_internal[i]; if(ArraySize(osc_out) == rates_total) osc_out[i] = m_osc_internal[i]; } } //+------------------------------------------------------------------+ //| Calculate Oscillator Only | //+------------------------------------------------------------------+ void CTSICalculator::CalculateOscillatorOnly(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &osc_out[]) { double dummy_tsi[], dummy_signal[]; Calculate(rates_total, prev_calculated, price_type, open, high, low, close, dummy_tsi, dummy_signal, osc_out); } //+------------------------------------------------------------------+ //| Prepare Price (Standard) | //+------------------------------------------------------------------+ 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; }; //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi) | //+------------------------------------------------------------------+ 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; } //+------------------------------------------------------------------+