//+------------------------------------------------------------------+ //| Inverse_Fisher_RSI_Calculator.mqh | //| VERSION 3.00: Refactored to use RSI_Engine. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CInverseFisherRSICalculator { protected: CRSIEngine *m_rsi_engine; CMovingAverageCalculator m_wma_engine; int m_rsi_period, m_wma_period; double m_rsi_buffer[], m_value1[], m_value2[]; virtual void CreateRSIEngine(void); public: CInverseFisherRSICalculator(void); virtual ~CInverseFisherRSICalculator(void); bool Init(int rsi_period, int wma_period); 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[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CInverseFisherRSICalculator::CInverseFisherRSICalculator(void) { m_rsi_engine = NULL; } CInverseFisherRSICalculator::~CInverseFisherRSICalculator(void) { if(CheckPointer(m_rsi_engine) != POINTER_INVALID) delete m_rsi_engine; } void CInverseFisherRSICalculator::CreateRSIEngine(void) { m_rsi_engine = new CRSIEngine(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CInverseFisherRSICalculator::Init(int rsi_period, int wma_period) { m_rsi_period = rsi_period; m_wma_period = wma_period; CreateRSIEngine(); if(!m_rsi_engine.Init(m_rsi_period)) return false; if(!m_wma_engine.Init(m_wma_period, LWMA)) return false; return true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ 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[]) { if(rates_total <= m_rsi_period + m_wma_period) return; if(ArraySize(m_rsi_buffer) != rates_total) { ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_value1, rates_total); ArrayResize(m_value2, rates_total); } // 1. Calculate RSI m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer); // 2. Scale RSI int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int loop_start = MathMax(m_rsi_period, start_index); for(int i = loop_start; i < rates_total; i++) m_value1[i] = 0.1 * (m_rsi_buffer[i] - 50.0); // 3. Smooth with WMA m_wma_engine.CalculateOnArray(rates_total, prev_calculated, m_value1, m_value2, m_rsi_period); // 4. Inverse Fisher int loop_start_ifish = MathMax(m_rsi_period + m_wma_period - 1, start_index); for(int i = loop_start_ifish; i < rates_total; i++) { double x = m_value2[i]; 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); } } //--- HA Subclass class CInverseFisherRSICalculator_HA : public CInverseFisherRSICalculator { protected: virtual void CreateRSIEngine(void) override { m_rsi_engine = new CRSIEngine_HA(); } }; //+------------------------------------------------------------------+