//+------------------------------------------------------------------+ //| TDI_Calculator.mqh | //| VERSION 3.10: Refactored to use RSI_Engine. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CTDICalculator { protected: CRSIEngine *m_rsi_engine; CMovingAverageCalculator m_price_line_engine; CMovingAverageCalculator m_signal_line_engine; CMovingAverageCalculator m_base_line_engine; int m_rsi_period, m_price_period, m_signal_period, m_base_period; double m_std_dev; double m_rsi_buffer[]; double m_price_line[]; double m_base_line[]; virtual void CreateRSIEngine(void); public: CTDICalculator(void); virtual ~CTDICalculator(void); bool Init(int rsi_p, int price_p, int signal_p, int base_p, double dev); 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 &price_line_out[], double &signal_line_out[], double &base_line_out[], double &upper_band_out[], double &lower_band_out[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ CTDICalculator::CTDICalculator(void) { m_rsi_engine = NULL; } CTDICalculator::~CTDICalculator(void) { if(CheckPointer(m_rsi_engine) != POINTER_INVALID) delete m_rsi_engine; } void CTDICalculator::CreateRSIEngine(void) { m_rsi_engine = new CRSIEngine(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CTDICalculator::Init(int rsi_p, int price_p, int signal_p, int base_p, double dev) { m_rsi_period = rsi_p; m_price_period = price_p; m_signal_period = signal_p; m_base_period = base_p; m_std_dev = dev; CreateRSIEngine(); if(!m_rsi_engine.Init(m_rsi_period)) return false; if(!m_price_line_engine.Init(m_price_period, SMA)) return false; if(!m_signal_line_engine.Init(m_signal_period, SMA)) return false; if(!m_base_line_engine.Init(m_base_period, SMA)) return false; return true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CTDICalculator::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 &price_line_out[], double &signal_line_out[], double &base_line_out[], double &upper_band_out[], double &lower_band_out[]) { if(rates_total <= m_rsi_period + m_base_period) return; if(ArraySize(m_rsi_buffer) != rates_total) { ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_price_line, rates_total); ArrayResize(m_base_line, rates_total); } // 1. Calculate RSI m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer); // 2. Calculate Price Line m_price_line_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_price_line, m_rsi_period); ArrayCopy(price_line_out, m_price_line, 0, 0, rates_total); // 3. Calculate Signal Line int signal_start = m_rsi_period + m_price_period - 1; m_signal_line_engine.CalculateOnArray(rates_total, prev_calculated, m_price_line, signal_line_out, signal_start); // 4. Calculate Base Line m_base_line_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_base_line, m_rsi_period); ArrayCopy(base_line_out, m_base_line, 0, 0, rates_total); // 5. Calculate Bands int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int loop_start = MathMax(m_rsi_period + m_base_period - 1, start_index); for(int i = loop_start; i < rates_total; i++) { double sum_sq = 0; for(int j = 0; j < m_base_period; j++) sum_sq += pow(m_rsi_buffer[i-j] - m_base_line[i], 2); double std_dev = sqrt(sum_sq / m_base_period); upper_band_out[i] = m_base_line[i] + m_std_dev * std_dev; lower_band_out[i] = m_base_line[i] - m_std_dev * std_dev; } } //--- HA Subclass class CTDICalculator_HA : public CTDICalculator { protected: virtual void CreateRSIEngine(void) override { m_rsi_engine = new CRSIEngine_HA(); } }; //+------------------------------------------------------------------+