//+------------------------------------------------------------------+ //| TDI_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi TDI. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CTDICalculator (Standard) | //| | //+==================================================================+ class CTDICalculator { protected: int m_rsi_period; int m_price_period; int m_signal_period; int m_base_period; double m_std_dev; double m_price[]; double m_rsi_buffer[]; double m_price_line[]; double m_signal_line[]; double m_base_line[]; double m_upper_band[]; double m_lower_band[]; double CalculateSMA(int position, int period, const double &source_buffer[]); virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); 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, 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: Initialization | //+------------------------------------------------------------------+ bool CTDICalculator::Init(int rsi_p, int price_p, int signal_p, int base_p, double dev) { m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; m_price_period = (price_p < 1) ? 1 : price_p; m_signal_period = (signal_p < 1) ? 1 : signal_p; m_base_period = (base_p < 1) ? 1 : base_p; m_std_dev = (dev <= 0) ? 1.618 : dev; return true; } //+------------------------------------------------------------------+ //| CTDICalculator: Main Calculation Method | //+------------------------------------------------------------------+ void CTDICalculator::Calculate(int rates_total, 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) return; ArrayResize(m_price, rates_total); ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_price_line, rates_total); ArrayResize(m_signal_line, rates_total); ArrayResize(m_base_line, rates_total); ArrayResize(m_upper_band, rates_total); ArrayResize(m_lower_band, rates_total); if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; 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) m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); else m_rsi_buffer[i] = 100.0; } } for(int i = m_rsi_period + m_price_period; i < rates_total; i++) m_price_line[i] = CalculateSMA(i, m_price_period, m_rsi_buffer); for(int i = m_rsi_period + m_price_period + m_signal_period; i < rates_total; i++) m_signal_line[i] = CalculateSMA(i, m_signal_period, m_price_line); for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++) m_base_line[i] = CalculateSMA(i, m_base_period, m_price_line); for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++) { double std_dev_val = 0, sum_sq = 0; for(int j = 0; j < m_base_period; j++) sum_sq += pow(m_price_line[i-j] - m_base_line[i], 2); std_dev_val = sqrt(sum_sq / m_base_period); m_upper_band[i] = m_base_line[i] + m_std_dev * std_dev_val; m_lower_band[i] = m_base_line[i] - m_std_dev * std_dev_val; } ArrayCopy(price_line_out, m_price_line, 0, 0, rates_total); ArrayCopy(signal_line_out, m_signal_line, 0, 0, rates_total); ArrayCopy(base_line_out, m_base_line, 0, 0, rates_total); ArrayCopy(upper_band_out, m_upper_band, 0, 0, rates_total); ArrayCopy(lower_band_out, m_lower_band, 0, 0, rates_total); } //+------------------------------------------------------------------+ //| CTDICalculator: Prepares the source price series. | //+------------------------------------------------------------------+ bool CTDICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { 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 0) ? sum / period : 0; } //+==================================================================+ //| | //| CLASS 2: CTDICalculator_HA (Heikin Ashi) | //| | //+==================================================================+ class CTDICalculator_HA : public CTDICalculator { private: CHeikinAshi_Calculator m_ha_calculator; protected: virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); }; //+------------------------------------------------------------------+ //| CTDICalculator_HA: Prepares the source price series. | //+------------------------------------------------------------------+ bool CTDICalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { double ha_open[], ha_high[], ha_low[], ha_close[]; ArrayResize(ha_open, rates_total); ArrayResize(ha_high, rates_total); ArrayResize(ha_low, rates_total); ArrayResize(ha_close, rates_total); m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); //--- The HA version ALWAYS uses the HA Close price for the RSI calculation ArrayCopy(m_price, ha_close, 0, 0, rates_total); return true; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+