mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
109 lines
4.3 KiB
Plaintext
109 lines
4.3 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| RSI_Pro_Calculator.mqh |
|
|
//| VERSION 4.00: Refactored to use RSI_Engine. |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
#include <MyIncludes\RSI_Engine.mqh>
|
|
#include <MyIncludes\MovingAverage_Engine.mqh>
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
class CRSIProCalculator
|
|
{
|
|
protected:
|
|
CRSIEngine *m_rsi_engine;
|
|
CMovingAverageCalculator m_ma_engine;
|
|
|
|
int m_rsi_period, m_ma_period;
|
|
double m_deviation;
|
|
|
|
//--- Internal Buffers
|
|
double m_rsi_buffer[];
|
|
double m_ma_buffer[];
|
|
|
|
virtual void CreateEngine(void);
|
|
|
|
public:
|
|
CRSIProCalculator(void);
|
|
virtual ~CRSIProCalculator(void);
|
|
|
|
bool Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, 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 &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
CRSIProCalculator::CRSIProCalculator(void) { m_rsi_engine = NULL; }
|
|
CRSIProCalculator::~CRSIProCalculator(void) { if(CheckPointer(m_rsi_engine) != POINTER_INVALID) delete m_rsi_engine; }
|
|
|
|
void CRSIProCalculator::CreateEngine(void) { m_rsi_engine = new CRSIEngine(); }
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, double dev)
|
|
{
|
|
m_rsi_period = rsi_p;
|
|
m_ma_period = ma_p;
|
|
m_deviation = dev;
|
|
CreateEngine();
|
|
if(!m_rsi_engine.Init(m_rsi_period))
|
|
return false;
|
|
if(!m_ma_engine.Init(m_ma_period, ma_m))
|
|
return false;
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CRSIProCalculator::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 &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[])
|
|
{
|
|
if(rates_total <= m_rsi_period)
|
|
return;
|
|
|
|
if(ArraySize(m_rsi_buffer) != rates_total)
|
|
{
|
|
ArrayResize(m_rsi_buffer, rates_total);
|
|
ArrayResize(m_ma_buffer, rates_total);
|
|
}
|
|
|
|
// 1. Calculate RSI
|
|
m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer);
|
|
|
|
// 2. Calculate MA
|
|
m_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_rsi_buffer, m_ma_buffer, m_rsi_period);
|
|
|
|
// 3. Calculate Bands
|
|
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
|
int loop_start = MathMax(m_rsi_period + m_ma_period - 1, start_index);
|
|
|
|
for(int i = loop_start; i < rates_total; i++)
|
|
{
|
|
double sum_sq = 0;
|
|
for(int j = 0; j < m_ma_period; j++)
|
|
sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2);
|
|
double std_dev = sqrt(sum_sq / m_ma_period);
|
|
|
|
rsi_out[i] = m_rsi_buffer[i];
|
|
ma_out[i] = m_ma_buffer[i];
|
|
upper_out[i] = m_ma_buffer[i] + m_deviation * std_dev;
|
|
lower_out[i] = m_ma_buffer[i] - m_deviation * std_dev;
|
|
}
|
|
}
|
|
|
|
//--- HA Subclass
|
|
class CRSIProCalculator_HA : public CRSIProCalculator
|
|
{
|
|
protected:
|
|
virtual void CreateEngine(void) override { m_rsi_engine = new CRSIEngine_HA(); }
|
|
};
|
|
//+------------------------------------------------------------------+
|