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Toh4iem9
288 lines
11 KiB
Plaintext
288 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| TSI_Calculator.mqh |
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//| VERSION 5.00: Unified calculator for TSI and Oscillator. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//+==================================================================+
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//| CLASS 1: CTSICalculator (Base Class) |
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//+==================================================================+
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class CTSICalculator
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{
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protected:
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int m_slow_p, m_fast_p, m_signal_p;
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//--- Engines for Core Calculation (Double Smoothing)
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CMovingAverageCalculator m_slow_mtm_engine;
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CMovingAverageCalculator m_fast_mtm_engine;
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CMovingAverageCalculator m_slow_abs_engine;
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CMovingAverageCalculator m_fast_abs_engine;
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//--- Engine for Signal Line
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CMovingAverageCalculator m_signal_ma_engine;
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//--- Persistent Buffers
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double m_price[];
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double m_mtm[], m_abs_mtm[]; // Raw Momentum
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double m_ema1_mtm[], m_ema1_abs[]; // First Smoothing
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double m_ema2_mtm[], m_ema2_abs[]; // Second Smoothing
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//--- Internal Result Buffers
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double m_tsi_internal[];
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double m_signal_internal[];
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double m_osc_internal[];
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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[]);
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public:
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CTSICalculator(void);
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virtual ~CTSICalculator(void);
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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);
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//--- Main Calculation
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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[],
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double &tsi_out[], double &signal_out[], double &osc_out[]);
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//--- Wrapper for Oscillator Only
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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[],
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double &osc_out[]);
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int GetPeriodSlow() const { return m_slow_p; }
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int GetPeriodFast() const { return m_fast_p; }
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int GetPeriodSignal() const { return m_signal_p; }
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CTSICalculator::CTSICalculator(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CTSICalculator::~CTSICalculator(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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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)
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{
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m_slow_p = (slow_p < 1) ? 1 : slow_p;
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m_fast_p = (fast_p < 1) ? 1 : fast_p;
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m_signal_p = (signal_p < 1) ? 1 : signal_p;
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if(!m_slow_mtm_engine.Init(m_slow_p, slow_ma))
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return false;
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if(!m_fast_mtm_engine.Init(m_fast_p, fast_ma))
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return false;
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if(!m_slow_abs_engine.Init(m_slow_p, slow_ma))
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return false;
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if(!m_fast_abs_engine.Init(m_fast_p, fast_ma))
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return false;
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if(!m_signal_ma_engine.Init(m_signal_p, signal_ma))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation |
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//+------------------------------------------------------------------+
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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[],
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double &tsi_out[], double &signal_out[], double &osc_out[])
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{
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if(rates_total <= m_slow_p + m_fast_p + m_signal_p)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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// Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_mtm, rates_total);
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ArrayResize(m_abs_mtm, rates_total);
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ArrayResize(m_ema1_mtm, rates_total);
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ArrayResize(m_ema1_abs, rates_total);
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ArrayResize(m_ema2_mtm, rates_total);
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ArrayResize(m_ema2_abs, rates_total);
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ArrayResize(m_tsi_internal, rates_total);
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ArrayResize(m_signal_internal, rates_total);
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ArrayResize(m_osc_internal, rates_total);
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}
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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// 1. Calculate Momentum (Raw)
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int loop_start = MathMax(1, start_index);
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if(loop_start == 1)
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{
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m_mtm[0] = 0;
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m_abs_mtm[0] = 0;
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}
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for(int i = loop_start; i < rates_total; i++)
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{
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double diff = m_price[i] - m_price[i-1];
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m_mtm[i] = diff;
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m_abs_mtm[i] = MathAbs(diff);
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}
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// 2. First Smoothing (Slow MA)
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m_slow_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_mtm, m_ema1_mtm, 1);
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m_slow_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_abs_mtm, m_ema1_abs, 1);
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// 3. Second Smoothing (Fast MA)
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int offset2 = m_slow_p;
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m_fast_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_ema1_mtm, m_ema2_mtm, offset2);
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m_fast_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_ema1_abs, m_ema2_abs, offset2);
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// 4. Calculate TSI
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int tsi_start = m_slow_p + m_fast_p - 1;
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int loop_start_tsi = MathMax(tsi_start, start_index);
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for(int i = loop_start_tsi; i < rates_total; i++)
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{
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if(m_ema2_abs[i] > 0.0000001)
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m_tsi_internal[i] = 100.0 * (m_ema2_mtm[i] / m_ema2_abs[i]);
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else
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m_tsi_internal[i] = 0.0;
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}
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// 5. Calculate Signal Line
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m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_tsi_internal, m_signal_internal, tsi_start);
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// 6. Calculate Oscillator & Output
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int osc_start = tsi_start + m_signal_p - 1;
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int loop_start_osc = MathMax(osc_start, start_index);
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for(int i = loop_start_osc; i < rates_total; i++)
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{
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m_osc_internal[i] = m_tsi_internal[i] - m_signal_internal[i];
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if(ArraySize(tsi_out) == rates_total)
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tsi_out[i] = m_tsi_internal[i];
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if(ArraySize(signal_out) == rates_total)
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signal_out[i] = m_signal_internal[i];
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if(ArraySize(osc_out) == rates_total)
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osc_out[i] = m_osc_internal[i];
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate Oscillator Only |
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//+------------------------------------------------------------------+
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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[],
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double &osc_out[])
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{
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double dummy_tsi[], dummy_signal[];
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Calculate(rates_total, prev_calculated, price_type, open, high, low, close, dummy_tsi, dummy_signal, osc_out);
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard) |
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//+------------------------------------------------------------------+
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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[])
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{
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i] + low[i] + 2 * close[i]) / 4.0;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CTSICalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CTSICalculator_HA : public CTSICalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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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;
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};
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi) |
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//+------------------------------------------------------------------+
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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[])
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2 * m_ha_close[i]) / 4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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