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Toh4iem9
309 lines
11 KiB
Plaintext
309 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RSI_Pro_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi RSI Pro. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS 1: CRSIProCalculator (Base Class) |
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//+==================================================================+
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class CRSIProCalculator
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{
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protected:
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int m_rsi_period;
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int m_ma_period;
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double m_deviation;
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ENUM_MA_METHOD m_ma_method;
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//--- Persistent Buffers for Incremental Calculation
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double m_price[];
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double m_rsi_buffer[];
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double m_ma_buffer[];
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double m_upper_band[];
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double m_lower_band[];
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//--- Persistent State for Wilder's Smoothing
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double m_sum_pos;
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double m_sum_neg;
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//--- Updated: Accepts start_index
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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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CRSIProCalculator(void);
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virtual ~CRSIProCalculator(void) {};
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bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev);
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//--- Updated: Accepts prev_calculated
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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 &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CRSIProCalculator::CRSIProCalculator(void) : m_sum_pos(0), m_sum_neg(0)
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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 CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev)
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{
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m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
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m_ma_period = (ma_p < 1) ? 1 : ma_p;
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m_ma_method = ma_m;
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m_deviation = dev;
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m_sum_pos = 0;
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m_sum_neg = 0;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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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[],
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double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[])
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{
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if(rates_total <= m_rsi_period)
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return;
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//--- 1. Determine Start Index
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int start_index;
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if(prev_calculated == 0)
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{
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start_index = 0;
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m_sum_pos = 0;
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m_sum_neg = 0;
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}
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else
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start_index = prev_calculated - 1;
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//--- 2. 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_rsi_buffer, rates_total);
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ArrayResize(m_ma_buffer, rates_total);
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ArrayResize(m_upper_band, rates_total);
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ArrayResize(m_lower_band, rates_total);
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}
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//--- 3. Prepare Price (Optimized)
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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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//--- 4. Calculate RSI (Incremental)
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int i = start_index;
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if(i == 0)
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i = 1; // Skip first bar for diff
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for(; 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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}
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// Reset sums for full loop
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double sum_pos = 0;
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double sum_neg = 0;
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for(i = 1; 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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sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period;
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sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period;
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if(i >= m_rsi_period)
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{
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if(sum_neg > 0)
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m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg)));
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else
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m_rsi_buffer[i] = 100.0;
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}
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else
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m_rsi_buffer[i] = 0;
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}
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//--- 5. Calculate Moving Average on RSI (Optimized)
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int ma_start_pos = m_rsi_period + m_ma_period - 1;
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int loop_start_ma = MathMax(ma_start_pos, start_index);
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for(i = loop_start_ma; i < rates_total; i++)
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{
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switch(m_ma_method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == ma_start_pos)
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{
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double sum = 0;
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for(int j = 0; j < m_ma_period; j++)
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sum += m_rsi_buffer[i-j];
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m_ma_buffer[i] = sum / m_ma_period;
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}
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else
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{
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if(m_ma_method == MODE_EMA)
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{
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double pr = 2.0 / (m_ma_period + 1.0);
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m_ma_buffer[i] = m_rsi_buffer[i] * pr + m_ma_buffer[i-1] * (1.0 - pr);
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}
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else
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m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_ma_period - 1) + m_rsi_buffer[i]) / m_ma_period;
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}
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break;
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case MODE_LWMA:
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{
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double lwma_sum = 0, weight_sum = 0;
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for(int j = 0; j < m_ma_period; j++)
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{
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int weight = m_ma_period - j;
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lwma_sum += m_rsi_buffer[i-j] * weight;
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weight_sum += weight;
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}
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if(weight_sum > 0)
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m_ma_buffer[i] = lwma_sum / weight_sum;
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break;
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}
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default: // MODE_SMA
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{
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double sum = 0;
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for(int j = 0; j < m_ma_period; j++)
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sum += m_rsi_buffer[i-j];
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m_ma_buffer[i] = sum / m_ma_period;
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break;
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}
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}
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}
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//--- 6. Calculate Bollinger Bands (Optimized)
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for(i = loop_start_ma; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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for(int j = 0; j < m_ma_period; j++)
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sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2);
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std_dev_val = sqrt(sum_sq / m_ma_period);
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m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
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m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
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}
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//--- 7. Copy to Output
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// We copy everything to be safe, ArrayCopy is fast
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ArrayCopy(rsi_out, m_rsi_buffer, 0, 0, rates_total);
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ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total);
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ArrayCopy(upper_out, m_upper_band, 0, 0, rates_total);
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ArrayCopy(lower_out, m_lower_band, 0, 0, rates_total);
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}
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//+------------------------------------------------------------------+
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CRSIProCalculator::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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// Optimized copy loop
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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]+close[i]+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: CRSIProCalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CRSIProCalculator_HA : public CRSIProCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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// Internal HA buffers
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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 - Optimized) |
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//+------------------------------------------------------------------+
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bool CRSIProCalculator_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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// Resize internal HA buffers
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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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//--- STRICT CALL: Use the optimized 10-param HA calculation
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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//--- Copy to m_price (Optimized loop)
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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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