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Toh4iem9
272 lines
9.8 KiB
Plaintext
272 lines
9.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| TSI_Calculator.mqh |
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//| VERSION 2.10: Fixed initialization bug (zero fill). |
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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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#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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ENUM_MA_METHOD m_signal_ma_type;
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//--- Persistent Buffers for Incremental Calculation
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double m_price[];
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double m_ema1_mtm[], m_ema1_abs[];
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double m_ema2_mtm[], m_ema2_abs[];
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//--- Engine for Signal Line
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CMovingAverageCalculator *m_signal_ma_engine;
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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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CTSICalculator(void);
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virtual ~CTSICalculator(void);
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bool Init(int slow_p, int fast_p, int signal_p, ENUM_MA_METHOD signal_ma);
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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 &tsi_buffer[], double &signal_buffer[]);
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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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m_signal_ma_engine = new CMovingAverageCalculator();
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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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if(CheckPointer(m_signal_ma_engine) != POINTER_INVALID)
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delete m_signal_ma_engine;
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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, int fast_p, int signal_p, ENUM_MA_METHOD 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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m_signal_ma_type = signal_ma;
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if(!m_signal_ma_engine.Init(m_signal_p, (ENUM_MA_TYPE)m_signal_ma_type))
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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 (Optimized) |
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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_buffer[], double &signal_buffer[])
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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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//--- 1. Determine Start Index
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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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_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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}
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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 First Smoothing (Slow EMA)
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double pr_slow = 2.0 / (m_slow_p + 1.0);
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int loop_start_1 = MathMax(1, start_index); // Momentum needs i-1
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// Initialization for first bar
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if(loop_start_1 == 1)
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{
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m_ema1_mtm[0] = 0;
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m_ema1_abs[0] = 0;
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}
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for(int i = loop_start_1; i < rates_total; i++)
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{
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double momentum = m_price[i] - m_price[i-1];
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double abs_momentum = MathAbs(momentum);
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m_ema1_mtm[i] = momentum * pr_slow + m_ema1_mtm[i-1] * (1.0 - pr_slow);
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m_ema1_abs[i] = abs_momentum * pr_slow + m_ema1_abs[i-1] * (1.0 - pr_slow);
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}
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//--- 5. Calculate Second Smoothing (Fast EMA)
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double pr_fast = 2.0 / (m_fast_p + 1.0);
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if(loop_start_1 == 1)
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{
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m_ema2_mtm[0] = 0;
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m_ema2_abs[0] = 0;
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}
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for(int i = loop_start_1; i < rates_total; i++)
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{
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m_ema2_mtm[i] = m_ema1_mtm[i] * pr_fast + m_ema2_mtm[i-1] * (1.0 - pr_fast);
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m_ema2_abs[i] = m_ema1_abs[i] * pr_fast + m_ema2_abs[i-1] * (1.0 - pr_fast);
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}
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//--- 6. Calculate TSI
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int tsi_start = m_slow_p + m_fast_p - 2; // Warmup period
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int loop_start_tsi = MathMax(tsi_start, start_index);
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// FIX: Initialize buffer with 0.0 on full recalc to avoid garbage in Signal Line input
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if(prev_calculated == 0)
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ArrayInitialize(tsi_buffer, 0.0);
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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)
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tsi_buffer[i] = 100 * (m_ema2_mtm[i] / m_ema2_abs[i]);
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else
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tsi_buffer[i] = 0;
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}
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//--- 7. Calculate Signal Line (Using Engine)
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// We pass tsi_buffer as 'close' price.
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m_signal_ma_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE,
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tsi_buffer, tsi_buffer, tsi_buffer, tsi_buffer,
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signal_buffer);
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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 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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// 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]+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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// 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 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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// 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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