mql5/Include/MyIncludes/VIDYA_RSI_Calculator.mqh

//+------------------------------------------------------------------+
//|                                         VIDYA_RSI_Calculator.mqh |
//|         Calculation engine for VIDYA based on RSI.               |
//|                                        Copyright 2025, xxxxxxxx  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"

#include <MyIncludes\HeikinAshi_Tools.mqh>

//+==================================================================+
class CVIDYARSICalculator
  {
protected:
   int               m_rsi_period, m_ema_period;
   double            m_price[];

   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);

public:
                     CVIDYARSICalculator(void) {};
   virtual          ~CVIDYARSICalculator(void) {};

   bool              Init(int rsi_p, int ema_p);
   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[]);
  };

//+------------------------------------------------------------------+
bool CVIDYARSICalculator::Init(int rsi_p, int ema_p)
  {
   m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
   m_ema_period = (ema_p < 1) ? 1 : ema_p;
   return true;
  }

//+------------------------------------------------------------------+
void CVIDYARSICalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &vidya_buffer[])
  {
   int start_pos = m_rsi_period + m_ema_period;
   if(rates_total <= start_pos)
      return;
   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
      return;

   double rsi_buffer[];
   ArrayResize(rsi_buffer, rates_total);

//--- STEP 1: Calculate RSI (Wilder's smoothing) - Logic from RSI_Pro_Calculator
   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)
            rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg)));
         else
            rsi_buffer[i] = 100.0;
        }
     }

//--- STEP 2: Calculate VIDYA using RSI as volatility factor
   double alpha = 2.0 / (m_ema_period + 1.0);
   for(int i = 1; i < rates_total; i++)
     {
      if(i == start_pos)
        {
         double sum=0;
         for(int j=0; j<m_ema_period; j++)
            sum+=m_price[i-j];
         vidya_buffer[i]=sum/m_ema_period;
         continue;
        }
      if(i > start_pos)
        {
         //--- CRITICAL: Create volatility factor from RSI's distance from 50
         double rsi_volatility = MathAbs(rsi_buffer[i] - 50.0) / 50.0;
         vidya_buffer[i] = m_price[i] * alpha * rsi_volatility + vidya_buffer[i-1] * (1 - alpha * rsi_volatility);
        }
     }
  }

// ... (A PreparePriceSeries és a _HA osztály PONTOSAN UGYANAZ MARAD, mint a VIDYA_Calculator-ban) ...
bool CVIDYARSICalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
  {
   ArrayResize(m_price, rates_total);
   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<rates_total; i++)
            m_price[i] = (high[i]+low[i])/2.0;
         break;
      case PRICE_TYPICAL:
         for(int i=0; i<rates_total; i++)
            m_price[i] = (high[i]+low[i]+close[i])/3.0;
         break;
      case PRICE_WEIGHTED:
         for(int i=0; i<rates_total; i++)
            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
         break;
      default:
         return false;
     }
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CVIDYARSICalculator_HA : public CVIDYARSICalculator
  {
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[]) override;
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CVIDYARSICalculator_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);
   ArrayResize(m_price, rates_total);
   switch(price_type)
     {
      case PRICE_CLOSE:
         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
         break;
      case PRICE_OPEN:
         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
         break;
      case PRICE_HIGH:
         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
         break;
      case PRICE_LOW:
         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
         break;
      case PRICE_MEDIAN:
         for(int i=0; i<rates_total; i++)
            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
         break;
      case PRICE_TYPICAL:
         for(int i=0; i<rates_total; i++)
            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
         break;
      case PRICE_WEIGHTED:
         for(int i=0; i<rates_total; i++)
            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
         break;
      default:
         return false;
     }
   return true;
  }
//+------------------------------------------------------------------+