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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
225 lines
8.9 KiB
Plaintext
225 lines
8.9 KiB
Plaintext
//+------------------------------------------------------------------+
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//| TSI_Engine.mqh |
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//| Core calculation engine for all TSI-based indicators. |
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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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//| |
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//| CLASS 1: CTSICalculator (Base Class) |
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//| |
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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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double m_price[];
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virtual bool PreparePriceSeries(int rates_total, 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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void Calculate(int rates_total, 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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// ... (A teljes Init, Calculate, PreparePriceSeries metódusok ide másolva a javított TSI_Calculator.mqh-ból) ...
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//+------------------------------------------------------------------+
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//| CTSICalculator: Initialization |
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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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return true;
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}
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//+------------------------------------------------------------------+
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//| CTSICalculator: Main Calculation Method (Shared Logic) |
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//+------------------------------------------------------------------+
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void CTSICalculator::Calculate(int rates_total, 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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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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double momentum[], abs_momentum[];
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ArrayResize(momentum, rates_total);
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ArrayResize(abs_momentum, rates_total);
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for(int i=1; i<rates_total; i++)
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{
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momentum[i] = m_price[i] - m_price[i-1];
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abs_momentum[i] = MathAbs(momentum[i]);
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}
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double ema1_mtm[], ema1_abs[];
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ArrayResize(ema1_mtm, rates_total);
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ArrayResize(ema1_abs, rates_total);
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double pr_slow = 2.0 / (m_slow_p + 1.0);
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for(int i=1; i<rates_total; i++)
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{
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ema1_mtm[i] = momentum[i] * pr_slow + ema1_mtm[i-1] * (1.0 - pr_slow);
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ema1_abs[i] = abs_momentum[i] * pr_slow + ema1_abs[i-1] * (1.0 - pr_slow);
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}
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double ema2_mtm[], ema2_abs[];
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ArrayResize(ema2_mtm, rates_total);
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ArrayResize(ema2_abs, rates_total);
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double pr_fast = 2.0 / (m_fast_p + 1.0);
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for(int i=1; i<rates_total; i++)
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{
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ema2_mtm[i] = ema1_mtm[i] * pr_fast + ema2_mtm[i-1] * (1.0 - pr_fast);
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ema2_abs[i] = ema1_abs[i] * pr_fast + ema2_abs[i-1] * (1.0 - pr_fast);
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}
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int tsi_start = m_slow_p + m_fast_p - 2;
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for(int i = tsi_start; i < rates_total; i++)
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{
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if(ema2_abs[i] > 0)
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tsi_buffer[i] = 100 * (ema2_mtm[i] / ema2_abs[i]);
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}
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int signal_start = tsi_start + m_signal_p - 1;
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for(int i = signal_start; i < rates_total; i++)
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{
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switch(m_signal_ma_type)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == signal_start)
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{
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double sum=0;
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for(int j=0; j<m_signal_p; j++)
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sum+=tsi_buffer[i-j];
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signal_buffer[i]=sum/m_signal_p;
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}
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else
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{
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if(m_signal_ma_type==MODE_EMA)
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{
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double pr=2.0/(m_signal_p+1.0);
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signal_buffer[i]=tsi_buffer[i]*pr+signal_buffer[i-1]*(1.0-pr);
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}
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else
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signal_buffer[i]=(signal_buffer[i-1]*(m_signal_p-1)+tsi_buffer[i])/m_signal_p;
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}
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break;
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case MODE_LWMA:
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{double sum=0,w_sum=0; for(int j=0; j<m_signal_p; j++) {int w=m_signal_p-j; sum+=tsi_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) signal_buffer[i]=sum/w_sum;}
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break;
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default:
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{double sum=0; for(int j=0; j<m_signal_p; j++) sum+=tsi_buffer[i-j]; signal_buffer[i]=sum/m_signal_p;}
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break;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| CTSICalculator: Prepares the standard source price. |
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//+------------------------------------------------------------------+
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bool CTSICalculator::PreparePriceSeries(int rates_total, 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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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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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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for(int i=0; i<rates_total; i++)
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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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for(int i=0; i<rates_total; i++)
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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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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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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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//+==================================================================+
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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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protected:
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virtual bool PreparePriceSeries(int rates_total, 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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//| CTSICalculator_HA: Prepares the HA source price. |
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//+------------------------------------------------------------------+
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bool CTSICalculator_HA::PreparePriceSeries(int rates_total, 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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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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