mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-13 04:18:04 +00:00
195 lines
7.4 KiB
Plaintext
195 lines
7.4 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| StochRSI_Slow_Calculator.mqh|
|
|
//| VERSION 2.00: Uses MovingAverage_Engine for smoothing. |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
#include <MyIncludes\RSI_Pro_Calculator.mqh>
|
|
#include <MyIncludes\MovingAverage_Engine.mqh>
|
|
|
|
//+==================================================================+
|
|
//| CLASS: CStochRSI_Slow_Calculator |
|
|
//+==================================================================+
|
|
class CStochRSI_Slow_Calculator
|
|
{
|
|
protected:
|
|
int m_rsi_period, m_k_period;
|
|
|
|
//--- Composition: RSI Engine + 2 MA Engines
|
|
CRSIProCalculator *m_rsi_calculator;
|
|
CMovingAverageCalculator m_slowing_engine; // For Slow %K
|
|
CMovingAverageCalculator m_signal_engine; // For %D
|
|
|
|
//--- Persistent Buffers
|
|
double m_rsi_buffer[];
|
|
double m_raw_k[];
|
|
|
|
double Highest(const double &array[], int period, int current_pos);
|
|
double Lowest(const double &array[], int period, int current_pos);
|
|
|
|
public:
|
|
CStochRSI_Slow_Calculator(void);
|
|
virtual ~CStochRSI_Slow_Calculator(void);
|
|
|
|
//--- Init now takes ENUM_MA_TYPE for both smoothings
|
|
bool Init(int rsi_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
|
|
|
|
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
|
double &k_buffer[], double &d_buffer[]);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Constructor |
|
|
//+------------------------------------------------------------------+
|
|
CStochRSI_Slow_Calculator::CStochRSI_Slow_Calculator(void)
|
|
{
|
|
m_rsi_calculator = new CRSIProCalculator();
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Destructor |
|
|
//+------------------------------------------------------------------+
|
|
CStochRSI_Slow_Calculator::~CStochRSI_Slow_Calculator(void)
|
|
{
|
|
if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
|
|
delete m_rsi_calculator;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Init |
|
|
//+------------------------------------------------------------------+
|
|
bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma)
|
|
{
|
|
m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
|
|
m_k_period = (k_p < 1) ? 1 : k_p;
|
|
|
|
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
|
|
return false;
|
|
|
|
// Init RSI calculator
|
|
if(!m_rsi_calculator.Init(m_rsi_period, 1, SMA, 2.0))
|
|
return false;
|
|
|
|
// Init MA Engines
|
|
if(!m_slowing_engine.Init(slow_p, slow_ma))
|
|
return false;
|
|
if(!m_signal_engine.Init(d_p, d_ma))
|
|
return false;
|
|
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Main Calculation |
|
|
//+------------------------------------------------------------------+
|
|
void CStochRSI_Slow_Calculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
|
|
double &k_buffer[], double &d_buffer[])
|
|
{
|
|
// Minimum bars check
|
|
int min_bars = m_rsi_period + m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod();
|
|
if(rates_total <= min_bars)
|
|
return;
|
|
|
|
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
|
|
return;
|
|
|
|
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
|
|
|
|
if(ArraySize(m_rsi_buffer) != rates_total)
|
|
{
|
|
ArrayResize(m_rsi_buffer, rates_total);
|
|
ArrayResize(m_raw_k, rates_total);
|
|
}
|
|
|
|
//--- 1. Calculate RSI (Incremental)
|
|
double dummy1[], dummy2[], dummy3[];
|
|
m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
|
|
m_rsi_buffer, dummy1, dummy2, dummy3);
|
|
|
|
//--- 2. Calculate Raw %K (Fast %K)
|
|
// RSI valid from: m_rsi_period
|
|
// Raw %K valid from: m_rsi_period + m_k_period - 1
|
|
int raw_k_offset = m_rsi_period + m_k_period - 1;
|
|
int loop_start_k = MathMax(raw_k_offset, start_index);
|
|
|
|
for(int i = loop_start_k; i < rates_total; i++)
|
|
{
|
|
double highest_rsi = Highest(m_rsi_buffer, m_k_period, i);
|
|
double lowest_rsi = Lowest(m_rsi_buffer, m_k_period, i);
|
|
double range = highest_rsi - lowest_rsi;
|
|
|
|
if(range > 0.00001)
|
|
m_raw_k[i] = (m_rsi_buffer[i] - lowest_rsi) / range * 100.0;
|
|
else
|
|
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
|
|
}
|
|
|
|
//--- 3. Calculate Slow %K (Main Line) using Slowing Engine
|
|
// Input: m_raw_k
|
|
// Output: k_buffer
|
|
m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_offset);
|
|
|
|
//--- 4. Calculate %D (Signal Line) using Signal Engine
|
|
// Slow %K valid from: raw_k_offset + slowing_period - 1
|
|
int slow_k_offset = raw_k_offset + m_slowing_engine.GetPeriod() - 1;
|
|
|
|
// Input: k_buffer
|
|
// Output: d_buffer
|
|
m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, slow_k_offset);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Highest |
|
|
//+------------------------------------------------------------------+
|
|
double CStochRSI_Slow_Calculator::Highest(const double &array[], int period, int current_pos)
|
|
{
|
|
double res = array[current_pos];
|
|
for(int i = 1; i < period; i++)
|
|
{
|
|
int index = current_pos - i;
|
|
if(index < 0)
|
|
break;
|
|
if(res < array[index])
|
|
res = array[index];
|
|
}
|
|
return(res);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Lowest |
|
|
//+------------------------------------------------------------------+
|
|
double CStochRSI_Slow_Calculator::Lowest(const double &array[], int period, int current_pos)
|
|
{
|
|
double res = array[current_pos];
|
|
for(int i = 1; i < period; i++)
|
|
{
|
|
int index = current_pos - i;
|
|
if(index < 0)
|
|
break;
|
|
if(res > array[index])
|
|
res = array[index];
|
|
}
|
|
return(res);
|
|
}
|
|
|
|
//+==================================================================+
|
|
//| CLASS 2: CStochRSI_Slow_Calculator_HA (Heikin Ashi) |
|
|
//+==================================================================+
|
|
class CStochRSI_Slow_Calculator_HA : public CStochRSI_Slow_Calculator
|
|
{
|
|
public:
|
|
CStochRSI_Slow_Calculator_HA(void);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
CStochRSI_Slow_Calculator_HA::CStochRSI_Slow_Calculator_HA(void)
|
|
{
|
|
if(CheckPointer(m_rsi_calculator) != POINTER_INVALID)
|
|
delete m_rsi_calculator;
|
|
m_rsi_calculator = new CRSIProCalculator_HA();
|
|
}
|
|
//+------------------------------------------------------------------+
|