205 lines
6.7 KiB
MQL5
205 lines
6.7 KiB
MQL5
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/**
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* @file RSI - Concrete Streaming Relative Strength Index indicator using synchronized time-series events and Smoothed Moving Average indicators.
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* @deps IndicatorBase.mqh, BarSeriesBuffer.mqh, SMMA.mqh
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* @state Stateful (Orchestrates input price history, internal gain and loss averages, and output time-series buffers across ticks)
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* @io Source struct pricing tick -> Updates gain and loss averages and underlying time buffers | Request offset index -> Returns historical RSI double value
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* @note AI-assisted code. Independently review and test in a demo environment before live production trading.
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*/
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#ifndef __RSI_MQH__
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#define __RSI_MQH__
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#include "IndicatorBase.mqh"
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#include "SMMA.mqh"
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#include "..\\Storage\\BarSeriesBuffer.mqh"
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//+------------------------------------------------------------------+
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//| RSI |
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//| |
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//| PURPOSE |
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//| ------- |
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//| Streaming Relative Strength Index indicator. |
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//| |
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//| RESPONSIBILITIES |
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//| ---------------- |
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//| • Maintain RSI configuration |
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//| • Calculate price changes |
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//| • Orchestrate gain and loss moving averages |
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//| • Calculate RSI values |
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//| • Persist calculated output |
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//| |
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//| NON-RESPONSIBILITIES |
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//| -------------------- |
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//| • Circular storage implementation |
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//| • Smoothed moving average implementation |
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//| • MT5 lifecycle management |
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//+------------------------------------------------------------------+
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class RSI : public IndicatorBase
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{
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private:
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int m_period;
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CBarSeriesBuffer m_input;
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SMMA m_up;
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SMMA m_down;
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CBarSeriesBuffer m_main;
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public:
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static const int MAIN;
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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RSI()
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{
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m_period = 0;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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~RSI()
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{
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}
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//+------------------------------------------------------------------+
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//| Parameters |
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//+------------------------------------------------------------------+
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void SetParameters(const int period)
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{
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m_period = period;
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}
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//+------------------------------------------------------------------+
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//| Initialize |
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//+------------------------------------------------------------------+
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virtual bool Init()
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{
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if(m_period <= 0)
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return(false);
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if(m_maxBarsBack == 0)
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m_maxBarsBack = m_period;
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if(m_maxBarsBack <= 0)
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return(false);
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if(!m_input.Init(m_period))
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return(false);
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m_up.SetParameters(m_period);
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m_up.SetMaxBarsBack(m_maxBarsBack);
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m_up.SetErrorValue(m_errorValue);
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if(!m_up.Init())
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return(false);
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m_down.SetParameters(m_period);
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m_down.SetMaxBarsBack(m_maxBarsBack);
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m_down.SetErrorValue(m_errorValue);
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if(!m_down.Init())
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return(false);
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if(!m_main.Init(m_maxBarsBack))
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return(false);
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Reset |
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//+------------------------------------------------------------------+
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virtual void Reset()
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{
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m_input.Reset();
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m_up.Reset();
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m_down.Reset();
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m_main.Reset();
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}
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//+------------------------------------------------------------------+
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//| Deinitialize |
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//+------------------------------------------------------------------+
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virtual void DeInit()
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{
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Reset();
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}
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//+------------------------------------------------------------------+
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//| Update |
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//+------------------------------------------------------------------+
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virtual void Update(const Source &src)
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{
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ESeriesEvent event = m_input.Update(src.time, src.value);
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double change = 0.0;
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if(event == SERIES_APPEND ||
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event == SERIES_REPLACE_LAST)
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{
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double previous;
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if(m_input.At(1, previous))
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change = src.value - previous;
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}
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Source upSource;
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upSource.time = src.time;
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upSource.value = MathMax(change, 0.0);
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Source downSource;
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downSource.time = src.time;
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downSource.value = -MathMin(change, 0.0);
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if(event == SERIES_RESET)
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{
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m_up.Reset();
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m_down.Reset();
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m_main.Reset();
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}
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m_up.Update(upSource);
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m_down.Update(downSource);
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double result = m_errorValue;
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double up = m_up.GetValue(0, SMMA::MAIN);
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double down = m_down.GetValue(0, SMMA::MAIN);
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if(m_input.IsFull())
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{
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if(down == 0.0)
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result = 100.0;
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else if(up == 0.0)
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result = 0.0;
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else
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result = 100.0 - (100.0 / (1.0 + (up / down)));
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}
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m_main.Update(src.time, result);
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}
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//+------------------------------------------------------------------+
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//| Value Access |
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//+------------------------------------------------------------------+
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virtual double GetValue(const int index,
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const int lineIndex = 0) const
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{
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if(lineIndex != MAIN)
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return(m_errorValue);
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double value;
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if(!m_main.At(index, value))
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return(m_errorValue);
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return(value);
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}
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};
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const int RSI::MAIN = 0;
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#endif // __RSI_MQH__
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//+------------------------------------------------------------------+
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