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refactor(indicators): Optimized for incremental calculation

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Indicators/MyIndicators/TDI_CMO_Pro.md
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@@ -31,12 +31,11 @@ The calculation is a multi-stage process that begins with the CMO and then build
2. **Rescale the CMO:** This is the critical step. The TDI system is designed for an oscillator in the 0-100 range. Therefore, the CMO's output is rescaled from [-100, +100] to [0, 100].
$\text{Rescaled CMO}_i = \frac{\text{CMO}_i + 100}{2}$
3. **Calculate the Price Line:** The Price Line is a short-period Simple Moving Average (SMA) of the `Rescaled CMO`.
$\text{Price Line}_i = \text{SMA}(\text{Rescaled CMO}, \text{Price Line Period})$
3. **Calculate the Price Line:** The Price Line is a short-period Moving Average of the `Rescaled CMO`.
* *Classic TDI uses SMA.*
4. **Calculate the Signal and Base Lines:** Both are SMAs calculated on the `Price Line`.
$\text{Signal Line}_i = \text{SMA}(\text{Price Line}, \text{Signal Line Period})$
$\text{Base Line}_i = \text{SMA}(\text{Price Line}, \text{Base Line Period})$
4. **Calculate the Signal and Base Lines:** Both are Moving Averages calculated on the `Price Line`.
* *Classic TDI uses SMA.*
5. **Calculate the Volatility Bands:** These are Bollinger Bands, but with a unique twist. The standard deviation is calculated on the `Rescaled CMO` over the `Base Line Period`. The resulting bands are then plotted around the `Base Line`.
$\text{StdDev} = \text{StandardDeviation}(\text{Rescaled CMO}, \text{Base Line Period})$
@@ -45,22 +44,34 @@ The calculation is a multi-stage process that begins with the CMO and then build
## 3. MQL5 Implementation Details
The implementation follows our standard, robust, and object-oriented framework.
Our MQL5 implementation follows a modern, component-based, object-oriented design.
* **Modular Calculator Engine (`TDI_CMO_Calculator.mqh`):** All mathematical logic is encapsulated in a dedicated include file. The engine efficiently performs the entire calculation chain, from the base CMO calculation and rescaling to the final band calculation.
* **Full Engine Integration:**
The calculator (`TDI_CMO_Calculator.mqh`) orchestrates **four** powerful engines:
1. **CMO Engine:** Computes the base Chande Momentum Oscillator.
2. **Price Line Engine:** Smooths the rescaled CMO (using `MovingAverage_Engine.mqh`).
3. **Signal Line Engine:** Smooths the Price Line (using `MovingAverage_Engine.mqh`).
4. **Base Line Engine:** Smooths the Price Line (using `MovingAverage_Engine.mqh`).
This architecture allows for extreme flexibility (e.g., using DEMA for all lines) while maintaining code consistency.
* **Object-Oriented Design (Inheritance):** A `CTDICMOCalculator` base class and a `CTDICMOCalculator_HA` derived class are used to cleanly separate the logic for standard and Heikin Ashi price sources without code duplication.
* **Optimized Incremental Calculation (O(1)):**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* **State Tracking:** It utilizes `prev_calculated` to process only new bars.
* **Persistent Buffers:** Internal buffers persist their state between ticks.
* **Robust Offset Handling:** The engine correctly handles the initialization periods of the chained calculations.
* **Simplified Main Indicator (`TDI_CMO_Pro.mq5`):** The main `.mq5` file is a clean "wrapper" responsible for handling user inputs and delegating the calculation to the appropriate calculator object.
* **Object-Oriented Design:**
* The Heikin Ashi version (`CTDICMOCalculator_HA`) is achieved simply by instructing the main calculator to instantiate the Heikin Ashi version of the CMO module.
## 4. Parameters (`TDI_CMO_Pro.mq5`)
## 4. Parameters
* **CMO Period (`InpCmoPeriod`):** The lookback period for the base Chande Momentum Oscillator.
* **Price Line Period (`InpPriceLinePeriod`):** The smoothing period for the fast (green) line. Default is `2`.
* **Signal Line Period (`InpSignalLinePeriod`):** The smoothing period for the short-term signal (red) line. Default is `7`.
* **Base Line Period (`InpBaseLinePeriod`):** The smoothing period for the medium-term market sentiment (orange) line. Default is `34`.
* **Bands Deviation (`InpBandsDeviation`):** The multiplier for the volatility bands. Default is `1.618`.
* **Applied Price (`InpSourcePrice`):** The source price for the calculation (Standard or Heikin Ashi).
* **Price Line Period (`InpPriceLinePeriod`):** The smoothing period for the fast (green) line. (Default: `2`).
* **Signal Line Period (`InpSignalLinePeriod`):** The smoothing period for the short-term signal (red) line. (Default: `7`).
* **Base Line Period (`InpBaseLinePeriod`):** The smoothing period for the medium-term market sentiment (orange) line. (Default: `34`).
* **Bands Deviation (`InpBandsDeviation`):** The multiplier for the volatility bands. (Default: `1.618`).
* **Applied Price (`InpSourcePrice`):** The source price for the calculation. (Standard or Heikin Ashi).
* **MA Method (`InpMAMethod`):** The type of moving average to use for all lines. Set to **SMA** for classic TDI behavior. Supports: **SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA**. (Default: `SMA`).
## 5. Suggested Settings for the CMO Indicator Family
@@ -68,16 +79,16 @@ To use the `CMO_Pro`, `VIDYA_Pro`, and `TDI_CMO_Pro` as a coherent system, their
| Indicator | Parameter | **Standard Setting (13)** | **Fast Setting (8)** |
| ----------------- | --------------------- | :-----------------------: | :------------------: |
| **CMO_Pro** | `InpPeriodCMO` | **13** | **8** |
| **CMO_Pro** | `InpPeriodCMO` | **13** | **8** |
| | | | |
| **VIDYA_Pro** | `InpPeriodCMO` | **13** | **8** |
| | `InpPeriodEMA` | `12` | `8` |
| **VIDYA_Pro** | `InpPeriodCMO` | **13** | **8** |
| | `InpPeriodEMA` | `12` | `8` |
| | | | |
| **TDI_CMO_Pro** | `InpCmoPeriod` | **13** | **8** |
| | `InpPriceLinePeriod` | `2` | `2` |
| | `InpSignalLinePeriod` | `7` | `5` |
| | `InpBaseLinePeriod` | `34` | `34` |
| | `InpBandsDeviation` | `1.618` | `1.618` |
| **TDI_CMO_Pro** | `InpCmoPeriod` | **13** | **8** |
| | `InpPriceLinePeriod` | `2` | `2` |
| | `InpSignalLinePeriod` | `7` | `5` |
| | `InpBaseLinePeriod` | `34` | `34` |
| | `InpBandsDeviation` | `1.618` | `1.618` |
### Rationale for Settings