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refactor: Optimized for incremental calculation

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This commit is contained in:
Toh4iem9
2025-11-30 13:30:00 +01:00
parent a5ad9f1c95
commit 0a3df68936
1 changed files with 42 additions and 23 deletions
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Indicators/MyIndicators/RSI_PercentB.mq5
+42 -23
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@@ -1,12 +1,10 @@
//+------------------------------------------------------------------+
//| RSI_PercentB.mq5 |
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "1.10"
#property version "1.20" // Optimized for incremental calculation
#property description "RSI %B. Shows the position of the RSI line relative to its Bollinger Bands."
#property description "Includes a full range of standard and Heikin Ashi price sources."
#property indicator_separate_window
#property indicator_buffers 1
@@ -38,11 +36,15 @@ input double InpBandsDev = 2.0;
//--- Indicator Buffers ---
double BufferPercentB[];
//--- Internal Buffers (Must be global for incremental calculation) ---
double BufferRSI_Internal[];
double BufferMA_Internal[];
double BufferUpper_Internal[];
double BufferLower_Internal[];
//--- Global calculator object ---
CRSIProCalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
@@ -73,29 +75,42 @@ int OnInit()
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
// Free internal memory
ArrayFree(BufferRSI_Internal);
ArrayFree(BufferMA_Internal);
ArrayFree(BufferUpper_Internal);
ArrayFree(BufferLower_Internal);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function. |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
int OnCalculate(const int rates_total,
const int prev_calculated, // <--- Now used!
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
//--- Step 1: Run the main calculation to get all RSI Pro components
double rsi_buffer[], ma_buffer[], upper_band[], lower_band[];
ArrayResize(rsi_buffer, rates_total);
ArrayResize(ma_buffer, rates_total);
ArrayResize(upper_band, rates_total);
ArrayResize(lower_band, rates_total);
//--- Resize internal buffers
if(ArraySize(BufferRSI_Internal) != rates_total)
{
ArrayResize(BufferRSI_Internal, rates_total);
ArrayResize(BufferMA_Internal, rates_total);
ArrayResize(BufferUpper_Internal, rates_total);
ArrayResize(BufferLower_Internal, rates_total);
}
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
@@ -103,17 +118,22 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close,
rsi_buffer, ma_buffer, upper_band, lower_band);
//--- Step 1: Run the main calculation (Incremental)
//--- Passing global buffers to preserve state for recursive calculations
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferRSI_Internal, BufferMA_Internal, BufferUpper_Internal, BufferLower_Internal);
//--- Step 2: Calculate the final %B value
//--- Step 2: Calculate the final %B value (Optimized Loop)
int start_pos = InpPeriodRSI + InpPeriodMA - 1;
for(int i = start_pos; i < rates_total; i++)
int loop_start = MathMax(start_pos, (prev_calculated > 0 ? prev_calculated - 1 : 0));
for(int i = loop_start; i < rates_total; i++)
{
double band_width = upper_band[i] - lower_band[i];
double band_width = BufferUpper_Internal[i] - BufferLower_Internal[i];
if(band_width != 0)
{
BufferPercentB[i] = (rsi_buffer[i] - lower_band[i]) / band_width;
BufferPercentB[i] = (BufferRSI_Internal[i] - BufferLower_Internal[i]) / band_width;
}
else
{
@@ -124,4 +144,3 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+