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refactor: Optimized for incremental MTF calculation

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This commit is contained in:
Toh4iem9
2025-12-16 18:26:27 +01:00
parent 09e0434d78
commit 0acff7abda
1 changed files with 34 additions and 29 deletions
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Indicators/MyIndicators/VIDYA_MTF_Pro.mq5
+34 -29
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@@ -1,13 +1,10 @@
//+------------------------------------------------------------------+
//| VIDYA_MTF_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "2.10" // REFACTORED: Handles current timeframe correctly.
#property version "2.20" // Optimized for incremental MTF calculation
#property description "Multi-Timeframe (MTF) Variable Index Dynamic Average (VIDYA)."
#property description "Displays VIDYA from a higher or the current timeframe on the chart."
//--- Indicator Window and Plot Properties ---
#property indicator_chart_window
@@ -31,22 +28,21 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
//--- Indicator Buffers ---
double BufferVIDYA_MTF[];
//--- Internal Buffer for HTF Calculation (Global to persist state)
double BufferVIDYA_HTF_Internal[];
//--- Global variables ---
CVIDYACalculator *g_calculator;
bool g_is_mtf_mode = false;
ENUM_TIMEFRAMES g_calc_timeframe;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
// --- Determine calculation mode (MTF or Current) ---
g_calc_timeframe = InpUpperTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
{
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
}
if(g_calc_timeframe < Period())
{
@@ -56,19 +52,15 @@ int OnInit()
g_is_mtf_mode = (g_calc_timeframe > Period());
// --- Standard buffer and calculator setup ---
// --- Standard buffer setup ---
SetIndexBuffer(0, BufferVIDYA_MTF, INDICATOR_DATA);
ArraySetAsSeries(BufferVIDYA_MTF, false);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CVIDYACalculator_HA();
}
else
{
g_calculator = new CVIDYACalculator();
}
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodCMO, InpPeriodEMA))
{
@@ -87,19 +79,17 @@ int OnInit()
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
ArrayFree(BufferVIDYA_HTF_Internal);
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function. |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int, 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[])
int OnCalculate(const int rates_total, const int prev_calculated, 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(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
@@ -118,46 +108,61 @@ int OnCalculate(const int rates_total, const int, const datetime &time[], const
if(htf_rates_total < InpPeriodCMO + InpPeriodEMA)
return 0;
// --- Manage HTF State (Incremental Logic) ---
static int htf_prev_calculated = 0;
if(prev_calculated == 0)
htf_prev_calculated = 0;
datetime htf_time[];
double htf_open[], htf_high[], htf_low[], htf_close[];
// Optimization: We could copy only new bars, but for safety with CopyTime/BarShift,
// copying full history on HTF is usually fast enough. The math is the bottleneck.
if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0)
{
return 0; // Data not ready
return 0; // Data not fully ready
}
double htf_vidya_buffer[];
ArrayResize(htf_vidya_buffer, htf_rates_total);
g_calculator.Calculate(htf_rates_total, price_type, htf_open, htf_high, htf_low, htf_close, htf_vidya_buffer);
if(ArraySize(BufferVIDYA_HTF_Internal) != htf_rates_total)
ArrayResize(BufferVIDYA_HTF_Internal, htf_rates_total);
ArraySetAsSeries(htf_vidya_buffer, true);
// Incremental Calculation on HTF
g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferVIDYA_HTF_Internal);
htf_prev_calculated = htf_rates_total;
// Mapping (Optimized Loop)
ArraySetAsSeries(BufferVIDYA_HTF_Internal, true);
ArraySetAsSeries(htf_time, true);
ArraySetAsSeries(time, true);
ArraySetAsSeries(BufferVIDYA_MTF, true);
for(int i = 0; i < rates_total; i++)
int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
for(int i = 0; i < limit; i++)
{
int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i]);
int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0)
BufferVIDYA_MTF[i] = htf_vidya_buffer[htf_bar_shift];
BufferVIDYA_MTF[i] = BufferVIDYA_HTF_Internal[htf_bar_shift];
else
BufferVIDYA_MTF[i] = EMPTY_VALUE;
}
ArraySetAsSeries(BufferVIDYA_MTF, false);
ArraySetAsSeries(time, false);
ArraySetAsSeries(BufferVIDYA_HTF_Internal, false);
}
else
{
// --- Current Timeframe Mode ---
// This is the simple logic from the original VIDYA_Pro.mq5
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferVIDYA_MTF);
// Incremental Calculation
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferVIDYA_MTF);
}
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+