From 0acff7abda5eb12b97c056fbb8dc8a75ede98aaa Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 16 Dec 2025 18:26:27 +0100 Subject: [PATCH] refactor: Optimized for incremental MTF calculation --- Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 | 63 ++++++++++++----------- 1 file changed, 34 insertions(+), 29 deletions(-) diff --git a/Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 b/Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 index 32492f7..3353869 100644 --- a/Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 @@ -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); } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+