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refactor: Optimized for incremental calculation

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Toh4iem9
2025-12-08 12:48:59 +01:00
parent 84edef35ae
commit 11f0e8f64b
1 changed files with 108 additions and 83 deletions
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Include/MyIncludes/Bollinger_Bands_Fibonacci_Calculator.mqh
+108 -83
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@@ -1,16 +1,14 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Bollinger_Bands_Fibonacci_Calculator.mqh | //| Bollinger_Bands_Fibonacci_Calculator.mqh |
//| Calculation engine for Standard and HA Bollinger Bands with | //| VERSION 2.00: Optimized for incremental calculation. |
//| Fibonacci Ratio deviations. Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
//+==================================================================+ //+==================================================================+
//| |
//| CLASS 1: CBollingerBandsFibonacciCalculator (Standard) | //| CLASS 1: CBollingerBandsFibonacciCalculator (Standard) |
//| |
//+==================================================================+ //+==================================================================+
class CBollingerBandsFibonacciCalculator class CBollingerBandsFibonacciCalculator
{ {
@@ -19,22 +17,26 @@ protected:
double m_fib_ratio1, m_fib_ratio2, m_fib_ratio3; double m_fib_ratio1, m_fib_ratio2, m_fib_ratio3;
ENUM_MA_METHOD m_ma_method; ENUM_MA_METHOD m_ma_method;
//--- Persistent Buffers for Incremental Calculation
double m_price[]; double m_price[];
double m_ma_buffer[]; double m_ma_buffer[];
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); //--- Updated: Accepts start_index
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
public: public:
CBollingerBandsFibonacciCalculator(void) {}; CBollingerBandsFibonacciCalculator(void) {};
virtual ~CBollingerBandsFibonacciCalculator(void) {}; virtual ~CBollingerBandsFibonacciCalculator(void) {};
bool Init(int period, double r1, double r2, double r3, ENUM_MA_METHOD ma_method); bool Init(int period, double r1, double r2, double r3, ENUM_MA_METHOD ma_method);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
//--- Updated: Accepts prev_calculated
void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &ma_out[], double &upper1_out[], double &lower1_out[], double &upper2_out[], double &lower2_out[], double &upper3_out[], double &lower3_out[]); double &ma_out[], double &upper1_out[], double &lower1_out[], double &upper2_out[], double &lower2_out[], double &upper3_out[], double &lower3_out[]);
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CBollingerBandsFibonacciCalculator: Initialization | //| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CBollingerBandsFibonacciCalculator::Init(int period, double r1, double r2, double r3, ENUM_MA_METHOD ma_method) bool CBollingerBandsFibonacciCalculator::Init(int period, double r1, double r2, double r3, ENUM_MA_METHOD ma_method)
{ {
@@ -47,23 +49,37 @@ bool CBollingerBandsFibonacciCalculator::Init(int period, double r1, double r2,
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CBollingerBandsFibonacciCalculator: Main Calculation Method | //| Main Calculation (Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CBollingerBandsFibonacciCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], void CBollingerBandsFibonacciCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &ma_out[], double &upper1_out[], double &lower1_out[], double &upper2_out[], double &lower2_out[], double &upper3_out[], double &lower3_out[]) double &ma_out[], double &upper1_out[], double &lower1_out[], double &upper2_out[], double &lower2_out[], double &upper3_out[], double &lower3_out[])
{ {
if(rates_total < m_period) if(rates_total < m_period)
return; return;
ArrayResize(m_price, rates_total); //--- 1. Determine Start Index
ArrayResize(m_ma_buffer, rates_total); int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) //--- 2. Resize Buffers
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArrayResize(m_ma_buffer, rates_total);
}
//--- 3. Prepare Price (Optimized)
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return; return;
//--- Step 1: Calculate the centerline (Moving Average) //--- 4. Calculate Centerline (MA) - Incremental
int ma_start_pos = m_period - 1; int ma_start_pos = m_period - 1;
for(int i = ma_start_pos; i < rates_total; i++) int loop_start = MathMax(ma_start_pos, start_index);
for(int i = loop_start; i < rates_total; i++)
{ {
switch(m_ma_method) switch(m_ma_method)
{ {
@@ -111,8 +127,8 @@ void CBollingerBandsFibonacciCalculator::Calculate(int rates_total, ENUM_APPLIED
} }
} }
//--- Step 2: Calculate the Standard Deviation and the Bands //--- 5. Calculate Bands (Incremental)
for(int i = ma_start_pos; i < rates_total; i++) for(int i = loop_start; i < rates_total; i++)
{ {
double std_dev_val = 0, sum_sq = 0; double std_dev_val = 0, sum_sq = 0;
for(int j = 0; j < m_period; j++) for(int j = 0; j < m_period; j++)
@@ -131,98 +147,107 @@ void CBollingerBandsFibonacciCalculator::Calculate(int rates_total, ENUM_APPLIED
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CBollingerBandsFibonacciCalculator: Prepares the source price. | //| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CBollingerBandsFibonacciCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) bool CBollingerBandsFibonacciCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
switch(price_type) // Optimized copy loop
for(int i = start_index; i < rates_total; i++)
{ {
case PRICE_CLOSE: switch(price_type)
ArrayCopy(m_price, close, 0, 0, rates_total); {
break; case PRICE_CLOSE:
case PRICE_OPEN: m_price[i] = close[i];
ArrayCopy(m_price, open, 0, 0, rates_total); break;
break; case PRICE_OPEN:
case PRICE_HIGH: m_price[i] = open[i];
ArrayCopy(m_price, high, 0, 0, rates_total); break;
break; case PRICE_HIGH:
case PRICE_LOW: m_price[i] = high[i];
ArrayCopy(m_price, low, 0, 0, rates_total); break;
break; case PRICE_LOW:
case PRICE_MEDIAN: m_price[i] = low[i];
for(int i=0; i<rates_total; i++) break;
case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])/2.0; m_price[i] = (high[i]+low[i])/2.0;
break; break;
case PRICE_TYPICAL: case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0; m_price[i] = (high[i]+low[i]+close[i])/3.0;
break; break;
case PRICE_WEIGHTED: case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++) m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0; break;
break; default:
default: m_price[i] = close[i];
return false; break;
}
} }
return true; return true;
} }
//+==================================================================+ //+==================================================================+
//| |
//| CLASS 2: CBollingerBandsFibonacciCalculator_HA (HA) | //| CLASS 2: CBollingerBandsFibonacciCalculator_HA (HA) |
//| |
//+==================================================================+ //+==================================================================+
class CBollingerBandsFibonacciCalculator_HA : public CBollingerBandsFibonacciCalculator class CBollingerBandsFibonacciCalculator_HA : public CBollingerBandsFibonacciCalculator
{ {
private: private:
CHeikinAshi_Calculator m_ha_calculator; CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected: protected:
virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CBollingerBandsFibonacciCalculator_HA: Prepares the source price.| //| Prepare Price (Heikin Ashi - Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CBollingerBandsFibonacciCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) bool CBollingerBandsFibonacciCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
double ha_open[], ha_high[], ha_low[], ha_close[]; // Resize internal HA buffers
ArrayResize(ha_open, rates_total); if(ArraySize(m_ha_open) != rates_total)
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
switch(price_type)
{ {
case PRICE_CLOSE: ArrayResize(m_ha_open, rates_total);
ArrayCopy(m_price, ha_close, 0, 0, rates_total); ArrayResize(m_ha_high, rates_total);
break; ArrayResize(m_ha_low, rates_total);
case PRICE_OPEN: ArrayResize(m_ha_close, rates_total);
ArrayCopy(m_price, ha_open, 0, 0, rates_total); }
break;
case PRICE_HIGH: //--- STRICT CALL: Use the optimized 10-param HA calculation
ArrayCopy(m_price, ha_high, 0, 0, rates_total); m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
break; m_ha_open, m_ha_high, m_ha_low, m_ha_close);
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total); //--- Copy to m_price (Optimized loop)
break; for(int i = start_index; i < rates_total; i++)
case PRICE_MEDIAN: {
for(int i=0; i<rates_total; i++) switch(price_type)
m_price[i] = (ha_high[i]+ha_low[i])/2.0; {
break; case PRICE_CLOSE:
case PRICE_TYPICAL: m_price[i] = m_ha_close[i];
for(int i=0; i<rates_total; i++) break;
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0; case PRICE_OPEN:
break; m_price[i] = m_ha_open[i];
case PRICE_WEIGHTED: break;
for(int i=0; i<rates_total; i++) case PRICE_HIGH:
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0; m_price[i] = m_ha_high[i];
break; break;
default: case PRICE_LOW:
return false; m_price[i] = m_ha_low[i];
break;
case PRICE_MEDIAN:
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
break;
}
} }
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+