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refactor: Upgraded with strict internal chronological sorting safeguards for recursive ZLEMA buffers

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Toh4iem9
2026-07-05 16:12:21 +02:00
parent aa2b1ada6e
commit 15b07e8b94
1 changed files with 23 additions and 15 deletions
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Include/MyIncludes/ZeroLag_EMA_Calculator.mqh
+23 -15
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@@ -1,10 +1,12 @@
//+------------------------------------------------------------------+
//| ZeroLag_EMA_Calculator.mqh |
//| Calculation engine for the John Ehlers' Zero-Lag EMA. |
//| VERSION 3.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Upgraded with strict internal chronological sorting safeguards for recursive ZLEMA buffers
#ifndef ZEROLAG_EMA_CALCULATOR_MQH
#define ZEROLAG_EMA_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -29,7 +31,6 @@ protected:
double m_ema[];
double m_ec[];
//--- 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:
@@ -38,7 +39,6 @@ public:
bool Init(int period, bool optimize_gain, double gain_limit);
//--- 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 &zlema_buffer[]);
};
@@ -61,25 +61,27 @@ void CZeroLagEMACalculator::Calculate(int rates_total, int prev_calculated, ENUM
if(rates_total < m_period * 2)
return;
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// Resize Buffers
// Resize Buffers and force strict chronological sorting
if(ArraySize(m_price) != rates_total)
{
ArrayResize(m_price, rates_total);
ArraySetAsSeries(m_price, false);
if(!m_optimize_gain)
{
ArrayResize(m_ema1, rates_total);
ArrayResize(m_ema2, rates_total);
ArraySetAsSeries(m_ema1, false);
ArraySetAsSeries(m_ema2, false);
}
else
{
ArrayResize(m_ema, rates_total);
ArrayResize(m_ec, rates_total);
ArraySetAsSeries(m_ema, false);
ArraySetAsSeries(m_ec, false);
}
}
@@ -187,7 +189,7 @@ bool CZeroLagEMACalculator::PreparePriceSeries(int rates_total, int start_index,
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
m_price[i] = (high[i]+low[i]+2.0*close[i])/4.0;
break;
default:
m_price[i] = close[i];
@@ -210,7 +212,7 @@ protected:
};
//+------------------------------------------------------------------+
//| |
//| Prepare Price (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CZeroLagEMACalculator_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[])
{
@@ -220,6 +222,11 @@ bool CZeroLagEMACalculator_HA::PreparePriceSeries(int rates_total, int start_ind
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
}
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
@@ -246,7 +253,7 @@ bool CZeroLagEMACalculator_HA::PreparePriceSeries(int rates_total, int start_ind
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;
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2.0*m_ha_close[i])/4.0;
break;
default:
m_price[i] = m_ha_close[i];
@@ -255,4 +262,5 @@ bool CZeroLagEMACalculator_HA::PreparePriceSeries(int rates_total, int start_ind
}
return true;
}
#endif // ZEROLAG_EMA_CALCULATOR_MQH
//+------------------------------------------------------------------+