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refactor: Optimized: Precalculated RMA multipliers & bounds protection

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This commit is contained in:
Toh4iem9
2026-09-28 16:19:58 +02:00
parent d91c065ed0
commit 16fa42bbfa
1 changed files with 20 additions and 10 deletions
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Include/MyIncludes/ADX_Calculator.mqh
+20 -10
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@@ -2,8 +2,8 @@
//| ADX_Calculator.mqh | //| ADX_Calculator.mqh |
//| Copyright 2026, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "3.20" // Upgraded with leak-free pointer management and bounds protection #property version "3.30" // Optimized: Precalculated RMA multipliers & bounds protection
#ifndef ADX_CALCULATOR_MQH #ifndef ADX_CALCULATOR_MQH
#define ADX_CALCULATOR_MQH #define ADX_CALCULATOR_MQH
@@ -18,6 +18,8 @@ class CADXCalculator
protected: protected:
CDMIEngine *m_dmi_engine; CDMIEngine *m_dmi_engine;
int m_adx_period; int m_adx_period;
double m_adx_decay; // Precalculated (period - 1) / period
double m_adx_inv_period; // Precalculated 1.0 / period
double m_dx[]; double m_dx[];
virtual void CreateEngine(void); virtual void CreateEngine(void);
@@ -38,7 +40,11 @@ public:
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Constructor | //| Constructor |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CADXCalculator::CADXCalculator(void) : m_dmi_engine(NULL), m_adx_period(14) CADXCalculator::CADXCalculator(void) :
m_dmi_engine(NULL),
m_adx_period(14),
m_adx_decay(0.0),
m_adx_inv_period(0.0)
{ {
ArraySetAsSeries(m_dx, false); ArraySetAsSeries(m_dx, false);
} }
@@ -56,7 +62,7 @@ CADXCalculator::~CADXCalculator(void)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Factory Method (Safe Leak-Free Instantiation) | //| Factory Method |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CADXCalculator::CreateEngine(void) void CADXCalculator::CreateEngine(void)
{ {
@@ -73,7 +79,10 @@ void CADXCalculator::CreateEngine(void)
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CADXCalculator::Init(const int period) bool CADXCalculator::Init(const int period)
{ {
m_adx_period = (period < 1) ? 1 : period; m_adx_period = (period < 1) ? 1 : period;
m_adx_inv_period = 1.0 / (double)m_adx_period;
m_adx_decay = (double)(m_adx_period - 1) * m_adx_inv_period;
CreateEngine(); CreateEngine();
if(CheckPointer(m_dmi_engine) == POINTER_INVALID) if(CheckPointer(m_dmi_engine) == POINTER_INVALID)
return false; return false;
@@ -107,10 +116,10 @@ void CADXCalculator::Calculate(const int rates_total, const int prev_calculated,
ArraySetAsSeries(m_dx, false); ArraySetAsSeries(m_dx, false);
} }
// 1. Calculate DI values using DMI Engine // 1. Calculate DI values using Fused DMI Engine
m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, pdi_buffer, ndi_buffer); m_dmi_engine.Calculate(rates_total, prev_calculated, open, high, low, close, pdi_buffer, ndi_buffer);
// 2. Calculate DX // 2. Calculate Directional Index (DX)
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0; int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
int loop_start = MathMax(m_adx_period, start_index); int loop_start = MathMax(m_adx_period, start_index);
@@ -123,7 +132,7 @@ void CADXCalculator::Calculate(const int rates_total, const int prev_calculated,
m_dx[i] = 0.0; m_dx[i] = 0.0;
} }
// 3. Calculate ADX (Wilder's Smoothing on DX) // 3. Calculate ADX (Pipelined Wilder's RMA Smoothing on DX)
int adx_start = m_adx_period * 2 - 1; int adx_start = m_adx_period * 2 - 1;
int loop_start_adx = MathMax(adx_start, start_index); int loop_start_adx = MathMax(adx_start, start_index);
@@ -134,11 +143,12 @@ void CADXCalculator::Calculate(const int rates_total, const int prev_calculated,
double sum_dx = 0.0; double sum_dx = 0.0;
for(int j = i - m_adx_period + 1; j <= i; j++) for(int j = i - m_adx_period + 1; j <= i; j++)
sum_dx += m_dx[j]; sum_dx += m_dx[j];
adx_buffer[i] = sum_dx / (double)m_adx_period; adx_buffer[i] = sum_dx * m_adx_inv_period;
} }
else else
{ {
adx_buffer[i] = (adx_buffer[i - 1] * (double)(m_adx_period - 1) + m_dx[i]) / (double)m_adx_period; // Pipelined FMA Multiplication: Zero divisions in loop!
adx_buffer[i] = adx_buffer[i - 1] * m_adx_decay + m_dx[i] * m_adx_inv_period;
} }
} }
} }