gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-11-02 11:16:15 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Optimized: Precalculated RMA multipliers & bounds protection

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/ADX_Calculator.mqh
+20 -10
View File
@@ -2,8 +2,8 @@
//| ADX_Calculator.mqh |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.20" // Upgraded with leak-free pointer management and bounds protection
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.30" // Optimized: Precalculated RMA multipliers & bounds protection
#ifndef ADX_CALCULATOR_MQH
#define ADX_CALCULATOR_MQH
@@ -18,6 +18,8 @@ class CADXCalculator
protected:
CDMIEngine *m_dmi_engine;
int m_adx_period;
double m_adx_decay; // Precalculated (period - 1) / period
double m_adx_inv_period; // Precalculated 1.0 / period
double m_dx[];
virtual void CreateEngine(void);
@@ -38,7 +40,11 @@ public:
//+------------------------------------------------------------------+
//| 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);
}
@@ -56,7 +62,7 @@ CADXCalculator::~CADXCalculator(void)
}
//+------------------------------------------------------------------+
//| Factory Method (Safe Leak-Free Instantiation) |
//| Factory Method |
//+------------------------------------------------------------------+
void CADXCalculator::CreateEngine(void)
{
@@ -73,7 +79,10 @@ void CADXCalculator::CreateEngine(void)
//+------------------------------------------------------------------+
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();
if(CheckPointer(m_dmi_engine) == POINTER_INVALID)
return false;
@@ -107,10 +116,10 @@ void CADXCalculator::Calculate(const int rates_total, const int prev_calculated,
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);
// 2. Calculate DX
// 2. Calculate Directional Index (DX)
int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
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;
}
// 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 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;
for(int j = i - m_adx_period + 1; j <= i; 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
{
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;
}
}
}