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refactor: Optimized for incremental calculation

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This commit is contained in:
Toh4iem9
2025-11-30 13:30:28 +01:00
parent 0a3df68936
commit 2044cd04df
1 changed files with 40 additions and 21 deletions
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Indicators/MyIndicators/RSI_Oscillator.mq5
+40 -21
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@@ -1,10 +1,9 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| RSI_Oscillator.mq5 | //| RSI_Oscillator.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "3.00" #property version "3.10" // Optimized for incremental calculation
#property description "RSI Oscillator (Histogram of RSI vs Signal Line) with selectable price source." #property description "RSI Oscillator (Histogram of RSI vs Signal Line) with selectable price source."
#property indicator_separate_window #property indicator_separate_window
@@ -29,11 +28,15 @@ input ENUM_MA_METHOD InpMethodMA = MODE_SMA;
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferOscillator[]; double BufferOscillator[];
//--- Internal Buffers (Must be global for incremental calculation) ---
double BufferRSI_Internal[];
double BufferMA_Internal[];
double BufferUpper_Internal[]; // Dummy, not used but needed for calculator
double BufferLower_Internal[]; // Dummy, not used but needed for calculator
//--- Global calculator object --- //--- Global calculator object ---
CRSIProCalculator *g_calculator; CRSIProCalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnInit() int OnInit()
{ {
@@ -65,29 +68,42 @@ int OnInit()
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
} }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void OnDeinit(const int reason) void OnDeinit(const int reason)
{ {
if(CheckPointer(g_calculator) != POINTER_INVALID) if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator; delete g_calculator;
// Free internal memory
ArrayFree(BufferRSI_Internal);
ArrayFree(BufferMA_Internal);
ArrayFree(BufferUpper_Internal);
ArrayFree(BufferLower_Internal);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator iteration function. | int OnCalculate(const int rates_total,
//+------------------------------------------------------------------+ const int prev_calculated, // <--- Now used!
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], 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[])
{ {
if(CheckPointer(g_calculator) == POINTER_INVALID) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
//--- Step 1: Use the Pro calculator to get the core RSI and MA values //--- Resize internal buffers
double rsi_buffer[], ma_buffer[], dummy_upper[], dummy_lower[]; if(ArraySize(BufferRSI_Internal) != rates_total)
ArrayResize(rsi_buffer, rates_total); {
ArrayResize(ma_buffer, rates_total); ArrayResize(BufferRSI_Internal, rates_total);
ArrayResize(dummy_upper, rates_total); ArrayResize(BufferMA_Internal, rates_total);
ArrayResize(dummy_lower, rates_total); ArrayResize(BufferUpper_Internal, rates_total);
ArrayResize(BufferLower_Internal, rates_total);
}
ENUM_APPLIED_PRICE price_type; ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
@@ -95,17 +111,20 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, //--- Step 1: Run the main calculation (Incremental)
rsi_buffer, ma_buffer, dummy_upper, dummy_lower); //--- Passing global buffers to preserve state for recursive calculations
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferRSI_Internal, BufferMA_Internal, BufferUpper_Internal, BufferLower_Internal);
//--- Step 2: Calculate the final Oscillator value (RSI - MA) //--- Step 2: Calculate the final Oscillator value (Optimized Loop)
int start_pos = InpPeriodRSI + InpPeriodMA - 1; int start_pos = InpPeriodRSI + InpPeriodMA - 1;
for(int i = start_pos; i < rates_total; i++) int loop_start = MathMax(start_pos, (prev_calculated > 0 ? prev_calculated - 1 : 0));
for(int i = loop_start; i < rates_total; i++)
{ {
BufferOscillator[i] = rsi_buffer[i] - ma_buffer[i]; BufferOscillator[i] = BufferRSI_Internal[i] - BufferMA_Internal[i];
} }
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+