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refactor: Upgraded with strict chronological sorting safeguards and pointer guards

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This commit is contained in:
Toh4iem9
2026-07-03 16:12:28 +02:00
parent 7801f4a810
commit 2d1ec7db67
1 changed files with 21 additions and 7 deletions
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Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Butterworth_Filter_Pro.mq5
+21 -7
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Butterworth_Filter_Pro.mq5 | //| Butterworth_Filter_Pro.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "2.00" // Optimized for incremental calculation #property version "2.10" // Upgraded with strict chronological sorting safeguards and pointer guards
#property description "John Ehlers' Higher-Order Butterworth Filter." #property description "John Ehlers' Higher-Order Butterworth Filter."
#property indicator_chart_window #property indicator_chart_window
@@ -18,9 +18,10 @@
#include <MyIncludes\Butterworth_Calculator.mqh> #include <MyIncludes\Butterworth_Calculator.mqh>
//--- Input Parameters --- //--- Input Parameters ---
input int InpPeriod = 20; // Critical Period for the filter input group "Butterworth Settings"
input ENUM_BUTTERWORTH_POLES InpPoles = POLES_TWO; // Number of poles (2 or 3) input int InpPeriod = 20; // Critical Period
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_BUTTERWORTH_POLES InpPoles = POLES_TWO; // Number of poles (2 or 3)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferFilter[]; double BufferFilter[];
@@ -64,6 +65,8 @@ void OnDeinit(const int reason)
delete g_calculator; delete g_calculator;
} }
//+------------------------------------------------------------------+
//| Custom indicator calculation function |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnCalculate(const int rates_total, int OnCalculate(const int rates_total,
const int prev_calculated, const int prev_calculated,
@@ -76,17 +79,28 @@ int OnCalculate(const int rates_total,
const long &volume[], const long &volume[],
const int &spread[]) const int &spread[])
{ {
if(rates_total < 4)
return 0;
if(CheckPointer(g_calculator) == POINTER_INVALID) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
//--- Force strict chronological indexing for state-safety on input price arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ENUM_APPLIED_PRICE price_type; ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- Delegate calculation with prev_calculated optimization
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilter); g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilter);
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+