From 2de349313a1f7e54b572bc51197a246b1ad19976 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 28 Dec 2025 19:03:35 +0100 Subject: [PATCH] refactor(indicators): Optimized for incremental calculation --- .../CutlerRSI_Oscillator_Calculator.mqh | 148 +++++++++++------- 1 file changed, 90 insertions(+), 58 deletions(-) diff --git a/Include/MyIncludes/CutlerRSI_Oscillator_Calculator.mqh b/Include/MyIncludes/CutlerRSI_Oscillator_Calculator.mqh index 344a687..2d25f18 100644 --- a/Include/MyIncludes/CutlerRSI_Oscillator_Calculator.mqh +++ b/Include/MyIncludes/CutlerRSI_Oscillator_Calculator.mqh @@ -5,71 +5,103 @@ //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" -#include +#include -//--- Base class for polymorphism +//+==================================================================+ +//| CLASS: CCutlerRSI_OscillatorCalculator | +//+==================================================================+ class CCutlerRSI_OscillatorCalculator { -public: - virtual bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m)=0; - virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[])=0; - }; - -//--- Standard version -class CCutlerRSI_OscillatorCalculator_Std : public CCutlerRSI_OscillatorCalculator - { protected: - CCutlerRSI_Engine *m_engine; + //--- Composition: Use the main CutlerRSI Calculator + CCutlerRSICalculator *m_rsi_engine; + + //--- Persistent Buffers for Incremental Calculation + double m_rsi_buffer[]; + double m_signal_buffer[]; + + int m_rsi_period; + int m_ma_period; + public: - CCutlerRSI_OscillatorCalculator_Std(void) { m_engine = new CCutlerRSI_Engine(); } - ~CCutlerRSI_OscillatorCalculator_Std(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; } + CCutlerRSI_OscillatorCalculator(void); + virtual ~CCutlerRSI_OscillatorCalculator(void); - virtual bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(rsi_p, ma_p, ma_m); } - virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]) override - { - if(CheckPointer(m_engine)==POINTER_INVALID) - return; + //--- Init now takes ENUM_MA_TYPE and HA flag + bool Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, bool use_ha); - double rsi_values[], signal_values[]; - ArrayResize(rsi_values, rates_total); - ArrayResize(signal_values, rates_total); - - m_engine.Calculate(rates_total, open, high, low, close, price_type, rsi_values, signal_values); - - int start_pos = m_engine.GetPeriodRSI() + m_engine.GetPeriodMA() - 1; - for(int i = start_pos; i < rates_total; i++) - { - osc_buffer[i] = rsi_values[i] - signal_values[i]; - } - } + 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 &osc_buffer[]); }; -//--- HA version -class CCutlerRSI_OscillatorCalculator_HA : public CCutlerRSI_OscillatorCalculator - { -protected: - CCutlerRSI_Engine *m_engine; -public: - CCutlerRSI_OscillatorCalculator_HA(void) { m_engine = new CCutlerRSI_Engine_HA(); } - ~CCutlerRSI_OscillatorCalculator_HA(void) { if(CheckPointer(m_engine)!=POINTER_INVALID) delete m_engine; } - - virtual bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m) override { return m_engine.Init(rsi_p, ma_p, ma_m); } - virtual void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &osc_buffer[]) override - { - if(CheckPointer(m_engine)==POINTER_INVALID) - return; - - double rsi_values[], signal_values[]; - ArrayResize(rsi_values, rates_total); - ArrayResize(signal_values, rates_total); - - m_engine.Calculate(rates_total, open, high, low, close, price_type, rsi_values, signal_values); - - int start_pos = m_engine.GetPeriodRSI() + m_engine.GetPeriodMA() - 1; - for(int i = start_pos; i < rates_total; i++) - { - osc_buffer[i] = rsi_values[i] - signal_values[i]; - } - } - }; +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CCutlerRSI_OscillatorCalculator::CCutlerRSI_OscillatorCalculator(void) : m_rsi_engine(NULL) + { + } + +//+------------------------------------------------------------------+ +//| Destructor | +//+------------------------------------------------------------------+ +CCutlerRSI_OscillatorCalculator::~CCutlerRSI_OscillatorCalculator(void) + { + if(CheckPointer(m_rsi_engine) != POINTER_INVALID) + delete m_rsi_engine; + } + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +bool CCutlerRSI_OscillatorCalculator::Init(int rsi_p, int ma_p, ENUM_MA_TYPE ma_m, bool use_ha) + { + m_rsi_period = rsi_p; + m_ma_period = ma_p; + +// Instantiate correct engine + if(use_ha) + m_rsi_engine = new CCutlerRSICalculator_HA(); + else + m_rsi_engine = new CCutlerRSICalculator(); + +// Initialize engine + return m_rsi_engine.Init(rsi_p, ma_p, ma_m); + } + +//+------------------------------------------------------------------+ +//| Main Calculation | +//+------------------------------------------------------------------+ +void CCutlerRSI_OscillatorCalculator::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 &osc_buffer[]) + { + if(CheckPointer(m_rsi_engine) == POINTER_INVALID) + return; + +// Resize internal buffers + if(ArraySize(m_rsi_buffer) != rates_total) + { + ArrayResize(m_rsi_buffer, rates_total); + ArrayResize(m_signal_buffer, rates_total); + } + +// Calculate RSI and Signal (Incremental) +// The RSI engine handles its own incremental logic + m_rsi_engine.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_rsi_buffer, m_signal_buffer); + +// Calculate Oscillator (RSI - Signal) +// Valid from: RSI Period + MA Period - 1 + int start_pos = m_rsi_period + m_ma_period - 1; + + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + int loop_start = MathMax(start_pos, start_index); + + if(prev_calculated == 0) + ArrayInitialize(osc_buffer, 0.0); + + for(int i = loop_start; i < rates_total; i++) + { + osc_buffer[i] = m_rsi_buffer[i] - m_signal_buffer[i]; + } + } +//+------------------------------------------------------------------+ //+------------------------------------------------------------------+