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refactor: Bounds safety & streamlined memory pipeline

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This commit is contained in:
Toh4iem9
2026-09-29 18:11:47 +02:00
parent 956426766f
commit 32151d23d1
1 changed files with 17 additions and 16 deletions
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Include/MyIncludes/TSI_Calculator.mqh
+17 -16
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@@ -3,8 +3,9 @@
//| Engine for William Blau's True Strength Index (TSI) |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "6.10" // Full VWMA Support across Slow, Fast and Signal smoothing engines
#property copyright "Copyright 2026, xxxxxxxx"
#property version "6.20" // Enterprise Refactor: Bounds safety & streamlined memory pipeline
#property description "High-performance calculation engine for True Strength Index (TSI)."
#ifndef TSI_CALCULATOR_MQH
#define TSI_CALCULATOR_MQH
@@ -121,7 +122,8 @@ public:
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CTSICalculator::CTSICalculator(void) : m_slow_p(25),
CTSICalculator::CTSICalculator(void) :
m_slow_p(25),
m_fast_p(13),
m_signal_p(13),
m_source_price(PRICE_CLOSE_STD)
@@ -190,13 +192,12 @@ bool CTSICalculator::PreparePriceSeries(const int rates_total, const int start_i
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArrayResize(m_ha_high, rates_total);
ArraySetAsSeries(m_ha_high, false);
ArrayResize(m_ha_low, rates_total);
ArraySetAsSeries(m_ha_low, false);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_close, false);
}
@@ -217,13 +218,13 @@ bool CTSICalculator::PreparePriceSeries(const int rates_total, const int start_i
m_price[i] = m_ha_low[i];
break;
case PRICE_HA_MEDIAN:
m_price[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
m_price[i] = (m_ha_high[i] + m_ha_low[i]) * 0.5;
break;
case PRICE_HA_TYPICAL:
m_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
break;
case PRICE_HA_WEIGHTED:
m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0;
m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) * 0.25;
break;
case PRICE_HA_CLOSE:
default:
@@ -248,13 +249,13 @@ bool CTSICalculator::PreparePriceSeries(const int rates_total, const int start_i
m_price[i] = low[i];
break;
case PRICE_MEDIAN_STD:
m_price[i] = (high[i] + low[i]) / 2.0;
m_price[i] = (high[i] + low[i]) * 0.5;
break;
case PRICE_TYPICAL_STD:
m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
break;
case PRICE_WEIGHTED_STD:
m_price[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0;
m_price[i] = (high[i] + low[i] + 2.0 * close[i]) * 0.25;
break;
case PRICE_CLOSE_STD:
default:
@@ -314,7 +315,7 @@ void CTSICalculator::Calculate(const int rates_total, const int prev_calculated,
}
//+------------------------------------------------------------------+
//| Internal Calculation Engine (Handles Standard & VWMA Smoothing) |
//| Internal Calculation Engine (Zero-Lag Incremental Execution) |
//+------------------------------------------------------------------+
void CTSICalculator::ExecuteCalculation(const int rates_total, const int prev_calculated,
const double &open[], const double &high[],
@@ -392,7 +393,7 @@ void CTSICalculator::ExecuteCalculation(const int rates_total, const int prev_ca
m_abs_mtm[i] = MathAbs(diff);
}
// 2. First Smoothing (Slow MA on Momentum) - Supports VWMA
// 2. First Smoothing (Slow MA on Momentum)
if(use_volume)
{
m_slow_mtm_engine.CalculateOnArray(rates_total, prev_calculated, m_mtm, m_vol_buf, m_ema1_mtm, 1);
@@ -404,7 +405,7 @@ void CTSICalculator::ExecuteCalculation(const int rates_total, const int prev_ca
m_slow_abs_engine.CalculateOnArray(rates_total, prev_calculated, m_abs_mtm, m_ema1_abs, 1);
}
// 3. Second Smoothing (Fast MA on Smoothed Momentum) - Supports VWMA
// 3. Second Smoothing (Fast MA on Smoothed Momentum)
int offset2 = m_slow_p;
if(use_volume)
{
@@ -429,13 +430,13 @@ void CTSICalculator::ExecuteCalculation(const int rates_total, const int prev_ca
m_tsi_internal[i] = 0.0;
}
// 5. Calculate Signal Line - Supports VWMA
// 5. Calculate Signal Line
if(use_volume)
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_tsi_internal, m_vol_buf, m_signal_internal, tsi_start);
else
m_signal_ma_engine.CalculateOnArray(rates_total, prev_calculated, m_tsi_internal, m_signal_internal, tsi_start);
// 6. Calculate Oscillator Difference & Output
// 6. Calculate Oscillator Difference & Unified Output Mapping
int osc_start = tsi_start + m_signal_p - 1;
int loop_start_osc = MathMax(osc_start, start_index);