From 34ce413549a510286025e317a7e03f725e4639d9 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Thu, 1 Jan 2026 21:34:24 +0100
Subject: [PATCH] refactor(indicators): Optimized for incremental calculation

---
 .../UltimateOscillator_Calculator.mqh         | 215 ++++++++++--------
 1 file changed, 114 insertions(+), 101 deletions(-)

diff --git a/Include/MyIncludes/UltimateOscillator_Calculator.mqh b/Include/MyIncludes/UltimateOscillator_Calculator.mqh
index 56bac0a..4a35a55 100644
--- a/Include/MyIncludes/UltimateOscillator_Calculator.mqh
+++ b/Include/MyIncludes/UltimateOscillator_Calculator.mqh
@@ -1,182 +1,195 @@
 //+------------------------------------------------------------------+
 //|                                 UltimateOscillator_Calculator.mqh|
-//|      VERSION 2.20: Optimized moving sum calculation.             |
+//|      VERSION 3.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
+#include <MyIncludes\MovingAverage_Engine.mqh>
 
 //+==================================================================+
-//|                                                                  |
 //|         CLASS 1: CUltimateOscillatorCalculator (Base Class)      |
-//|                                                                  |
 //+==================================================================+
 class CUltimateOscillatorCalculator
   {
 protected:
    int               m_p1, m_p2, m_p3, m_signal_p;
-   ENUM_MA_METHOD    m_signal_ma_type;
-   double            m_src_high[], m_src_low[], m_src_close[];
 
-   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- Engine for Signal Line
+   CMovingAverageCalculator m_signal_engine;
+
+   //--- Persistent Buffers for Incremental Calculation
+   double            m_src_high[], m_src_low[], m_src_close[];
+   double            m_bp[], m_tr[];
+   double            m_uo_buffer[];
+
+   //--- Updated: Accepts start_index
+   virtual bool      PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
 
 public:
                      CUltimateOscillatorCalculator(void) {};
    virtual          ~CUltimateOscillatorCalculator(void) {};
 
-   bool              Init(int p1, int p2, int p3, int signal_p, ENUM_MA_METHOD signal_ma);
-   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
+   //--- Init now takes ENUM_MA_TYPE
+   bool              Init(int p1, int p2, int p3, int signal_p, ENUM_MA_TYPE signal_ma);
+
+   //--- Updated: Accepts prev_calculated
+   void              Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
                                double &uo_buffer[], double &signal_buffer[]);
   };
 
 //+------------------------------------------------------------------+
-//| CUltimateOscillatorCalculator: Initialization                    |
+//| Init                                                             |
 //+------------------------------------------------------------------+
-bool CUltimateOscillatorCalculator::Init(int p1, int p2, int p3, int signal_p, ENUM_MA_METHOD signal_ma)
+bool CUltimateOscillatorCalculator::Init(int p1, int p2, int p3, int signal_p, ENUM_MA_TYPE signal_ma)
   {
    m_p1             = (p1 < 1) ? 1 : p1;
    m_p2             = (p2 < 1) ? 1 : p2;
    m_p3             = (p3 < 1) ? 1 : p3;
    m_signal_p       = (signal_p < 1) ? 1 : signal_p;
-   m_signal_ma_type = signal_ma;
+
+// Initialize Signal Engine
+   if(!m_signal_engine.Init(m_signal_p, signal_ma))
+      return false;
+
    return true;
   }
 
 //+------------------------------------------------------------------+
-//| CUltimateOscillatorCalculator: Main Calculation Method (Optimized)|
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CUltimateOscillatorCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
+void CUltimateOscillatorCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
       double &uo_buffer[], double &signal_buffer[])
   {
    int max_period = MathMax(m_p1, MathMax(m_p2, m_p3));
    if(rates_total <= max_period)
       return;
-   if(!PrepareSourceData(rates_total, open, high, low, close))
+
+//--- 1. Determine Start Index
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+//--- 2. Resize Buffers
+   if(ArraySize(m_src_high) != rates_total)
+     {
+      ArrayResize(m_src_high, rates_total);
+      ArrayResize(m_src_low, rates_total);
+      ArrayResize(m_src_close, rates_total);
+      ArrayResize(m_bp, rates_total);
+      ArrayResize(m_tr, rates_total);
+      ArrayResize(m_uo_buffer, rates_total);
+     }
+
+//--- 3. Prepare Source Data (Optimized)
+   if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
       return;
 
    const double W1=4.0, W2=2.0, W3=1.0, W_SUM=7.0;
 
-   double bp[], tr[];
-   ArrayResize(bp, rates_total);
-   ArrayResize(tr, rates_total);
-   for(int i=1; i<rates_total; i++)
+//--- 4. Calculate BP and TR (Incremental)
+   int loop_start_bp = MathMax(1, start_index);
+
+   for(int i = loop_start_bp; i < rates_total; i++)
      {
       double true_low = MathMin(m_src_low[i], m_src_close[i-1]);
-      bp[i] = m_src_close[i] - true_low;
-      tr[i] = MathMax(m_src_high[i], m_src_close[i-1]) - true_low;
+      m_bp[i] = m_src_close[i] - true_low;
+      m_tr[i] = MathMax(m_src_high[i], m_src_close[i-1]) - true_low;
      }
 
-//--- OPTIMIZED: Use efficient moving sum calculation ---
-   double sum_bp1=0, sum_tr1=0, sum_bp2=0, sum_tr2=0, sum_bp3=0, sum_tr3=0;
-   for(int i = 1; i < rates_total; i++)
+//--- 5. Calculate UO (Incremental Sliding Window)
+   int loop_start_uo = MathMax(max_period, start_index);
+
+   for(int i = loop_start_uo; i < rates_total; i++)
      {
-      sum_bp1+=bp[i];
-      sum_tr1+=tr[i];
-      sum_bp2+=bp[i];
-      sum_tr2+=tr[i];
-      sum_bp3+=bp[i];
-      sum_tr3+=tr[i];
+      // Optimization: Instead of persistent sums, we use a loop for robustness and simplicity.
+      // For UO periods (typically 7, 14, 28), a loop is very fast.
+      // Maintaining 6 persistent sum variables across ticks is error-prone.
 
-      if(i >= m_p1)
+      double sum_bp1=0, sum_tr1=0;
+      double sum_bp2=0, sum_tr2=0;
+      double sum_bp3=0, sum_tr3=0;
+
+      // Calculate sums for period 1
+      for(int j=0; j<m_p1; j++)
         {
-         sum_bp1-=bp[i-m_p1];
-         sum_tr1-=tr[i-m_p1];
-        }
-      if(i >= m_p2)
-        {
-         sum_bp2-=bp[i-m_p2];
-         sum_tr2-=tr[i-m_p2];
-        }
-      if(i >= m_p3)
-        {
-         sum_bp3-=bp[i-m_p3];
-         sum_tr3-=tr[i-m_p3];
+         sum_bp1 += m_bp[i-j];
+         sum_tr1 += m_tr[i-j];
         }
 
-      if(i >= max_period -1)
+      // Calculate sums for period 2
+      for(int j=0; j<m_p2; j++)
         {
-         double avg1 = (sum_tr1 > 0) ? sum_bp1 / sum_tr1 : 0;
-         double avg2 = (sum_tr2 > 0) ? sum_bp2 / sum_tr2 : 0;
-         double avg3 = (sum_tr3 > 0) ? sum_bp3 / sum_tr3 : 0;
-         uo_buffer[i] = 100.0 * (W1*avg1 + W2*avg2 + W3*avg3) / W_SUM;
+         sum_bp2 += m_bp[i-j];
+         sum_tr2 += m_tr[i-j];
         }
+
+      // Calculate sums for period 3
+      for(int j=0; j<m_p3; j++)
+        {
+         sum_bp3 += m_bp[i-j];
+         sum_tr3 += m_tr[i-j];
+        }
+
+      double avg1 = (sum_tr1 > 0) ? sum_bp1 / sum_tr1 : 0;
+      double avg2 = (sum_tr2 > 0) ? sum_bp2 / sum_tr2 : 0;
+      double avg3 = (sum_tr3 > 0) ? sum_bp3 / sum_tr3 : 0;
+
+      m_uo_buffer[i] = 100.0 * (W1*avg1 + W2*avg2 + W3*avg3) / W_SUM;
      }
 
-//--- Calculate Signal Line
-   int signal_start = max_period + m_signal_p - 1;
-   for(int i = signal_start; i < rates_total; i++)
-     {
-      switch(m_signal_ma_type)
-        {
-         case MODE_EMA:
-         case MODE_SMMA:
-            if(i == signal_start)
-              {
-               double sum=0;
-               for(int j=0; j<m_signal_p; j++)
-                  sum+=uo_buffer[i-j];
-               signal_buffer[i]=sum/m_signal_p;
-              }
-            else
-              {
-               if(m_signal_ma_type==MODE_EMA)
-                 {
-                  double pr=2.0/(m_signal_p+1.0);
-                  signal_buffer[i]=uo_buffer[i]*pr+signal_buffer[i-1]*(1.0-pr);
-                 }
-               else
-                  signal_buffer[i]=(signal_buffer[i-1]*(m_signal_p-1)+uo_buffer[i])/m_signal_p;
-              }
-            break;
-         case MODE_LWMA:
-           {double sum=0,w_sum=0; for(int j=0; j<m_signal_p; j++) {int w=m_signal_p-j; sum+=uo_buffer[i-j]*w; w_sum+=w;} if(w_sum>0) signal_buffer[i]=sum/w_sum;}
-         break;
-         default:
-           {double sum=0; for(int j=0; j<m_signal_p; j++) sum+=uo_buffer[i-j]; signal_buffer[i]=sum/m_signal_p;}
-         break;
-        }
-     }
+//--- 6. Calculate Signal Line (Using Engine)
+// UO is valid from index: max_period
+   int uo_offset = max_period;
+   m_signal_engine.CalculateOnArray(rates_total, prev_calculated, m_uo_buffer, signal_buffer, uo_offset);
+
+//--- 7. Copy UO to Output
+   ArrayCopy(uo_buffer, m_uo_buffer, 0, 0, rates_total);
   }
 
 //+------------------------------------------------------------------+
-//| CUltimateOscillatorCalculator: Prepares the standard source data.|
+//| Prepare Source Data (Standard - Optimized)                       |
 //+------------------------------------------------------------------+
-bool CUltimateOscillatorCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CUltimateOscillatorCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   ArrayResize(m_src_high, rates_total);
-   ArrayCopy(m_src_high, high, 0, 0, rates_total);
-   ArrayResize(m_src_low, rates_total);
-   ArrayCopy(m_src_low, low, 0, 0, rates_total);
-   ArrayResize(m_src_close, rates_total);
-   ArrayCopy(m_src_close, close, 0, 0, rates_total);
+   for(int i = start_index; i < rates_total; i++)
+     {
+      m_src_high[i] = high[i];
+      m_src_low[i]  = low[i];
+      m_src_close[i] = close[i];
+     }
    return true;
   }
 
 //+==================================================================+
-//|                                                                  |
-//|       CLASS 2: CUltimateOscillatorCalculator_HA (Heikin Ashi)    |
-//|                                                                  |
+//|             CLASS 2: CUltimateOscillatorCalculator_HA            |
 //+==================================================================+
 class CUltimateOscillatorCalculator_HA : public CUltimateOscillatorCalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   // Internal HA buffers
+   double            m_ha_open[];
+
 protected:
-   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+   virtual bool      PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
   };
 
 //+------------------------------------------------------------------+
-//| CUltimateOscillatorCalculator_HA: Prepares the HA source data.   |
+//| Prepare Source Data (Heikin Ashi - Optimized)                    |
 //+------------------------------------------------------------------+
-bool CUltimateOscillatorCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CUltimateOscillatorCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   double ha_open[];
-   ArrayResize(ha_open, rates_total);
-   ArrayResize(m_src_high, rates_total);
-   ArrayResize(m_src_low, rates_total);
-   ArrayResize(m_src_close, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_src_high, m_src_low, m_src_close);
+   if(ArraySize(m_ha_open) != rates_total)
+      ArrayResize(m_ha_open, rates_total);
+
+//--- STRICT CALL: Use the optimized 10-param HA calculation
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
+                             m_ha_open, m_src_high, m_src_low, m_src_close);
+
    return true;
   }
 //+------------------------------------------------------------------+