gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-07-27 20:47:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Optimized for incremental calculation

Browse Source
This commit is contained in:
Toh4iem9
2025-11-29 13:01:31 +01:00
parent 0bcd12e79b
commit 37bf97587d
1 changed files with 27 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/MACD_SuperSmoother_Line_Calculator.mqh
+27 -16
View File
@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+
//| MACD_SuperSmoother_Line_Calculator.mqh |
//| Engine for calculating only the MACD Line with SS. |
//| VERSION 1.20: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
@@ -15,6 +15,10 @@ protected:
CEhlersSmootherCalculator *m_fast_smoother;
CEhlersSmootherCalculator *m_slow_smoother;
//--- Persistent buffers for recursive state
double m_fast_buffer[];
double m_slow_buffer[];
virtual CEhlersSmootherCalculator *CreateSmootherInstance(void);
public:
@@ -22,7 +26,9 @@ public:
virtual ~CMACDSuperSmootherLineCalculator(void);
bool Init(int fast_p, int slow_p);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
//--- Updated: Accepts prev_calculated
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[]);
};
@@ -38,7 +44,7 @@ protected:
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//| Constructor |
//+------------------------------------------------------------------+
CMACDSuperSmootherLineCalculator::CMACDSuperSmootherLineCalculator(void)
{
@@ -47,7 +53,7 @@ CMACDSuperSmootherLineCalculator::CMACDSuperSmootherLineCalculator(void)
}
//+------------------------------------------------------------------+
//| |
//| Destructor |
//+------------------------------------------------------------------+
CMACDSuperSmootherLineCalculator::~CMACDSuperSmootherLineCalculator(void)
{
@@ -58,13 +64,13 @@ CMACDSuperSmootherLineCalculator::~CMACDSuperSmootherLineCalculator(void)
}
//+------------------------------------------------------------------+
//| |
//| Factory Method |
//+------------------------------------------------------------------+
CEhlersSmootherCalculator *CMACDSuperSmootherLineCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); }
CEhlersSmootherCalculator *CMACDSuperSmootherLineCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); }
//+------------------------------------------------------------------+
//| |
//| Init |
//+------------------------------------------------------------------+
bool CMACDSuperSmootherLineCalculator::Init(int fast_p, int slow_p)
{
@@ -89,23 +95,28 @@ bool CMACDSuperSmootherLineCalculator::Init(int fast_p, int slow_p)
}
//+------------------------------------------------------------------+
//| |
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CMACDSuperSmootherLineCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
void CMACDSuperSmootherLineCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[])
{
if(rates_total <= m_slow_period)
return;
double fast_buffer[], slow_buffer[];
ArrayResize(fast_buffer, rates_total, 0);
ArrayResize(slow_buffer, rates_total, 0);
//--- Resize persistent buffers
if(ArraySize(m_fast_buffer) != rates_total)
ArrayResize(m_fast_buffer, rates_total);
if(ArraySize(m_slow_buffer) != rates_total)
ArrayResize(m_slow_buffer, rates_total);
m_fast_smoother.Calculate(rates_total, price_type, open, high, low, close, fast_buffer);
m_slow_smoother.Calculate(rates_total, price_type, open, high, low, close, slow_buffer);
//--- Calculate Smoothers (Incremental)
m_fast_smoother.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_fast_buffer);
m_slow_smoother.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_slow_buffer);
for(int i = 0; i < rates_total; i++)
macd_line[i] = fast_buffer[i] - slow_buffer[i];
//--- Calculate MACD Line
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
macd_line[i] = m_fast_buffer[i] - m_slow_buffer[i];
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+