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refactor: Optimized for incremental calculation

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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
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Include/MyIncludes/MACD_SuperSmoother_Line_Calculator.mqh
+27 -16
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| MACD_SuperSmoother_Line_Calculator.mqh | //| MACD_SuperSmoother_Line_Calculator.mqh |
//| Engine for calculating only the MACD Line with SS. | //| VERSION 1.20: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
@@ -15,6 +15,10 @@ protected:
CEhlersSmootherCalculator *m_fast_smoother; CEhlersSmootherCalculator *m_fast_smoother;
CEhlersSmootherCalculator *m_slow_smoother; CEhlersSmootherCalculator *m_slow_smoother;
//--- Persistent buffers for recursive state
double m_fast_buffer[];
double m_slow_buffer[];
virtual CEhlersSmootherCalculator *CreateSmootherInstance(void); virtual CEhlersSmootherCalculator *CreateSmootherInstance(void);
public: public:
@@ -22,7 +26,9 @@ public:
virtual ~CMACDSuperSmootherLineCalculator(void); virtual ~CMACDSuperSmootherLineCalculator(void);
bool Init(int fast_p, int slow_p); 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[]); double &macd_line[]);
}; };
@@ -38,7 +44,7 @@ protected:
//+==================================================================+ //+==================================================================+
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| Constructor |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CMACDSuperSmootherLineCalculator::CMACDSuperSmootherLineCalculator(void) CMACDSuperSmootherLineCalculator::CMACDSuperSmootherLineCalculator(void)
{ {
@@ -47,7 +53,7 @@ CMACDSuperSmootherLineCalculator::CMACDSuperSmootherLineCalculator(void)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| Destructor |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CMACDSuperSmootherLineCalculator::~CMACDSuperSmootherLineCalculator(void) CMACDSuperSmootherLineCalculator::~CMACDSuperSmootherLineCalculator(void)
{ {
@@ -58,13 +64,13 @@ CMACDSuperSmootherLineCalculator::~CMACDSuperSmootherLineCalculator(void)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| Factory Method |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CEhlersSmootherCalculator *CMACDSuperSmootherLineCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); } CEhlersSmootherCalculator *CMACDSuperSmootherLineCalculator::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator(); }
CEhlersSmootherCalculator *CMACDSuperSmootherLineCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); } CEhlersSmootherCalculator *CMACDSuperSmootherLineCalculator_HA::CreateSmootherInstance(void) { return new CEhlersSmootherCalculator_HA(); }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CMACDSuperSmootherLineCalculator::Init(int fast_p, int slow_p) 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[]) double &macd_line[])
{ {
if(rates_total <= m_slow_period) if(rates_total <= m_slow_period)
return; return;
double fast_buffer[], slow_buffer[]; //--- Resize persistent buffers
ArrayResize(fast_buffer, rates_total, 0); if(ArraySize(m_fast_buffer) != rates_total)
ArrayResize(slow_buffer, rates_total, 0); 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); //--- Calculate Smoothers (Incremental)
m_slow_smoother.Calculate(rates_total, price_type, open, high, low, close, slow_buffer); 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++) //--- Calculate MACD Line
macd_line[i] = fast_buffer[i] - slow_buffer[i]; 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];
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+