From 37bffa8cfd19c5d2819b534cdbba2d9b522054f2 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 17 Dec 2025 12:51:07 +0100 Subject: [PATCH] refactor: Optimized for incremental calculation --- Include/MyIncludes/PVI_NVI_Calculator.mqh | 239 +++++++++++----------- 1 file changed, 122 insertions(+), 117 deletions(-) diff --git a/Include/MyIncludes/PVI_NVI_Calculator.mqh b/Include/MyIncludes/PVI_NVI_Calculator.mqh index bce7c8f..2ae0221 100644 --- a/Include/MyIncludes/PVI_NVI_Calculator.mqh +++ b/Include/MyIncludes/PVI_NVI_Calculator.mqh @@ -1,6 +1,6 @@ //+------------------------------------------------------------------+ //| PVI_NVI_Calculator.mqh | -//| VERSION 1.20: Added signal lines & corrected calculation. | +//| VERSION 2.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -8,8 +8,11 @@ #include #include +//--- Moved enum here to be accessible by other calculators enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI }; +//+==================================================================+ +//| CLASS 1: CPVINVICalculator (Base Class) | //+==================================================================+ class CPVINVICalculator { @@ -17,62 +20,109 @@ protected: ENUM_APPLIED_VOLUME m_volume_type; int m_signal_period; ENUM_MA_TYPE m_signal_ma_type; + + //--- Persistent Buffer for Incremental Calculation double m_price[]; - virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]); - void CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos); + //--- Engines for Signal Lines + CMovingAverageCalculator *m_pvi_signal_engine; + CMovingAverageCalculator *m_nvi_signal_engine; + + //--- 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: - CPVINVICalculator(void) {}; - virtual ~CPVINVICalculator(void) {}; + CPVINVICalculator(void); + virtual ~CPVINVICalculator(void); bool Init(ENUM_APPLIED_VOLUME vol_type, int signal_p, ENUM_MA_TYPE signal_ma); - void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], + + //--- Updated: Accepts prev_calculated + void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &pvi_buffer[], double &nvi_buffer[], double &pvi_signal[], double &nvi_signal[]); }; //+------------------------------------------------------------------+ -//| | +//| Constructor | //+------------------------------------------------------------------+ -class CPVINVICalculator_HA : public CPVINVICalculator +CPVINVICalculator::CPVINVICalculator(void) { -private: - CHeikinAshi_Calculator m_ha_calculator; -protected: - virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override; - }; - -//+==================================================================+ -//| METHOD IMPLEMENTATIONS | -//+==================================================================+ + m_pvi_signal_engine = new CMovingAverageCalculator(); + m_nvi_signal_engine = new CMovingAverageCalculator(); + } //+------------------------------------------------------------------+ -//| | +//| Destructor | +//+------------------------------------------------------------------+ +CPVINVICalculator::~CPVINVICalculator(void) + { + if(CheckPointer(m_pvi_signal_engine) != POINTER_INVALID) + delete m_pvi_signal_engine; + if(CheckPointer(m_nvi_signal_engine) != POINTER_INVALID) + delete m_nvi_signal_engine; + } + +//+------------------------------------------------------------------+ +//| Init | //+------------------------------------------------------------------+ bool CPVINVICalculator::Init(ENUM_APPLIED_VOLUME vol_type, int signal_p, ENUM_MA_TYPE signal_ma) { m_volume_type = vol_type; m_signal_period = (signal_p < 1) ? 1 : signal_p; m_signal_ma_type = signal_ma; + + if(!m_pvi_signal_engine.Init(m_signal_period, m_signal_ma_type)) + return false; + if(!m_nvi_signal_engine.Init(m_signal_period, m_signal_ma_type)) + return false; + return true; } //+------------------------------------------------------------------+ -//| | +//| Main Calculation (Optimized) | //+------------------------------------------------------------------+ -void CPVINVICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], +void CPVINVICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &pvi_buffer[], double &nvi_buffer[], double &pvi_signal[], double &nvi_signal[]) { if(rates_total < 2) 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 Buffer + if(ArraySize(m_price) != rates_total) + ArrayResize(m_price, rates_total); + +//--- 3. Prepare Price (Optimized) + if(!PrepareSourceData(rates_total, start_index, open, high, low, close)) return; - pvi_buffer[0] = 1000; - nvi_buffer[0] = 1000; +//--- 4. Calculate PVI/NVI (Incremental Loop) + int loop_start = (start_index < 1) ? 1 : start_index; - for(int i = 1; i < rates_total; i++) +// Initialization + if(loop_start == 1) { + pvi_buffer[0] = 1000; + nvi_buffer[0] = 1000; + } + + for(int i = loop_start; i < rates_total; i++) + { + // Calculate percentage change of price + // Note: Original code used absolute change (price[i] - price[i-1]). + // Standard PVI/NVI uses percentage change: (price[i] - price[i-1]) / price[i-1] + // Let's stick to the original code logic if that's what was intended, + // but usually PVI = PVI[i-1] * (1 + ROC). + // The provided code was: pvi_buffer[i] = pvi_buffer[i-1] + price_change; + // This is an absolute change accumulation. I will keep it as is to preserve logic. + double price_change = m_price[i] - m_price[i-1]; if(volume[i] > volume[i-1]) @@ -93,108 +143,63 @@ void CPVINVICalculator::Calculate(int rates_total, const double &open[], const d } } - int signal_start = m_signal_period; - CalculateMA(pvi_buffer, pvi_signal, m_signal_period, m_signal_ma_type, signal_start); - CalculateMA(nvi_buffer, nvi_signal, m_signal_period, m_signal_ma_type, signal_start); +//--- 5. Calculate Signal Lines (Using Engines) +// We pass PVI/NVI buffers as 'close' price. + m_pvi_signal_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, + pvi_buffer, pvi_buffer, pvi_buffer, pvi_buffer, + pvi_signal); + + m_nvi_signal_engine.Calculate(rates_total, prev_calculated, PRICE_CLOSE, + nvi_buffer, nvi_buffer, nvi_buffer, nvi_buffer, + nvi_signal); } //+------------------------------------------------------------------+ -//| | +//| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ -void CPVINVICalculator::CalculateMA(const double &source_array[], double &dest_array[], int period, ENUM_MA_TYPE method, int start_pos) +bool CPVINVICalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { - for(int i = start_pos; i < ArraySize(source_array); i++) +// Optimized copy loop + for(int i = start_index; i < rates_total; i++) + m_price[i] = close[i]; + return true; + } + +//+==================================================================+ +//| CLASS 2: CPVINVICalculator_HA (Heikin Ashi) | +//+==================================================================+ +class CPVINVICalculator_HA : public CPVINVICalculator + { +private: + CHeikinAshi_Calculator m_ha_calculator; + // Internal HA buffers + double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; + +protected: + virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; + }; + +//+------------------------------------------------------------------+ +//| Prepare Price (Heikin Ashi - Optimized) | +//+------------------------------------------------------------------+ +bool CPVINVICalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) + { +// Resize internal HA buffers + if(ArraySize(m_ha_open) != rates_total) { - switch(method) - { - case EMA: - case SMMA: - if(i == start_pos) - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i]=sum/count; - } - else - { - if(method==EMA) - { - double pr=2.0/(period+1.0); - dest_array[i]=source_array[i]*pr+dest_array[i-1]*(1.0-pr); - } - else - dest_array[i]=(dest_array[i-1]*(period-1)+source_array[i])/period; - } - break; - case LWMA: - { - double sum=0, w_sum=0; - for(int j=0; j0) - dest_array[i]=sum/w_sum; - } - break; - default: // SMA - { - double sum=0; - int count=0; - for(int j=0; j 0) - dest_array[i]=sum/count; - } - break; - } + ArrayResize(m_ha_open, rates_total); + ArrayResize(m_ha_high, rates_total); + ArrayResize(m_ha_low, rates_total); + ArrayResize(m_ha_close, rates_total); } - } -//+------------------------------------------------------------------+ -//| | -//+------------------------------------------------------------------+ -bool CPVINVICalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) - { - ArrayResize(m_price, rates_total); - ArrayCopy(m_price, close, 0, 0, rates_total); - return true; - } +//--- 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_ha_high, m_ha_low, m_ha_close); -//+------------------------------------------------------------------+ -//| | -//+------------------------------------------------------------------+ -bool CPVINVICalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) - { - double ha_open[], ha_high[], ha_low[], ha_close[]; - ArrayResize(ha_open, rates_total); - ArrayResize(ha_high, rates_total); - ArrayResize(ha_low, rates_total); - ArrayResize(ha_close, rates_total); - m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); - - ArrayResize(m_price, rates_total); - ArrayCopy(m_price, ha_close, 0, 0, rates_total); +//--- Copy to m_price (Optimized loop) + for(int i = start_index; i < rates_total; i++) + m_price[i] = m_ha_close[i]; return true; } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+