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refactor: Optimized moving sum calculation

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This commit is contained in:
Toh4iem9
2025-11-16 20:39:39 +01:00
parent d6bfefb1af
commit 3cc219a6da
1 changed files with 9 additions and 6 deletions
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Include/MyIncludes/UltimateOscillator_Calculator.mqh
+9 -6
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| UltimateOscillator_Calculator.mqh| //| UltimateOscillator_Calculator.mqh|
//| Calculation engine for Standard and Heikin Ashi Ultimate Oscillator.| //| VERSION 2.20: Optimized moving sum calculation. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
@@ -44,7 +44,7 @@ bool CUltimateOscillatorCalculator::Init(int p1, int p2, int p3, int signal_p, E
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CUltimateOscillatorCalculator: Main Calculation Method | //| CUltimateOscillatorCalculator: Main Calculation Method (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, const double &open[], const double &high[], const double &low[], const double &close[],
double &uo_buffer[], double &signal_buffer[]) double &uo_buffer[], double &signal_buffer[])
@@ -67,6 +67,7 @@ void CUltimateOscillatorCalculator::Calculate(int rates_total, const double &ope
tr[i] = MathMax(m_src_high[i], m_src_close[i-1]) - true_low; 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; 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++) for(int i = 1; i < rates_total; i++)
{ {
@@ -76,22 +77,24 @@ void CUltimateOscillatorCalculator::Calculate(int rates_total, const double &ope
sum_tr2+=tr[i]; sum_tr2+=tr[i];
sum_bp3+=bp[i]; sum_bp3+=bp[i];
sum_tr3+=tr[i]; sum_tr3+=tr[i];
if(i>m_p1)
if(i >= m_p1)
{ {
sum_bp1-=bp[i-m_p1]; sum_bp1-=bp[i-m_p1];
sum_tr1-=tr[i-m_p1]; sum_tr1-=tr[i-m_p1];
} }
if(i>m_p2) if(i >= m_p2)
{ {
sum_bp2-=bp[i-m_p2]; sum_bp2-=bp[i-m_p2];
sum_tr2-=tr[i-m_p2]; sum_tr2-=tr[i-m_p2];
} }
if(i>m_p3) if(i >= m_p3)
{ {
sum_bp3-=bp[i-m_p3]; sum_bp3-=bp[i-m_p3];
sum_tr3-=tr[i-m_p3]; sum_tr3-=tr[i-m_p3];
} }
if(i >= max_period)
if(i >= max_period -1)
{ {
double avg1 = (sum_tr1 > 0) ? sum_bp1 / sum_tr1 : 0; double avg1 = (sum_tr1 > 0) ? sum_bp1 / sum_tr1 : 0;
double avg2 = (sum_tr2 > 0) ? sum_bp2 / sum_tr2 : 0; double avg2 = (sum_tr2 > 0) ? sum_bp2 / sum_tr2 : 0;