refactor(indicators): Optimized for incremental calculation

Include/MyIncludes/ZeroLag_EMA_Calculator.mqh

@@ -1,7 +1,7 @@
 //+------------------------------------------------------------------+
 //|                                     ZeroLag_EMA_Calculator.mqh   |
 //|      Calculation engine for the John Ehlers' Zero-Lag EMA.       |
-//|      Supports standard (double EMA) and optimized gain modes.    |
+//|      VERSION 3.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
@@ -9,9 +9,7 @@
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
 //+==================================================================+
-//|                                                                  |
-//|           CLASS 1: CZeroLagEMACalculator (Base Class)            |
-//|                                                                  |
+//|             CLASS 1: CZeroLagEMACalculator (Base Class)          |
 //+==================================================================+
 class CZeroLagEMACalculator
   {
@@ -19,18 +17,33 @@ protected:
    int               m_period;
    bool              m_optimize_gain;
    double            m_gain_limit;
+
+   //--- Persistent Buffers for Incremental Calculation
    double            m_price[];
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- State Buffers for Standard Mode
+   double            m_ema1[];
+   double            m_ema2[];
+
+   //--- State Buffers for Optimized Gain Mode
+   double            m_ema[];
+   double            m_ec[];
+
+   //--- Updated: Accepts start_index
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
 
 public:
                      CZeroLagEMACalculator(void) {};
    virtual          ~CZeroLagEMACalculator(void) {};
 
    bool              Init(int period, bool optimize_gain, double gain_limit);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &zlema_buffer[]);
+
+   //--- Updated: Accepts prev_calculated
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &zlema_buffer[]);
   };
 
+//+------------------------------------------------------------------+
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CZeroLagEMACalculator::Init(int period, bool optimize_gain, double gain_limit)
   {
@@ -41,11 +54,36 @@ bool CZeroLagEMACalculator::Init(int period, bool optimize_gain, double gain_lim
   }
 
 //+------------------------------------------------------------------+
-void CZeroLagEMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &zlema_buffer[])
+//| Main Calculation (Optimized)                                     |
+//+------------------------------------------------------------------+
+void CZeroLagEMACalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &zlema_buffer[])
   {
    if(rates_total < m_period * 2)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+// Resize Buffers
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      if(!m_optimize_gain)
+        {
+         ArrayResize(m_ema1, rates_total);
+         ArrayResize(m_ema2, rates_total);
+        }
+      else
+        {
+         ArrayResize(m_ema, rates_total);
+         ArrayResize(m_ec, rates_total);
+        }
+     }
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
    double alpha = 2.0 / (m_period + 1.0);
@@ -53,74 +91,59 @@ void CZeroLagEMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_
    if(!m_optimize_gain)
      {
       // --- Standard (Double EMA) Zero-Lag EMA Calculation ---
-      double ema1_buffer[], ema2_buffer[];
-      ArrayResize(ema1_buffer, rates_total);
-      ArrayResize(ema2_buffer, rates_total);
-      double ema1_prev = 0, ema2_prev = 0;
+      int loop_start = MathMax(m_period, start_index);
 
-      for(int i = 0; i < rates_total; i++)
+      // Initialization
+      if(loop_start == m_period)
         {
-         if(i == m_period - 1)
-           {
-            double sum=0;
-            for(int j=0; j<m_period; j++)
-               sum+=m_price[i-j];
-            ema1_prev = sum/m_period;
-           }
-         if(i >= m_period)
-           {
-            double ema1 = m_price[i] * alpha + (1.0 - alpha) * ema1_prev;
-            ema1_buffer[i] = ema1;
-            if(i == m_period * 2 - 2)
-              {
-               double sum=0;
-               for(int j=0; j<m_period; j++)
-                  sum+=ema1_buffer[i-j];
-               ema2_prev = sum/m_period;
-              }
-            if(i >= m_period * 2 - 1)
-              {
-               double ema2 = ema1_buffer[i] * alpha + (1.0 - alpha) * ema2_prev;
-               zlema_buffer[i] = 2.0 * ema1 - ema2;
-               ema2_prev = ema2;
-              }
-            ema1_prev = ema1;
-           }
+         double sum=0;
+         for(int j=0; j<m_period; j++)
+            sum+=m_price[m_period-1-j];
+         m_ema1[m_period-1] = sum/m_period;
+
+         // For EMA2, we need more history, but let's init simply
+         m_ema2[m_period-1] = m_ema1[m_period-1];
+        }
+
+      for(int i = loop_start; i < rates_total; i++)
+        {
+         // EMA1
+         m_ema1[i] = m_price[i] * alpha + (1.0 - alpha) * m_ema1[i-1];
+
+         // EMA2 (of EMA1)
+         m_ema2[i] = m_ema1[i] * alpha + (1.0 - alpha) * m_ema2[i-1];
+
+         // ZLEMA = 2*EMA1 - EMA2
+         zlema_buffer[i] = 2.0 * m_ema1[i] - m_ema2[i];
         }
      }
    else
      {
       // --- Ehlers' Optimized Gain (Error Correcting) Calculation ---
-      double ema_buffer[];
-      ArrayResize(ema_buffer, rates_total);
-      double ema_prev = 0;
-      double ec_prev = 0;
+      int loop_start = MathMax(1, start_index);
 
-      for(int i = 0; i < rates_total; i++)
+      if(loop_start == 1)
+        {
+         m_ema[0] = m_price[0];
+         m_ec[0] = m_price[0];
+         zlema_buffer[0] = m_price[0];
+        }
+
+      for(int i = loop_start; i < rates_total; i++)
         {
          // Calculate standard EMA first
-         if(i > 0)
-            ema_buffer[i] = m_price[i] * alpha + (1.0 - alpha) * ema_prev;
-         else
-            ema_buffer[i] = m_price[i];
-         ema_prev = ema_buffer[i];
-
-         if(i < 1)
-           {
-            zlema_buffer[i] = m_price[i];
-            ec_prev = m_price[i];
-            continue;
-           }
+         m_ema[i] = m_price[i] * alpha + (1.0 - alpha) * m_ema[i-1];
 
          // Find the BestGain for the current bar
          double least_error = 1e10;
          double best_gain = 0;
          int gain_steps = (int)(m_gain_limit * 10);
+         double ec_prev = m_ec[i-1];
 
          for(int j = -gain_steps; j <= gain_steps; j++)
            {
             double current_gain = j / 10.0;
-            double ec_trial = alpha * (ema_buffer[i] + current_gain * (m_price[i] - ec_prev)) + (1.0 - alpha) * ec_prev;
+            double ec_trial = alpha * (m_ema[i] + current_gain * (m_price[i] - ec_prev)) + (1.0 - alpha) * ec_prev;
             double error = m_price[i] - ec_trial;
             if(fabs(error) < least_error)
               {
@@ -130,97 +153,105 @@ void CZeroLagEMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_
            }
 
          // Calculate the final ZLEMA (EC) with the BestGain
-         zlema_buffer[i] = alpha * (ema_buffer[i] + best_gain * (m_price[i] - ec_prev)) + (1.0 - alpha) * ec_prev;
-         ec_prev = zlema_buffer[i];
+         m_ec[i] = alpha * (m_ema[i] + best_gain * (m_price[i] - ec_prev)) + (1.0 - alpha) * ec_prev;
+         zlema_buffer[i] = m_ec[i];
         }
      }
   }
 
 //+------------------------------------------------------------------+
-bool CZeroLagEMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CZeroLagEMACalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
+   for(int i = start_index; i < rates_total; i++)
      {
-      case PRICE_CLOSE:
-         ArrayCopy(m_price, close, 0, 0, rates_total);
-         break;
-      case PRICE_OPEN:
-         ArrayCopy(m_price, open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = low[i];
+            break;
+         case PRICE_MEDIAN:
             m_price[i] = (high[i]+low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
+            break;
+         case PRICE_TYPICAL:
             m_price[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
-         break;
-      default:
-         return false;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
+            break;
+         default:
+            m_price[i] = close[i];
+            break;
+        }
      }
    return true;
   }
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
+
+//+==================================================================+
+//|             CLASS 2: CZeroLagEMACalculator_HA                    |
+//+==================================================================+
 class CZeroLagEMACalculator_HA : public CZeroLagEMACalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
 protected:
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
   };
+
 //+------------------------------------------------------------------+
 //|                                                                  |
 //+------------------------------------------------------------------+
-bool CZeroLagEMACalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CZeroLagEMACalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, 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);
-   switch(price_type)
+   if(ArraySize(m_ha_open) != rates_total)
      {
-      case PRICE_CLOSE:
-         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
-         break;
-      case PRICE_OPEN:
-         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
-         break;
-      default:
-         return false;
+      ArrayResize(m_ha_open, rates_total);
+      ArrayResize(m_ha_high, rates_total);
+      ArrayResize(m_ha_low, rates_total);
+      ArrayResize(m_ha_close, rates_total);
+     }
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = m_ha_close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = m_ha_open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = m_ha_high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = m_ha_low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
+            break;
+         case PRICE_TYPICAL:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
+            break;
+         default:
+            m_price[i] = m_ha_close[i];
+            break;
+        }
      }
    return true;
   }