diff --git a/Include/MyIncludes/PascalWMA_Calculator.mqh b/Include/MyIncludes/PascalWMA_Calculator.mqh index fa7d849..c439fb2 100644 --- a/Include/MyIncludes/PascalWMA_Calculator.mqh +++ b/Include/MyIncludes/PascalWMA_Calculator.mqh @@ -1,6 +1,6 @@ //+------------------------------------------------------------------+ //| PascalWMA_Calculator.mqh | -//| Calculation engine for Standard and Heikin Ashi Pascal WMA. | +//| VERSION 2.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -8,9 +8,7 @@ #include //+==================================================================+ -//| | //| CLASS 1: CPascalWMACalculator (Base Class) | -//| | //+==================================================================+ class CPascalWMACalculator { @@ -18,16 +16,21 @@ protected: int m_period; double m_weights[]; double m_weight_sum; + + //--- Persistent Buffer 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[]); + //--- 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: CPascalWMACalculator(void); virtual ~CPascalWMACalculator(void) {}; bool Init(int period); - void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &wma_out[]); + + //--- 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 &wma_out[]); }; //+------------------------------------------------------------------+ @@ -43,41 +46,59 @@ CPascalWMACalculator::CPascalWMACalculator(void) : m_period(0), m_weight_sum(0) bool CPascalWMACalculator::Init(int period) { m_period = (period < 2) ? 2 : period; +// Limit period to avoid double overflow if necessary, but double handles large numbers well (up to 1.7e308). +// Pascal(100) middle term is huge but fits in double. + ArrayResize(m_weights, m_period); m_weight_sum = 0; - for(int i = 0; i < m_period; i++) +// Calculate Binomial Coefficients: C(n, k) +// n = period - 1 +// k = 0 to n +// Use iterative formula: C(n, k) = C(n, k-1) * (n - k + 1) / k + + int n = m_period - 1; + m_weights[0] = 1.0; + m_weight_sum += m_weights[0]; + + for(int k = 1; k <= n; k++) { - long n = m_period - 1; - long k = i; - if(k > n / 2) - k = n - k; - long res = 1; - for(long j = 1; j <= k; j++) - { - if(j == 0) - continue; - res = res * (n - j + 1) / j; - } - m_weights[i] = (double)res; - m_weight_sum += m_weights[i]; + // Recursive calculation avoids factorial overflow + m_weights[k] = m_weights[k-1] * (double)(n - k + 1) / (double)k; + m_weight_sum += m_weights[k]; } + return (m_weight_sum > 0); } //+------------------------------------------------------------------+ //| CPascalWMACalculator: Main Calculation Method | //+------------------------------------------------------------------+ -void CPascalWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &wma_out[]) +void CPascalWMACalculator::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 &wma_out[]) { if(rates_total < m_period) 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 internal buffer + if(ArraySize(m_price) != rates_total) + ArrayResize(m_price, rates_total); + + if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; - for(int i = m_period - 1; i < rates_total; i++) +//--- Incremental Loop + int loop_start = MathMax(m_period - 1, start_index); + + for(int i = loop_start; i < rates_total; i++) { double weighted_sum = 0; + // Convolution: Price[i-j] * Weight[j] for(int j = 0; j < m_period; j++) { weighted_sum += m_price[i - j] * m_weights[j]; @@ -89,93 +110,97 @@ void CPascalWMACalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_t //+------------------------------------------------------------------+ //| CPascalWMACalculator: Prepares the standard source price. | //+------------------------------------------------------------------+ -bool CPascalWMACalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) +bool CPascalWMACalculator::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_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