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refactor(indicators): Optimized for incremental calculation

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Toh4iem9
2026-01-03 22:27:55 +01:00
parent baf635e2bf
commit 4fdac6caba
1 changed files with 17 additions and 10 deletions
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Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Butterworth_Filter_Pro.mq5
+17 -10
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@@ -1,10 +1,9 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Butterworth_Filter_Pro.mq5 | //| Butterworth_Filter_Pro.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.10" // Adapted to new universal calculator #property version "2.00" // Optimized for incremental calculation
#property description "John Ehlers' Higher-Order Butterworth Filter." #property description "John Ehlers' Higher-Order Butterworth Filter."
#property indicator_chart_window #property indicator_chart_window
@@ -14,14 +13,14 @@
#property indicator_type1 DRAW_LINE #property indicator_type1 DRAW_LINE
#property indicator_color1 clrMediumPurple #property indicator_color1 clrMediumPurple
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_SOLID
#property indicator_width1 1 #property indicator_width1 2
#include <MyIncludes\Butterworth_Calculator.mqh> #include <MyIncludes\Butterworth_Calculator.mqh>
//--- Input Parameters --- //--- Input Parameters ---
input int InpPeriod = 20; // Critical Period for the filter input int InpPeriod = 20; // Critical Period for the filter
input ENUM_BUTTERWORTH_POLES InpPoles = POLES_TWO; // Number of poles (2 or 3) input ENUM_BUTTERWORTH_POLES InpPoles = POLES_TWO; // Number of poles (2 or 3)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
//--- Indicator Buffers --- //--- Indicator Buffers ---
double BufferFilter[]; double BufferFilter[];
@@ -46,14 +45,13 @@ int OnInit()
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Butterworth(%d,%d)", InpPeriod, (int)InpPoles)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Butterworth(%d,%d)", InpPeriod, (int)InpPoles));
} }
// CORRECTED: Pass the source type to the Init function
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpPoles, SOURCE_PRICE)) if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpPoles, SOURCE_PRICE))
{ {
Print("Failed to initialize Butterworth Calculator."); Print("Failed to initialize Butterworth Calculator.");
return(INIT_FAILED); return(INIT_FAILED);
} }
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 3);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits); IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
@@ -67,7 +65,16 @@ void OnDeinit(const int reason)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[]) int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{ {
if(CheckPointer(g_calculator) == POINTER_INVALID) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
@@ -78,7 +85,7 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferFilter); g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilter);
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+