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refactor: Fully optimized incremental MTF calculation

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This commit is contained in:
Toh4iem9
2025-12-06 21:24:47 +01:00
parent 2c0ed6b120
commit 5474c4f50b
1 changed files with 40 additions and 24 deletions
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Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/MAMA_MTF_Pro.mq5
+40 -24
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@@ -1,12 +1,10 @@
//+------------------------------------------------------------------+
//| MAMA_MTF_Pro.mq5|
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "2.10" // REFACTORED: Handles current timeframe correctly.
#property version "2.30" // Fully optimized incremental MTF calculation
#property description "Multi-Timeframe (MTF) version of John Ehlers' MAMA and FAMA."
#property description "Displays MAMA/FAMA from a higher or the current timeframe on the chart."
#property indicator_chart_window
#property indicator_buffers 2
@@ -38,6 +36,10 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
double BufferMAMA_MTF[];
double BufferFAMA_MTF[];
//--- Internal Buffers for HTF Calculation (Global to persist state)
double BufferMAMA_HTF_Internal[];
double BufferFAMA_HTF_Internal[];
//--- Global variables ---
CMAMACalculator *g_calculator;
bool g_is_mtf_mode = false;
@@ -49,9 +51,7 @@ int OnInit()
// --- Determine calculation mode (MTF or Current) ---
g_calc_timeframe = InpUpperTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
{
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
}
if(g_calc_timeframe < Period())
{
@@ -61,7 +61,7 @@ int OnInit()
g_is_mtf_mode = (g_calc_timeframe > Period());
// --- Standard buffer and calculator setup ---
// --- Standard buffer setup ---
SetIndexBuffer(0, BufferMAMA_MTF, INDICATOR_DATA);
SetIndexBuffer(1, BufferFAMA_MTF, INDICATOR_DATA);
ArraySetAsSeries(BufferMAMA_MTF, false);
@@ -70,13 +70,9 @@ int OnInit()
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CMAMACalculator_HA();
}
else
{
g_calculator = new CMAMACalculator();
}
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpFastLimit, InpSlowLimit))
{
@@ -101,10 +97,13 @@ void OnDeinit(const int reason)
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
ArrayFree(BufferMAMA_HTF_Internal);
ArrayFree(BufferFAMA_HTF_Internal);
}
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int, 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[])
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(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
@@ -123,8 +122,16 @@ int OnCalculate(const int rates_total, const int, const datetime &time[], const
if(htf_rates_total < 50)
return 0; // MAMA warmup period
// --- Manage HTF State (Incremental Logic) ---
static int htf_prev_calculated = 0;
if(prev_calculated == 0)
htf_prev_calculated = 0;
datetime htf_time[];
double htf_open[], htf_high[], htf_low[], htf_close[];
// Optimization: We could copy only new bars, but for safety with CopyTime/BarShift,
// copying full history on HTF is usually fast enough. The math is the bottleneck.
if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
@@ -134,26 +141,33 @@ int OnCalculate(const int rates_total, const int, const datetime &time[], const
return 0; // Data not fully ready
}
double htf_mama_buffer[], htf_fama_buffer[];
ArrayResize(htf_mama_buffer, htf_rates_total);
ArrayResize(htf_fama_buffer, htf_rates_total);
if(ArraySize(BufferMAMA_HTF_Internal) != htf_rates_total)
ArrayResize(BufferMAMA_HTF_Internal, htf_rates_total);
if(ArraySize(BufferFAMA_HTF_Internal) != htf_rates_total)
ArrayResize(BufferFAMA_HTF_Internal, htf_rates_total);
g_calculator.Calculate(htf_rates_total, price_type, htf_open, htf_high, htf_low, htf_close, htf_mama_buffer, htf_fama_buffer);
// Incremental Calculation on HTF
// We pass htf_prev_calculated so the engine only computes new bars!
g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferMAMA_HTF_Internal, BufferFAMA_HTF_Internal);
ArraySetAsSeries(htf_mama_buffer, true);
ArraySetAsSeries(htf_fama_buffer, true);
ArraySetAsSeries(htf_time, true);
htf_prev_calculated = htf_rates_total;
// Mapping (Optimized Loop)
ArraySetAsSeries(BufferMAMA_HTF_Internal, true);
ArraySetAsSeries(BufferFAMA_HTF_Internal, true);
ArraySetAsSeries(time, true);
ArraySetAsSeries(BufferMAMA_MTF, true);
ArraySetAsSeries(BufferFAMA_MTF, true);
for(int i = 0; i < rates_total; i++)
int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
for(int i = 0; i < limit; i++)
{
int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i]);
int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0)
{
BufferMAMA_MTF[i] = htf_mama_buffer[htf_bar_shift];
BufferFAMA_MTF[i] = htf_fama_buffer[htf_bar_shift];
BufferMAMA_MTF[i] = BufferMAMA_HTF_Internal[htf_bar_shift];
BufferFAMA_MTF[i] = BufferFAMA_HTF_Internal[htf_bar_shift];
}
else
{
@@ -165,14 +179,16 @@ int OnCalculate(const int rates_total, const int, const datetime &time[], const
ArraySetAsSeries(BufferMAMA_MTF, false);
ArraySetAsSeries(BufferFAMA_MTF, false);
ArraySetAsSeries(time, false);
ArraySetAsSeries(BufferMAMA_HTF_Internal, false);
ArraySetAsSeries(BufferFAMA_HTF_Internal, false);
}
else
{
// --- Current Timeframe Mode ---
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferMAMA_MTF, BufferFAMA_MTF);
// Incremental Calculation
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferMAMA_MTF, BufferFAMA_MTF);
}
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+