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refactor: Optimized for incremental calculation

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This commit is contained in:
Toh4iem9
2025-12-21 16:49:25 +01:00
parent 1272dfd9b1
commit 56ad521997
1 changed files with 29 additions and 27 deletions
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Include/MyIncludes/Ehlers_Smoother_Calculator.mqh
+29 -27
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@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+
//| Ehlers_Smoother_Calculator.mqh |
//| VERSION 2.50: Added safety resize for output buffer. |
//| VERSION 3.00: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
@@ -10,6 +10,8 @@
enum ENUM_SMOOTHER_TYPE { SUPERSMOOTHER, ULTIMATESMOOTHER };
enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
//+==================================================================+
//| CLASS 1: CEhlersSmootherCalculator |
//+==================================================================+
class CEhlersSmootherCalculator
{
@@ -21,6 +23,7 @@ protected:
//--- Persistent Buffer for Price
double m_price[];
//--- 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:
@@ -28,11 +31,15 @@ public:
virtual ~CEhlersSmootherCalculator(void) {};
bool Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type);
//--- 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 &filter_buffer[]);
int GetPeriod(void) const { return m_period; }
};
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type)
{
@@ -42,55 +49,47 @@ bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_I
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CEhlersSmootherCalculator::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 &filter_buffer[])
{
if(rates_total < 4)
return;
//--- SAFETY FIX: Ensure output buffer is large enough
//--- If filter_buffer is a dynamic array passed from another calculator, it might be size 0.
if(ArraySize(filter_buffer) != rates_total)
ArrayResize(filter_buffer, rates_total);
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
//--- 2. Resize Internal Buffer
// Resize internal buffer
if(ArraySize(m_price) != rates_total)
ArrayResize(m_price, rates_total);
//--- 3. Prepare Price
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
return;
//--- 4. Calculate Coefficients
//--- Calculate Coefficients
double a1 = exp(-M_SQRT2 * M_PI / m_period);
double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / m_period);
double c2 = b1;
double c3 = -a1 * a1;
double c1 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0);
//--- 5. Calculate Filter
int i = start_index;
//--- Incremental Loop
// We start at index 3 because we need i-1 and i-2 (and i-3 for safety/logic consistency)
int loop_start = MathMax(3, start_index);
// Initialization
if(i < 3)
// Initialization for the very first bars
if(loop_start == 3)
{
if(rates_total > 0)
filter_buffer[0] = m_price[0];
if(rates_total > 1)
filter_buffer[1] = m_price[1];
if(rates_total > 2)
filter_buffer[2] = m_price[2];
i = 3;
filter_buffer[0] = m_price[0];
filter_buffer[1] = m_price[1];
filter_buffer[2] = m_price[2];
}
for(; i < rates_total; i++)
for(int i = loop_start; i < rates_total; i++)
{
double f1 = filter_buffer[i-1];
double f2 = filter_buffer[i-2];
@@ -98,13 +97,15 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, int prev_calculated,
double current_f;
if(m_type == SUPERSMOOTHER)
current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2;
else
else // ULTIMATESMOOTHER
current_f = (1.0 - c1) * m_price[i] + (2.0 * c1 - c2) * m_price[i-1] - (c1 + c3) * m_price[i-2] + c2 * f1 + c3 * f2;
filter_buffer[i] = current_f;
}
}
//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized) |
//+------------------------------------------------------------------+
bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
{
@@ -148,17 +149,20 @@ bool CEhlersSmootherCalculator::PreparePriceSeries(int rates_total, int start_in
return true;
}
//+==================================================================+
//| CLASS 2: CEhlersSmootherCalculator_HA |
//+==================================================================+
class CEhlersSmootherCalculator_HA : public CEhlersSmootherCalculator
{
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, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CEhlersSmootherCalculator_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[])
{
@@ -169,9 +173,7 @@ bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, int start
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);
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++)
{