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refactor: Optimized for incremental calculation

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Toh4iem9
2025-11-30 14:03:34 +01:00
parent 5905595a2c
commit 598b9ca3e6
1 changed files with 64 additions and 37 deletions
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Include/MyIncludes/StochRSI_Slow_Calculator.mqh
+64 -37
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@@ -1,16 +1,14 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| StochRSI_Slow_Calculator.mqh| //| StochRSI_Slow_Calculator.mqh|
//| Calculation engine for Standard and Heikin Ashi Slow StochRSI. | //| VERSION 1.20: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\RSI_Pro_Calculator.mqh> // Re-use the RSI Pro engine #include <MyIncludes\RSI_Pro_Calculator.mqh>
//+==================================================================+ //+==================================================================+
//| |
//| CLASS 1: CStochRSI_Slow_Calculator (Base Class) | //| CLASS 1: CStochRSI_Slow_Calculator (Base Class) |
//| |
//+==================================================================+ //+==================================================================+
class CStochRSI_Slow_Calculator class CStochRSI_Slow_Calculator
{ {
@@ -19,6 +17,10 @@ protected:
ENUM_MA_METHOD m_slowing_ma_type, m_d_ma_type; ENUM_MA_METHOD m_slowing_ma_type, m_d_ma_type;
CRSIProCalculator *m_rsi_calculator; CRSIProCalculator *m_rsi_calculator;
//--- Persistent Buffers for Incremental Calculation
double m_rsi_buffer[];
double m_raw_k[];
double Highest(const double &array[], int period, int current_pos); double Highest(const double &array[], int period, int current_pos);
double Lowest(const double &array[], int period, int current_pos); double Lowest(const double &array[], int period, int current_pos);
@@ -27,12 +29,14 @@ public:
virtual ~CStochRSI_Slow_Calculator(void); virtual ~CStochRSI_Slow_Calculator(void);
bool Init(int rsi_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma); bool Init(int rsi_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
//--- Updated: Accepts prev_calculated
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &k_buffer[], double &d_buffer[]); double &k_buffer[], double &d_buffer[]);
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CStochRSI_Slow_Calculator: Constructor | //| Constructor |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CStochRSI_Slow_Calculator::CStochRSI_Slow_Calculator(void) CStochRSI_Slow_Calculator::CStochRSI_Slow_Calculator(void)
{ {
@@ -40,7 +44,7 @@ CStochRSI_Slow_Calculator::CStochRSI_Slow_Calculator(void)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CStochRSI_Slow_Calculator: Destructor | //| Destructor |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CStochRSI_Slow_Calculator::~CStochRSI_Slow_Calculator(void) CStochRSI_Slow_Calculator::~CStochRSI_Slow_Calculator(void)
{ {
@@ -49,7 +53,7 @@ CStochRSI_Slow_Calculator::~CStochRSI_Slow_Calculator(void)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CStochRSI_Slow_Calculator: Initialization | //| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma) bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_METHOD slow_ma, int d_p, ENUM_MA_METHOD d_ma)
{ {
@@ -66,9 +70,9 @@ bool CStochRSI_Slow_Calculator::Init(int rsi_p, int k_p, int slow_p, ENUM_MA_MET
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CStochRSI_Slow_Calculator: Main Calculation Method | //| Main Calculation (Optimized) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CStochRSI_Slow_Calculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, void CStochRSI_Slow_Calculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &k_buffer[], double &d_buffer[]) double &k_buffer[], double &d_buffer[])
{ {
if(rates_total <= m_rsi_period + m_k_period + m_slowing_period + m_d_period) if(rates_total <= m_rsi_period + m_k_period + m_slowing_period + m_d_period)
@@ -76,26 +80,49 @@ void CStochRSI_Slow_Calculator::Calculate(int rates_total, const double &open[],
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID) if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
return; return;
double rsi_buffer[], dummy1[], dummy2[], dummy3[]; //--- 1. Determine Start Index
ArrayResize(rsi_buffer, rates_total); int start_index;
m_rsi_calculator.Calculate(rates_total, price_type, open, high, low, close, rsi_buffer, dummy1, dummy2, dummy3); if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
double raw_k[]; //--- 2. Resize Internal Buffers
ArrayResize(raw_k, rates_total); if(ArraySize(m_rsi_buffer) != rates_total)
int raw_k_start = m_rsi_period + m_k_period - 2;
for(int i = raw_k_start; i < rates_total; i++)
{ {
double highest_rsi = Highest(rsi_buffer, m_k_period, i); ArrayResize(m_rsi_buffer, rates_total);
double lowest_rsi = Lowest(rsi_buffer, m_k_period, i); ArrayResize(m_raw_k, rates_total);
double range = highest_rsi - lowest_rsi;
if(range > 0.00001)
raw_k[i] = (rsi_buffer[i] - lowest_rsi) / range * 100.0;
else
raw_k[i] = (i > 0) ? raw_k[i-1] : 50.0;
} }
//--- 3. Calculate RSI (Incremental)
double dummy1[], dummy2[], dummy3[];
// Note: RSI Pro Calculator handles resizing of its internal buffers, but we need to provide output buffers.
// If we provide empty dynamic arrays, RSI Pro will resize them.
m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
m_rsi_buffer, dummy1, dummy2, dummy3);
//--- 4. Calculate Raw %K (Fast %K)
int raw_k_start = m_rsi_period + m_k_period - 2;
int loop_start_k = MathMax(raw_k_start, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
double highest_rsi = Highest(m_rsi_buffer, m_k_period, i);
double lowest_rsi = Lowest(m_rsi_buffer, m_k_period, i);
double range = highest_rsi - lowest_rsi;
if(range > 0.00001)
m_raw_k[i] = (m_rsi_buffer[i] - lowest_rsi) / range * 100.0;
else
m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
}
//--- 5. Calculate Slow %K (Main Line)
int k_slow_start = m_rsi_period + m_k_period + m_slowing_period - 3; int k_slow_start = m_rsi_period + m_k_period + m_slowing_period - 3;
for(int i = k_slow_start; i < rates_total; i++) int loop_start_slow = MathMax(k_slow_start, start_index);
for(int i = loop_start_slow; i < rates_total; i++)
{ {
switch(m_slowing_ma_type) switch(m_slowing_ma_type)
{ {
@@ -105,7 +132,7 @@ void CStochRSI_Slow_Calculator::Calculate(int rates_total, const double &open[],
{ {
double sum=0; double sum=0;
for(int j=0; j<m_slowing_period; j++) for(int j=0; j<m_slowing_period; j++)
sum+=raw_k[i-j]; sum+=m_raw_k[i-j];
k_buffer[i]=sum/m_slowing_period; k_buffer[i]=sum/m_slowing_period;
} }
else else
@@ -113,23 +140,26 @@ void CStochRSI_Slow_Calculator::Calculate(int rates_total, const double &open[],
if(m_slowing_ma_type==MODE_EMA) if(m_slowing_ma_type==MODE_EMA)
{ {
double pr=2.0/(m_slowing_period+1.0); double pr=2.0/(m_slowing_period+1.0);
k_buffer[i]=raw_k[i]*pr+k_buffer[i-1]*(1.0-pr); k_buffer[i]=m_raw_k[i]*pr+k_buffer[i-1]*(1.0-pr);
} }
else else
k_buffer[i]=(k_buffer[i-1]*(m_slowing_period-1)+raw_k[i])/m_slowing_period; k_buffer[i]=(k_buffer[i-1]*(m_slowing_period-1)+m_raw_k[i])/m_slowing_period;
} }
break; break;
case MODE_LWMA: case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_slowing_period; j++) {int w=m_slowing_period-j; sum+=raw_k[i-j]*w; w_sum+=w;} if(w_sum>0) k_buffer[i]=sum/w_sum;} {double sum=0,w_sum=0; for(int j=0; j<m_slowing_period; j++) {int w=m_slowing_period-j; sum+=m_raw_k[i-j]*w; w_sum+=w;} if(w_sum>0) k_buffer[i]=sum/w_sum;}
break; break;
default: default:
{double sum=0; for(int j=0; j<m_slowing_period; j++) sum+=raw_k[i-j]; k_buffer[i]=sum/m_slowing_period;} {double sum=0; for(int j=0; j<m_slowing_period; j++) sum+=m_raw_k[i-j]; k_buffer[i]=sum/m_slowing_period;}
break; break;
} }
} }
//--- 6. Calculate %D (Signal Line)
int d_start = k_slow_start + m_d_period - 1; int d_start = k_slow_start + m_d_period - 1;
for(int i = d_start; i < rates_total; i++) int loop_start_d = MathMax(d_start, start_index);
for(int i = loop_start_d; i < rates_total; i++)
{ {
switch(m_d_ma_type) switch(m_d_ma_type)
{ {
@@ -164,7 +194,7 @@ void CStochRSI_Slow_Calculator::Calculate(int rates_total, const double &open[],
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Finds the highest value in a given period of an array. | //| Highest |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
double CStochRSI_Slow_Calculator::Highest(const double &array[], int period, int current_pos) double CStochRSI_Slow_Calculator::Highest(const double &array[], int period, int current_pos)
{ {
@@ -181,7 +211,7 @@ double CStochRSI_Slow_Calculator::Highest(const double &array[], int period, int
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Finds the lowest value in a given period of an array. | //| Lowest |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
double CStochRSI_Slow_Calculator::Lowest(const double &array[], int period, int current_pos) double CStochRSI_Slow_Calculator::Lowest(const double &array[], int period, int current_pos)
{ {
@@ -198,9 +228,7 @@ double CStochRSI_Slow_Calculator::Lowest(const double &array[], int period, int
} }
//+==================================================================+ //+==================================================================+
//| |
//| CLASS 2: CStochRSI_Slow_Calculator_HA (Heikin Ashi) | //| CLASS 2: CStochRSI_Slow_Calculator_HA (Heikin Ashi) |
//| |
//+==================================================================+ //+==================================================================+
class CStochRSI_Slow_Calculator_HA : public CStochRSI_Slow_Calculator class CStochRSI_Slow_Calculator_HA : public CStochRSI_Slow_Calculator
{ {
@@ -209,7 +237,7 @@ public:
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CStochRSI_Slow_Calculator_HA: Constructor | //| Constructor |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CStochRSI_Slow_Calculator_HA::CStochRSI_Slow_Calculator_HA(void) CStochRSI_Slow_Calculator_HA::CStochRSI_Slow_Calculator_HA(void)
{ {
@@ -218,4 +246,3 @@ CStochRSI_Slow_Calculator_HA::CStochRSI_Slow_Calculator_HA(void)
m_rsi_calculator = new CRSIProCalculator_HA(); m_rsi_calculator = new CRSIProCalculator_HA();
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+