refactor: Optimized for incremental calculation

Include/MyIncludes/CMO_Calculator.mqh

@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                               CMO_Calculator.mqh |
-//|          Calculation engine for Standard and Heikin Ashi CMO.    |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
@@ -8,28 +8,35 @@
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
 //+==================================================================+
-//|                                                                  |
 //|               CLASS 1: CCMOCalculator (Base Class)               |
-//|                                                                  |
 //+==================================================================+
 class CCMOCalculator
   {
 protected:
    int               m_cmo_period;
+
+   //--- 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:
                      CCMOCalculator(void) {};
    virtual          ~CCMOCalculator(void) {};
 
    bool              Init(int cmo_p);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &cmo_buffer[]);
+
+   //--- 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 &cmo_buffer[]);
+
+   //--- NEW: Helper to get a single CMO value
+   // This assumes m_price is already prepared!
+   double            GetCMOValue(int index);
   };
 
 //+------------------------------------------------------------------+
-//| CCMOCalculator: Initialization                                   |
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CCMOCalculator::Init(int cmo_p)
   {
@@ -38,129 +45,162 @@ bool CCMOCalculator::Init(int cmo_p)
   }
 
 //+------------------------------------------------------------------+
-//| CCMOCalculator: Main Calculation Method (Shared Logic)           |
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CCMOCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &cmo_buffer[])
+void CCMOCalculator::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 &cmo_buffer[])
   {
    if(rates_total <= m_cmo_period)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+
+//--- 1. Determine Start Index
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+//--- 2. Resize Buffer
+   if(ArraySize(m_price) != rates_total)
+      ArrayResize(m_price, rates_total);
+
+//--- 3. Prepare Price (Optimized)
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
-   for(int i = m_cmo_period; i < rates_total; i++)
+//--- 4. Calculate CMO (Incremental Loop)
-     {
+   int loop_start = MathMax(m_cmo_period, start_index);
-      double sum_up = 0.0, sum_down = 0.0;
-      for(int j = 0; j < m_cmo_period; j++)
-        {
-         double diff = m_price[i - j] - m_price[i - j - 1];
-         if(diff > 0.0)
-            sum_up += diff;
-         else
-            sum_down += (-diff);
-        }
 
-      double total_sum = sum_up + sum_down;
+   for(int i = loop_start; i < rates_total; i++)
-      if(total_sum == 0.0)
+     {
-         cmo_buffer[i] = 0.0;
+      cmo_buffer[i] = GetCMOValue(i);
-      else
-         cmo_buffer[i] = 100.0 * (sum_up - sum_down) / total_sum;
      }
   }
 
 //+------------------------------------------------------------------+
-//| CCMOCalculator: Prepares the standard source price.              |
+//| Helper: Calculate Single CMO Value                               |
 //+------------------------------------------------------------------+
-bool CCMOCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+double CCMOCalculator::GetCMOValue(int index)
   {
-   ArrayResize(m_price, rates_total);
+   double sum_up = 0.0, sum_down = 0.0;
-   switch(price_type)
+
+   for(int j = 0; j < m_cmo_period; j++)
      {
-      case PRICE_CLOSE:
+      double diff = m_price[index - j] - m_price[index - j - 1];
-         ArrayCopy(m_price, close, 0, 0, rates_total);
+      if(diff > 0.0)
-         break;
+         sum_up += diff;
-      case PRICE_OPEN:
+      else
-         ArrayCopy(m_price, open, 0, 0, rates_total);
+         sum_down += (-diff);
-         break;
+     }
-      case PRICE_HIGH:
+
-         ArrayCopy(m_price, high, 0, 0, rates_total);
+   double total_sum = sum_up + sum_down;
-         break;
+   if(total_sum == 0.0)
-      case PRICE_LOW:
+      return 0.0;
-         ArrayCopy(m_price, low, 0, 0, rates_total);
+   else
-         break;
+      return 100.0 * (sum_up - sum_down) / total_sum;
-      case PRICE_MEDIAN:
+  }
-         for(int i=0; i<rates_total; i++)
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CCMOCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+// Optimized copy loop
+   for(int i = start_index; i < rates_total; i++)
+     {
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = low[i];
+            break;
+         case PRICE_MEDIAN:
             m_price[i] = (high[i]+low[i])/2.0;
-         break;
+            break;
-      case PRICE_TYPICAL:
+         case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
             m_price[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
+            break;
-      case PRICE_WEIGHTED:
+         case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
-            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
+            break;
-         break;
+         default:
-      default:
+            m_price[i] = close[i];
-         return false;
+            break;
+        }
      }
    return true;
   }
 
 //+==================================================================+
-//|                                                                  |
 //|             CLASS 2: CCMOCalculator_HA (Heikin Ashi)             |
-//|                                                                  |
 //+==================================================================+
 class CCMOCalculator_HA : public CCMOCalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   // Internal HA buffers
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
 protected:
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+   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;
   };
 
 //+------------------------------------------------------------------+
-//| CCMOCalculator_HA: Prepares the HA source price.                 |
+//| Prepare Price (Heikin Ashi - Optimized)                          |
 //+------------------------------------------------------------------+
-bool CCMOCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CCMOCalculator_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[])
   {
-   double ha_open[], ha_high[], ha_low[], ha_close[];
+// Resize internal HA buffers
-   ArrayResize(ha_open, rates_total);
+   if(ArraySize(m_ha_open) != rates_total)
-   ArrayResize(ha_high, rates_total);
-   ArrayResize(ha_low, rates_total);
-   ArrayResize(ha_close, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
-
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
      {
-      case PRICE_CLOSE:
+      ArrayResize(m_ha_open, rates_total);
-         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+      ArrayResize(m_ha_high, rates_total);
-         break;
+      ArrayResize(m_ha_low, rates_total);
-      case PRICE_OPEN:
+      ArrayResize(m_ha_close, rates_total);
-         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+     }
-         break;
+
-      case PRICE_HIGH:
+//--- STRICT CALL: Use the optimized 10-param HA calculation
-         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
-         break;
+                             m_ha_open, m_ha_high, m_ha_low, m_ha_close);
-      case PRICE_LOW:
+
-         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
+//--- Copy to m_price (Optimized loop)
-         break;
+   for(int i = start_index; i < rates_total; i++)
-      case PRICE_MEDIAN:
+     {
-         for(int i=0; i<rates_total; i++)
+      switch(price_type)
-            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+        {
-         break;
+         case PRICE_CLOSE:
-      case PRICE_TYPICAL:
+            m_price[i] = m_ha_close[i];
-         for(int i=0; i<rates_total; i++)
+            break;
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
+         case PRICE_OPEN:
-         break;
+            m_price[i] = m_ha_open[i];
-      case PRICE_WEIGHTED:
+            break;
-         for(int i=0; i<rates_total; i++)
+         case PRICE_HIGH:
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
+            m_price[i] = m_ha_high[i];
-         break;
+            break;
-      default:
+         case PRICE_LOW:
-         return false;
+            m_price[i] = m_ha_low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
+            break;
+         case PRICE_TYPICAL:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
+            break;
+         default:
+            m_price[i] = m_ha_close[i];
+            break;
+        }
      }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+