From 5d9f92c6aebaf302bae8f8f245f7e3de07f27380 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sun, 21 Dec 2025 14:32:27 +0100
Subject: [PATCH] refactor: Optimized for incremental calculation

---
 .../MyIncludes/Gaussian_Filter_Calculator.mqh | 216 ++++++++++--------
 1 file changed, 123 insertions(+), 93 deletions(-)

diff --git a/Include/MyIncludes/Gaussian_Filter_Calculator.mqh b/Include/MyIncludes/Gaussian_Filter_Calculator.mqh
index 12ce4c2..d9786a9 100644
--- a/Include/MyIncludes/Gaussian_Filter_Calculator.mqh
+++ b/Include/MyIncludes/Gaussian_Filter_Calculator.mqh
@@ -1,50 +1,53 @@
 //+------------------------------------------------------------------+
 //|                                   Gaussian_Filter_Calculator.mqh |
 //|      Calculation engine for the John Ehlers' Gaussian Filter.    |
-//|      VERSION 2.10: Corrected state management & centralized enums|
+//|      VERSION 3.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
-//--- Enums are now centralized here to be available for all consumers ---
-enum ENUM_CANDLE_SOURCE { SOURCE_STD, SOURCE_HA };
 enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
 
+//+==================================================================+
+//|             CLASS 1: CGaussianFilterCalculator                   |
 //+==================================================================+
 class CGaussianFilterCalculator
   {
 protected:
    int               m_period;
    ENUM_INPUT_SOURCE m_source_type;
+
+   //--- Persistent Buffer for Price
    double            m_price[];
 
    //--- Filter coefficients
    double            c0, a1, a2;
 
-   //--- State variables for the recursive filter (CRITICAL FIX)
-   double            m_f1, m_f2;
-
-   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:
-                     CGaussianFilterCalculator(void) : m_f1(0), m_f2(0) {}; // Initialize state
+                     CGaussianFilterCalculator(void) {};
    virtual          ~CGaussianFilterCalculator(void) {};
 
    bool              Init(int period, ENUM_INPUT_SOURCE source_type);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_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 &filter_buffer[]);
   };
 
+//+------------------------------------------------------------------+
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CGaussianFilterCalculator::Init(int period, ENUM_INPUT_SOURCE source_type)
   {
    m_period = (period < 2) ? 2 : period;
    m_source_type = source_type;
-   m_f1 = 0;
-   m_f2 = 0; // Reset state on init
 
-   double beta = 2.451 * (1.0 - cos(2.0 * M_PI / m_period));
+// Calculate coefficients (Ehlers' formula)
+   double beta = 2.415 * (1.0 - cos(2.0 * M_PI / m_period));
    double alpha = -beta + sqrt(beta * beta + 2.0 * beta);
 
    c0 = alpha * alpha;
@@ -55,126 +58,153 @@ bool CGaussianFilterCalculator::Init(int period, ENUM_INPUT_SOURCE source_type)
   }
 
 //+------------------------------------------------------------------+
-void CGaussianFilterCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
+//| Main Calculation (Optimized)                                     |
+//+------------------------------------------------------------------+
+void CGaussianFilterCalculator::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 < 3)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+// Resize internal buffer
+   if(ArraySize(m_price) != rates_total)
+      ArrayResize(m_price, rates_total);
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
-//--- On the very first calculation, initialize the first few values robustly
-   if(ArraySize(filter_buffer) == 0 || filter_buffer[0] == 0)
+//--- Incremental Loop
+// We start at index 2 because we need i-1 and i-2
+   int loop_start = MathMax(2, start_index);
+
+// Initialization for the very first bars
+   if(loop_start == 2)
      {
       filter_buffer[0] = m_price[0];
       filter_buffer[1] = m_price[1];
-      m_f1 = filter_buffer[1];
-      m_f2 = filter_buffer[0];
      }
 
-   for(int i = 2; i < rates_total; i++)
+   for(int i = loop_start; i < rates_total; i++)
      {
-      double current_f = c0 * m_price[i] + a1 * m_f1 + a2 * m_f2;
-      filter_buffer[i] = current_f;
-      m_f2 = m_f1;
-      m_f1 = current_f;
+      // Recursive calculation: f[i] = c0*price[i] + a1*f[i-1] + a2*f[i-2]
+      // We use filter_buffer directly for f[i-1] and f[i-2] because it persists between ticks.
+      filter_buffer[i] = c0 * m_price[i] + a1 * filter_buffer[i-1] + a2 * filter_buffer[i-2];
      }
   }
 
 //+------------------------------------------------------------------+
-bool CGaussianFilterCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CGaussianFilterCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   ArrayResize(m_price, rates_total);
-   if(m_source_type == SOURCE_PRICE)
+   for(int i = start_index; i < rates_total; i++)
      {
-      switch(price_type)
+      if(m_source_type == SOURCE_PRICE)
         {
-         case PRICE_OPEN:
-            ArrayCopy(m_price, open, 0, 0, rates_total);
-            break;
-         case PRICE_HIGH:
-            ArrayCopy(m_price, high, 0, 0, rates_total);
-            break;
-         case PRICE_LOW:
-            ArrayCopy(m_price, low, 0, 0, rates_total);
-            break;
-         case PRICE_MEDIAN:
-            for(int i=0; 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;
-         case PRICE_TYPICAL:
-            for(int i=0; i<rates_total; i++)
+               break;
+            case PRICE_TYPICAL:
                m_price[i] = (high[i]+low[i]+close[i])/3.0;
-            break;
-         case PRICE_WEIGHTED:
-            for(int i=0; i<rates_total; i++)
+               break;
+            case PRICE_WEIGHTED:
                m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
-            break;
-         default:
-            ArrayCopy(m_price, close, 0, 0, rates_total);
-            break;
+               break;
+            default:
+               m_price[i] = close[i];
+               break;
+           }
         }
-     }
-   else // SOURCE_MOMENTUM
-     {
-      for(int i=0; i<rates_total; i++)
+      else // SOURCE_MOMENTUM
+        {
          m_price[i] = close[i] - open[i];
+        }
      }
    return true;
   }
+
+//+==================================================================+
+//|             CLASS 2: CGaussianFilterCalculator_HA                |
 //+==================================================================+
 class CGaussianFilterCalculator_HA : public CGaussianFilterCalculator
   {
 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, 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;
   };
+
 //+------------------------------------------------------------------+
-bool CGaussianFilterCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CGaussianFilterCalculator_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[];
-   ArrayResize(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);
-   if(m_source_type == SOURCE_PRICE)
+   if(ArraySize(m_ha_open) != rates_total)
      {
-      switch(price_type)
-        {
-         case PRICE_OPEN:
-            ArrayCopy(m_price, ha_open, 0, 0, rates_total);
-            break;
-         case PRICE_HIGH:
-            ArrayCopy(m_price, ha_high, 0, 0, rates_total);
-            break;
-         case PRICE_LOW:
-            ArrayCopy(m_price, ha_low, 0, 0, rates_total);
-            break;
-         case PRICE_MEDIAN:
-            for(int i=0; i<rates_total; i++)
-               m_price[i] = (ha_high[i]+ha_low[i])/2.0;
-            break;
-         case PRICE_TYPICAL:
-            for(int i=0; i<rates_total; i++)
-               m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
-            break;
-         case PRICE_WEIGHTED:
-            for(int i=0; i<rates_total; i++)
-               m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
-            break;
-         default:
-            ArrayCopy(m_price, ha_close, 0, 0, rates_total);
-            break;
-        }
+      ArrayResize(m_ha_open, rates_total);
+      ArrayResize(m_ha_high, rates_total);
+      ArrayResize(m_ha_low, rates_total);
+      ArrayResize(m_ha_close, rates_total);
      }
-   else // SOURCE_MOMENTUM
+   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++)
      {
-      for(int i=0; i<rates_total; i++)
-         m_price[i] = ha_close[i] - ha_open[i];
+      if(m_source_type == SOURCE_PRICE)
+        {
+         switch(price_type)
+           {
+            case PRICE_CLOSE:
+               m_price[i] = m_ha_close[i];
+               break;
+            case PRICE_OPEN:
+               m_price[i] = m_ha_open[i];
+               break;
+            case PRICE_HIGH:
+               m_price[i] = m_ha_high[i];
+               break;
+            case PRICE_LOW:
+               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;
+           }
+        }
+      else // SOURCE_MOMENTUM
+        {
+         m_price[i] = m_ha_close[i] - m_ha_open[i];
+        }
      }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+