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refactor: Optimized for incremental calculation

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This commit is contained in:
Toh4iem9
2025-11-30 14:25:15 +01:00
parent b10c0192f3
commit 5dbb9f28ac
1 changed files with 43 additions and 24 deletions
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Include/MyIncludes/StochRSI_Fast_Calculator.mqh
+43 -24
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@@ -1,16 +1,14 @@
//+------------------------------------------------------------------+
//| StochRSI_Fast_Calculator.mqh|
//| Calculation engine for Standard and Heikin Ashi Fast StochRSI. |
//| VERSION 1.20: Optimized for incremental calculation. |
//| 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_Fast_Calculator (Base Class) |
//| |
//+==================================================================+
class CStochRSI_Fast_Calculator
{
@@ -19,6 +17,9 @@ protected:
ENUM_MA_METHOD m_d_ma_type;
CRSIProCalculator *m_rsi_calculator;
//--- Persistent Buffers for Incremental Calculation
double m_rsi_buffer[];
double Highest(const double &array[], int period, int current_pos);
double Lowest(const double &array[], int period, int current_pos);
@@ -27,12 +28,14 @@ public:
virtual ~CStochRSI_Fast_Calculator(void);
bool Init(int rsi_p, int k_p, 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[]);
};
//+------------------------------------------------------------------+
//| CStochRSI_Fast_Calculator: Constructor |
//| Constructor |
//+------------------------------------------------------------------+
CStochRSI_Fast_Calculator::CStochRSI_Fast_Calculator(void)
{
@@ -40,7 +43,7 @@ CStochRSI_Fast_Calculator::CStochRSI_Fast_Calculator(void)
}
//+------------------------------------------------------------------+
//| CStochRSI_Fast_Calculator: Destructor |
//| Destructor |
//+------------------------------------------------------------------+
CStochRSI_Fast_Calculator::~CStochRSI_Fast_Calculator(void)
{
@@ -49,7 +52,7 @@ CStochRSI_Fast_Calculator::~CStochRSI_Fast_Calculator(void)
}
//+------------------------------------------------------------------+
//| CStochRSI_Fast_Calculator: Initialization |
//| Init |
//+------------------------------------------------------------------+
bool CStochRSI_Fast_Calculator::Init(int rsi_p, int k_p, int d_p, ENUM_MA_METHOD d_ma)
{
@@ -64,9 +67,9 @@ bool CStochRSI_Fast_Calculator::Init(int rsi_p, int k_p, int d_p, ENUM_MA_METHOD
}
//+------------------------------------------------------------------+
//| CStochRSI_Fast_Calculator: Main Calculation Method |
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CStochRSI_Fast_Calculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
void CStochRSI_Fast_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[])
{
if(rates_total <= m_rsi_period + m_k_period + m_d_period)
@@ -74,24 +77,43 @@ void CStochRSI_Fast_Calculator::Calculate(int rates_total, const double &open[],
if(CheckPointer(m_rsi_calculator) == POINTER_INVALID)
return;
double rsi_buffer[], dummy1[], dummy2[], dummy3[];
ArrayResize(rsi_buffer, rates_total);
m_rsi_calculator.Calculate(rates_total, price_type, open, high, low, close, rsi_buffer, dummy1, dummy2, dummy3);
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
//--- 2. Resize Internal Buffers
if(ArraySize(m_rsi_buffer) != rates_total)
ArrayResize(m_rsi_buffer, rates_total);
//--- 3. Calculate RSI (Incremental)
double dummy1[], dummy2[], dummy3[];
m_rsi_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
m_rsi_buffer, dummy1, dummy2, dummy3);
//--- 4. Calculate %K (Fast %K)
int k_start = m_rsi_period + m_k_period - 2;
for(int i = k_start; i < rates_total; i++)
int loop_start_k = MathMax(k_start, start_index);
for(int i = loop_start_k; i < rates_total; i++)
{
double highest_rsi = Highest(rsi_buffer, m_k_period, i);
double lowest_rsi = Lowest(rsi_buffer, m_k_period, 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)
k_buffer[i] = (rsi_buffer[i] - lowest_rsi) / range * 100.0;
k_buffer[i] = (m_rsi_buffer[i] - lowest_rsi) / range * 100.0;
else
k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0;
}
//--- 5. Calculate %D (Signal Line) by smoothing %K
int d_start = k_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)
{
@@ -126,7 +148,7 @@ void CStochRSI_Fast_Calculator::Calculate(int rates_total, const double &open[],
}
//+------------------------------------------------------------------+
//| Finds the highest value in a given period of an array. |
//| Highest |
//+------------------------------------------------------------------+
double CStochRSI_Fast_Calculator::Highest(const double &array[], int period, int current_pos)
{
@@ -143,7 +165,7 @@ double CStochRSI_Fast_Calculator::Highest(const double &array[], int period, int
}
//+------------------------------------------------------------------+
//| Finds the lowest value in a given period of an array. |
//| Lowest |
//+------------------------------------------------------------------+
double CStochRSI_Fast_Calculator::Lowest(const double &array[], int period, int current_pos)
{
@@ -160,9 +182,7 @@ double CStochRSI_Fast_Calculator::Lowest(const double &array[], int period, int
}
//+==================================================================+
//| |
//| CLASS 2: CStochRSI_Fast_Calculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CStochRSI_Fast_Calculator_HA : public CStochRSI_Fast_Calculator
{
@@ -171,7 +191,7 @@ public:
};
//+------------------------------------------------------------------+
//| CStochRSI_Fast_Calculator_HA: Constructor |
//| Constructor |
//+------------------------------------------------------------------+
CStochRSI_Fast_Calculator_HA::CStochRSI_Fast_Calculator_HA(void)
{
@@ -180,4 +200,3 @@ CStochRSI_Fast_Calculator_HA::CStochRSI_Fast_Calculator_HA(void)
m_rsi_calculator = new CRSIProCalculator_HA();
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+