From 5dbb9f28ac882afc01b2734c4e4b6d1778c437be Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 30 Nov 2025 14:25:15 +0100 Subject: [PATCH] refactor: Optimized for incremental calculation --- .../MyIncludes/StochRSI_Fast_Calculator.mqh | 67 ++++++++++++------- 1 file changed, 43 insertions(+), 24 deletions(-) diff --git a/Include/MyIncludes/StochRSI_Fast_Calculator.mqh b/Include/MyIncludes/StochRSI_Fast_Calculator.mqh index 540484d..6578bc8 100644 --- a/Include/MyIncludes/StochRSI_Fast_Calculator.mqh +++ b/Include/MyIncludes/StochRSI_Fast_Calculator.mqh @@ -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 // Re-use the RSI Pro engine +#include //+==================================================================+ -//| | //| 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(); } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+