From 6448e837b435587918dd5faf598696d8a54d467a Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sat, 29 Nov 2025 10:34:55 +0100
Subject: [PATCH] refactor: Optimized for incremental calculation

---
 .../MyIncludes/Ehlers_Smoother_Calculator.mqh | 232 ++++++++++--------
 1 file changed, 135 insertions(+), 97 deletions(-)

diff --git a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh
index 72cdc61..25f7ef2 100644
--- a/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh
+++ b/Include/MyIncludes/Ehlers_Smoother_Calculator.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                   Ehlers_Smoother_Calculator.mqh |
-//|      VERSION 2.31: Added public GetPeriod() method.              |
+//|      VERSION 2.40: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
@@ -17,49 +17,71 @@ protected:
    int                 m_period;
    ENUM_SMOOTHER_TYPE  m_type;
    ENUM_INPUT_SOURCE   m_source_type;
-   double              m_price[];
-   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[]);
+   //--- Persistent Buffer for Price
+   double              m_price[];
+
+   //--- 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:
-                     CEhlersSmootherCalculator(void) : m_f1(0), m_f2(0) {};
+                     CEhlersSmootherCalculator(void) {};
    virtual          ~CEhlersSmootherCalculator(void) {};
 
    bool              Init(int period, ENUM_SMOOTHER_TYPE type, 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[]);
 
-   //--- NEW: Public getter for the period
+   //--- 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[]);
+
    int               GetPeriod(void) const { return m_period; }
   };
 
+//+------------------------------------------------------------------+
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CEhlersSmootherCalculator::Init(int period, ENUM_SMOOTHER_TYPE type, ENUM_INPUT_SOURCE source_type)
   {
    m_period = (period < 2) ? 2 : period;
    m_type = type;
    m_source_type = source_type;
-   m_f1 = 0;
-   m_f2 = 0; // Reset state on init
    return true;
   }
 
 //+------------------------------------------------------------------+
-void CEhlersSmootherCalculator::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 CEhlersSmootherCalculator::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 < 4)
       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 Internal 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;
 
+//--- 4. Calculate Coefficients
    double a1 = exp(-M_SQRT2 * M_PI / m_period);
    double b1 = 2.0 * a1 * cos(M_SQRT2 * M_PI / m_period);
    double c2 = b1;
    double c3 = -a1 * a1;
    double c1 = (m_type == SUPERSMOOTHER) ? (1.0 - c2 - c3) : ((1.0 + c2 - c3) / 4.0);
 
-//--- Robust initialization on first run
-   if(ArraySize(filter_buffer) == 0 || filter_buffer[0] == 0)
+//--- 5. Calculate Filter (Incremental Loop)
+   int i = start_index;
+
+// Initialization for the first few bars
+   if(i < 3)
      {
       if(rates_total > 0)
          filter_buffer[0] = m_price[0];
@@ -67,126 +89,142 @@ void CEhlersSmootherCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pr
          filter_buffer[1] = m_price[1];
       if(rates_total > 2)
          filter_buffer[2] = m_price[2];
-      m_f2 = filter_buffer[1];
-      m_f1 = filter_buffer[2];
+      i = 3;
      }
 
-   for(int i = 3; i < rates_total; i++)
+   for(; i < rates_total; i++)
      {
       double current_f = 0;
+
+      // We use filter_buffer[i-1] and [i-2] which are persistent
+      double f1 = filter_buffer[i-1];
+      double f2 = filter_buffer[i-2];
+
       if(m_type == SUPERSMOOTHER)
-         current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * m_f1 + c3 * m_f2;
-      else
-         current_f = (1.0 - c1) * m_price[i] + (2.0 * c1 - c2) * m_price[i-1] - (c1 + c3) * m_price[i-2] + c2 * m_f1 + c3 * m_f2;
+         current_f = c1 * (m_price[i] + m_price[i-1]) / 2.0 + c2 * f1 + c3 * f2;
+      else // ULTIMATESMOOTHER
+         current_f = (1.0 - c1) * m_price[i] + (2.0 * c1 - c2) * m_price[i-1] - (c1 + c3) * m_price[i-2] + c2 * f1 + c3 * f2;
 
       filter_buffer[i] = current_f;
-      m_f2 = m_f1;
-      m_f1 = current_f;
      }
   }
 
 //+------------------------------------------------------------------+
-bool CEhlersSmootherCalculator::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 CEhlersSmootherCalculator::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)
+// Optimized copy loop
+   for(int i = start_index; i < rates_total; i++)
      {
-      switch(price_type)
+      if(m_source_type == SOURCE_PRICE)
         {
-         case PRICE_CLOSE:
-            ArrayCopy(m_price, close, 0, 0, rates_total);
-            break;
-         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++)
-               m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
-            break;
-         default:
-            return false;
+               break;
+            case PRICE_WEIGHTED:
+               m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
+               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: CEhlersSmootherCalculator_HA                |
 //+==================================================================+
 class CEhlersSmootherCalculator_HA : public CEhlersSmootherCalculator
   {
 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;
   };
 
 //+------------------------------------------------------------------+
-bool CEhlersSmootherCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//| Prepare Price (Heikin Ashi - Optimized)                          |
+//+------------------------------------------------------------------+
+bool CEhlersSmootherCalculator_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)
+// Resize internal HA buffers
+   if(ArraySize(m_ha_open) != rates_total)
      {
-      switch(price_type)
-        {
-         case PRICE_CLOSE:
-            ArrayCopy(m_price, ha_close, 0, 0, rates_total);
-            break;
-         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]+ha_close[i]+ha_close[i])/4.0;
-            break;
-         default:
-            return false;
-        }
+      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
+
+//--- STRICT CALL: Use the optimized 10-param HA calculation
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
+                             m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+
+//--- Copy to m_price (Optimized loop)
+   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;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+