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refactor: Optimized for incremental calculation
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Toh4iem9
@@ -1,6 +1,6 @@
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//+------------------------------------------------------------------+
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//| Gann_HiLo_Calculator.mqh|
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//| Calculation engine for Standard and Heikin Ashi Gann HiLo. |
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//| VERSION 2.00: Optimized for incremental calculation. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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@@ -8,9 +8,7 @@
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CGannHiLoCalculator (Base Class) |
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//| |
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//+==================================================================+
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class CGannHiLoCalculator
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{
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@@ -18,20 +16,25 @@ protected:
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int m_period;
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ENUM_MA_METHOD m_ma_method;
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//--- Persistent Buffers for Incremental Calculation
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double m_src_high[], m_src_low[], m_src_close[];
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double m_hi_avg[], m_lo_avg[], m_trend[];
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
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//--- Updated: Accepts start_index
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virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CGannHiLoCalculator(void) {};
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virtual ~CGannHiLoCalculator(void) {};
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bool Init(int period, ENUM_MA_METHOD ma_method);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[]);
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//--- Updated: Accepts prev_calculated
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CGannHiLoCalculator: Initialization |
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//| Init |
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//+------------------------------------------------------------------+
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bool CGannHiLoCalculator::Init(int period, ENUM_MA_METHOD ma_method)
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{
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@@ -41,30 +44,46 @@ bool CGannHiLoCalculator::Init(int period, ENUM_MA_METHOD ma_method)
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}
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//+------------------------------------------------------------------+
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//| CGannHiLoCalculator: Main Calculation Method (Shared Logic) |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CGannHiLoCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[])
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void CGannHiLoCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &hilo_buffer[], double &color_buffer[])
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{
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if(rates_total <= m_period)
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return;
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if(!PrepareSourceData(rates_total, open, high, low, close))
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//--- 1. Determine Start Index
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int start_index;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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//--- 2. Resize Buffers
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if(ArraySize(m_src_high) != rates_total)
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{
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_close, rates_total);
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ArrayResize(m_hi_avg, rates_total);
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ArrayResize(m_lo_avg, rates_total);
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ArrayResize(m_trend, rates_total);
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}
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//--- 3. Prepare Source Data (Optimized)
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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return;
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double hi_avg[], lo_avg[], trend[];
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ArrayResize(hi_avg, rates_total);
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ArrayResize(lo_avg, rates_total);
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ArrayResize(trend, rates_total);
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//--- 4. Calculate High/Low Averages (Incremental)
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int ma_start_pos = m_period - 1;
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int loop_start = MathMax(ma_start_pos, start_index);
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for(int i = 1; i < rates_total; i++)
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for(int i = loop_start; i < rates_total; i++)
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{
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if(i < m_period - 1)
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continue;
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switch(m_ma_method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == m_period - 1)
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if(i == ma_start_pos)
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{
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double sum_h=0, sum_l=0;
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for(int j=0; j<m_period; j++)
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@@ -72,100 +91,141 @@ void CGannHiLoCalculator::Calculate(int rates_total, const double &open[], const
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sum_h+=m_src_high[i-j];
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sum_l+=m_src_low[i-j];
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}
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hi_avg[i]=sum_h/m_period;
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lo_avg[i]=sum_l/m_period;
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m_hi_avg[i]=sum_h/m_period;
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m_lo_avg[i]=sum_l/m_period;
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}
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else
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{
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if(m_ma_method==MODE_EMA)
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{
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double pr=2.0/(m_period+1.0);
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hi_avg[i]=m_src_high[i]*pr+hi_avg[i-1]*(1.0-pr);
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lo_avg[i]=m_src_low[i]*pr+lo_avg[i-1]*(1.0-pr);
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m_hi_avg[i]=m_src_high[i]*pr+m_hi_avg[i-1]*(1.0-pr);
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m_lo_avg[i]=m_src_low[i]*pr+m_lo_avg[i-1]*(1.0-pr);
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}
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else
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{
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hi_avg[i]=(hi_avg[i-1]*(m_period-1)+m_src_high[i])/m_period;
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lo_avg[i]=(lo_avg[i-1]*(m_period-1)+m_src_low[i])/m_period;
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m_hi_avg[i]=(m_hi_avg[i-1]*(m_period-1)+m_src_high[i])/m_period;
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m_lo_avg[i]=(m_lo_avg[i-1]*(m_period-1)+m_src_low[i])/m_period;
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}
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}
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break;
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case MODE_LWMA:
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{double wh=0,wl=0,ws=0; for(int j=0; j<m_period; j++) {int w=m_period-j; wh+=m_src_high[i-j]*w; wl+=m_src_low[i-j]*w; ws+=w;} if(ws>0) {hi_avg[i]=wh/ws; lo_avg[i]=wl/ws;}}
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{
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double wh=0,wl=0,ws=0;
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for(int j=0; j<m_period; j++)
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{
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int w=m_period-j;
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wh+=m_src_high[i-j]*w;
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wl+=m_src_low[i-j]*w;
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ws+=w;
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}
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if(ws>0)
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{
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m_hi_avg[i]=wh/ws;
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m_lo_avg[i]=wl/ws;
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}
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}
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break;
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default:
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{double sh=0,sl=0; for(int j=0; j<m_period; j++) {sh+=m_src_high[i-j]; sl+=m_src_low[i-j];} hi_avg[i]=sh/m_period; lo_avg[i]=sl/m_period;}
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default: // SMA
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{
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double sh=0,sl=0;
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for(int j=0; j<m_period; j++)
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{
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sh+=m_src_high[i-j];
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sl+=m_src_low[i-j];
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}
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m_hi_avg[i]=sh/m_period;
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m_lo_avg[i]=sl/m_period;
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}
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break;
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}
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//--- 5. Determine Trend (Incremental)
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// We need m_trend[i-1] which is persistent
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if(i < m_period)
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continue;
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if(m_src_close[i] > hi_avg[i-1])
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trend[i] = 1;
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if(m_src_close[i] > m_hi_avg[i-1])
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m_trend[i] = 1;
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else
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if(m_src_close[i] < lo_avg[i-1])
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trend[i] = -1;
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if(m_src_close[i] < m_lo_avg[i-1])
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m_trend[i] = -1;
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else
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trend[i] = trend[i-1];
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m_trend[i] = m_trend[i-1]; // Keep previous trend
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if(trend[i] == 1)
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//--- 6. Output to Buffers
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if(m_trend[i] == 1)
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{
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hilo_buffer[i] = lo_avg[i];
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hilo_buffer[i] = m_lo_avg[i];
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color_buffer[i] = 0;
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if(trend[i-1] == -1)
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hilo_buffer[i-1] = lo_avg[i];
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// Backfill gap if trend changed
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if(m_trend[i-1] == -1)
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hilo_buffer[i-1] = m_lo_avg[i];
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}
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else
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{
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hilo_buffer[i] = hi_avg[i];
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hilo_buffer[i] = m_hi_avg[i];
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color_buffer[i] = 1;
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if(trend[i-1] == 1)
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hilo_buffer[i-1] = hi_avg[i];
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if(m_trend[i-1] == 1)
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hilo_buffer[i-1] = m_hi_avg[i];
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}
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}
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}
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//+------------------------------------------------------------------+
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//| CGannHiLoCalculator: Prepares the standard source data series. |
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//| Prepare Source Data (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CGannHiLoCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CGannHiLoCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_src_high, rates_total);
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ArrayCopy(m_src_high, high, 0, 0, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayCopy(m_src_low, low, 0, 0, rates_total);
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ArrayResize(m_src_close, rates_total);
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ArrayCopy(m_src_close, close, 0, 0, rates_total);
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// Optimized copy loop
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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = high[i];
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m_src_low[i] = low[i];
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m_src_close[i] = close[i];
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CGannHiLoCalculator_HA (Heikin Ashi) |
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//| |
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//| CLASS 2: CGannHiLoCalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CGannHiLoCalculator_HA : public CGannHiLoCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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// Internal HA buffers
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double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[];
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protected:
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| CGannHiLoCalculator_HA: Prepares the Heikin Ashi source data. |
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//| Prepare Source Data (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CGannHiLoCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CGannHiLoCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_close, rates_total);
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// Resize internal HA buffers
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high_temp, rates_total);
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ArrayResize(m_ha_low_temp, rates_total);
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ArrayResize(m_ha_close_temp, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_src_high, m_src_low, m_src_close);
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//--- STRICT CALL: Use the optimized 10-param HA calculation
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
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//--- Copy to source buffers (Optimized loop)
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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = m_ha_high_temp[i];
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m_src_low[i] = m_ha_low_temp[i];
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m_src_close[i] = m_ha_close_temp[i];
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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