refactor: Modular Strategy Engine Edition

This commit is contained in:
Toh4iem9
2026-11-01 22:24:40 +01:00
parent 13ab4c7761
commit 692eaf74e9
+14 -28
View File
@@ -3,7 +3,7 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Enterprise Edition: Two-Pointer MTF Fast-Path, Fixed HA Price Offsets & Atomic CopyRates
#property version "3.20" // Modular Strategy Engine Edition
#property description "Universal Moving Average (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA)."
#property description "Features unified Native & MTF pipelines, Heikin Ashi pricing, and zero-API live tick rendering."
@@ -89,24 +89,7 @@ int OnInit()
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthMA);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// Type-Accurate Draw Begin Setting
int draw_begin = InpPeriod - 1;
if(InpMAType == DEMA)
draw_begin = 2 * InpPeriod - 2;
else
if(InpMAType == TEMA)
draw_begin = 3 * InpPeriod - 3;
else
if(InpMAType == TMA)
draw_begin = InpPeriod - 1;
if(g_is_mtf_mode)
draw_begin = 0;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// 3. Initialize Calculator Engine
// 3. Initialize Modular Calculator Engine
if(InpSourcePrice <= PRICE_HA_CLOSE)
g_calculator = new CMovingAverageCalculator_HA();
else
@@ -118,6 +101,13 @@ int OnInit()
return INIT_FAILED;
}
int draw_begin = g_calculator.GetDrawBegin();
if(g_is_mtf_mode)
draw_begin = 0;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
string ma_name = EnumToString(InpMAType);
StringToUpper(ma_name);
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
@@ -142,7 +132,7 @@ void OnDeinit(const int reason)
if(g_is_mtf_mode)
EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID)
if(CheckPointer(g_calculator) != POINTER_INVALID && g_calculator != NULL)
{
delete g_calculator;
g_calculator = NULL;
@@ -176,7 +166,7 @@ int OnCalculate(const int rates_total,
ArraySetAsSeries(tick_volume, false);
ArraySetAsSeries(volume, false);
// EXACT MATHEMATICAL APPLIED PRICE MAPPING (Eliminates Off-by-One Mismatch!)
// EXACT MATHEMATICAL APPLIED PRICE MAPPING
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
(ENUM_APPLIED_PRICE)(-((int)InpSourcePrice) - 1) :
(ENUM_APPLIED_PRICE)InpSourcePrice;
@@ -224,7 +214,6 @@ int OnCalculate(const int rates_total,
g_htf_count = MathMin(htf_bars, 3000);
// Resize all HTF caching arrays
if(ArraySize(h_time) != g_htf_count)
{
ArrayResize(h_time, g_htf_count);
@@ -268,7 +257,7 @@ int OnCalculate(const int rates_total,
g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_ma);
g_data_ready = true;
// TWO-POINTER CHRONOLOGICAL SWEEP (Zero API calls, Nanosecond Execution!)
// TWO-POINTER CHRONOLOGICAL SWEEP
int htf_ptr = 0;
datetime oldest_htf = h_time[0];
@@ -293,7 +282,7 @@ int OnCalculate(const int rates_total,
if(!g_data_ready)
return 0;
// B) LIVE TICK FAST-PATH: HTF bar did not close. Update strictly forming candle in RAM!
// B) LIVE TICK FAST-PATH: Update forming candle in RAM
int live_idx = g_htf_count - 1;
if(live_idx >= required_bars_mtf)
{
@@ -309,12 +298,11 @@ int OnCalculate(const int rates_total,
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
h_vol[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (double)htf_rate[0].real_volume : (double)htf_rate[0].tick_volume;
// Mock incremental update on forming HTF bar
g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_ma);
}
}
// Instant Binary Search for Forming Block Start (Zero iBarShift API calls!)
// Binary Search for forming bar block
int first_bar_of_forming_htf = ArrayBsearch(time, htf_time_current);
if(first_bar_of_forming_htf < 0)
first_bar_of_forming_htf = 0;
@@ -325,9 +313,7 @@ int OnCalculate(const int rates_total,
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
// Direct Vectorized Assignment (Nanosecond execution across forming chart block)
double ma_val = h_res_ma[live_idx];
for(int i = start; i < rates_total; i++)
{
BufferMA[i] = ma_val;