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refactor: Optimized for incremental calculation

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This commit is contained in:
Toh4iem9
2025-12-17 09:06:14 +01:00
parent 2f4e353a95
commit 776d6b8558
1 changed files with 8 additions and 8 deletions
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Indicators/MyIndicators/TSI_Pro.mq5
+8 -8
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@@ -1,11 +1,10 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| TSI_Pro.mq5| //| TSI_Pro.mq5|
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property link "" #property link ""
#property version "2.01" // Corrected to use the final unified architecture #property version "2.10" // Optimized for incremental calculation
#property description "Professional True Strength Index (TSI) with a signal line and" #property description "Professional True Strength Index (TSI) with a signal line and"
#property description "selectable price source (Standard and Heikin Ashi)." #property description "selectable price source (Standard and Heikin Ashi)."
@@ -49,7 +48,7 @@ double BufferTSI[];
double BufferSignal[]; double BufferSignal[];
//--- Global calculator object (as a base class pointer) --- //--- Global calculator object (as a base class pointer) ---
CTSICalculatorBase *g_calculator; // Use the abstract base class for the pointer CTSICalculator *g_calculator; // Use the base class for the pointer
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator initialization function. | //| Custom indicator initialization function. |
@@ -61,15 +60,15 @@ int OnInit()
ArraySetAsSeries(BufferTSI, false); ArraySetAsSeries(BufferTSI, false);
ArraySetAsSeries(BufferSignal, false); ArraySetAsSeries(BufferSignal, false);
//--- CORRECTED: Instantiate the correct concrete wrapper classes --- //--- Instantiate the correct concrete wrapper classes ---
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
{ {
g_calculator = new CTSICalculator_HA_Wrapper(); // Use the wrapper class g_calculator = new CTSICalculator_HA(); // Use the HA class
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI HA(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI HA(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod));
} }
else else
{ {
g_calculator = new CTSICalculator_Std(); // Use the wrapper class g_calculator = new CTSICalculator(); // Use the Standard class
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod)); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TSI(%d,%d,%d)", InpSlowPeriod, InpFastPeriod, InpSignalPeriod));
} }
@@ -99,7 +98,7 @@ void OnDeinit(const int reason)
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator iteration function. | //| Custom indicator iteration function. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[]) int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
{ {
if(CheckPointer(g_calculator) == POINTER_INVALID) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
@@ -110,7 +109,8 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferTSI, BufferSignal); //--- Delegate calculation with prev_calculated optimization
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferTSI, BufferSignal);
return(rates_total); return(rates_total);
} }