refactor: Optimized for incremental MTF calculation

Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Ehlers_Smoother_MTF_Pro.mq5

@@ -3,7 +3,7 @@
 //|                                          Copyright 2025, xxxxxxxx|
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property version   "1.00"
+#property version   "1.10" // Optimized for incremental MTF calculation
 #property description "Multi-Timeframe (MTF) version of John Ehlers' Smoothers."
 
 #property indicator_chart_window
@@ -26,6 +26,9 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice    = PRICE_CLOSE_STD;
 //--- Indicator Buffers ---
 double    BufferFilterMTF[];
 
+//--- Internal Buffer for HTF Calculation (Must be global to persist state)
+double    BufferFilter_HTF_Internal[];
+
 //--- Global variables ---
 CEhlersSmootherCalculator *g_calculator;
 bool                       g_is_mtf_mode = false;
@@ -34,10 +37,12 @@ ENUM_TIMEFRAMES            g_calc_timeframe;
 //+------------------------------------------------------------------+
 int OnInit()
   {
+//--- Resolve Timeframe
    g_calc_timeframe = InpUpperTimeframe;
    if(g_calc_timeframe == PERIOD_CURRENT)
       g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
 
+//--- Validation
    if(g_calc_timeframe < Period())
      {
       Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe.");
@@ -45,10 +50,12 @@ int OnInit()
      }
    g_is_mtf_mode = (g_calc_timeframe > Period());
 
+//--- Buffer Mapping
    SetIndexBuffer(0, BufferFilterMTF,  INDICATOR_DATA);
    ArraySetAsSeries(BufferFilterMTF,  false);
    PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
 
+//--- Initialize Calculator
    string name = (InpSmootherType == SUPERSMOOTHER) ? "SuperSmoother" : "UltimateSmoother";
    if(InpSourcePrice <= PRICE_HA_CLOSE)
       g_calculator = new CEhlersSmootherCalculator_HA();
@@ -73,57 +80,102 @@ int OnInit()
   }
 
 //+------------------------------------------------------------------+
-void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
+void OnDeinit(const int reason)
+  {
+   if(CheckPointer(g_calculator) != POINTER_INVALID)
+      delete g_calculator;
+
+// Free internal memory
+   ArrayFree(BufferFilter_HTF_Internal);
+  }
 
 //+------------------------------------------------------------------+
-int OnCalculate(const int rates_total, const int, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[])
+int OnCalculate(const int rates_total,
+                const int prev_calculated, // <--- Now used!
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])
   {
    if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
       return 0;
 
    ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
 
+//================================================================
+// MTF MODE
+//================================================================
    if(g_is_mtf_mode)
      {
-      // --- MTF Mode ---
+      //--- 1. Get HTF Bars Count
       int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT);
       if(htf_rates_total < InpPeriod + 3)
          return 0;
 
+      //--- 2. Manage HTF State (Incremental Logic)
+      static int htf_prev_calculated = 0;
+
+      // Reset if chart was reset
+      if(prev_calculated == 0)
+         htf_prev_calculated = 0;
+
+      //--- 3. Fetch HTF Data
       datetime htf_time[];
       double htf_open[], htf_high[], htf_low[], htf_close[];
-      if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 || CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
+
-         CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 || CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
+      if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
+         CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
+         CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
+         CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
          CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0)
          return 0;
 
-      double htf_filter_buffer[];
+      //--- 4. Resize Internal Buffer
-      ArrayResize(htf_filter_buffer, htf_rates_total);
+      if(ArraySize(BufferFilter_HTF_Internal) != htf_rates_total)
-      g_calculator.Calculate(htf_rates_total, price_type, htf_open, htf_high, htf_low, htf_close, htf_filter_buffer);
+         ArrayResize(BufferFilter_HTF_Internal, htf_rates_total);
 
-      ArraySetAsSeries(htf_filter_buffer, true);
+      //--- 5. Calculate on HTF (Optimized)
+      // Pass htf_prev_calculated so the engine skips already calculated bars!
+      g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferFilter_HTF_Internal);
+
+      // Update state
+      htf_prev_calculated = htf_rates_total;
+
+      //--- 6. Map to Current Timeframe (Optimized Loop)
+      ArraySetAsSeries(htf_time, true);
+      ArraySetAsSeries(BufferFilter_HTF_Internal, true);
       ArraySetAsSeries(time, true);
       ArraySetAsSeries(BufferFilterMTF, true);
 
-      for(int i = 0; i < rates_total; i++)
+      // Determine where to start mapping
+      int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
+
+      for(int i = 0; i < limit; i++)
         {
-         int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i]);
+         int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
-         if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0)
+         if(htf_bar_shift >= 0 && htf_bar_shift < htf_rates_total)
-            BufferFilterMTF[i] = htf_filter_buffer[htf_bar_shift];
+            BufferFilterMTF[i] = BufferFilter_HTF_Internal[htf_bar_shift];
          else
             BufferFilterMTF[i] = EMPTY_VALUE;
         }
 
       ArraySetAsSeries(BufferFilterMTF, false);
       ArraySetAsSeries(time, false);
+      ArraySetAsSeries(BufferFilter_HTF_Internal, false);
      }
+//================================================================
+// CURRENT TIMEFRAME MODE
+//================================================================
    else
      {
-      // --- Current Timeframe Mode ---
+      // Direct calculation with optimization
-      g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferFilterMTF);
+      g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilterMTF);
      }
 
    return(rates_total);
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+