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refactor: Accessor for internal price buffer
This commit is contained in:
Toh4iem9
@@ -1,6 +1,6 @@
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//+------------------------------------------------------------------+
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//| Bollinger_Bands_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi Bollinger Bands|
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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: CBollingerBandsCalculator (Standard) |
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//| |
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//+==================================================================+
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class CBollingerBandsCalculator
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{
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@@ -19,22 +17,28 @@ protected:
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double m_deviation;
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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_price[];
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double m_ma_buffer[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, 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 PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CBollingerBandsCalculator(void) {};
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virtual ~CBollingerBandsCalculator(void) {};
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bool Init(int period, double deviation, ENUM_MA_METHOD ma_method);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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//--- Updated: Accepts prev_calculated
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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[],
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double &ma_out[], double &upper_out[], double &lower_out[]);
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//--- NEW: Accessor for internal price buffer (needed for %B)
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void GetPriceBuffer(double &dest_array[]);
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};
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//+------------------------------------------------------------------+
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//| CBollingerBandsCalculator: Initialization |
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//| Init |
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//+------------------------------------------------------------------+
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bool CBollingerBandsCalculator::Init(int period, double deviation, ENUM_MA_METHOD ma_method)
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{
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@@ -45,23 +49,37 @@ bool CBollingerBandsCalculator::Init(int period, double deviation, ENUM_MA_METHO
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}
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//+------------------------------------------------------------------+
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//| CBollingerBandsCalculator: Main Calculation Method |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CBollingerBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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void CBollingerBandsCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &ma_out[], double &upper_out[], double &lower_out[])
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{
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if(rates_total < m_period)
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return;
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ArrayResize(m_price, rates_total);
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ArrayResize(m_ma_buffer, rates_total);
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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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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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//--- 2. Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_ma_buffer, rates_total);
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}
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//--- 3. Prepare Price (Optimized)
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- Step 1: Calculate the centerline (Moving Average)
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//--- 4. Calculate Centerline (MA) - Incremental
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int ma_start_pos = m_period - 1;
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for(int i = ma_start_pos; i < rates_total; i++)
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int loop_start = MathMax(ma_start_pos, start_index);
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for(int i = loop_start; i < rates_total; i++)
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{
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switch(m_ma_method)
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{
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@@ -109,8 +127,8 @@ void CBollingerBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pr
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}
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}
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//--- Step 2: Calculate the Standard Deviation and the Bands
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for(int i = ma_start_pos; i < rates_total; i++)
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//--- 5. Calculate Bands (Incremental)
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for(int i = loop_start; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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for(int j = 0; j < m_period; j++)
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@@ -125,99 +143,120 @@ void CBollingerBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pr
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}
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//+------------------------------------------------------------------+
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//| CBollingerBandsCalculator: Prepares the source price series. |
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CBollingerBandsCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CBollingerBandsCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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switch(price_type)
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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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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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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: CBollingerBandsCalculator_HA (Heikin Ashi) |
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//| |
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//| CLASS 2: CBollingerBandsCalculator_HA |
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//+==================================================================+
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class CBollingerBandsCalculator_HA : public CBollingerBandsCalculator
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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[], m_ha_low[], m_ha_close[];
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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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;
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};
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//+------------------------------------------------------------------+
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//| CBollingerBandsCalculator_HA: Prepares the source price series. |
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//| Prepare Price (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CBollingerBandsCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CBollingerBandsCalculator_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[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- The HA version uses the selected price type from the HA candles
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switch(price_type)
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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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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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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, m_ha_low, m_ha_close);
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//--- Copy to m_price (Optimized loop)
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Get Internal Price Buffer |
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//+------------------------------------------------------------------+
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void CBollingerBandsCalculator::GetPriceBuffer(double &dest_array[])
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{
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int size = ArraySize(m_price);
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if(size > 0)
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{
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ArrayResize(dest_array, size);
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ArrayCopy(dest_array, m_price, 0, 0, size);
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}
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}
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//+------------------------------------------------------------------+
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