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refactor: Optimized for incremental calculation & Consolidated Engine

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Toh4iem9
2025-11-28 18:02:31 +01:00
parent d9d6fd9418
commit 7eb18a1030
1 changed files with 145 additions and 16 deletions
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Include/MyIncludes/MovingAverage_Ribbon_MTF_Calculator.mqh
+145 -16
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@@ -1,17 +1,151 @@
//+------------------------------------------------------------------+
//| MovingAverage_Ribbon_MTF_Calculator.mqh|
//| Engine for the fully customizable MTF MA Ribbon. |
//| Contains both the Line Helper and the Ribbon Manager. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\Single_MA_MTF_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//+==================================================================+
//| HELPER CLASS: CSingleMAMTFCalculator |
//| Handles the logic, state, and buffers for ONE MTF line. |
//+==================================================================+
class CSingleMAMTFCalculator
{
private:
CMovingAverageCalculator *m_calculator;
//--- MTF Settings
ENUM_TIMEFRAMES m_timeframe;
bool m_is_mtf;
//--- Persistent State for MTF Calculation
double m_htf_buffer[]; // Stores HTF MA values between ticks
int m_htf_prev_calc; // Tracks how many HTF bars are already calculated
public:
CSingleMAMTFCalculator(void);
~CSingleMAMTFCalculator(void);
bool Init(ENUM_TIMEFRAMES tf, int period, ENUM_MA_TYPE type, bool is_ha);
void Calculate(int rates_total, int prev_calculated, const datetime &time[], ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
double &output_buffer[]);
};
//+------------------------------------------------------------------+
//| CSingleMAMTFCalculator Implementation |
//+------------------------------------------------------------------+
CSingleMAMTFCalculator::CSingleMAMTFCalculator(void) : m_calculator(NULL), m_htf_prev_calc(0) {}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CSingleMAMTFCalculator::~CSingleMAMTFCalculator(void)
{
if(CheckPointer(m_calculator) != POINTER_INVALID)
delete m_calculator;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CSingleMAMTFCalculator::Init(ENUM_TIMEFRAMES tf, int period, ENUM_MA_TYPE type, bool is_ha)
{
m_timeframe = (tf == PERIOD_CURRENT) ? (ENUM_TIMEFRAMES)Period() : tf;
m_is_mtf = (m_timeframe > Period());
if(m_timeframe < Period())
return false;
if(is_ha)
m_calculator = new CMovingAverageCalculator_HA();
else
m_calculator = new CMovingAverageCalculator();
if(CheckPointer(m_calculator) == POINTER_INVALID || !m_calculator.Init(period, type))
return false;
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CSingleMAMTFCalculator::Calculate(int rates_total, int prev_calculated, const datetime &time[], ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
double &output_buffer[])
{
if(CheckPointer(m_calculator) == POINTER_INVALID)
return;
if(prev_calculated == 0)
m_htf_prev_calc = 0;
//--- MTF MODE ---
if(m_is_mtf)
{
int htf_rates = (int)SeriesInfoInteger(_Symbol, m_timeframe, SERIES_BARS_COUNT);
if(htf_rates < m_calculator.GetPeriod())
return;
datetime htf_time[];
double htf_open[], htf_high[], htf_low[], htf_close[];
if(CopyTime(_Symbol, m_timeframe, 0, htf_rates, htf_time) <= 0 ||
CopyOpen(_Symbol, m_timeframe, 0, htf_rates, htf_open) <= 0 ||
CopyHigh(_Symbol, m_timeframe, 0, htf_rates, htf_high) <= 0 ||
CopyLow(_Symbol, m_timeframe, 0, htf_rates, htf_low) <= 0 ||
CopyClose(_Symbol, m_timeframe, 0, htf_rates, htf_close) <= 0)
return;
if(ArraySize(m_htf_buffer) != htf_rates)
ArrayResize(m_htf_buffer, htf_rates);
// Incremental HTF Calculation
m_calculator.Calculate(htf_rates, m_htf_prev_calc, price_type, htf_open, htf_high, htf_low, htf_close, m_htf_buffer);
m_htf_prev_calc = htf_rates;
// Mapping
ArraySetAsSeries(htf_time, true);
ArraySetAsSeries(m_htf_buffer, true);
ArraySetAsSeries(time, true);
ArraySetAsSeries(output_buffer, true);
int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
for(int i = 0; i < limit; i++)
{
int htf_shift = iBarShift(_Symbol, m_timeframe, time[i], false);
if(htf_shift >= 0 && htf_shift < htf_rates)
output_buffer[i] = m_htf_buffer[htf_shift];
else
output_buffer[i] = EMPTY_VALUE;
}
ArraySetAsSeries(m_htf_buffer, false);
ArraySetAsSeries(time, false);
ArraySetAsSeries(output_buffer, false);
}
//--- CURRENT TF MODE ---
else
{
m_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, output_buffer);
}
}
//+==================================================================+
//| MAIN CLASS: CMovingAverageRibbonMTFCalculator |
//| Manages the 4 instances of the helper class. |
//+==================================================================+
class CMovingAverageRibbonMTFCalculator
{
protected:
//--- Composition: The Ribbon HAS four single MTF MA calculators
// Composition: 4 independent instances
CSingleMAMTFCalculator *m_ma1, *m_ma2, *m_ma3, *m_ma4;
public:
@@ -24,17 +158,13 @@ public:
ENUM_TIMEFRAMES tf4, int p4, ENUM_MA_TYPE t4,
bool is_ha);
void Calculate(int rates_total, const datetime &time[], ENUM_APPLIED_PRICE price_type,
void Calculate(int rates_total, int prev_calculated, const datetime &time[], ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
double &ma1_buffer[], double &ma2_buffer[], double &ma3_buffer[], double &ma4_buffer[]);
};
//+==================================================================+
//| METHOD IMPLEMENTATIONS |
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//| CMovingAverageRibbonMTFCalculator Implementation |
//+------------------------------------------------------------------+
CMovingAverageRibbonMTFCalculator::CMovingAverageRibbonMTFCalculator(void)
{
@@ -85,18 +215,17 @@ bool CMovingAverageRibbonMTFCalculator::Init(ENUM_TIMEFRAMES tf1, int p1, ENUM_M
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CMovingAverageRibbonMTFCalculator::Calculate(int rates_total, const datetime &time[], ENUM_APPLIED_PRICE price_type,
void CMovingAverageRibbonMTFCalculator::Calculate(int rates_total, int prev_calculated, const datetime &time[], ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &low[], const double &close[],
double &ma1_buffer[], double &ma2_buffer[], double &ma3_buffer[], double &ma4_buffer[])
{
if(CheckPointer(m_ma1) == POINTER_INVALID || CheckPointer(m_ma2) == POINTER_INVALID ||
CheckPointer(m_ma3) == POINTER_INVALID || CheckPointer(m_ma4) == POINTER_INVALID)
if(CheckPointer(m_ma1) == POINTER_INVALID)
return;
m_ma1.Calculate(rates_total, time, price_type, open, high, low, close, ma1_buffer);
m_ma2.Calculate(rates_total, time, price_type, open, high, low, close, ma2_buffer);
m_ma3.Calculate(rates_total, time, price_type, open, high, low, close, ma3_buffer);
m_ma4.Calculate(rates_total, time, price_type, open, high, low, close, ma4_buffer);
// Delegate with prev_calculated
m_ma1.Calculate(rates_total, prev_calculated, time, price_type, open, high, low, close, ma1_buffer);
m_ma2.Calculate(rates_total, prev_calculated, time, price_type, open, high, low, close, ma2_buffer);
m_ma3.Calculate(rates_total, prev_calculated, time, price_type, open, high, low, close, ma3_buffer);
m_ma4.Calculate(rates_total, prev_calculated, time, price_type, open, high, low, close, ma4_buffer);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+