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refactor: Optimized for incremental calculation
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@@ -1,10 +1,9 @@
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//+------------------------------------------------------------------+
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//| Bollinger_ATR_Oscillator.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "2.01"
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#property version "2.20" // Optimized for incremental calculation
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#property description "Bollinger Bands ATR Oscillator by Jon Anderson."
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#property description "Includes a full range of standard and Heikin Ashi price sources."
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@@ -26,6 +25,7 @@ input int InpAtrPeriod = 22;
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input int InpBandsPeriod = 55;
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input double InpBandsDev = 2.0;
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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input ENUM_ATR_SOURCE InpAtrSource = ATR_SOURCE_STANDARD; // Default to Standard (Hybrid)
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//--- Indicator Buffers ---
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double BufferOscillator[];
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@@ -33,8 +33,6 @@ double BufferOscillator[];
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//--- Global calculator object ---
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CBollingerATROscillatorCalculator *g_calculator;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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@@ -44,29 +42,31 @@ int OnInit()
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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{
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g_calculator = new CBollingerATROscillatorCalculator_HA();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB_ATR_Osc HA(%d, %d)", InpAtrPeriod, InpBandsPeriod));
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}
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else
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{
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g_calculator = new CBollingerATROscillatorCalculator();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB_ATR_Osc(%d, %d)", InpAtrPeriod, InpBandsPeriod));
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}
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpAtrPeriod, InpBandsPeriod, InpBandsDev))
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!g_calculator.Init(InpAtrPeriod, InpBandsPeriod, InpBandsDev, InpAtrSource))
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{
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Print("Failed to initialize Bollinger ATR Oscillator Calculator.");
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return(INIT_FAILED);
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}
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string atr_src_str = (InpAtrSource == ATR_SOURCE_HEIKIN_ASHI) ? "HA" : "Std";
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB_ATR_Osc HA(%d, %d, ATR:%s)", InpAtrPeriod, InpBandsPeriod, atr_src_str));
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else
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB_ATR_Osc(%d, %d, ATR:%s)", InpAtrPeriod, InpBandsPeriod, atr_src_str));
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, MathMax(InpAtrPeriod, InpBandsPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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@@ -75,9 +75,7 @@ void OnDeinit(const int reason)
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function. |
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//+------------------------------------------------------------------+
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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&[])
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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&[])
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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@@ -87,9 +85,9 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
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else
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price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
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g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferOscillator);
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//--- Delegate calculation with prev_calculated optimization
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferOscillator);
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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