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refactor: Optimized for incremental calculation
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Toh4iem9
@@ -1,12 +1,14 @@
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//+------------------------------------------------------------------+
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//| Supertrend_Calculator.mqh|
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//| VERSION 3.20: Adapted to new ATR Calculator. |
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//| VERSION 3.30: 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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#include <MyIncludes\ATR_Calculator.mqh>
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//+==================================================================+
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//| CLASS 1: CSupertrendCalculator (Base Class) |
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//+==================================================================+
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class CSupertrendCalculator
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{
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@@ -14,42 +16,48 @@ protected:
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int m_atr_period;
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double m_factor;
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CATRCalculator *m_atr_calculator;
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double m_src_high[], m_src_low[], m_src_close[];
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
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//--- Persistent Buffers for Incremental Calculation
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double m_src_high[], m_src_low[], m_src_close[];
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double m_atr_buffer[]; // Internal ATR buffer
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//--- Persistent State for Supertrend Logic
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double m_upper[], m_lower[], m_trend[];
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double m_segment_idx[]; // Tracks segment index for coloring
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//--- Updated: Accepts start_index
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virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CSupertrendCalculator(void);
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virtual ~CSupertrendCalculator(void);
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bool Init(int atr_p, double factor, ENUM_CANDLE_SOURCE atr_src);
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void Calculate(int rates_total, 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, const double &open[], const double &high[], const double &low[], const double &close[],
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double &st_odd[], double &color_odd[], double &st_even[], double &color_even[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//| Constructor |
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//+------------------------------------------------------------------+
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class CSupertrendCalculator_HA : public CSupertrendCalculator
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CSupertrendCalculator::CSupertrendCalculator(void)
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PrepareSourceData(int rates_total, 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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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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m_atr_calculator = NULL;
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}
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//+------------------------------------------------------------------+
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//| |
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//| Destructor |
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//+------------------------------------------------------------------+
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CSupertrendCalculator::CSupertrendCalculator(void) { m_atr_calculator = NULL; }
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CSupertrendCalculator::~CSupertrendCalculator(void) { if(CheckPointer(m_atr_calculator) != POINTER_INVALID) delete m_atr_calculator; }
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CSupertrendCalculator::~CSupertrendCalculator(void)
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{
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if(CheckPointer(m_atr_calculator) != POINTER_INVALID)
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delete m_atr_calculator;
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}
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//+------------------------------------------------------------------+
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//| |
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//| Init |
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//+------------------------------------------------------------------+
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bool CSupertrendCalculator::Init(int atr_p, double factor, ENUM_CANDLE_SOURCE atr_src)
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{
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@@ -71,72 +79,107 @@ bool CSupertrendCalculator::Init(int atr_p, double factor, ENUM_CANDLE_SOURCE at
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}
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//+------------------------------------------------------------------+
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//| |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CSupertrendCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
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void CSupertrendCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &st_odd[], double &color_odd[], double &st_even[], double &color_even[])
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{
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if(rates_total <= m_atr_period || CheckPointer(m_atr_calculator) == POINTER_INVALID)
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return;
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if(!PrepareSourceData(rates_total, open, high, low, close))
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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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//--- 2. Resize Buffers
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if(ArraySize(m_src_high) != rates_total)
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{
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_close, rates_total);
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ArrayResize(m_atr_buffer, rates_total);
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ArrayResize(m_upper, rates_total);
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ArrayResize(m_lower, rates_total);
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ArrayResize(m_trend, rates_total);
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ArrayResize(m_segment_idx, rates_total);
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}
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//--- 3. Prepare Source Data (Optimized)
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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return;
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double atr[], upper[], lower[], trend[];
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ArrayResize(atr, rates_total);
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ArrayResize(upper, rates_total);
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ArrayResize(lower, rates_total);
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ArrayResize(trend, rates_total);
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//--- 4. Calculate ATR (Incremental)
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m_atr_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer);
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m_atr_calculator.Calculate(rates_total, open, high, low, close, atr);
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//--- 5. Calculate Supertrend (Incremental Loop)
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int loop_start = (start_index < 1) ? 1 : start_index;
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int trend_segment_index = 1;
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for(int i = 1; i < rates_total; i++)
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// Initialization for first bar
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if(loop_start == 1)
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{
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m_upper[0] = 0;
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m_lower[0] = 0;
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m_trend[0] = 0;
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m_segment_idx[0] = 1;
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}
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for(int i = loop_start; i < rates_total; i++)
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{
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double hl2 = (m_src_high[i] + m_src_low[i]) / 2.0;
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double atr_val = m_factor * atr[i];
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double atr_val = m_factor * m_atr_buffer[i];
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double upper_basic = hl2 + atr_val;
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double lower_basic = hl2 - atr_val;
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if(upper_basic < upper[i-1] || m_src_close[i-1] > upper[i-1])
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upper[i] = upper_basic;
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// Recursive logic using persistent buffers [i-1]
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if(upper_basic < m_upper[i-1] || m_src_close[i-1] > m_upper[i-1])
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m_upper[i] = upper_basic;
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else
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upper[i] = upper[i-1];
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m_upper[i] = m_upper[i-1];
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if(lower_basic > lower[i-1] || m_src_close[i-1] < lower[i-1])
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lower[i] = lower_basic;
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if(lower_basic > m_lower[i-1] || m_src_close[i-1] < m_lower[i-1])
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m_lower[i] = lower_basic;
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else
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lower[i] = lower[i-1];
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m_lower[i] = m_lower[i-1];
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if(i == m_atr_period)
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trend[i] = (m_src_close[i] > hl2) ? 1 : -1;
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// Trend Logic
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if(i <= m_atr_period)
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m_trend[i] = (m_src_close[i] > hl2) ? 1 : -1;
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else
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if(i > m_atr_period)
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{
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if(trend[i-1] == 1 && m_src_close[i] < lower[i])
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trend[i] = -1;
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else
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if(trend[i-1] == -1 && m_src_close[i] > upper[i])
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trend[i] = 1;
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else
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trend[i] = trend[i-1];
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}
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if(trend[i] != trend[i-1] && i > 1)
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trend_segment_index++;
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if(trend[i] == 1) // Uptrend
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{
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if(trend_segment_index % 2 != 0) // Odd
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if(m_trend[i-1] == 1 && m_src_close[i] < m_lower[i])
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m_trend[i] = -1;
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else
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if(m_trend[i-1] == -1 && m_src_close[i] > m_upper[i])
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m_trend[i] = 1;
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else
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m_trend[i] = m_trend[i-1];
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}
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// Segment Index Logic (Persistent)
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if(m_trend[i] != m_trend[i-1])
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m_segment_idx[i] = m_segment_idx[i-1] + 1;
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else
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m_segment_idx[i] = m_segment_idx[i-1];
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// Output to Buffers
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int seg_idx = (int)m_segment_idx[i];
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if(m_trend[i] == 1) // Uptrend
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{
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if(seg_idx % 2 != 0) // Odd
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{
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st_odd[i] = lower[i];
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st_odd[i] = m_lower[i];
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color_odd[i] = 0;
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st_even[i] = EMPTY_VALUE;
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color_even[i] = 0;
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}
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else // Even
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{
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st_even[i] = lower[i];
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st_even[i] = m_lower[i];
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color_even[i] = 0;
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st_odd[i] = EMPTY_VALUE;
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color_odd[i] = 0;
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@@ -144,16 +187,16 @@ void CSupertrendCalculator::Calculate(int rates_total, const double &open[], con
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}
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else // Downtrend
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{
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if(trend_segment_index % 2 != 0) // Odd
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if(seg_idx % 2 != 0) // Odd
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{
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st_odd[i] = upper[i];
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st_odd[i] = m_upper[i];
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color_odd[i] = 1;
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st_even[i] = EMPTY_VALUE;
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color_even[i] = 1;
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}
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else // Even
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{
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st_even[i] = upper[i];
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st_even[i] = m_upper[i];
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color_even[i] = 1;
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st_odd[i] = EMPTY_VALUE;
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color_odd[i] = 1;
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@@ -163,31 +206,59 @@ void CSupertrendCalculator::Calculate(int rates_total, const double &open[], con
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}
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//+------------------------------------------------------------------+
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//| |
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//| Prepare Source Data (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CSupertrendCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CSupertrendCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_src_high, rates_total);
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ArrayCopy(m_src_high, high, 0, 0, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayCopy(m_src_low, low, 0, 0, rates_total);
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ArrayResize(m_src_close, rates_total);
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ArrayCopy(m_src_close, close, 0, 0, rates_total);
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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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m_src_high[i] = high[i];
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m_src_low[i] = low[i];
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m_src_close[i] = close[i];
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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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//+------------------------------------------------------------------+
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bool CSupertrendCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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//+==================================================================+
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//| CLASS 2: CSupertrendCalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CSupertrendCalculator_HA : public CSupertrendCalculator
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{
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double ha_open[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_src_high, m_src_low, m_src_close);
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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_temp[], m_ha_low_temp[], m_ha_close_temp[];
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protected:
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virtual bool PrepareSourceData(int rates_total, int start_index, 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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//| Prepare Source Data (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CSupertrendCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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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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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high_temp, rates_total);
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ArrayResize(m_ha_low_temp, rates_total);
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ArrayResize(m_ha_close_temp, 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_temp, m_ha_low_temp, m_ha_close_temp);
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//--- Copy to source buffers (Optimized loop)
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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = m_ha_high_temp[i];
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m_src_low[i] = m_ha_low_temp[i];
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m_src_close[i] = m_ha_close_temp[i];
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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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