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refactor: Optimized for incremental MTF calculation

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Toh4iem9
2025-11-28 16:03:52 +01:00
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Indicators/MyIndicators/MovingAverage_MTF_Pro.md
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# Moving Average MTF Professional
# Moving Average MTF Pro
## 1. Summary (Introduction)
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* **Universal Calculation Engine (`MovingAverage_Engine.mqh`):** The indicator reuses the exact same, proven calculation engine as the standard `MovingAverage_Pro`. This engine can calculate all four MA types, ensuring mathematical consistency and leveraging our modular design principles.
* **Dual-Mode Logic:** The `OnCalculate` function contains a smart branching logic.
* If a higher timeframe is selected, it performs the full MTF data fetching and projection process.
* If the current timeframe is selected, it bypasses the MTF logic and functions identically to the standard `MovingAverage_Pro`, calculating directly on the current chart's data for maximum efficiency.
* **Optimized Incremental Calculation:**
Unlike basic MTF indicators that download and recalculate the entire higher-timeframe history on every tick, this indicator employs a sophisticated incremental algorithm.
* **HTF State Tracking:** It tracks the calculation state of the higher timeframe separately (`htf_prev_calculated`).
* **Persistent Buffers:** The internal buffer for the higher timeframe (`BufferMA_HTF_Internal`) is maintained globally, preserving the recursive state of EMAs and SMMAs between ticks.
* **Efficient Mapping:** The projection loop only updates the bars corresponding to the new data, drastically reducing CPU usage.
* This results in **O(1) complexity** per tick, ensuring the indicator remains lightweight even when running on multiple charts simultaneously.
* **Stability via Full Recalculation:** We employ a full recalculation for both modes, which is the most reliable method for ensuring data integrity, especially when dealing with historical data from different timeframes.
* **Dual-Mode Logic:** The `OnCalculate` function contains a smart branching logic.
* If a higher timeframe is selected, it performs the optimized MTF data fetching and projection process.
* If the current timeframe is selected, it bypasses the MTF logic and functions identically to the standard `MovingAverage_Pro`, calculating directly on the current chart's data for maximum efficiency.
## 4. Parameters