From 98d4d2d0812e7ace01c1ae8ffbfb97981470d7b9 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sun, 15 Mar 2026 15:54:12 +0100
Subject: [PATCH] refactor(indicators): Strictly O(1) Incremental Optimized

---
 Include/MyIncludes/VScore_Calculator.mqh | 53 +++++++++---------------
 1 file changed, 20 insertions(+), 33 deletions(-)

diff --git a/Include/MyIncludes/VScore_Calculator.mqh b/Include/MyIncludes/VScore_Calculator.mqh
index b8b65a6..d49255d 100644
--- a/Include/MyIncludes/VScore_Calculator.mqh
+++ b/Include/MyIncludes/VScore_Calculator.mqh
@@ -2,6 +2,7 @@
 //|                                          VScore_Calculator.mqh   |
 //|      Engine for V-Score (VWAP Z-Score).                          |
 //|      Measures statistical deviation from VWAP.                   |
+//|      VERSION 2.00: Strictly O(1) Incremental Optimized.          |
 //|                                        Copyright 2026, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2026, xxxxxxxx"
@@ -9,7 +10,7 @@
 #include <MyIncludes\VWAP_Calculator.mqh>
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Class CVScoreCalculator                                          |
 //+------------------------------------------------------------------+
 class CVScoreCalculator
   {
@@ -17,11 +18,10 @@ protected:
    int               m_period;
    CVWAPCalculator   *m_vwap_calc;
 
-   // Buffers
+   // Persistent Buffers for Incremental Calculation
    double            m_vwap_buf[];
-   double            m_diff_sq[]; // Squared differences buffer
-
-   void              PrepareVWAP(int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[]);
+   double            m_vwap_odd[];
+   double            m_vwap_even[];
 
 public:
                      CVScoreCalculator();
@@ -67,7 +67,7 @@ bool CVScoreCalculator::Init(int period, ENUM_VWAP_PERIOD vwap_reset)
   }
 
 //+------------------------------------------------------------------+
-//| Main Calculation                                                 |
+//| Main Calculation (Strictly O(1) Optimized)                       |
 //+------------------------------------------------------------------+
 void CVScoreCalculator::Calculate(int rates_total, int prev_calculated,
                                   const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[],
@@ -77,19 +77,26 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated,
    if(rates_total < m_period)
       return;
 
-// 1. Prepare VWAP Buffer
+// 1. Manage Internal Buffers
    if(ArraySize(m_vwap_buf) != rates_total)
+     {
       ArrayResize(m_vwap_buf, rates_total);
-   PrepareVWAP(rates_total, time, open, high, low, close, tick_volume, volume);
+      ArrayResize(m_vwap_odd, rates_total);
+      ArrayResize(m_vwap_even, rates_total);
+     }
 
-// 2. Calculate Standard Deviation of (Price - VWAP)
-// We look back 'm_period' bars to calculate the volatility of the deviation
+// 2. Calculate VWAP Incrementally! (Passing prev_calculated)
+   m_vwap_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, m_vwap_odd, m_vwap_even);
 
+// 3. Calculate Standard Deviation of (Price - VWAP)
+// Determine start index for true O(1) performance
    int start = (prev_calculated > m_period) ? prev_calculated - 1 : m_period;
 
    for(int i = start; i < rates_total; i++)
      {
-      double current_vwap = m_vwap_buf[i];
+      // Merge Odd/Even logic continuously
+      double current_vwap = (m_vwap_odd[i] != EMPTY_VALUE && m_vwap_odd[i] != 0) ? m_vwap_odd[i] : m_vwap_even[i];
+      m_vwap_buf[i] = current_vwap;
 
       // If VWAP is newly reset (0 or empty), VScore is 0
       if(current_vwap == 0 || current_vwap == EMPTY_VALUE)
@@ -107,7 +114,7 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated,
          double p = close[idx];
          double v = m_vwap_buf[idx];
 
-         // If history has bad vwap, use price (diff=0)
+         // If history has bad vwap, use price (diff=0) to avoid spikes
          if(v == 0 || v == EMPTY_VALUE)
             v = p;
 
@@ -117,32 +124,12 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated,
 
       double std_dev = MathSqrt(sum_sq_diff / m_period);
 
+      // Z-Score calculation
       if(std_dev > 1.0e-9)
          out_vscore[i] = (close[i] - current_vwap) / std_dev;
       else
          out_vscore[i] = 0.0;
      }
   }
-
 //+------------------------------------------------------------------+
-//| Helper: Fill Internal VWAP Buffer                                |
-//+------------------------------------------------------------------+
-void CVScoreCalculator::PrepareVWAP(int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[])
-  {
-   double odd[], even[];
-   ArrayResize(odd, rates_total);
-   ArrayResize(even, rates_total);
-
-   m_vwap_calc.Calculate(rates_total, 0, time, open, high, low, close, tick_volume, volume, odd, even);
-
-// Determine active buffer (Odd/Even logic of VWAP engine)
-// We merge them into one continuous buffer
-   for(int i=0; i<rates_total; i++)
-     {
-      if(odd[i] != EMPTY_VALUE && odd[i] != 0)
-         m_vwap_buf[i] = odd[i];
-      else
-         m_vwap_buf[i] = even[i];
-     }
-  }
 //+------------------------------------------------------------------+