refactor: Optimized for incremental calculation

This commit is contained in:
Toh4iem9
2025-12-07 16:55:39 +01:00
parent c50ff422a1
commit 9afb795a74
@@ -1,10 +1,9 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Bollinger_Bands_PercentB.mq5 | //| Bollinger_Bands_PercentB.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.00" #property version "1.10" // Optimized for incremental calculation
#property description "Bollinger Bands %B. Shows the position of price relative to the bands." #property description "Bollinger Bands %B. Shows the position of price relative to the bands."
#property description "Includes a selectable price source with Heikin Ashi options." #property description "Includes a selectable price source with Heikin Ashi options."
@@ -35,6 +34,12 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
double BufferPercentB[]; double BufferPercentB[];
double BufferPrice[]; double BufferPrice[];
//--- Internal Buffers (Must be global for incremental calculation) ---
double BufferUpper_Internal[];
double BufferLower_Internal[];
double BufferMA_Internal[];
double BufferPrice_Internal[]; // To store the price from calculator
//--- Global calculator object --- //--- Global calculator object ---
CBollingerBandsCalculator *g_calculator; CBollingerBandsCalculator *g_calculator;
@@ -46,7 +51,6 @@ int OnInit()
SetIndexBuffer(0, BufferPercentB, INDICATOR_DATA); SetIndexBuffer(0, BufferPercentB, INDICATOR_DATA);
ArraySetAsSeries(BufferPercentB, false); ArraySetAsSeries(BufferPercentB, false);
//--- Dynamic Calculator Instantiation ---
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
{ {
g_calculator = new CBollingerBandsCalculator_HA(); g_calculator = new CBollingerBandsCalculator_HA();
@@ -78,21 +82,28 @@ void OnDeinit(const int reason)
{ {
if(CheckPointer(g_calculator) != POINTER_INVALID) if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator; delete g_calculator;
ArrayFree(BufferUpper_Internal);
ArrayFree(BufferLower_Internal);
ArrayFree(BufferMA_Internal);
ArrayFree(BufferPrice_Internal);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Custom indicator iteration function. | //| Custom indicator iteration function. |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
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&[]) 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&[])
{ {
if(CheckPointer(g_calculator) == POINTER_INVALID) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
//--- Step 1: Run the main calculation to get the band components //--- Resize internal buffers
double upper_band[], lower_band[], ma_line[]; if(ArraySize(BufferUpper_Internal) != rates_total)
ArrayResize(upper_band, rates_total); {
ArrayResize(lower_band, rates_total); ArrayResize(BufferUpper_Internal, rates_total);
ArrayResize(ma_line, rates_total); ArrayResize(BufferLower_Internal, rates_total);
ArrayResize(BufferMA_Internal, rates_total);
}
ENUM_APPLIED_PRICE price_type; ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
@@ -100,93 +111,30 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, //--- Step 1: Run the main calculation (Incremental)
ma_line, upper_band, lower_band); g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferMA_Internal, BufferUpper_Internal, BufferLower_Internal);
//--- Step 2: Calculate the source price array that was used by the calculator //--- Step 2: Get the source price array from the calculator
ArrayResize(BufferPrice, rates_total); // This is already calculated incrementally inside the calculator
if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator.GetPriceBuffer(BufferPrice_Internal);
{
// For HA, we need to recalculate the HA prices to get the correct source
CHeikinAshi_Calculator ha_calc;
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
ha_calc.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
switch(price_type) //--- Step 3: Calculate the final %B value (Optimized Loop)
{ int start_pos = InpPeriod - 1;
case PRICE_CLOSE: int loop_start = MathMax(start_pos, (prev_calculated > 0 ? prev_calculated - 1 : 0));
ArrayCopy(BufferPrice, ha_close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(BufferPrice, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(BufferPrice, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(BufferPrice, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
BufferPrice[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
BufferPrice[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
BufferPrice[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
break;
}
}
else
{
// For standard prices, we can just copy the relevant array
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(BufferPrice, close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(BufferPrice, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(BufferPrice, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(BufferPrice, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
BufferPrice[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
BufferPrice[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
BufferPrice[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
break;
}
}
//--- Step 3: Calculate the final %B value for(int i = loop_start; i < rates_total; i++)
for(int i = InpPeriod - 1; i < rates_total; i++)
{ {
double band_width = upper_band[i] - lower_band[i]; double band_width = BufferUpper_Internal[i] - BufferLower_Internal[i];
if(band_width != 0) if(band_width != 0)
{ {
BufferPercentB[i] = (BufferPrice[i] - lower_band[i]) / band_width; // Use the internal price buffer which matches the calculator's source
BufferPercentB[i] = (BufferPrice_Internal[i] - BufferLower_Internal[i]) / band_width;
} }
else else
{ {
BufferPercentB[i] = 0.5; // If width is zero, price is at the centerline BufferPercentB[i] = 0.5;
} }
} }