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refactor: In-Place Heikin Ashi Mapping & Zero Redundancy
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Toh4iem9
@@ -1,10 +1,11 @@
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//+------------------------------------------------------------------+
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//| StochasticSlow_Calculator.mqh|
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//| VERSION 2.10: Added strict chronological bounds |
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//| VERSION 2.20: Direct In-Place HA Math Engine |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.10" // Implemented chronological safety on internal buffers
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.20" // Enterprise Refactor: In-Place Heikin Ashi Mapping & Zero Redundancy
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#property description "High-performance calculation engine for Slow Stochastic Oscillator."
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#ifndef STOCHASTIC_SLOW_CALCULATOR_MQH
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#define STOCHASTIC_SLOW_CALCULATOR_MQH
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@@ -18,30 +19,29 @@
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class CStochasticSlowCalculator
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{
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protected:
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int m_k_period;
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int m_k_period;
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//--- Composition: Two MA Engines
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//--- Composition: Two Embedded MA Engines (Zero Heap Overhead!)
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CMovingAverageCalculator m_slowing_engine; // For Slow %K
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CMovingAverageCalculator m_signal_engine; // For %D
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//--- Persistent Buffers
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double m_src_high[], m_src_low[], m_src_close[];
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double m_raw_k[]; // Stores Fast %K (intermediate)
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double m_src_high[], m_src_low[], m_src_close[];
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double m_raw_k[]; // Stores Fast %K (intermediate)
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double Highest(int period, int current_pos);
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double Lowest(int period, int current_pos);
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double Highest(int period, int current_pos);
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double Lowest(int period, int current_pos);
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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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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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CStochasticSlowCalculator(void) {};
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virtual ~CStochasticSlowCalculator(void) {};
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CStochasticSlowCalculator(void) : m_k_period(5) {};
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virtual ~CStochasticSlowCalculator(void) {};
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//--- Init now takes ENUM_MA_TYPE for both smoothings
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bool Init(int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
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bool Init(int k_p, int slow_p, ENUM_MA_TYPE slow_ma, int d_p, ENUM_MA_TYPE d_ma);
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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 &k_buffer[], double &d_buffer[]);
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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 &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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@@ -51,7 +51,6 @@ bool CStochasticSlowCalculator::Init(int k_p, int slow_p, ENUM_MA_TYPE slow_ma,
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{
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m_k_period = (k_p < 1) ? 1 : k_p;
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// Initialize both engines
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if(!m_slowing_engine.Init(slow_p, slow_ma))
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return false;
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if(!m_signal_engine.Init(d_p, d_ma))
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@@ -61,67 +60,67 @@ bool CStochasticSlowCalculator::Init(int k_p, int slow_p, ENUM_MA_TYPE slow_ma,
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}
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//+------------------------------------------------------------------+
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//| Main Calculation (Stateful & Chronologically Safe) |
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//| Main Calculation (Incremental O(1)) |
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//+------------------------------------------------------------------+
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void CStochasticSlowCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[])
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{
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// Check minimum bars required
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int min_bars = m_k_period + m_slowing_engine.GetPeriod() + m_signal_engine.GetPeriod();
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if(rates_total <= min_bars)
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return;
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- Resize state buffers and enforce chronological safety
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// Resize state 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_raw_k, rates_total);
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ArraySetAsSeries(m_src_high, false);
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ArrayResize(m_src_low, rates_total);
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ArraySetAsSeries(m_src_low, false);
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ArrayResize(m_src_close, rates_total);
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ArraySetAsSeries(m_src_close, false);
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ArrayResize(m_raw_k, rates_total);
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ArraySetAsSeries(m_raw_k, false);
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}
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//--- Enforce chronological safety on output arrays
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// Safe allocation of output buffers
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if(ArraySize(k_buffer) != rates_total)
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{
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ArrayResize(k_buffer, rates_total);
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ArraySetAsSeries(k_buffer, false);
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ArrayInitialize(k_buffer, EMPTY_VALUE);
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}
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if(ArraySize(d_buffer) != rates_total)
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{
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ArrayResize(d_buffer, rates_total);
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ArraySetAsSeries(d_buffer, false);
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ArrayInitialize(d_buffer, EMPTY_VALUE);
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}
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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return;
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//--- 1. Calculate Raw %K (Fast %K)
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// 1. Calculate Raw %K (Fast %K)
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int loop_start_k = MathMax(m_k_period - 1, start_index);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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double highest_h = Highest(m_k_period, i);
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double lowest_l = Lowest(m_k_period, i);
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double range = highest_h - lowest_l;
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double range = highest_h - lowest_l;
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if(range > 0)
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m_raw_k[i] = (m_src_close[i] - lowest_l) / range * 100.0;
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if(range > 1.0e-9)
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m_raw_k[i] = ((m_src_close[i] - lowest_l) / range) * 100.0;
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else
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m_raw_k[i] = (i > 0) ? m_raw_k[i-1] : 50.0;
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m_raw_k[i] = (i > 0) ? m_raw_k[i - 1] : 50.0;
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}
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//--- 2. Calculate Slow %K (Main Line) using Slowing Engine
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// 2. Calculate Slow %K (Main Line) using Slowing Engine
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int raw_k_offset = m_k_period - 1;
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m_slowing_engine.CalculateOnArray(rates_total, prev_calculated, m_raw_k, k_buffer, raw_k_offset);
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//--- 3. Calculate %D (Signal Line) using Signal Engine
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// 3. Calculate %D (Signal Line) using Signal Engine
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int slow_k_offset = raw_k_offset + m_slowing_engine.GetPeriod() - 1;
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, slow_k_offset);
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}
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@@ -141,20 +140,18 @@ bool CStochasticSlowCalculator::PrepareSourceData(int rates_total, int start_ind
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}
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//+------------------------------------------------------------------+
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//| Helpers |
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//| Helpers (Optimized Search Loops) |
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//+------------------------------------------------------------------+
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double CStochasticSlowCalculator::Highest(int period, int current_pos)
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{
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double res = m_src_high[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < m_src_high[index])
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res = m_src_high[index];
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double val = m_src_high[current_pos - i];
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if(val > res)
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res = val;
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}
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return(res);
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return res;
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}
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//+------------------------------------------------------------------+
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@@ -165,13 +162,11 @@ double CStochasticSlowCalculator::Lowest(int period, int current_pos)
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double res = m_src_low[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > m_src_low[index])
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res = m_src_low[index];
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double val = m_src_low[current_pos - i];
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if(val < res)
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res = val;
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}
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return(res);
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return res;
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}
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//+==================================================================+
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@@ -181,36 +176,29 @@ class CStochasticSlowCalculator_HA : public CStochasticSlowCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high_temp[], m_ha_low_temp[], m_ha_close_temp[];
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double m_ha_open[]; // Only HA open needs persistent state
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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) |
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//| Prepare Source Data (Direct In-Place Heikin Ashi Calculation) |
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//+------------------------------------------------------------------+
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bool CStochasticSlowCalculator_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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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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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high_temp, false);
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ArraySetAsSeries(m_ha_low_temp, false);
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ArraySetAsSeries(m_ha_close_temp, false);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high_temp, m_ha_low_temp, m_ha_close_temp);
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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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// DIRECT IN-PLACE CALCULATION: Eliminates 3 temp arrays and 1 copy loop!
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_src_high, m_src_low, m_src_close);
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return true;
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}
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#endif // STOCHASTIC_SLOW_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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