refactor: Optimized for incremental calculation

This commit is contained in:
Toh4iem9
2025-11-28 19:09:33 +01:00
parent be3558104b
commit 9e7e35e3b7
@@ -1,11 +1,9 @@
//+------------------------------------------------------------------+
//| Laguerre_Filter_Pro.mq5|
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.10" // Adapted to new universal engine
#property version "1.20" // Optimized for incremental calculation
#property description "John Ehlers' Laguerre Filter as a low-lag moving average."
#property description "Includes an optional FIR filter for comparison."
@@ -80,7 +78,18 @@ void OnDeinit(const int reason)
}
//+------------------------------------------------------------------+
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&[])
//| Custom indicator calculation function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated, // <--- Now used!
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
@@ -91,11 +100,14 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferFilter, BufferFIR);
//--- Delegate calculation with prev_calculated optimization
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilter, BufferFIR);
//--- Hide FIR if not requested (Optimized loop)
if(!InpShowFIR)
{
for(int i = 0; i < rates_total; i++)
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
BufferFIR[i] = EMPTY_VALUE;
}