From ae3f2bea0339e904c07db386b0c430598f661a63 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Fri, 28 Nov 2025 14:11:53 +0100
Subject: [PATCH] refactor: Optimized for incremental calculation

---
 Include/MyIncludes/MovingAverage_Engine.mqh | 290 ++++++++++++--------
 1 file changed, 171 insertions(+), 119 deletions(-)

diff --git a/Include/MyIncludes/MovingAverage_Engine.mqh b/Include/MyIncludes/MovingAverage_Engine.mqh
index 3232fb9..0150555 100644
--- a/Include/MyIncludes/MovingAverage_Engine.mqh
+++ b/Include/MyIncludes/MovingAverage_Engine.mqh
@@ -1,13 +1,13 @@
 //+------------------------------------------------------------------+
 //|                                         MovingAverage_Engine.mqh |
-//|      VERSION 1.30: Added DEMA and TEMA for lag reduction.        |
+//|      VERSION 1.40: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
-//--- UPDATED: Enum to select the MA type for calculation ---
+//--- Enum to select the MA type for calculation
 enum ENUM_MA_TYPE
   {
    SMA,
@@ -25,17 +25,30 @@ class CMovingAverageCalculator
 protected:
    int               m_period;
    ENUM_MA_TYPE      m_ma_type;
+
+   //--- Persistent Buffers for Incremental Calculation
    double            m_price[];
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
-   void              CalculateEMA(int rates_total, int period, const double &source[], double &dest[]);
+   //--- Buffers for complex MAs (TMA, DEMA, TEMA)
+   double            m_temp_buffer1[]; // Used for TMA(sma1), DEMA(ema1), TEMA(ema1)
+   double            m_temp_buffer2[]; // Used for DEMA(ema2), TEMA(ema2)
+   double            m_temp_buffer3[]; // Used for TEMA(ema3)
+
+   //--- Updated: Accepts start_index
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+   //--- Updated: Accepts start_index
+   void              CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[]);
 
 public:
                      CMovingAverageCalculator(void) {};
    virtual          ~CMovingAverageCalculator(void) {};
 
    bool              Init(int period, ENUM_MA_TYPE ma_type);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[]);
+
+   //--- Updated: Accepts prev_calculated
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[]);
+
    int               GetPeriod(void) const { return m_period; }
   };
 
@@ -46,8 +59,11 @@ class CMovingAverageCalculator_HA : public CMovingAverageCalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   // Internal HA buffers (Persistent)
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
 protected:
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
   };
 
 //+==================================================================+
@@ -55,7 +71,7 @@ protected:
 //+==================================================================+
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CMovingAverageCalculator::Init(int period, ENUM_MA_TYPE ma_type)
   {
@@ -65,26 +81,49 @@ bool CMovingAverageCalculator::Init(int period, ENUM_MA_TYPE ma_type)
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CMovingAverageCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[])
+void CMovingAverageCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &ma_buffer[])
   {
    if(rates_total < m_period)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+
+//--- 1. Determine Start Index
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+//--- 2. Resize Buffers
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      // Resize temp buffers only if needed by type
+      if(m_ma_type == TMA || m_ma_type == DEMA || m_ma_type == TEMA)
+         ArrayResize(m_temp_buffer1, rates_total);
+      if(m_ma_type == DEMA || m_ma_type == TEMA)
+         ArrayResize(m_temp_buffer2, rates_total);
+      if(m_ma_type == TEMA)
+         ArrayResize(m_temp_buffer3, rates_total);
+     }
+
+//--- 3. Prepare Price (Optimized)
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
    int start_pos = m_period - 1;
-   for(int i = 0; i < rates_total; i++) // Clear all values initially
-      ma_buffer[i] = EMPTY_VALUE;
+   int loop_start = MathMax(start_pos, start_index);
 
+//--- 4. Calculate MA based on type
    switch(m_ma_type)
      {
       case EMA:
-         CalculateEMA(rates_total, m_period, m_price, ma_buffer);
+         CalculateEMA(rates_total, start_index, m_period, m_price, ma_buffer);
          break;
+
       case SMMA:
-         for(int i = start_pos; i < rates_total; i++)
+         for(int i = loop_start; i < rates_total; i++)
            {
             if(i == start_pos)
               {
@@ -94,11 +133,13 @@ void CMovingAverageCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pri
                ma_buffer[i]=sum/m_period;
               }
             else
+               // Recursive SMMA works incrementally because ma_buffer[i-1] is preserved
                ma_buffer[i]=(ma_buffer[i-1]*(m_period-1)+m_price[i])/m_period;
            }
          break;
+
       case LWMA:
-         for(int i = start_pos; i < rates_total; i++)
+         for(int i = loop_start; i < rates_total; i++)
            {
             double sum=0, w_sum=0;
             for(int j=0; j<m_period; j++)
@@ -111,56 +152,65 @@ void CMovingAverageCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pri
                ma_buffer[i]=sum/w_sum;
            }
          break;
+
       case TMA:
         {
-         double sma1_buffer[];
-         ArrayResize(sma1_buffer, rates_total);
          int period1 = (int)ceil((m_period + 1.0) / 2.0);
+         int loop_start_tma = MathMax(period1 - 1, start_index);
 
-         for(int i = period1 - 1; i < rates_total; i++)
+         // Step 1: Simple MA into temp buffer
+         for(int i = loop_start_tma; i < rates_total; i++)
            {
             double sum = 0;
             for(int j = 0; j < period1; j++)
                sum += m_price[i-j];
-            sma1_buffer[i] = sum / period1;
+            m_temp_buffer1[i] = sum / period1;
            }
 
+         // Step 2: Simple MA of the first MA
          int period2 = m_period - period1 + 1;
-         for(int i = period1 + period2 - 2; i < rates_total; i++)
+         int loop_start_final = MathMax(period1 + period2 - 2, start_index);
+
+         for(int i = loop_start_final; i < rates_total; i++)
            {
             double sum = 0;
             for(int j = 0; j < period2; j++)
-               sum += sma1_buffer[i-j];
+               sum += m_temp_buffer1[i-j];
             ma_buffer[i] = sum / period2;
            }
         }
       break;
+
       case DEMA:
         {
-         double ema1[], ema2[];
-         ArrayResize(ema1, rates_total);
-         ArrayResize(ema2, rates_total);
-         CalculateEMA(rates_total, m_period, m_price, ema1);
-         CalculateEMA(rates_total, m_period, ema1, ema2);
-         for(int i = (m_period - 1) * 2; i < rates_total; i++)
-            ma_buffer[i] = 2 * ema1[i] - ema2[i];
+         // EMA1 of Price
+         CalculateEMA(rates_total, start_index, m_period, m_price, m_temp_buffer1);
+         // EMA2 of EMA1
+         CalculateEMA(rates_total, start_index, m_period, m_temp_buffer1, m_temp_buffer2);
+
+         int loop_start_dema = MathMax((m_period - 1) * 2, start_index);
+         for(int i = loop_start_dema; i < rates_total; i++)
+            ma_buffer[i] = 2 * m_temp_buffer1[i] - m_temp_buffer2[i];
          break;
         }
+
       case TEMA:
         {
-         double ema1[], ema2[], ema3[];
-         ArrayResize(ema1, rates_total);
-         ArrayResize(ema2, rates_total);
-         ArrayResize(ema3, rates_total);
-         CalculateEMA(rates_total, m_period, m_price, ema1);
-         CalculateEMA(rates_total, m_period, ema1, ema2);
-         CalculateEMA(rates_total, m_period, ema2, ema3);
-         for(int i = (m_period - 1) * 3; i < rates_total; i++)
-            ma_buffer[i] = 3 * ema1[i] - 3 * ema2[i] + ema3[i];
+         // EMA1 of Price
+         CalculateEMA(rates_total, start_index, m_period, m_price, m_temp_buffer1);
+         // EMA2 of EMA1
+         CalculateEMA(rates_total, start_index, m_period, m_temp_buffer1, m_temp_buffer2);
+         // EMA3 of EMA2
+         CalculateEMA(rates_total, start_index, m_period, m_temp_buffer2, m_temp_buffer3);
+
+         int loop_start_tema = MathMax((m_period - 1) * 3, start_index);
+         for(int i = loop_start_tema; i < rates_total; i++)
+            ma_buffer[i] = 3 * m_temp_buffer1[i] - 3 * m_temp_buffer2[i] + m_temp_buffer3[i];
          break;
         }
+
       default: // SMA
-         for(int i = start_pos; i < rates_total; i++)
+         for(int i = loop_start; i < rates_total; i++)
            {
             double sum=0;
             for(int j=0; j<m_period; j++)
@@ -172,27 +222,34 @@ void CMovingAverageCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE pri
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Calculate EMA (Optimized)                                        |
 //+------------------------------------------------------------------+
-void CMovingAverageCalculator::CalculateEMA(int rates_total, int period, const double &source[], double &dest[])
+void CMovingAverageCalculator::CalculateEMA(int rates_total, int start_index, int period, const double &source[], double &dest[])
   {
    if(rates_total < period)
       return;
+
    int start_pos = period - 1;
    double pr = 2.0 / (double)(period + 1.0);
 
-   for(int i=0; i<start_pos; i++)
-      dest[i] = EMPTY_VALUE;
+// Determine where to start loop
+   int i = MathMax(start_pos, start_index);
 
-   double sum=0;
-   for(int j=0; j<period; j++)
-      if(source[start_pos-j] != EMPTY_VALUE)
-         sum += source[start_pos-j];
-   dest[start_pos] = sum / period;
+// If starting from the very beginning (or before valid data), initialize first value
+   if(i == start_pos)
+     {
+      double sum=0;
+      for(int j=0; j<period; j++)
+         if(source[start_pos-j] != EMPTY_VALUE)
+            sum += source[start_pos-j];
+      dest[start_pos] = sum / period;
+      i++; // Move to next
+     }
 
-   for(int i = start_pos + 1; i < rates_total; i++)
+   for(; i < rates_total; i++)
      {
       if(source[i] != EMPTY_VALUE)
+         // Recursive calculation uses dest[i-1] which is safe due to persistence
          dest[i] = source[i] * pr + dest[i-1] * (1.0 - pr);
       else
          dest[i] = dest[i-1];
@@ -200,92 +257,87 @@ void CMovingAverageCalculator::CalculateEMA(int rates_total, int period, const d
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Prepare Price (Standard - Optimized)                             |
 //+------------------------------------------------------------------+
-bool CMovingAverageCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CMovingAverageCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   if(ArraySize(m_price) != rates_total)
-      if(ArrayResize(m_price, rates_total) != rates_total)
-         return false;
-
-   switch(price_type)
+// Optimized copy loop
+   for(int i = start_index; i < rates_total; i++)
      {
-      case PRICE_CLOSE:
-         ArrayCopy(m_price, close, 0, 0, rates_total);
-         break;
-      case PRICE_OPEN:
-         ArrayCopy(m_price, open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = low[i];
+            break;
+         case PRICE_MEDIAN:
             m_price[i] = (high[i]+low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
+            break;
+         case PRICE_TYPICAL:
             m_price[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
+            break;
+         case PRICE_WEIGHTED:
             m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
-         break;
-      default:
-         return false;
+            break;
+        }
      }
    return true;
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Prepare Price (Heikin Ashi - Optimized)                          |
 //+------------------------------------------------------------------+
-bool CMovingAverageCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CMovingAverageCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   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);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
-
-   if(ArraySize(m_price) != rates_total)
-      if(ArrayResize(m_price, rates_total) != rates_total)
-         return false;
-
-   switch(price_type)
+// Resize internal HA buffers
+   if(ArraySize(m_ha_open) != rates_total)
      {
-      case PRICE_CLOSE:
-         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
-         break;
-      case PRICE_OPEN:
-         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
-         break;
-      default:
-         return false;
+      ArrayResize(m_ha_open, rates_total);
+      ArrayResize(m_ha_high, rates_total);
+      ArrayResize(m_ha_low, rates_total);
+      ArrayResize(m_ha_close, rates_total);
+     }
+
+//--- STRICT CALL: Use the optimized 10-param HA calculation
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
+                             m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+
+//--- Copy to m_price (Optimized loop)
+   for(int i = start_index; i < rates_total; i++)
+     {
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = m_ha_close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = m_ha_open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = m_ha_high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = m_ha_low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
+            break;
+         case PRICE_TYPICAL:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i]+m_ha_close[i])/4.0;
+            break;
+        }
      }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+