From b18512c092908aa50d4a0310a8edfa9a708a820d Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Mon, 5 Jan 2026 10:01:22 +0100
Subject: [PATCH] refactor(indicators): Optimized for incremental calculation

---
 Include/MyIncludes/MADH_Calculator.mqh | 185 +++++++++++++++----------
 1 file changed, 112 insertions(+), 73 deletions(-)

diff --git a/Include/MyIncludes/MADH_Calculator.mqh b/Include/MyIncludes/MADH_Calculator.mqh
index b6beae8..54bbac3 100644
--- a/Include/MyIncludes/MADH_Calculator.mqh
+++ b/Include/MyIncludes/MADH_Calculator.mqh
@@ -1,6 +1,7 @@
 //+------------------------------------------------------------------+
 //|                                              MADH_Calculator.mqh |
 //|      Calculation engine for the John Ehlers' MADH indicator.     |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
@@ -8,30 +9,35 @@
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
 //+==================================================================+
-//|                                                                  |
 //|             CLASS 1: CMADHCalculator (Base Class)                |
-//|                                                                  |
 //+==================================================================+
 class CMADHCalculator
   {
 protected:
    int               m_short_len;
    int               m_dom_cycle;
+
+   //--- Persistent Buffer for Incremental Calculation
    double            m_price[];
 
    // Helper function to calculate a Hann-windowed Moving Average
    double            CalcHWMA(int position, int period, const double &price_array[]);
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- 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[]);
 
 public:
                      CMADHCalculator(void) {};
    virtual          ~CMADHCalculator(void) {};
 
    bool              Init(int short_len, int dom_cycle);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &madh_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 &madh_buffer[]);
   };
 
+//+------------------------------------------------------------------+
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CMADHCalculator::Init(int short_len, int dom_cycle)
   {
@@ -51,10 +57,12 @@ double CMADHCalculator::CalcHWMA(int position, int period, const double &price_a
    double sum = 0;
    double coef_sum = 0;
 
+// Optimization: Pre-calculate weights in Init?
+// Since period can be different (short vs long), we keep it local or use a map.
+// For typical periods, local calculation is fast enough.
+
    for(int i = 0; i < period; i++)
      {
-      // Ehlers' code uses count from 1 to Length, accessing Close[count-1].
-      // This corresponds to i from 0 to period-1, accessing price[position-i].
       double weight = 1.0 - cos(2 * M_PI * (i + 1.0) / (period + 1.0));
       sum += weight * price_array[position - i];
       coef_sum += weight;
@@ -67,15 +75,33 @@ double CMADHCalculator::CalcHWMA(int position, int period, const double &price_a
   }
 
 //+------------------------------------------------------------------+
-void CMADHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &madh_buffer[])
+//| Main Calculation (Optimized)                                     |
+//+------------------------------------------------------------------+
+void CMADHCalculator::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 &madh_buffer[])
   {
    int long_len = m_short_len + (int)round(m_dom_cycle / 2.0);
    if(rates_total < long_len)
       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 Buffer
+   if(ArraySize(m_price) != rates_total)
+      ArrayResize(m_price, rates_total);
+
+//--- 3. Prepare Price (Optimized)
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
-   for(int i = long_len - 1; i < rates_total; i++)
+//--- 4. Calculate MADH (Incremental Loop)
+   int loop_start = MathMax(long_len - 1, start_index);
+
+   for(int i = loop_start; i < rates_total; i++)
      {
       // Step 1 & 2: Calculate the two HWMA filters
       double filt1 = CalcHWMA(i, m_short_len, m_price);
@@ -86,94 +112,107 @@ void CMADHCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type,
         {
          madh_buffer[i] = 100.0 * (filt1 - filt2) / filt2;
         }
+      else
+        {
+         madh_buffer[i] = 0;
+        }
      }
   }
 
 //+------------------------------------------------------------------+
-bool CMADHCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//| Prepare Price (Standard - Optimized)                             |
+//+------------------------------------------------------------------+
+bool CMADHCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
+   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++)
-            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
-         break;
-      default:
-         return false;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
+            break;
+         default:
+            m_price[i] = close[i];
+            break;
+        }
      }
    return true;
   }
 
+//+==================================================================+
+//|             CLASS 2: CMADHCalculator_HA (Heikin Ashi)            |
 //+==================================================================+
 class CMADHCalculator_HA : public CMADHCalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   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;
   };
 
 //+------------------------------------------------------------------+
-bool CMADHCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//| Prepare Price (Heikin Ashi - Optimized)                          |
+//+------------------------------------------------------------------+
+bool CMADHCalculator_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);
-   ArrayResize(m_price, rates_total);
-   switch(price_type)
+   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);
+     }
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+
+   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]+2*m_ha_close[i])/4.0;
+            break;
+         default:
+            m_price[i] = m_ha_close[i];
+            break;
+        }
      }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+