From b1d0b12f56fe0c82c7d518afaed2701d31146a4d Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Tue, 16 Dec 2025 21:37:15 +0100
Subject: [PATCH] refactor: Optimized for incremental calculation

---
 Include/MyIncludes/KAMA_Calculator.mqh | 242 ++++++++++++++-----------
 1 file changed, 136 insertions(+), 106 deletions(-)

diff --git a/Include/MyIncludes/KAMA_Calculator.mqh b/Include/MyIncludes/KAMA_Calculator.mqh
index a0cd9ba..955138d 100644
--- a/Include/MyIncludes/KAMA_Calculator.mqh
+++ b/Include/MyIncludes/KAMA_Calculator.mqh
@@ -1,177 +1,207 @@
 //+------------------------------------------------------------------+
 //|                                               KAMA_Calculator.mqh|
-//|      Calculation engine for Kaufman's Adaptive Moving Average.   |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
+//+==================================================================+
+//|             CLASS 1: CKamaCalculator (Base Class)                |
 //+==================================================================+
 class CKamaCalculator
   {
 protected:
    int               m_er_period;
    double            m_fastest_sc, m_slowest_sc;
-   double            m_price[];
-   double            m_prev_kama;
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- Persistent Buffer for Incremental Calculation
+   double            m_price[];
+
+   //--- 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:
-                     CKamaCalculator(void) : m_prev_kama(0) {};
+                     CKamaCalculator(void) {};
    virtual          ~CKamaCalculator(void) {};
 
    bool              Init(int er_p, int fast_ema_p, int slow_ema_p);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[]);
+   int               GetPeriod(void) const { return m_er_period; }
+
+   //--- 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 &kama_buffer[]);
   };
 
 //+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-class CKamaCalculator_HA : public CKamaCalculator
-  {
-private:
-   CHeikinAshi_Calculator m_ha_calculator;
-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;
-  };
-
-//+==================================================================+
-//|                 METHOD IMPLEMENTATIONS                           |
-//+==================================================================+
-
-//+------------------------------------------------------------------+
-//|                                                                  |
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CKamaCalculator::Init(int er_p, int fast_ema_p, int slow_ema_p)
   {
    m_er_period = (er_p < 1) ? 1 : er_p;
    m_fastest_sc = 2.0 / ((fast_ema_p < 1 ? 1 : fast_ema_p) + 1.0);
    m_slowest_sc = 2.0 / ((slow_ema_p < 1 ? 1 : slow_ema_p) + 1.0);
-   m_prev_kama = 0;
    return true;
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CKamaCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &kama_buffer[])
+void CKamaCalculator::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 &kama_buffer[])
   {
    if(rates_total <= m_er_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 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;
 
-   int start_pos = m_er_period;
+//--- 4. Calculate KAMA (Incremental Loop)
+   int loop_start = MathMax(m_er_period, start_index);
 
-   if(ArraySize(kama_buffer) == 0 || kama_buffer[start_pos-1] == 0)
+   for(int i = loop_start; i < rates_total; i++)
      {
-      m_prev_kama = m_price[start_pos-1];
-     }
+      // --- Initialization Step ---
+      if(i == m_er_period)
+        {
+         kama_buffer[i] = m_price[i];
+         continue;
+        }
 
-   for(int i = start_pos; i < rates_total; i++)
-     {
+      // --- Calculate Efficiency Ratio (ER) ---
+      // We need m_price[i - m_er_period], which is safe due to persistent buffer
       double direction = MathAbs(m_price[i] - m_price[i - m_er_period]);
       double volatility = 0;
+
       for(int j = 0; j < m_er_period; j++)
+        {
          volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
+        }
 
       double er = (volatility > 0.000001) ? direction / volatility : 0;
+
+      // --- Calculate Scaled Smoothing Constant (SSC) ---
       double sc = pow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2);
 
-      kama_buffer[i] = m_prev_kama + sc * (m_price[i] - m_prev_kama);
-      m_prev_kama = kama_buffer[i];
+      // --- Calculate Final AMA ---
+      // Recursive calculation uses kama_buffer[i-1] which is persistent (from indicator)
+      kama_buffer[i] = kama_buffer[i-1] + sc * (m_price[i] - kama_buffer[i-1]);
      }
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Prepare Price (Standard - Optimized)                             |
 //+------------------------------------------------------------------+
-bool CKamaCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CKamaCalculator::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++)
-            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;
   }
 
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-bool CKamaCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//+==================================================================+
+//|             CLASS 2: CKamaCalculator_HA (Heikin Ashi)            |
+//+==================================================================+
+class CKamaCalculator_HA : public CKamaCalculator
   {
-   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);
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+   // Internal HA buffers
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
 
-   if(ArraySize(m_price) != rates_total)
-      if(ArrayResize(m_price, rates_total) != rates_total)
-         return false;
+protected:
+   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;
+  };
 
-   switch(price_type)
+//+------------------------------------------------------------------+
+//| Prepare Price (Heikin Ashi - Optimized)                          |
+//+------------------------------------------------------------------+
+bool CKamaCalculator_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[])
+  {
+// 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]+2*m_ha_close[i])/4.0;
+            break;
+         default:
+            m_price[i] = m_ha_close[i];
+            break;
+        }
      }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+