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refactor: Optimized for incremental calculation

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This commit is contained in:
Toh4iem9
2025-12-07 16:56:21 +01:00
parent 9afb795a74
commit b1ec879942
1 changed files with 43 additions and 27 deletions
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Indicators/MyIndicators/Bollinger_Band_Width_Pro.mq5
+43 -27
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@@ -1,10 +1,9 @@
//+------------------------------------------------------------------+
//| Bollinger_Band_Width_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "2.10"
#property version "2.20" // Optimized for incremental calculation
#property description "Professional Bollinger Band Width oscillator with selectable analysis modes."
#property indicator_separate_window
@@ -72,11 +71,14 @@ double BufferUpperChannel[];
double BufferLowerChannel[];
double BufferCenterline[];
//--- Internal Buffers (Must be global for incremental calculation) ---
double BufferUpper_Internal[];
double BufferLower_Internal[];
double BufferMA_Internal[];
//--- Global calculator object ---
CBollingerBandsCalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
@@ -114,32 +116,36 @@ int OnInit()
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, draw_begin + InpBandsOnWidth_Period);
IndicatorSetInteger(INDICATOR_DIGITS, 5);
//--- UPDATED: Use 4 digits for precision (like ATR Percent)
IndicatorSetInteger(INDICATOR_DIGITS, 4);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
ArrayFree(BufferUpper_Internal);
ArrayFree(BufferLower_Internal);
ArrayFree(BufferMA_Internal);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function. |
//+------------------------------------------------------------------+
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&[])
int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
{
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
double upper_band[], lower_band[], ma_line[];
ArrayResize(upper_band, rates_total);
ArrayResize(lower_band, rates_total);
ArrayResize(ma_line, rates_total);
//--- Resize internal buffers
if(ArraySize(BufferUpper_Internal) != rates_total)
{
ArrayResize(BufferUpper_Internal, rates_total);
ArrayResize(BufferLower_Internal, rates_total);
ArrayResize(BufferMA_Internal, rates_total);
}
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
@@ -147,30 +153,39 @@ 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,
ma_line, upper_band, lower_band);
//--- Step 1: Run the main calculation (Incremental)
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
BufferMA_Internal, BufferUpper_Internal, BufferLower_Internal);
//--- Step 2: Calculate BandWidth (Optimized Loop)
int start_pos = InpPeriod - 1;
for(int i = start_pos; i < rates_total; i++)
int loop_start = MathMax(start_pos, (prev_calculated > 0 ? prev_calculated - 1 : 0));
for(int i = loop_start; i < rates_total; i++)
{
if(ma_line[i] != 0)
BufferBandWidth[i] = ((upper_band[i] - lower_band[i]) / ma_line[i]) * 100.0;
if(BufferMA_Internal[i] != 0)
BufferBandWidth[i] = ((BufferUpper_Internal[i] - BufferLower_Internal[i]) / BufferMA_Internal[i]) * 100.0;
else
BufferBandWidth[i] = 0;
}
//--- Initialize all overlay buffers to empty
ArrayInitialize(BufferUpperChannel, EMPTY_VALUE);
ArrayInitialize(BufferLowerChannel, EMPTY_VALUE);
ArrayInitialize(BufferCenterline, EMPTY_VALUE);
//--- Step 3: Calculate Overlays (Optimized Loop)
// Initialize unused buffers on full recalc
if(prev_calculated == 0)
{
ArrayInitialize(BufferUpperChannel, EMPTY_VALUE);
ArrayInitialize(BufferLowerChannel, EMPTY_VALUE);
ArrayInitialize(BufferCenterline, EMPTY_VALUE);
}
switch(InpDisplayMode)
{
case MODE_BANDS_ON_WIDTH:
{
int bands_start_pos = start_pos + InpBandsOnWidth_Period - 1;
int loop_start_bands = MathMax(bands_start_pos, loop_start);
for(int i = bands_start_pos; i < rates_total; i++)
for(int i = loop_start_bands; i < rates_total; i++)
{
double sum = 0;
for(int j = 0; j < InpBandsOnWidth_Period; j++)
@@ -178,7 +193,7 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
BufferCenterline[i] = sum / InpBandsOnWidth_Period;
}
for(int i = bands_start_pos; i < rates_total; i++)
for(int i = loop_start_bands; i < rates_total; i++)
{
double std_dev_val = 0, sum_sq = 0;
for(int j = 0; j < InpBandsOnWidth_Period; j++)
@@ -194,7 +209,9 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
case MODE_EXTREMES_CHANNEL:
{
int extremes_start_pos = start_pos + InpExtremesLength - 1;
for(int i = extremes_start_pos; i < rates_total; i++)
int loop_start_extremes = MathMax(extremes_start_pos, loop_start);
for(int i = loop_start_extremes; i < rates_total; i++)
{
int start = i - InpExtremesLength + 1;
int highest_idx = ArrayMaximum(BufferBandWidth, start, InpExtremesLength);
@@ -210,4 +227,3 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+