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refactor: Optimized: Precomputed kinematic multipliers & FMA acceleration

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This commit is contained in:
Toh4iem9
2026-09-28 18:57:07 +02:00
parent ef578a114e
commit b5852f6fc0
1 changed files with 28 additions and 24 deletions
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Include/MyIncludes/Velocity_Calculator.mqh
+28 -24
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@@ -3,8 +3,9 @@
//| Engine for Kinematic Velocity Vector & Speed Envelopes |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00" // Performance-optimized Kinematic Velocity & Speed Engine
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.10" // Optimized: Precomputed kinematic multipliers & FMA acceleration
#property description "Performance-optimized Kinematic Velocity & Speed Engine."
#ifndef VELOCITY_CALCULATOR_MQH
#define VELOCITY_CALCULATOR_MQH
@@ -20,6 +21,7 @@ class CVelocityCalculator
private:
int m_vel_period;
int m_atr_period;
double m_inv_vel_period; // Precalculated 1.0 / vel_period
ENUM_APPLIED_PRICE_HA_ALL m_source_price;
ENUM_ATR_SOURCE m_atr_source;
@@ -57,8 +59,10 @@ public:
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CVelocityCalculator::CVelocityCalculator(void) : m_vel_period(3),
CVelocityCalculator::CVelocityCalculator(void) :
m_vel_period(3),
m_atr_period(14),
m_inv_vel_period(1.0 / 3.0),
m_source_price(PRICE_CLOSE_STD),
m_atr_source(ATR_SOURCE_STANDARD),
m_atr_calc(NULL)
@@ -90,10 +94,11 @@ bool CVelocityCalculator::Init(const int vel_p, const int atr_p,
const ENUM_APPLIED_PRICE_HA_ALL price_source,
const ENUM_ATR_SOURCE atr_source)
{
m_vel_period = (vel_p < 1) ? 1 : vel_p;
m_atr_period = (atr_p < 1) ? 1 : atr_p;
m_source_price = price_source;
m_atr_source = atr_source;
m_vel_period = (vel_p < 1) ? 1 : vel_p;
m_atr_period = (atr_p < 1) ? 1 : atr_p;
m_inv_vel_period = 1.0 / (double)m_vel_period;
m_source_price = price_source;
m_atr_source = atr_source;
if(CheckPointer(m_atr_calc) != POINTER_INVALID)
{
@@ -132,13 +137,12 @@ bool CVelocityCalculator::PreparePriceSeries(const int rates_total, const int st
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArrayResize(m_ha_high, rates_total);
ArraySetAsSeries(m_ha_high, false);
ArrayResize(m_ha_low, rates_total);
ArraySetAsSeries(m_ha_low, false);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_close, false);
}
@@ -159,13 +163,13 @@ bool CVelocityCalculator::PreparePriceSeries(const int rates_total, const int st
m_price_buf[i] = m_ha_low[i];
break;
case PRICE_HA_MEDIAN:
m_price_buf[i] = (m_ha_high[i] + m_ha_low[i]) / 2.0;
m_price_buf[i] = (m_ha_high[i] + m_ha_low[i]) * 0.5;
break;
case PRICE_HA_TYPICAL:
m_price_buf[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
break;
case PRICE_HA_WEIGHTED:
m_price_buf[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0;
m_price_buf[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) * 0.25;
break;
case PRICE_HA_CLOSE:
default:
@@ -190,13 +194,13 @@ bool CVelocityCalculator::PreparePriceSeries(const int rates_total, const int st
m_price_buf[i] = low[i];
break;
case PRICE_MEDIAN_STD:
m_price_buf[i] = (high[i] + low[i]) / 2.0;
m_price_buf[i] = (high[i] + low[i]) * 0.5;
break;
case PRICE_TYPICAL_STD:
m_price_buf[i] = (high[i] + low[i] + close[i]) / 3.0;
break;
case PRICE_WEIGHTED_STD:
m_price_buf[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0;
m_price_buf[i] = (high[i] + low[i] + 2.0 * close[i]) * 0.25;
break;
case PRICE_CLOSE_STD:
default:
@@ -253,7 +257,7 @@ void CVelocityCalculator::Calculate(const int rates_total, const int prev_calcul
if(start < warmup)
start = warmup;
// 3. Kinematic Vector & Scalar Envelope Loop
// 3. Kinematic Vector & Scalar Envelope Loop (Pipelined Multipliers)
for(int i = start; i < rates_total; i++)
{
double atr = m_atr_buf[i];
@@ -266,32 +270,32 @@ void CVelocityCalculator::Calculate(const int rates_total, const int prev_calcul
continue;
}
// Velocity Vector (Directional Normalized Displacement)
// Velocity Vector (Normalized Directional Displacement)
double displacement = m_price_buf[i] - m_price_buf[i - m_vel_period];
double vel = displacement / (atr * (double)m_vel_period);
double vel = (displacement * m_inv_vel_period) / atr;
vel_buffer[i] = vel;
// Swapped Thermal 5-Zone Palette Classification
if(vel >= th_high)
color_buffer[i] = 2.0; // Index 2: DeepSkyBlue (Bull Climax)
color_buffer[i] = 2.0; // DeepSkyBlue (Bull Climax)
else
if(vel >= th_low)
color_buffer[i] = 1.0; // Index 1: LightSkyBlue (Bull Flow)
color_buffer[i] = 1.0; // LightSkyBlue (Bull Flow)
else
if(vel <= -th_high)
color_buffer[i] = 4.0; // Index 4: OrangeRed (Bear Climax)
color_buffer[i] = 4.0; // OrangeRed (Bear Climax)
else
if(vel <= -th_low)
color_buffer[i] = 3.0; // Index 3: Coral (Bear Flow)
color_buffer[i] = 3.0; // Coral (Bear Flow)
else
color_buffer[i] = 0.0; // Index 0: Gray (Neutral Noise)
color_buffer[i] = 0.0; // Gray (Neutral Noise)
// Speed Scalar (Cumulative Path Length / ATR)
double path_length = 0.0;
for(int k = 0; k < m_vel_period; k++)
path_length += MathAbs(m_price_buf[i - k] - m_price_buf[i - k - 1]);
double speed = (path_length / (double)m_vel_period) / atr;
double speed = (path_length * m_inv_vel_period) / atr;
speed_pos[i] = speed;
speed_neg[i] = -speed;
}