From b680714300fb735288af640f3c4de8958628a4d3 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sat, 29 Nov 2025 13:40:01 +0100 Subject: [PATCH] refactor: Optimized for incremental calculation --- .../MyIncludes/Ehlers_Bands_Calculator.mqh | 137 ++++++++++++++---- 1 file changed, 110 insertions(+), 27 deletions(-) diff --git a/Include/MyIncludes/Ehlers_Bands_Calculator.mqh b/Include/MyIncludes/Ehlers_Bands_Calculator.mqh index 62bf752..7d6888e 100644 --- a/Include/MyIncludes/Ehlers_Bands_Calculator.mqh +++ b/Include/MyIncludes/Ehlers_Bands_Calculator.mqh @@ -1,7 +1,6 @@ //+------------------------------------------------------------------+ //| Ehlers_Bands_Calculator.mqh | -//| Calculation engine for Ehlers Bands, using a selectable | -//| smoother (SuperSmoother or UltimateSmoother) as centerline. | +//| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" @@ -15,23 +14,28 @@ protected: CEhlersSmootherCalculator *m_calc_center; int m_period; double m_multiplier; + + //--- Persistent Buffer for Price 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[]); + //--- 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: CEhlersBandsCalculator(void); virtual ~CEhlersBandsCalculator(void); bool Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type); - void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], + + //--- 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 &upper_buffer[], double &lower_buffer[], double &middle_buffer[]); }; //+------------------------------------------------------------------+ CEhlersBandsCalculator::CEhlersBandsCalculator(void) { - m_calc_center = NULL; // Will be instantiated in Init based on HA/Std choice + m_calc_center = NULL; } //+------------------------------------------------------------------+ CEhlersBandsCalculator::~CEhlersBandsCalculator(void) @@ -51,24 +55,38 @@ bool CEhlersBandsCalculator::Init(int period, double multiplier, ENUM_SMOOTHER_T if(CheckPointer(m_calc_center) == POINTER_INVALID) return false; -// CORRECTED: Pass the required SOURCE_PRICE to the smoother's Init method. return(m_calc_center.Init(m_period, smoother_type, SOURCE_PRICE)); } //+------------------------------------------------------------------+ -void CEhlersBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], +void CEhlersBandsCalculator::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 &upper_buffer[], double &lower_buffer[], double &middle_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 Internal 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; -// --- Step 1: Calculate Centerline using the selected smoother --- - m_calc_center.Calculate(rates_total, price_type, open, high, low, close, middle_buffer); +//--- 4. Calculate Centerline (Incremental) + m_calc_center.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer); -// --- Step 2: Calculate Standard Deviation --- - for(int i = m_period - 1; i < rates_total; i++) +//--- 5. Calculate Bands (Incremental Loop) + int loop_start = MathMax(m_period - 1, start_index); + + for(int i = loop_start; i < rates_total; i++) { double sum_sq = 0; for(int j = 0; j < m_period; j++) @@ -79,7 +97,6 @@ void CEhlersBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price double std_dev = sqrt(sum_sq / m_period); - // --- Step 3: Calculate Upper and Lower Bands --- if(middle_buffer[i] != EMPTY_VALUE) { upper_buffer[i] = middle_buffer[i] + m_multiplier * std_dev; @@ -89,10 +106,39 @@ void CEhlersBandsCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price } //+------------------------------------------------------------------+ -bool CEhlersBandsCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) +bool CEhlersBandsCalculator::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); - ArrayCopy(m_price, close, 0, 0, rates_total); +// Optimized copy loop + for(int i = start_index; 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: + m_price[i] = (high[i]+low[i]+close[i])/3.0; + 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; } @@ -101,6 +147,9 @@ class CEhlersBandsCalculator_HA : public CEhlersBandsCalculator { private: CHeikinAshi_Calculator m_ha_calculator; + // Internal HA buffers + double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; + public: CEhlersBandsCalculator_HA(void) { @@ -109,22 +158,56 @@ public: m_calc_center = new CEhlersSmootherCalculator_HA(); } 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 CEhlersBandsCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) +bool CEhlersBandsCalculator_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); +// Resize internal HA buffers + 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); + } - ArrayResize(m_price, rates_total); - ArrayCopy(m_price, ha_close, 0, 0, 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; } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+