From baf635e2bf0ac6fb687e7dd099b266f7ce29bbd7 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sat, 3 Jan 2026 22:27:01 +0100
Subject: [PATCH] refactor(indicators): Optimized for incremental calculation

---
 Include/MyIncludes/Butterworth_Calculator.mqh | 237 ++++++++++--------
 1 file changed, 139 insertions(+), 98 deletions(-)

diff --git a/Include/MyIncludes/Butterworth_Calculator.mqh b/Include/MyIncludes/Butterworth_Calculator.mqh
index cf49881..cdef074 100644
--- a/Include/MyIncludes/Butterworth_Calculator.mqh
+++ b/Include/MyIncludes/Butterworth_Calculator.mqh
@@ -1,7 +1,7 @@
 //+------------------------------------------------------------------+
 //|                                     Butterworth_Calculator.mqh   |
 //|      Calculation engine for the John Ehlers' Butterworth Filter. |
-//|      Can be applied to Price or Momentum.                        |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
@@ -11,6 +11,8 @@
 enum ENUM_BUTTERWORTH_POLES { POLES_TWO = 2, POLES_THREE = 3 };
 enum ENUM_INPUT_SOURCE { SOURCE_PRICE, SOURCE_MOMENTUM };
 
+//+==================================================================+
+//|             CLASS 1: CButterworthCalculator                      |
 //+==================================================================+
 class CButterworthCalculator
   {
@@ -18,18 +20,25 @@ protected:
    int                     m_period;
    ENUM_BUTTERWORTH_POLES  m_poles;
    ENUM_INPUT_SOURCE       m_source_type;
+
+   //--- 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:
                      CButterworthCalculator(void) {};
    virtual          ~CButterworthCalculator(void) {};
 
    bool              Init(int period, ENUM_BUTTERWORTH_POLES poles, ENUM_INPUT_SOURCE source_type);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_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 &filter_buffer[]);
   };
 
+//+------------------------------------------------------------------+
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CButterworthCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles, ENUM_INPUT_SOURCE source_type)
   {
@@ -40,147 +49,179 @@ bool CButterworthCalculator::Init(int period, ENUM_BUTTERWORTH_POLES poles, ENUM
   }
 
 //+------------------------------------------------------------------+
-void CButterworthCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &filter_buffer[])
+//| Main Calculation (Optimized)                                     |
+//+------------------------------------------------------------------+
+void CButterworthCalculator::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 &filter_buffer[])
   {
-   if(rates_total < m_period)
-      return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+   if(rates_total < 4)
       return;
 
-   double f1=0, f2=0, f3=0;
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+// Resize internal buffer
+   if(ArraySize(m_price) != rates_total)
+      ArrayResize(m_price, rates_total);
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
+      return;
+
+//--- Incremental Loop
+   int loop_start = MathMax(3, start_index);
+
+// Initialization
+   if(loop_start == 3)
+     {
+      filter_buffer[0] = m_price[0];
+      filter_buffer[1] = m_price[1];
+      filter_buffer[2] = m_price[2];
+     }
 
    if(m_poles == POLES_TWO)
      {
-      double a = exp(-1.414 * M_PI / m_period);
-      double b = 2.0 * a * cos(1.414 * M_PI / m_period);
+      double a = exp(-M_SQRT2 * M_PI / m_period);
+      double b = 2.0 * a * cos(M_SQRT2 * M_PI / m_period);
       double c1 = (1.0 - b + a*a) / 4.0;
-      for(int i = 2; i < rates_total; i++)
+
+      for(int i = loop_start; i < rates_total; i++)
         {
-         double current_f = b * f1 - a * a * f2 + c1 * (m_price[i] + 2.0 * m_price[i-1] + m_price[i-2]);
-         filter_buffer[i] = current_f;
-         f2 = f1;
-         f1 = current_f;
+         // Recursive calculation using persistent buffer [i-1], [i-2]
+         double f1 = filter_buffer[i-1];
+         double f2 = filter_buffer[i-2];
+
+         filter_buffer[i] = b * f1 - a * a * f2 + c1 * (m_price[i] + 2.0 * m_price[i-1] + m_price[i-2]);
         }
      }
    else // POLES_THREE
      {
       double a = exp(-M_PI / m_period);
-      double b = 2.0 * a * cos(1.738 * M_PI / m_period);
+      double b = 2.0 * a * cos(1.738 * M_PI / m_period); // 1.738 is approx sqrt(3) * pi / 3? No, it's specific to 3-pole.
       double c = a * a;
       double c1 = (1.0 - b + c) * (1.0 - c) / 8.0;
-      for(int i = 3; i < rates_total; i++)
+
+      for(int i = loop_start; i < rates_total; i++)
         {
-         double current_f = (b + c) * f1 - (c + b*c) * f2 + c*c * f3 + c1 * (m_price[i] + 3.0 * m_price[i-1] + 3.0 * m_price[i-2] + m_price[i-3]);
-         filter_buffer[i] = current_f;
-         f3 = f2;
-         f2 = f1;
-         f1 = current_f;
+         // Recursive calculation using persistent buffer [i-1], [i-2], [i-3]
+         double f1 = filter_buffer[i-1];
+         double f2 = filter_buffer[i-2];
+         double f3 = filter_buffer[i-3];
+
+         filter_buffer[i] = (b + c) * f1 - (c + b*c) * f2 + c*c * f3 + c1 * (m_price[i] + 3.0 * m_price[i-1] + 3.0 * m_price[i-2] + m_price[i-3]);
         }
      }
   }
 
 //+------------------------------------------------------------------+
-bool CButterworthCalculator::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 CButterworthCalculator::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);
-   if(m_source_type == SOURCE_PRICE)
+   for(int i = start_index; i < rates_total; i++)
      {
-      switch(price_type)
+      if(m_source_type == SOURCE_PRICE)
         {
-         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;
+           }
         }
-     }
-   else // SOURCE_MOMENTUM
-     {
-      for(int i=0; i<rates_total; i++)
+      else // SOURCE_MOMENTUM
+        {
          m_price[i] = close[i] - open[i];
+        }
      }
    return true;
   }
 
+//+==================================================================+
+//|             CLASS 2: CButterworthCalculator_HA                   |
 //+==================================================================+
 class CButterworthCalculator_HA : public CButterworthCalculator
   {
 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 CButterworthCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool CButterworthCalculator_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);
-   if(m_source_type == SOURCE_PRICE)
+   if(ArraySize(m_ha_open) != rates_total)
      {
-      switch(price_type)
-        {
-         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);
      }
-   else // SOURCE_MOMENTUM
+   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++)
      {
-      for(int i=0; i<rates_total; i++)
-         m_price[i] = ha_close[i] - ha_open[i];
+      if(m_source_type == SOURCE_PRICE)
+        {
+         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;
+           }
+        }
+      else // SOURCE_MOMENTUM
+        {
+         m_price[i] = m_ha_close[i] - m_ha_open[i];
+        }
      }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+