gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-07 01:27:45 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Optimized for incremental calculation

Browse Source
This commit is contained in:
Toh4iem9
2025-12-01 15:42:22 +01:00
parent 555589603e
commit be52f04881
1 changed files with 7 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Indicators/MyIndicators/ATR_Pro.md
+7 -3
View File
@@ -1,4 +1,4 @@
# Average True Range (ATR) Professional
# Average True Range (ATR) Pro
## 1. Summary (Introduction)
@@ -36,9 +36,13 @@ The ATR is based on the concept of the "True Range" (TR), which provides a more
* **Modular Calculation Engine (`ATR_Calculator.mqh`):** All core calculation logic is encapsulated within a reusable include file. The engine now includes a final, optional step to convert the result to a percentage based on a user-selected mode.
* **Object-Oriented Design (Inheritance):** A base class, `CATRCalculator`, handles the shared Wilder's smoothing algorithm. A derived class, `CATRCalculator_HA`, overrides only the initial calculation of the raw True Range values to use Heikin Ashi candles.
* **Optimized Incremental Calculation:**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* It utilizes the `prev_calculated` state to determine the exact starting point for updates.
* **Persistent State:** The internal buffers (like `m_tr` and `m_atr_raw`) persist their state between ticks. This allows the recursive Wilder's Smoothing algorithm to continue seamlessly from the last known value without re-processing the entire history.
* This results in **O(1) complexity** per tick, ensuring instant updates and zero lag, even on charts with extensive history.
* **Stability via Full Recalculation:** We use a full recalculation on every tick for maximum stability.
* **Object-Oriented Design (Inheritance):** A base class, `CATRCalculator`, handles the shared Wilder's smoothing algorithm. A derived class, `CATRCalculator_HA`, overrides only the initial calculation of the raw True Range values to use Heikin Ashi candles.
## 4. Parameters (`ATR_Pro.mq5`)