refactor(indicators): Optimized for incremental calculation

Include/MyIncludes/MFI_Calculator.mqh

@@ -1,174 +1,203 @@
 //+------------------------------------------------------------------+
 //|                                               MFI_Calculator.mqh |
 //|         Calculation engine for Standard and Heikin Ashi MFI.     |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
+#include <MyIncludes\MovingAverage_Engine.mqh>
 
 //+==================================================================+
-//|                                                                  |
 //|             CLASS 1: CMFICalculator (Base Class)                 |
-//|                                                                  |
 //+==================================================================+
 class CMFICalculator
   {
 protected:
-   int               m_mfi_period, m_ma_period;
+   int               m_mfi_period;
-   ENUM_MA_METHOD    m_ma_method;
    ENUM_APPLIED_VOLUME m_volume_type;
-   double            m_typical_price[];
 
-   //--- CORRECTED: Added 'open' to signature
+   //--- Engine for Signal Line
-   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+   CMovingAverageCalculator m_signal_engine;
+
+   //--- Persistent Buffers for Incremental Calculation
+   double            m_typical_price[];
+   double            m_pos_mf[]; // Positive Money Flow
+   double            m_neg_mf[]; // Negative Money Flow
+   double            m_mfi_buffer[];
+
+   //--- Updated: Accepts start_index
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
 
 public:
                      CMFICalculator(void) {};
    virtual          ~CMFICalculator(void) {};
 
-   bool              Init(int mfi_p, int ma_p, ENUM_MA_METHOD ma_m, ENUM_APPLIED_VOLUME vol_t);
+   //--- Init now takes ENUM_MA_TYPE
-   //--- CORRECTED: Added 'open' to signature
+   bool              Init(int mfi_p, int ma_p, ENUM_MA_TYPE ma_m, ENUM_APPLIED_VOLUME vol_t);
-   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[],
+
+   //--- Updated: Accepts prev_calculated
+   void              Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[],
                                double &mfi_buffer[], double &signal_buffer[]);
   };
 
 //+------------------------------------------------------------------+
-//| CMFICalculator: Initialization                                   |
+//| Init                                                             |
 //+------------------------------------------------------------------+
-bool CMFICalculator::Init(int mfi_p, int ma_p, ENUM_MA_METHOD ma_m, ENUM_APPLIED_VOLUME vol_t)
+bool CMFICalculator::Init(int mfi_p, int ma_p, ENUM_MA_TYPE ma_m, ENUM_APPLIED_VOLUME vol_t)
   {
    m_mfi_period  = (mfi_p < 1) ? 1 : mfi_p;
-   m_ma_period   = (ma_p < 1) ? 1 : ma_p;
-   m_ma_method   = ma_m;
    m_volume_type = vol_t;
+
+// Initialize Signal Engine
+   if(!m_signal_engine.Init(ma_p, ma_m))
+      return false;
+
    return true;
   }
 
 //+------------------------------------------------------------------+
-//| CMFICalculator: Main Calculation Method (Shared Logic)           |
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CMFICalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[],
+void CMFICalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[],
                                double &mfi_buffer[], double &signal_buffer[])
   {
-   if(rates_total <= m_mfi_period + m_ma_period)
+   if(rates_total <= m_mfi_period)
-      return;
-//--- CORRECTED: Pass 'open' to PreparePriceSeries
-   if(!PreparePriceSeries(rates_total, open, high, low, close))
       return;
 
-   double pos_mf[], neg_mf[];
+//--- 1. Determine Start Index
-   ArrayResize(pos_mf, rates_total);
+   int start_index;
-   ArrayResize(neg_mf, rates_total);
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
 
-   for(int i=1; i<rates_total; i++)
+//--- 2. Resize Buffers
+   if(ArraySize(m_typical_price) != rates_total)
+     {
+      ArrayResize(m_typical_price, rates_total);
+      ArrayResize(m_pos_mf, rates_total);
+      ArrayResize(m_neg_mf, rates_total);
+      ArrayResize(m_mfi_buffer, rates_total);
+     }
+
+//--- 3. Prepare Price (Optimized)
+   if(!PreparePriceSeries(rates_total, start_index, open, high, low, close))
+      return;
+
+//--- 4. Calculate Money Flow (Incremental)
+   int loop_start_mf = MathMax(1, start_index);
+
+   for(int i = loop_start_mf; i < rates_total; i++)
      {
       double raw_mf = m_typical_price[i] * ((m_volume_type == VOLUME_TICK) ? tick_volume[i] : volume[i]);
+
       if(m_typical_price[i] > m_typical_price[i-1])
-         pos_mf[i] = raw_mf;
+        {
+         m_pos_mf[i] = raw_mf;
+         m_neg_mf[i] = 0;
+        }
       else
          if(m_typical_price[i] < m_typical_price[i-1])
-            neg_mf[i] = raw_mf;
-     }
-
-   double sum_pos = 0, sum_neg = 0;
-   for(int i = 1; i < rates_total; i++)
-     {
-      sum_pos += pos_mf[i];
-      sum_neg += neg_mf[i];
-      if(i > m_mfi_period)
-        {
-         sum_pos -= pos_mf[i - m_mfi_period];
-         sum_neg -= neg_mf[i - m_mfi_period];
-        }
-      if(i >= m_mfi_period)
-        {
-         if(sum_neg > 0)
            {
-            double ratio = sum_pos / sum_neg;
+            m_pos_mf[i] = 0;
-            mfi_buffer[i] = 100.0 - (100.0 / (1.0 + ratio));
+            m_neg_mf[i] = raw_mf;
            }
          else
-            mfi_buffer[i] = 100.0;
+           {
-        }
+            m_pos_mf[i] = 0;
+            m_neg_mf[i] = 0;
+           }
      }
 
-   int ma_start_pos = m_mfi_period + m_ma_period - 1;
+//--- 5. Calculate MFI (Incremental Sliding Window)
-   for(int i = ma_start_pos; i < rates_total; i++)
+   int loop_start_mfi = MathMax(m_mfi_period, start_index);
+
+// If full recalc, we need to handle the first value specially or just loop
+   if(prev_calculated == 0)
      {
-      switch(m_ma_method)
+      // Initialize first few values
-        {
+      for(int i=0; i<m_mfi_period; i++)
-         case MODE_EMA:
+         m_mfi_buffer[i] = 50.0;
-         case MODE_SMMA:
-            if(i == ma_start_pos)
-              {
-               double sum=0;
-               for(int j=0; j<m_ma_period; j++)
-                  sum+=mfi_buffer[i-j];
-               signal_buffer[i] = sum/m_ma_period;
-              }
-            else
-              {
-               if(m_ma_method == MODE_EMA)
-                 {
-                  double pr=2.0/(m_ma_period+1.0);
-                  signal_buffer[i] = mfi_buffer[i]*pr + signal_buffer[i-1]*(1.0-pr);
-                 }
-               else
-                  signal_buffer[i] = (signal_buffer[i-1]*(m_ma_period-1)+mfi_buffer[i])/m_ma_period;
-              }
-            break;
-         case MODE_LWMA:
-           {double lwma_sum=0, weight_sum=0; for(int j=0; j<m_ma_period; j++) {int weight=m_ma_period-j; lwma_sum+=mfi_buffer[i-j]*weight; weight_sum+=weight;} if(weight_sum>0) signal_buffer[i]=lwma_sum/weight_sum;}
-         break;
-         default:
-           {double sum=0; for(int j=0; j<m_ma_period; j++) sum+=mfi_buffer[i-j]; signal_buffer[i] = sum/m_ma_period;}
-         break;
-        }
      }
+
+   for(int i = loop_start_mfi; i < rates_total; i++)
+     {
+      double sum_pos = 0;
+      double sum_neg = 0;
+
+      // Sum over the lookback period
+      // Optimization: We could use a running sum, but for MFI period (usually 14), a loop is fast enough and safer.
+      for(int j = 0; j < m_mfi_period; j++)
+        {
+         sum_pos += m_pos_mf[i-j];
+         sum_neg += m_neg_mf[i-j];
+        }
+
+      if(sum_neg > 0)
+        {
+         double ratio = sum_pos / sum_neg;
+         m_mfi_buffer[i] = 100.0 - (100.0 / (1.0 + ratio));
+        }
+      else
+         m_mfi_buffer[i] = 100.0;
+     }
+
+//--- 6. Calculate Signal Line (Using Engine)
+// MFI is valid from index: m_mfi_period
+   int mfi_offset = m_mfi_period;
+   m_signal_engine.CalculateOnArray(rates_total, prev_calculated, m_mfi_buffer, signal_buffer, mfi_offset);
+
+//--- 7. Copy MFI to Output
+   ArrayCopy(mfi_buffer, m_mfi_buffer, 0, 0, rates_total);
   }
 
 //+------------------------------------------------------------------+
-//| CMFICalculator: Prepares the standard source price series.       |
+//| Prepare Price (Standard - Optimized)                             |
 //+------------------------------------------------------------------+
-bool CMFICalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CMFICalculator::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   ArrayResize(m_typical_price, rates_total);
+   for(int i = start_index; i < rates_total; i++)
-   for(int i=0; i<rates_total; i++)
       m_typical_price[i] = (high[i] + low[i] + close[i]) / 3.0;
    return true;
   }
 
 //+==================================================================+
-//|                                                                  |
+//|             CLASS 2: CMFICalculator_HA (Heikin Ashi)             |
-//|           CLASS 2: CMFICalculator_HA (Heikin Ashi)               |
-//|                                                                  |
 //+==================================================================+
 class CMFICalculator_HA : public CMFICalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   // Internal HA buffers
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
 protected:
-   //--- CORRECTED: Added 'open' to signature
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override;
-   virtual bool      PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
   };
 
 //+------------------------------------------------------------------+
-//| CMFICalculator_HA: Prepares the Heikin Ashi source price.        |
+//| Prepare Price (Heikin Ashi - Optimized)                          |
 //+------------------------------------------------------------------+
-bool CMFICalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CMFICalculator_HA::PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   double ha_open[], ha_high[], ha_low[], ha_close[];
+// Resize internal HA buffers
-   ArrayResize(ha_open, rates_total);
+   if(ArraySize(m_ha_open) != rates_total)
-   ArrayResize(ha_high, rates_total);
+     {
-   ArrayResize(ha_low, rates_total);
+      ArrayResize(m_ha_open, rates_total);
-   ArrayResize(ha_close, rates_total);
+      ArrayResize(m_ha_high, rates_total);
-//--- CORRECTED: Pass 'open' to the HA calculator
+      ArrayResize(m_ha_low, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+      ArrayResize(m_ha_close, rates_total);
+     }
 
-   ArrayResize(m_typical_price, rates_total);
+//--- STRICT CALL: Use the optimized 10-param HA calculation
-   for(int i=0; i<rates_total; i++)
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
-      m_typical_price[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
+                             m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+
+//--- Copy to typical price (Optimized loop)
+   for(int i = start_index; i < rates_total; i++)
+      m_typical_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
    return true;
   }
 //+------------------------------------------------------------------+