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refactor: Performance-optimized unified composition engine

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Toh4iem9
2026-08-24 12:12:14 +02:00
parent fd4d386a13
commit cc9245b2c1
1 changed files with 94 additions and 70 deletions
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Include/MyIncludes/KAMA_Channel_Calculator.mqh
+94 -70
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@@ -1,47 +1,63 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| KAMA_Channel_Calculator.mqh | //| KAMA_Channel_Calculator.mqh |
//| KAMA Middle Line + ATR Bands (Keltner Concept). | //| KAMA Middle Line + ATR Bands (Keltner Volatility Channel) |
//| Copyright 2026, xxxxxxxx | //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "3.00" // Performance-optimized unified composition engine
#ifndef KAMA_CHANNEL_CALCULATOR_MQH
#define KAMA_CHANNEL_CALCULATOR_MQH
#include <MyIncludes\KAMA_Calculator.mqh> #include <MyIncludes\KAMA_Calculator.mqh>
#include <MyIncludes\ATR_Calculator.mqh> #include <MyIncludes\ATR_Calculator.mqh>
//+==================================================================+ //+==================================================================+
//| CLASS 1: CKamaChannelCalculator (Base) | //| CLASS: CKamaChannelCalculator |
//+==================================================================+ //+==================================================================+
class CKamaChannelCalculator class CKamaChannelCalculator
{ {
protected: private:
double m_multiplier; double m_multiplier;
int m_er_period;
int m_atr_period;
//--- Composition //--- Composition Engines
CKamaCalculator *m_kama_calc; CKamaCalculator m_kama_calc;
CATRCalculator *m_atr_calc; CATRCalculator *m_atr_calc;
//--- Internal Buffer //--- Internal State Buffers
double m_atr_buffer[]; double m_atr_buffer[];
virtual void CreateCalculators(void);
public: public:
CKamaChannelCalculator(void); CKamaChannelCalculator(void);
virtual ~CKamaChannelCalculator(void); ~CKamaChannelCalculator(void);
bool Init(int er_p, int fast_ema_p, int slow_ema_p, int atr_p, double mult, ENUM_ATR_SOURCE atr_src); bool Init(const int er_p, const int fast_p, const int slow_p, const ENUM_APPLIED_PRICE_HA_ALL kama_price,
const int atr_p, const double multiplier, const ENUM_ATR_SOURCE atr_source);
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, void Calculate(const int rates_total,
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]); const int prev_calculated,
const double &open[],
const double &high[],
const double &low[],
const double &close[],
double &middle_buffer[],
double &upper_buffer[],
double &lower_buffer[]);
int GetRequiredWarmup(void) const { return MathMax(m_er_period, m_atr_period); }
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Constructor | //| Constructor |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CKamaChannelCalculator::CKamaChannelCalculator(void) CKamaChannelCalculator::CKamaChannelCalculator(void) : m_multiplier(2.0),
m_er_period(10),
m_atr_period(14),
m_atr_calc(NULL)
{ {
m_kama_calc = NULL; ArraySetAsSeries(m_atr_buffer, false);
m_atr_calc = NULL;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -49,76 +65,99 @@ CKamaChannelCalculator::CKamaChannelCalculator(void)
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CKamaChannelCalculator::~CKamaChannelCalculator(void) CKamaChannelCalculator::~CKamaChannelCalculator(void)
{ {
if(CheckPointer(m_kama_calc) != POINTER_INVALID)
delete m_kama_calc;
if(CheckPointer(m_atr_calc) != POINTER_INVALID) if(CheckPointer(m_atr_calc) != POINTER_INVALID)
{
delete m_atr_calc; delete m_atr_calc;
m_atr_calc = NULL;
}
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Factory Method | //| Initialization |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CKamaChannelCalculator::CreateCalculators(void) bool CKamaChannelCalculator::Init(const int er_p, const int fast_p, const int slow_p, const ENUM_APPLIED_PRICE_HA_ALL kama_price,
const int atr_p, const double multiplier, const ENUM_ATR_SOURCE atr_source)
{ {
m_kama_calc = new CKamaCalculator(); m_er_period = (er_p < 1) ? 1 : er_p;
} m_atr_period = (atr_p < 1) ? 1 : atr_p;
m_multiplier = (multiplier <= 0.0) ? 2.0 : multiplier;
//+------------------------------------------------------------------+ // 1. Initialize KAMA Engine
//| Init | if(!m_kama_calc.Init(m_er_period, fast_p, slow_p, kama_price))
//+------------------------------------------------------------------+ return false;
bool CKamaChannelCalculator::Init(int er_p, int fast_ema_p, int slow_ema_p, int atr_p, double mult, ENUM_ATR_SOURCE atr_src)
{
m_multiplier = (mult <= 0) ? 2.0 : mult;
CreateCalculators(); // Creates KAMA Calculator // 2. Initialize ATR Engine (Clean memory rebuild)
if(CheckPointer(m_atr_calc) != POINTER_INVALID)
{
delete m_atr_calc;
m_atr_calc = NULL;
}
// Create ATR Calculator if(atr_source == ATR_SOURCE_HEIKIN_ASHI)
if(atr_src == ATR_SOURCE_HEIKIN_ASHI)
m_atr_calc = new CATRCalculator_HA(); m_atr_calc = new CATRCalculator_HA();
else else
m_atr_calc = new CATRCalculator(); m_atr_calc = new CATRCalculator();
if(CheckPointer(m_kama_calc) == POINTER_INVALID || !m_kama_calc.Init(er_p, fast_ema_p, slow_ema_p)) if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(m_atr_period, ATR_POINTS))
return false;
if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(atr_p, ATR_POINTS))
return false; return false;
return true; return true;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Main Calculation | //| Main Incremental Channel Calculation |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CKamaChannelCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, void CKamaChannelCalculator::Calculate(const int rates_total,
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]) const int prev_calculated,
const double &open[],
const double &high[],
const double &low[],
const double &close[],
double &middle_buffer[],
double &upper_buffer[],
double &lower_buffer[])
{ {
if(rates_total < 2) int warmup = GetRequiredWarmup();
if(rates_total <= warmup || CheckPointer(m_atr_calc) == POINTER_INVALID)
return; return;
//--- Resize Internal Buffer // Resize internal ATR buffer
if(ArraySize(m_atr_buffer) != rates_total) if(ArraySize(m_atr_buffer) != rates_total)
{
ArrayResize(m_atr_buffer, rates_total); ArrayResize(m_atr_buffer, rates_total);
ArraySetAsSeries(m_atr_buffer, false);
}
//--- 1. Calculate Middle Line (KAMA) // 1. Compute KAMA Middle Line
m_kama_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer); m_kama_calc.Calculate(rates_total, prev_calculated, open, high, low, close, middle_buffer);
//--- 2. Calculate ATR // 2. Compute ATR Volatility Range
m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer); m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer);
//--- 3. Calculate Bands // 3. Clean invalid initial range on fresh calculation
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; if(prev_calculated == 0)
int atr_period = m_atr_calc.GetPeriod();
int kama_period = m_kama_calc.GetPeriod(); // ER Period
int loop_start = MathMax(MathMax(atr_period, kama_period), start_index);
for(int i = loop_start; i < rates_total; i++)
{ {
if(middle_buffer[i] != 0.0 && middle_buffer[i] != EMPTY_VALUE && for(int i = 0; i < warmup; i++)
m_atr_buffer[i] != 0.0 && m_atr_buffer[i] != EMPTY_VALUE)
{ {
upper_buffer[i] = middle_buffer[i] + (m_atr_buffer[i] * m_multiplier); middle_buffer[i] = EMPTY_VALUE;
lower_buffer[i] = middle_buffer[i] - (m_atr_buffer[i] * m_multiplier); upper_buffer[i] = EMPTY_VALUE;
lower_buffer[i] = EMPTY_VALUE;
}
}
int start_index = (prev_calculated == 0) ? warmup : (prev_calculated - 1);
if(start_index < warmup)
start_index = warmup;
// 4. Construct Upper and Lower Keltner Bands
for(int i = start_index; i < rates_total; i++)
{
if(middle_buffer[i] != EMPTY_VALUE && middle_buffer[i] > 0.0 &&
m_atr_buffer[i] != EMPTY_VALUE && m_atr_buffer[i] > 0.0)
{
double channel_width = m_atr_buffer[i] * m_multiplier;
upper_buffer[i] = middle_buffer[i] + channel_width;
lower_buffer[i] = middle_buffer[i] - channel_width;
} }
else else
{ {
@@ -128,20 +167,5 @@ void CKamaChannelCalculator::Calculate(int rates_total, int prev_calculated, con
} }
} }
//+==================================================================+ #endif // KAMA_CHANNEL_CALCULATOR_MQH
//| CLASS 2: CKamaChannelCalculator_HA |
//+==================================================================+
class CKamaChannelCalculator_HA : public CKamaChannelCalculator
{
protected:
virtual void CreateCalculators(void) override;
};
//+------------------------------------------------------------------+
//| Factory Override |
//+------------------------------------------------------------------+
void CKamaChannelCalculator_HA::CreateCalculators(void)
{
m_kama_calc = new CKamaCalculator_HA();
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+