gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-07-27 20:47:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Optimized for incremental calculation

Browse Source
This commit is contained in:
Toh4iem9
2025-11-28 22:04:14 +01:00
parent ac65f2ed13
commit d1c724886c
1 changed files with 22 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/MACD_Laguerre_Line_Calculator.mqh
+22 -14
View File
@@ -1,6 +1,6 @@
//+------------------------------------------------------------------+
//| MACD_Laguerre_Line_Calculator.mqh |
//| VERSION 1.10: Corrected Gamma logic (smaller = faster). |
//| VERSION 1.20: Optimized for incremental calculation. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
@@ -21,8 +21,10 @@ public:
CMACDLaguerreLineCalculator(void);
virtual ~CMACDLaguerreLineCalculator(void);
bool Init(double gamma1, double gamma2); // Changed signature
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
bool Init(double gamma1, double gamma2);
//--- Updated: Accepts prev_calculated
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,
double &macd_line[]);
};
@@ -38,7 +40,7 @@ protected:
//+==================================================================+
//+------------------------------------------------------------------+
//| |
//| Constructor |
//+------------------------------------------------------------------+
CMACDLaguerreLineCalculator::CMACDLaguerreLineCalculator(void)
{
@@ -47,7 +49,7 @@ CMACDLaguerreLineCalculator::CMACDLaguerreLineCalculator(void)
}
//+------------------------------------------------------------------+
//| |
//| Destructor |
//+------------------------------------------------------------------+
CMACDLaguerreLineCalculator::~CMACDLaguerreLineCalculator(void)
{
@@ -58,15 +60,17 @@ CMACDLaguerreLineCalculator::~CMACDLaguerreLineCalculator(void)
}
//+------------------------------------------------------------------+
//| |
//| Factory Method |
//+------------------------------------------------------------------+
CLaguerreEngine *CMACDLaguerreLineCalculator::CreateEngineInstance(void) { return new CLaguerreEngine(); }
CLaguerreEngine *CMACDLaguerreLineCalculator_HA::CreateEngineInstance(void) { return new CLaguerreEngine_HA(); }
//--- CORRECTED and more ROBUST Init method ---
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
bool CMACDLaguerreLineCalculator::Init(double gamma1, double gamma2)
{
//--- Automatically determine which gamma is fast (smaller) and slow (larger) ---
//--- Automatically determine which gamma is fast (smaller) and slow (larger)
m_fast_gamma = MathMin(gamma1, gamma2);
m_slow_gamma = MathMax(gamma1, gamma2);
@@ -81,21 +85,25 @@ bool CMACDLaguerreLineCalculator::Init(double gamma1, double gamma2)
}
//+------------------------------------------------------------------+
//| |
//| Main Calculation (Optimized) |
//+------------------------------------------------------------------+
void CMACDLaguerreLineCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
void CMACDLaguerreLineCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &macd_line[])
{
if(rates_total < 2)
return;
//--- 1. Calculate Fast and Slow Laguerre Filters (Incremental)
double fast_filter[], slow_filter[];
double L0_dummy[], L1_dummy[], L2_dummy[], L3_dummy[];
// Note: The engine resizes them.
m_fast_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, fast_filter);
m_slow_engine.CalculateFilter(rates_total, price_type, open, high, low, close, L0_dummy, L1_dummy, L2_dummy, L3_dummy, slow_filter);
m_fast_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, fast_filter);
m_slow_engine.CalculateFilter(rates_total, prev_calculated, price_type, open, high, low, close, slow_filter);
for(int i = 0; i < rates_total; i++)
//--- 2. Calculate MACD Line (Incremental Loop)
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
macd_line[i] = fast_filter[i] - slow_filter[i];
}
//+------------------------------------------------------------------+