From d75642694e7da0cea1eb9b7ab7594b53fa713257 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Fri, 28 Nov 2025 12:37:59 +0100 Subject: [PATCH] refactor: Optimized for incremental calculation --- Include/MyIncludes/ADX_Calculator.mqh | 185 ++++++++++++++------------ 1 file changed, 103 insertions(+), 82 deletions(-) diff --git a/Include/MyIncludes/ADX_Calculator.mqh b/Include/MyIncludes/ADX_Calculator.mqh index f578f43..1f4e9e3 100644 --- a/Include/MyIncludes/ADX_Calculator.mqh +++ b/Include/MyIncludes/ADX_Calculator.mqh @@ -8,34 +8,36 @@ #include //+==================================================================+ -//| | //| CLASS 1: CADXCalculator (Base Class) | -//| | //+==================================================================+ class CADXCalculator { protected: int m_adx_period; - //--- Virtual method for preparing the raw directional movement values. - //--- CORRECTED: Added 'open' to the signature for the derived class. - virtual void PrepareDirectionalMovement(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], + //--- Internal buffers for intermediate calculations + //--- We keep them as class members to preserve state between ticks + double m_pDM[], m_nDM[], m_TR[]; + double m_smoothed_pdm[], m_smoothed_ndm[], m_smoothed_tr[], m_dx[]; + + //--- Updated: Accepts start_index for optimization + virtual void PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], double &pDM[], double &nDM[], double &TR[]); public: CADXCalculator(void) {}; virtual ~CADXCalculator(void) {}; - //--- Public methods bool Init(int period); int GetPeriod(void) const { return m_adx_period; } - //--- CORRECTED: Added 'open' to the signature. - void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], + + //--- Updated: Accepts prev_calculated + void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &adx_buffer[], double &pdi_buffer[], double &ndi_buffer[]); }; //+------------------------------------------------------------------+ -//| CADXCalculator: Initialization | +//| Init | //+------------------------------------------------------------------+ bool CADXCalculator::Init(int period) { @@ -44,93 +46,115 @@ bool CADXCalculator::Init(int period) } //+------------------------------------------------------------------+ -//| CADXCalculator: Main Calculation Method (Shared Logic) | +//| Main Calculation Method (Optimized) | //+------------------------------------------------------------------+ -void CADXCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], +void CADXCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &adx_buffer[], double &pdi_buffer[], double &ndi_buffer[]) { if(rates_total < m_adx_period * 2) return; -//--- STEP 1: Calculate raw +DM, -DM, and TR (delegated to virtual method) - double pDM[], nDM[], TR[]; - PrepareDirectionalMovement(rates_total, open, high, low, close, pDM, nDM, TR); +//--- 1. Determine Start Index + int start_index; + if(prev_calculated == 0) + start_index = 0; + else + start_index = prev_calculated - 1; -//--- Intermediate calculation buffers - double smoothed_pdm[], smoothed_ndm[], smoothed_tr[], dx[]; - ArrayResize(smoothed_pdm, rates_total); - ArrayResize(smoothed_ndm, rates_total); - ArrayResize(smoothed_tr, rates_total); - ArrayResize(dx, rates_total); - -//--- STEP 2: Calculate Smoothed PDM, NDM, and TR - for(int i = m_adx_period; i < rates_total; i++) +//--- 2. Resize internal buffers if needed + if(ArraySize(m_pDM) != rates_total) { - if(i == m_adx_period) // First calculation is a simple sum + ArrayResize(m_pDM, rates_total); + ArrayResize(m_nDM, rates_total); + ArrayResize(m_TR, rates_total); + ArrayResize(m_smoothed_pdm, rates_total); + ArrayResize(m_smoothed_ndm, rates_total); + ArrayResize(m_smoothed_tr, rates_total); + ArrayResize(m_dx, rates_total); + } + +//--- 3. Prepare Raw DM and TR (Optimized) + PrepareDirectionalMovement(rates_total, start_index, open, high, low, close, m_pDM, m_nDM, m_TR); + +//--- 4. Calculate Smoothed PDM, NDM, and TR +//--- Ensure we don't start before the period + int loop_start = MathMax(m_adx_period, start_index); + + for(int i = loop_start; i < rates_total; i++) + { + if(i == m_adx_period) // First calculation: Simple Sum { double sum_pdm=0, sum_ndm=0, sum_tr=0; for(int j=1; j<=m_adx_period; j++) { - sum_pdm += pDM[j]; - sum_ndm += nDM[j]; - sum_tr += TR[j]; + sum_pdm += m_pDM[j]; + sum_ndm += m_nDM[j]; + sum_tr += m_TR[j]; } - smoothed_pdm[i] = sum_pdm; - smoothed_ndm[i] = sum_ndm; - smoothed_tr[i] = sum_tr; + m_smoothed_pdm[i] = sum_pdm; + m_smoothed_ndm[i] = sum_ndm; + m_smoothed_tr[i] = sum_tr; } - else // Subsequent calculations use Wilder's smoothing + else // Subsequent: Wilder's Smoothing { - smoothed_pdm[i] = smoothed_pdm[i-1] - (smoothed_pdm[i-1] / m_adx_period) + pDM[i]; - smoothed_ndm[i] = smoothed_ndm[i-1] - (smoothed_ndm[i-1] / m_adx_period) + nDM[i]; - smoothed_tr[i] = smoothed_tr[i-1] - (smoothed_tr[i-1] / m_adx_period) + TR[i]; + // This works incrementally because m_smoothed_...[i-1] preserves its value from the previous tick + m_smoothed_pdm[i] = m_smoothed_pdm[i-1] - (m_smoothed_pdm[i-1] / m_adx_period) + m_pDM[i]; + m_smoothed_ndm[i] = m_smoothed_ndm[i-1] - (m_smoothed_ndm[i-1] / m_adx_period) + m_nDM[i]; + m_smoothed_tr[i] = m_smoothed_tr[i-1] - (m_smoothed_tr[i-1] / m_adx_period) + m_TR[i]; } } -//--- STEP 3: Calculate +DI, -DI, and DX - for(int i = m_adx_period; i < rates_total; i++) +//--- 5. Calculate +DI, -DI, and DX + for(int i = loop_start; i < rates_total; i++) { - if(smoothed_tr[i] != 0.0) + if(m_smoothed_tr[i] != 0.0) { - pdi_buffer[i] = (smoothed_pdm[i] / smoothed_tr[i]) * 100.0; - ndi_buffer[i] = (smoothed_ndm[i] / smoothed_tr[i]) * 100.0; + pdi_buffer[i] = (m_smoothed_pdm[i] / m_smoothed_tr[i]) * 100.0; + ndi_buffer[i] = (m_smoothed_ndm[i] / m_smoothed_tr[i]) * 100.0; + } + else + { + pdi_buffer[i] = 0.0; + ndi_buffer[i] = 0.0; } double di_sum = pdi_buffer[i] + ndi_buffer[i]; if(di_sum != 0.0) - dx[i] = MathAbs(pdi_buffer[i] - ndi_buffer[i]) / di_sum * 100.0; + m_dx[i] = MathAbs(pdi_buffer[i] - ndi_buffer[i]) / di_sum * 100.0; else - dx[i] = 0.0; + m_dx[i] = 0.0; } -//--- STEP 4: Smooth DX to get the final ADX value - for(int i = m_adx_period * 2 - 1; i < rates_total; i++) +//--- 6. Calculate Final ADX + int adx_start = m_adx_period * 2 - 1; + int loop_start_adx = MathMax(adx_start, start_index); + + for(int i = loop_start_adx; i < rates_total; i++) { - if(i == m_adx_period * 2 - 1) // First ADX value is a simple average + if(i == adx_start) // First ADX: Simple Average of DX { double sum_dx = 0; for(int j=i-m_adx_period+1; j<=i; j++) - sum_dx += dx[j]; + sum_dx += m_dx[j]; adx_buffer[i] = sum_dx / m_adx_period; } - else // Subsequent ADX values are smoothed + else // Subsequent: Wilder's Smoothing on ADX { - adx_buffer[i] = (adx_buffer[i-1] * (m_adx_period - 1) + dx[i]) / m_adx_period; + adx_buffer[i] = (adx_buffer[i-1] * (m_adx_period - 1) + m_dx[i]) / m_adx_period; } } } //+------------------------------------------------------------------+ -//| CADXCalculator: Prepares raw DM and TR from standard prices. | +//| Prepare Raw DM (Standard - Optimized) | //+------------------------------------------------------------------+ -void CADXCalculator::PrepareDirectionalMovement(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], +void CADXCalculator::PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], double &pDM[], double &nDM[], double &TR[]) { - ArrayResize(pDM, rates_total); - ArrayResize(nDM, rates_total); - ArrayResize(TR, rates_total); +// Ensure we start at least from index 1 + int i = (start_index < 1) ? 1 : start_index; - for(int i = 1; i < rates_total; i++) + for(; i < rates_total; i++) { pDM[i] = high[i] - high[i-1]; nDM[i] = low[i-1] - low[i]; @@ -145,56 +169,53 @@ void CADXCalculator::PrepareDirectionalMovement(int rates_total, const double &o } //+==================================================================+ -//| | //| CLASS 2: CADXCalculator_HA (Heikin Ashi) | -//| | //+==================================================================+ class CADXCalculator_HA : public CADXCalculator { private: - CHeikinAshi_Calculator m_ha_calculator; // Instance of the HA calculator tool + CHeikinAshi_Calculator m_ha_calculator; + // Internal HA buffers + double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: - //--- Overridden method to prepare Heikin Ashi based DM and TR - //--- CORRECTED: Signature now matches the base class. - virtual void PrepareDirectionalMovement(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], + virtual void PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], double &pDM[], double &nDM[], double &TR[]) override; }; //+------------------------------------------------------------------+ -//| CADXCalculator_HA: Prepares raw DM and TR from HA prices. | +//| Prepare Raw DM (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ -void CADXCalculator_HA::PrepareDirectionalMovement(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], +void CADXCalculator_HA::PrepareDirectionalMovement(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], double &pDM[], double &nDM[], double &TR[]) { -//--- Intermediate Heikin Ashi Buffers - 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); - -//--- Calculate the HA candles first -//--- CORRECTED: Removed invalid GetPointer() call and now passing 'open' correctly. - m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); - -//--- Now, calculate DM and TR using the HA candles - ArrayResize(pDM, rates_total); - ArrayResize(nDM, rates_total); - ArrayResize(TR, rates_total); - - for(int i = 1; i < rates_total; i++) +// Resize internal HA buffers + if(ArraySize(m_ha_open) != rates_total) { - pDM[i] = ha_high[i] - ha_high[i-1]; - nDM[i] = ha_low[i-1] - ha_low[i]; + ArrayResize(m_ha_open, rates_total); + ArrayResize(m_ha_high, rates_total); + ArrayResize(m_ha_low, rates_total); + ArrayResize(m_ha_close, rates_total); + } + +//--- CRITICAL: Use the optimized 10-param HA calculation + m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, + m_ha_open, m_ha_high, m_ha_low, m_ha_close); + +//--- Calculate DM/TR based on HA candles + int i = (start_index < 1) ? 1 : start_index; + + for(; i < rates_total; i++) + { + pDM[i] = m_ha_high[i] - m_ha_high[i-1]; + nDM[i] = m_ha_low[i-1] - m_ha_low[i]; if(pDM[i] < 0 || pDM[i] < nDM[i]) pDM[i] = 0; if(nDM[i] < 0 || nDM[i] < pDM[i]) nDM[i] = 0; - TR[i] = MathMax(ha_high[i], ha_close[i-1]) - MathMin(ha_low[i], ha_close[i-1]); + TR[i] = MathMax(m_ha_high[i], m_ha_close[i-1]) - MathMin(m_ha_low[i], m_ha_close[i-1]); } } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+