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