diff --git a/Include/MyIncludes/DMI_Engine.mqh b/Include/MyIncludes/DMI_Engine.mqh index 1aee697c..0b67c12f 100644 --- a/Include/MyIncludes/DMI_Engine.mqh +++ b/Include/MyIncludes/DMI_Engine.mqh @@ -2,8 +2,8 @@ //| DMI_Engine.mqh | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ -#property copyright "Copyright 2026, xxxxxxxx" -#property version "1.20" // Upgraded with robust bounds safety and chronological alignment +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.30" // Optimized: Fused Wilder Smoothing Loop & Pipelined Multiplication #property description "Core engine for Directional Movement Index calculations." #ifndef DMI_ENGINE_MQH @@ -18,6 +18,8 @@ class CDMIEngine { protected: int m_period; + double m_decay; // Precalculated (period - 1) / period + double m_inv_period; // Precalculated 1.0 / period //--- Persistent State Buffers double m_pDM[], m_nDM[], m_TR[]; @@ -31,7 +33,7 @@ protected: const double &low[], const double &close[]); public: - CDMIEngine(void) : m_period(14) {}; + CDMIEngine(void); virtual ~CDMIEngine(void) {}; bool Init(const int period); @@ -44,16 +46,28 @@ public: }; //+------------------------------------------------------------------+ -//| Init | +//| Constructor | +//+------------------------------------------------------------------+ +CDMIEngine::CDMIEngine(void) : + m_period(14), + m_decay(0.0), + m_inv_period(0.0) + { + } + +//+------------------------------------------------------------------+ +//| Init (Precalculates Wilder Multipliers) | //+------------------------------------------------------------------+ bool CDMIEngine::Init(const int period) { - m_period = (period < 1) ? 1 : period; + m_period = (period < 1) ? 1 : period; + m_inv_period = 1.0 / (double)m_period; + m_decay = (double)(m_period - 1) * m_inv_period; return true; } //+------------------------------------------------------------------+ -//| Main Calculation | +//| Main Calculation (Fused FMA Architecture) | //+------------------------------------------------------------------+ void CDMIEngine::Calculate(const int rates_total, const int prev_calculated, const double &open[], const double &high[], @@ -82,32 +96,31 @@ void CDMIEngine::Calculate(const int rates_total, const int prev_calculated, // Resize Internal State Buffers if(ArraySize(m_pDM) != rates_total) { - ArrayResize(m_pDM, rates_total); - ArrayResize(m_nDM, rates_total); - ArrayResize(m_TR, rates_total); + ArrayResize(m_pDM, rates_total); + ArraySetAsSeries(m_pDM, false); + ArrayResize(m_nDM, rates_total); + ArraySetAsSeries(m_nDM, false); + ArrayResize(m_TR, rates_total); + ArraySetAsSeries(m_TR, false); ArrayResize(m_smoothed_pdm, rates_total); - ArrayResize(m_smoothed_ndm, rates_total); - ArrayResize(m_smoothed_tr, rates_total); - - ArrayResize(m_high, rates_total); - ArrayResize(m_low, rates_total); - ArrayResize(m_close, rates_total); - - ArraySetAsSeries(m_pDM, false); - ArraySetAsSeries(m_nDM, false); - ArraySetAsSeries(m_TR, false); ArraySetAsSeries(m_smoothed_pdm, false); + ArrayResize(m_smoothed_ndm, rates_total); ArraySetAsSeries(m_smoothed_ndm, false); - ArraySetAsSeries(m_smoothed_tr, false); - ArraySetAsSeries(m_high, false); - ArraySetAsSeries(m_low, false); + ArrayResize(m_smoothed_tr, rates_total); + ArraySetAsSeries(m_smoothed_tr, false); + + ArrayResize(m_high, rates_total); + ArraySetAsSeries(m_high, false); + ArrayResize(m_low, rates_total); + ArraySetAsSeries(m_low, false); + ArrayResize(m_close, rates_total); ArraySetAsSeries(m_close, false); } // 1. Prepare Price Data PrepareData(rates_total, start_index, open, high, low, close); -// 2. Calculate Raw DM and TR +// 2. Calculate Raw Directional Movements and True Range int loop_start_dm = MathMax(1, start_index); for(int i = loop_start_dm; i < rates_total; i++) { @@ -119,11 +132,12 @@ void CDMIEngine::Calculate(const int rates_total, const int prev_calculated, m_TR[i] = MathMax(m_high[i], m_close[i - 1]) - MathMin(m_low[i], m_close[i - 1]); } -// 3. Calculate Smoothed Values (Wilder's Smoothing) +// 3. Fused Smoothing & DI Calculation Pass (Combines Loops 3 & 4 into One Pass) int loop_start_smooth = MathMax(m_period, start_index); + for(int i = loop_start_smooth; i < rates_total; i++) { - if(i == m_period) // Initial Cumulative Sum + if(i == m_period) // Initial Cumulative Baseline Sum { double sum_pdm = 0.0, sum_ndm = 0.0, sum_tr = 0.0; for(int j = 1; j <= m_period; j++) @@ -136,21 +150,19 @@ void CDMIEngine::Calculate(const int rates_total, const int prev_calculated, m_smoothed_ndm[i] = sum_ndm; m_smoothed_tr[i] = sum_tr; } - else // Wilder's RMA recursion + else // Fast Hardware Multiplication (Zero Divisions in Loop) { - m_smoothed_pdm[i] = m_smoothed_pdm[i - 1] - (m_smoothed_pdm[i - 1] / (double)m_period) + m_pDM[i]; - m_smoothed_ndm[i] = m_smoothed_ndm[i - 1] - (m_smoothed_ndm[i - 1] / (double)m_period) + m_nDM[i]; - m_smoothed_tr[i] = m_smoothed_tr[i - 1] - (m_smoothed_tr[i - 1] / (double)m_period) + m_TR[i]; + m_smoothed_pdm[i] = m_smoothed_pdm[i - 1] * m_decay + m_pDM[i]; + m_smoothed_ndm[i] = m_smoothed_ndm[i - 1] * m_decay + m_nDM[i]; + m_smoothed_tr[i] = m_smoothed_tr[i - 1] * m_decay + m_TR[i]; } - } -// 4. Calculate +DI and -DI - for(int i = loop_start_smooth; i < rates_total; i++) - { - if(m_smoothed_tr[i] > 1.0e-9) + // Immediate Fused Normalization into DI Buffers + double tr_val = m_smoothed_tr[i]; + if(tr_val > 1.0e-9) { - 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; + pdi_buffer[i] = (m_smoothed_pdm[i] / tr_val) * 100.0; + ndi_buffer[i] = (m_smoothed_ndm[i] / tr_val) * 100.0; } else {