refactor(indicators): Optimized for incremental calculation

Include/MyIncludes/DPO_Calculator.mqh

@@ -1,64 +1,59 @@
 //+------------------------------------------------------------------+
 //|                                               DPO_Calculator.mqh |
 //|      Engine for calculating the Detrended Price Oscillator.      |
+//|      VERSION 2.00: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\MovingAverage_Engine.mqh>
 
+//+==================================================================+
+//|             CLASS 1: CDPOCalculator (Base Class)                 |
 //+==================================================================+
 class CDPOCalculator
   {
 protected:
    int               m_period;
    CMovingAverageCalculator *m_ma_calc;
-   double            m_price[]; // Internal price buffer
 
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
+   //--- Persistent Buffers for Incremental Calculation
+   double            m_price[];
+   double            m_ma_buffer[];
+
+   //--- Updated: Accepts start_index
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
 
 public:
                      CDPOCalculator(void);
    virtual          ~CDPOCalculator(void);
 
    bool              Init(int period, ENUM_MA_TYPE ma_type);
-   void              Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+
+   //--- Updated: Accepts prev_calculated
+   void              Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
                                double &dpo_buffer[]);
   };
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Constructor                                                      |
 //+------------------------------------------------------------------+
-class CDPOCalculator_HA : public CDPOCalculator
+CDPOCalculator::CDPOCalculator(void)
   {
-public:
+   m_ma_calc = new CMovingAverageCalculator();
-                     CDPOCalculator_HA(void);
-  };
-
-//+==================================================================+
-//|                 METHOD IMPLEMENTATIONS                           |
-//+==================================================================+
-
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-CDPOCalculator::CDPOCalculator(void) { m_ma_calc = new CMovingAverageCalculator(); }
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-CDPOCalculator::~CDPOCalculator(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) delete m_ma_calc; }
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-CDPOCalculator_HA::CDPOCalculator_HA(void)
-  {
-   if(CheckPointer(m_ma_calc) != POINTER_INVALID)
-      delete m_ma_calc;
-   m_ma_calc = new CMovingAverageCalculator_HA();
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+CDPOCalculator::~CDPOCalculator(void)
+  {
+   if(CheckPointer(m_ma_calc) != POINTER_INVALID)
+      delete m_ma_calc;
+  }
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CDPOCalculator::Init(int period, ENUM_MA_TYPE ma_type)
   {
@@ -69,75 +64,159 @@ bool CDPOCalculator::Init(int period, ENUM_MA_TYPE ma_type)
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CDPOCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
+void CDPOCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
                                double &dpo_buffer[])
   {
    if(rates_total < m_period)
       return;
    if(CheckPointer(m_ma_calc) == POINTER_INVALID)
       return;
-   if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
+
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+// Resize Buffers
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArrayResize(m_ma_buffer, rates_total);
+     }
+
+   if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
       return;
 
-//--- Step 1: Calculate the standard, lagging MA into an internal buffer ---
+//--- Step 1: Calculate the standard, lagging MA into an internal buffer (Incremental)
-   double ma_buffer[];
+   m_ma_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, m_ma_buffer);
-   ArrayResize(ma_buffer, rates_total);
-   m_ma_calc.Calculate(rates_total, price_type, open, high, low, close, ma_buffer);
 
-//--- Step 2: Calculate DPO by subtracting the shifted MA from the price ---
+//--- Step 2: Calculate DPO (Incremental Loop)
    int shift = (m_period / 2) + 1;
+   int loop_start = MathMax(shift, start_index);
 
-   for(int i = 0; i < rates_total; i++)
+   for(int i = loop_start; i < rates_total; i++)
      {
       int source_index = i - shift;
-      if(source_index >= 0 && ma_buffer[source_index] != EMPTY_VALUE)
+      // Ensure we don't access out of bounds or empty values
-         dpo_buffer[i] = m_price[i] - ma_buffer[source_index];
+      if(source_index >= 0 && m_ma_buffer[source_index] != EMPTY_VALUE && m_ma_buffer[source_index] != 0.0)
+         dpo_buffer[i] = m_price[i] - m_ma_buffer[source_index];
       else
          dpo_buffer[i] = EMPTY_VALUE;
      }
   }
 
 //+------------------------------------------------------------------+
-//|                                                                  |
+//| Prepare Price (Standard - Optimized)                             |
 //+------------------------------------------------------------------+
-bool CDPOCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+bool CDPOCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   if(ArraySize(m_price) != rates_total)
+   for(int i = start_index; i < rates_total; i++)
-      if(ArrayResize(m_price, rates_total) != rates_total)
-         return false;
-
-   switch(price_type)
      {
-      case PRICE_CLOSE:
+      switch(price_type)
-         ArrayCopy(m_price, close, 0, 0, rates_total);
+        {
-         break;
+         case PRICE_CLOSE:
-      case PRICE_OPEN:
+            m_price[i] = close[i];
-         ArrayCopy(m_price, open, 0, 0, rates_total);
+            break;
-         break;
+         case PRICE_OPEN:
-      case PRICE_HIGH:
+            m_price[i] = open[i];
-         ArrayCopy(m_price, high, 0, 0, rates_total);
+            break;
-         break;
+         case PRICE_HIGH:
-      case PRICE_LOW:
+            m_price[i] = high[i];
-         ArrayCopy(m_price, low, 0, 0, rates_total);
+            break;
-         break;
+         case PRICE_LOW:
-      case PRICE_MEDIAN:
+            m_price[i] = low[i];
-         for(int i=0; i<rates_total; i++)
+            break;
+         case PRICE_MEDIAN:
             m_price[i] = (high[i]+low[i])/2.0;
-         break;
+            break;
-      case PRICE_TYPICAL:
+         case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
             m_price[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
+            break;
-      case PRICE_WEIGHTED:
+         case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
+            m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
-            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
+            break;
-         break;
+         default:
-      default:
+            m_price[i] = close[i];
-         return false;
+            break;
+        }
+     }
+   return true;
+  }
+
+//+==================================================================+
+//|             CLASS 2: CDPOCalculator_HA (Heikin Ashi)             |
+//+==================================================================+
+class CDPOCalculator_HA : public CDPOCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
+public:
+                     CDPOCalculator_HA(void);
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor (HA)                                                 |
+//+------------------------------------------------------------------+
+CDPOCalculator_HA::CDPOCalculator_HA(void)
+  {
+   if(CheckPointer(m_ma_calc) != POINTER_INVALID)
+      delete m_ma_calc;
+// CRITICAL: Use HA Engine to calculate MA on HA prices
+   m_ma_calc = new CMovingAverageCalculator_HA();
+  }
+
+//+------------------------------------------------------------------+
+//| Prepare Price (Heikin Ashi - Optimized)                          |
+//+------------------------------------------------------------------+
+bool CDPOCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   if(ArraySize(m_ha_open) != rates_total)
+     {
+      ArrayResize(m_ha_open, rates_total);
+      ArrayResize(m_ha_high, rates_total);
+      ArrayResize(m_ha_low, rates_total);
+      ArrayResize(m_ha_close, rates_total);
+     }
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+
+// Fill m_price with the selected HA price type
+   for(int i = start_index; i < rates_total; i++)
+     {
+      switch(price_type)
+        {
+         case PRICE_CLOSE:
+            m_price[i] = m_ha_close[i];
+            break;
+         case PRICE_OPEN:
+            m_price[i] = m_ha_open[i];
+            break;
+         case PRICE_HIGH:
+            m_price[i] = m_ha_high[i];
+            break;
+         case PRICE_LOW:
+            m_price[i] = m_ha_low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
+            break;
+         case PRICE_TYPICAL:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
+            break;
+         default:
+            m_price[i] = m_ha_close[i];
+            break;
+        }
      }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+