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(indicators): Optimized for incremental calculation

Browse Source
This commit is contained in:
Toh4iem9
2025-12-28 19:04:14 +01:00
parent 2de349313a
commit e2247bda98
1 changed files with 13 additions and 32 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Indicators/MyIndicators/CutlerRSI_Oscillator_Pro.mq5
+13 -32
View File
@@ -1,11 +1,9 @@
//+------------------------------------------------------------------+
//| CutlerRSI_Oscillator_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "2.00" // Final unified architecture
#property version "3.00" // Refactored to use CutlerRSI Engine
#property description "Cutler's RSI Oscillator (Histogram of RSI vs Signal Line) with"
#property description "selectable price source (Standard and Heikin Ashi)."
@@ -28,43 +26,35 @@ input int InpPeriodRSI = 14;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input group "Signal Line Settings"
input int InpPeriodMA = 14;
input ENUM_MA_METHOD InpMethodMA = MODE_SMA;
// UPDATED: Use ENUM_MA_TYPE
input ENUM_MA_TYPE InpMethodMA = SMA;
//--- Indicator Buffers ---
double BufferOscillator[];
//--- Global calculator object (as a base class pointer) ---
//--- Global calculator object ---
CCutlerRSI_OscillatorCalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Map the buffer and set as non-timeseries
SetIndexBuffer(0, BufferOscillator, INDICATOR_DATA);
ArraySetAsSeries(BufferOscillator, false);
//--- Dynamically create the appropriate calculator instance
if(InpSourcePrice <= PRICE_HA_CLOSE) // Heikin Ashi source selected
{
g_calculator = new CCutlerRSI_OscillatorCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI Osc HA(%d,%d)", InpPeriodRSI, InpPeriodMA));
}
else // Standard price source selected
{
g_calculator = new CCutlerRSI_OscillatorCalculator_Std();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI Osc(%d,%d)", InpPeriodRSI, InpPeriodMA));
}
g_calculator = new CCutlerRSI_OscillatorCalculator();
//--- Check if creation was successful and initialize
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodRSI, InpPeriodMA, InpMethodMA))
bool use_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpPeriodRSI, InpPeriodMA, InpMethodMA, use_ha))
{
Print("Failed to create or initialize CutlerRSI Oscillator Calculator object.");
return(INIT_FAILED);
}
//--- Set indicator display properties
string type = use_ha ? " HA" : "";
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI Osc%s(%d,%d)", type, InpPeriodRSI, InpPeriodMA));
int draw_begin = InpPeriodRSI + InpPeriodMA - 1;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
@@ -72,18 +62,13 @@ int OnInit()
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- Free the calculator object to prevent memory leaks
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function. |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -96,21 +81,17 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
//--- Ensure the calculator object is valid
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
//--- Convert our custom enum to the standard ENUM_APPLIED_PRICE
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- Delegate the entire calculation to our calculator object
g_calculator.Calculate(rates_total, open, high, low, close, price_type, BufferOscillator);
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferOscillator);
//--- Return rates_total for a full recalculation, ensuring stability
return(rates_total);
}
//+------------------------------------------------------------------+