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refactor: Optimized for incremental calculation

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Toh4iem9
2025-11-30 15:24:21 +01:00
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Indicators/MyIndicators/VWAP_Pro.md
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# Volume Weighted Average Price (VWAP) Professional
# Volume Weighted Average Price (VWAP) Pro
## 1. Summary (Introduction)
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* **Modular Calculation Engine (`VWAP_Calculator.mqh`):**
The entire calculation logic is encapsulated within a reusable `CVWAPCalculator` class. This engine uses an elegant, object-oriented inheritance model (`CVWAPCalculator` and `CVWAPCalculator_HA`) to support both standard and Heikin Ashi data sources without code duplication.
* **Optimized Incremental Calculation:**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* It utilizes the `prev_calculated` state to determine the exact starting point for updates.
* **Persistent State:** The internal cumulative variables (`m_cumulative_tpv`, `m_cumulative_vol`) persist their state between ticks. This allows the calculation to continue seamlessly from the last known value without re-processing the entire history.
* This results in **O(1) complexity** per tick, ensuring instant updates and zero lag, even on charts with extensive history.
* **Flexible and Robust Period Reset Logic:** The calculator uses `MqlDateTime` structures to accurately detect the start of a new period.
* For **Daily, Weekly, and Monthly** periods, it tracks the change in day, week, or month.
* For **Timezone-Shifted Daily** periods, it applies a user-defined hour offset to each bar's timestamp before checking for the day change.
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* **Intelligent Volume Handling:** The indicator automatically detects if the selected instrument provides **Real Volume**. If a user requests Real Volume on a symbol where it's unavailable (like Forex/CFDs), the indicator will fail to load and print an informative error message.
* **Stability via Full Recalculation:** We employ a full recalculation within `OnCalculate` for maximum stability and accuracy.
## 4. Parameters
* **Period Settings:**