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refactor: Optimized for incremental calculation
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Toh4iem9
@@ -1,6 +1,6 @@
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//+------------------------------------------------------------------+
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//| HMA_Calculator.mqh |
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//| Calculation engine for Standard and Heikin Ashi HMA. |
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//| VERSION 2.00: Optimized for incremental calculation. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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@@ -8,33 +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: CHMACalculator (Base Class) |
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//| |
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//+==================================================================+
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class CHMACalculator
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{
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protected:
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int m_hma_period;
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//--- Persistent Buffers for Incremental Calculation
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double m_price[];
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double m_raw_hma[]; // Intermediate buffer for the 3rd WMA
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//--- Helper function for manual WMA calculation
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double CalculateWMA(int period, int index, const double &source_array[]);
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//--- Virtual method for preparing the price series.
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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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//--- Updated: Accepts start_index
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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[]);
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public:
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CHMACalculator(void) {};
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virtual ~CHMACalculator(void) {};
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//--- Public methods
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bool Init(int period);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hma_buffer[]);
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int GetPeriod(void) const { return m_hma_period; }
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//--- Updated: Accepts prev_calculated
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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 &hma_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| CHMACalculator: Initialization |
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//| Init |
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//+------------------------------------------------------------------+
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bool CHMACalculator::Init(int period)
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{
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@@ -43,40 +46,56 @@ bool CHMACalculator::Init(int period)
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}
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//+------------------------------------------------------------------+
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//| CHMACalculator: Main Calculation Method (Shared Logic) |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CHMACalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &hma_buffer[])
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void CHMACalculator::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 &hma_buffer[])
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{
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int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(m_hma_period)));
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int start_pos = m_hma_period + period_sqrt - 2;
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if(rates_total <= start_pos)
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return;
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if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
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return;
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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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double wma_half[], wma_full[], raw_hma[];
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ArrayResize(wma_half, rates_total);
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ArrayResize(wma_full, rates_total);
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ArrayResize(raw_hma, rates_total);
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int period_half = (int)MathMax(1, MathRound(m_hma_period / 2.0));
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for(int i = m_hma_period - 1; i < rates_total; i++)
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//--- 2. Resize Buffers
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if(ArraySize(m_price) != rates_total)
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{
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wma_half[i] = CalculateWMA(period_half, i, m_price);
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wma_full[i] = CalculateWMA(m_hma_period, i, m_price);
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raw_hma[i] = 2 * wma_half[i] - wma_full[i];
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ArrayResize(m_price, rates_total);
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ArrayResize(m_raw_hma, rates_total);
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}
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for(int i = start_pos; i < rates_total; i++)
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//--- 3. Prepare Price (Optimized)
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- 4. Calculate Intermediate WMAs (Incremental)
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int period_half = (int)MathMax(1, MathRound(m_hma_period / 2.0));
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int loop_start_raw = MathMax(m_hma_period - 1, start_index);
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for(int i = loop_start_raw; i < rates_total; i++)
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{
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hma_buffer[i] = CalculateWMA(period_sqrt, i, raw_hma);
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double wma_half = CalculateWMA(period_half, i, m_price);
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double wma_full = CalculateWMA(m_hma_period, i, m_price);
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m_raw_hma[i] = 2 * wma_half - wma_full;
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}
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//--- 5. Calculate Final HMA (Incremental)
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// Uses m_raw_hma which is persistent
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int loop_start_final = MathMax(start_pos, start_index);
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for(int i = loop_start_final; i < rates_total; i++)
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{
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hma_buffer[i] = CalculateWMA(period_sqrt, i, m_raw_hma);
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}
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}
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//+------------------------------------------------------------------+
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//| CHMACalculator: Helper for manual WMA calculation |
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//| Helper for WMA |
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//+------------------------------------------------------------------+
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double CHMACalculator::CalculateWMA(int period, int index, const double &source_array[])
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{
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@@ -91,95 +110,107 @@ double CHMACalculator::CalculateWMA(int period, int index, const double &source_
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}
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//+------------------------------------------------------------------+
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//| CHMACalculator: Prepares the standard source price series. |
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//| Prepare Price (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CHMACalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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bool CHMACalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_price, rates_total);
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switch(price_type)
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// Optimized copy loop
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for(int i = start_index; i < rates_total; i++)
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{
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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break;
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case PRICE_TYPICAL:
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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break;
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default:
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m_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CHMACalculator_HA (Heikin Ashi) |
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//| |
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//| CLASS 2: CHMACalculator_HA (Heikin Ashi) |
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//+==================================================================+
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class CHMACalculator_HA : public CHMACalculator
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{
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private:
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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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virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
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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;
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};
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//+------------------------------------------------------------------+
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//| CHMACalculator_HA: Prepares the Heikin Ashi source price. |
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//| Prepare Price (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CHMACalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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bool CHMACalculator_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[])
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{
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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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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayResize(m_price, rates_total);
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switch(price_type)
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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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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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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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//--- STRICT CALL: 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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//--- Copy to m_price (Optimized loop)
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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