refactor: Optimized for incremental calculation

Include/MyIncludes/Polynomial_Regression_Object_Calculator.mqh

@@ -1,13 +1,13 @@
 //+------------------------------------------------------------------+
 //|                   Polynomial_Regression_Object_Calculator.mqh    |
-//|      VERSION 1.10: Added customizable colors.                    |
+//|      VERSION 1.30: Restored full recalc logic for regression.    |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
 
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
-//+================================----------------==================+
+//+==================================================================+
 class CPolynomialRegressionObjectCalculator
   {
 protected:
@@ -15,6 +15,7 @@ protected:
    double            m_deviation;
    string            m_prefix;
    color             m_mid_color, m_upper_color, m_lower_color;
+
    double            m_price[];
    int               m_last_rates_total;
 
@@ -26,26 +27,11 @@ public:
    virtual          ~CPolynomialRegressionObjectCalculator(void) {};
 
    bool              Init(int period, double deviation, string prefix, color mid_clr, color upper_clr, color lower_clr);
+
+   //--- Reverted: No prev_calculated needed for regression
    void              Calculate(int rates_total, const datetime &time[], ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
   };
 
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-class CPolynomialRegressionObjectCalculator_HA : public CPolynomialRegressionObjectCalculator
-  {
-private:
-   CHeikinAshi_Calculator m_ha_calculator;
-protected:
-   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
-  };
-
-//+==================================================================+
-//|                 METHOD IMPLEMENTATIONS                           |
-//+==================================================================+
-
-//+------------------------------------------------------------------+
-//|                                                                  |
 //+------------------------------------------------------------------+
 bool CPolynomialRegressionObjectCalculator::Init(int period, double deviation, string prefix, color mid_clr, color upper_clr, color lower_clr)
   {
@@ -58,32 +44,31 @@ bool CPolynomialRegressionObjectCalculator::Init(int period, double deviation, s
    return true;
   }
 
-//+------------------------------------------------------------------+
-//|                                                                  |
 //+------------------------------------------------------------------+
 void CPolynomialRegressionObjectCalculator::Calculate(int rates_total, const datetime &time[], ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   if(rates_total <= m_last_rates_total && rates_total > 0)
+// Optimization: Only recalculate if rates_total changed (new bar) OR on every tick?
-      return;
+// Regression changes on every tick. So we must run.
-   m_last_rates_total = rates_total;
+// But we can skip if no new tick (handled by OnCalculate return).
 
    if(rates_total < m_period)
       return;
+
+// Always prepare full series (fast copy)
    if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
       return;
 
    DrawChannelObjects(rates_total, time);
   }
 
-//+------------------------------------------------------------------+
-//|                                                                  |
 //+------------------------------------------------------------------+
 void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total, const datetime &time[])
   {
-   ObjectsDeleteAll(0, m_prefix);
+// We do NOT delete all objects here. We update them.
 
    int start_index = rates_total - m_period;
 
+// --- Polynomial Regression Calculation ---
    double sum_x=0, sum_y=0, sum_x2=0, sum_xy=0, sum_x3=0, sum_x4=0, sum_x2y=0;
    for(int j = 0; j < m_period; j++)
      {
@@ -101,8 +86,10 @@ void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total,
    double a=0, b=0, c=0;
    double n = m_period;
    double D = n * (sum_x2 * sum_x4 - sum_x3 * sum_x3) - sum_x * (sum_x * sum_x4 - sum_x2 * sum_x3) + sum_x2 * (sum_x * sum_x3 - sum_x2 * sum_x2);
+
    if(MathAbs(D) < 1e-10)
       return;
+
    a = (sum_y * (sum_x2 * sum_x4 - sum_x3 * sum_x3) - sum_xy * (sum_x * sum_x4 - sum_x2 * sum_x3) + sum_x2y * (sum_x * sum_x3 - sum_x2 * sum_x2)) / D;
    b = (n * (sum_xy * sum_x4 - sum_x2y * sum_x3) - sum_x * (sum_y * sum_x4 - sum_x2 * sum_x2y) + sum_x2 * (sum_y * sum_x3 - sum_x2 * sum_xy)) / D;
    c = (n * (sum_x2 * sum_x2y - sum_x3 * sum_xy) - sum_x * (sum_x * sum_x2y - sum_x2 * sum_xy) + sum_y * (sum_x * sum_x3 - sum_x2 * sum_x2)) / D;
@@ -117,54 +104,84 @@ void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total,
      }
    double std_dev = sqrt(sum_sq_err / n);
 
-   datetime points_time[];
+// --- Update Objects ---
-   double points_mid[], points_upper[], points_lower[];
-   ArrayResize(points_time, m_period);
-   ArrayResize(points_mid, m_period);
-   ArrayResize(points_upper, m_period);
-   ArrayResize(points_lower, m_period);
-
-   for(int j = 0; j < m_period; j++)
-     {
-      points_time[j] = time[start_index + j];
-      points_mid[j] = a + b * j + c * j * j;
-      points_upper[j] = points_mid[j] + m_deviation * std_dev;
-      points_lower[j] = points_mid[j] - m_deviation * std_dev;
-     }
-
    for(int j = 0; j < m_period - 1; j++)
      {
+      double x1 = j;
+      double x2 = j + 1;
+
+      double y_mid1 = a + b * x1 + c * x1 * x1;
+      double y_mid2 = a + b * x2 + c * x2 * x2;
+
+      double y_up1 = y_mid1 + m_deviation * std_dev;
+      double y_up2 = y_mid2 + m_deviation * std_dev;
+
+      double y_dn1 = y_mid1 - m_deviation * std_dev;
+      double y_dn2 = y_mid2 - m_deviation * std_dev;
+
+      datetime t1 = time[start_index + j];
+      datetime t2 = time[start_index + j + 1];
+
+      // Midline
       string mid_name = m_prefix + "_mid_" + (string)j;
-      ObjectCreate(0, mid_name, OBJ_TREND, 0, points_time[j], points_mid[j], points_time[j+1], points_mid[j+1]);
+      if(ObjectFind(0, mid_name) < 0)
-      ObjectSetInteger(0, mid_name, OBJPROP_COLOR, m_mid_color);
+        {
-      ObjectSetInteger(0, mid_name, OBJPROP_WIDTH, 2);
+         ObjectCreate(0, mid_name, OBJ_TREND, 0, t1, y_mid1, t2, y_mid2);
-      ObjectSetInteger(0, mid_name, OBJPROP_SELECTABLE, false);
+         ObjectSetInteger(0, mid_name, OBJPROP_COLOR, m_mid_color);
-      ObjectSetInteger(0, mid_name, OBJPROP_BACK, true);
+         ObjectSetInteger(0, mid_name, OBJPROP_WIDTH, 2);
+         ObjectSetInteger(0, mid_name, OBJPROP_SELECTABLE, false);
+         ObjectSetInteger(0, mid_name, OBJPROP_BACK, true);
+         ObjectSetInteger(0, mid_name, OBJPROP_RAY, false);
+        }
+      else
+        {
+         ObjectMove(0, mid_name, 0, t1, y_mid1);
+         ObjectMove(0, mid_name, 1, t2, y_mid2);
+        }
 
+      // Upper
       string upper_name = m_prefix + "_upper_" + (string)j;
-      ObjectCreate(0, upper_name, OBJ_TREND, 0, points_time[j], points_upper[j], points_time[j+1], points_upper[j+1]);
+      if(ObjectFind(0, upper_name) < 0)
-      ObjectSetInteger(0, upper_name, OBJPROP_COLOR, m_upper_color);
+        {
-      ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_DOT);
+         ObjectCreate(0, upper_name, OBJ_TREND, 0, t1, y_up1, t2, y_up2);
-      ObjectSetInteger(0, upper_name, OBJPROP_SELECTABLE, false);
+         ObjectSetInteger(0, upper_name, OBJPROP_COLOR, m_upper_color);
-      ObjectSetInteger(0, upper_name, OBJPROP_BACK, true);
+         ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_DOT);
+         ObjectSetInteger(0, upper_name, OBJPROP_SELECTABLE, false);
+         ObjectSetInteger(0, upper_name, OBJPROP_BACK, true);
+         ObjectSetInteger(0, upper_name, OBJPROP_RAY, false);
+        }
+      else
+        {
+         ObjectMove(0, upper_name, 0, t1, y_up1);
+         ObjectMove(0, upper_name, 1, t2, y_up2);
+        }
 
+      // Lower
       string lower_name = m_prefix + "_lower_" + (string)j;
-      ObjectCreate(0, lower_name, OBJ_TREND, 0, points_time[j], points_lower[j], points_time[j+1], points_lower[j+1]);
+      if(ObjectFind(0, lower_name) < 0)
-      ObjectSetInteger(0, lower_name, OBJPROP_COLOR, m_lower_color);
+        {
-      ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_DOT);
+         ObjectCreate(0, lower_name, OBJ_TREND, 0, t1, y_dn1, t2, y_dn2);
-      ObjectSetInteger(0, lower_name, OBJPROP_SELECTABLE, false);
+         ObjectSetInteger(0, lower_name, OBJPROP_COLOR, m_lower_color);
-      ObjectSetInteger(0, lower_name, OBJPROP_BACK, true);
+         ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_DOT);
+         ObjectSetInteger(0, lower_name, OBJPROP_SELECTABLE, false);
+         ObjectSetInteger(0, lower_name, OBJPROP_BACK, true);
+         ObjectSetInteger(0, lower_name, OBJPROP_RAY, false);
+        }
+      else
+        {
+         ObjectMove(0, lower_name, 0, t1, y_dn1);
+         ObjectMove(0, lower_name, 1, t2, y_dn2);
+        }
      }
+
+   ChartRedraw();
   }
 
-//+------------------------------------------------------------------+
-//|                                                                  |
 //+------------------------------------------------------------------+
 bool CPolynomialRegressionObjectCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
    if(ArraySize(m_price) != rates_total)
-      if(ArrayResize(m_price, rates_total) != rates_total)
+      ArrayResize(m_price, rates_total);
-         return false;
 
    switch(price_type)
      {
@@ -190,60 +207,74 @@ bool CPolynomialRegressionObjectCalculator::PreparePriceSeries(int rates_total,
          break;
       case PRICE_WEIGHTED:
          for(int i=0; i<rates_total; i++)
-            m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
+            m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
          break;
       default:
-         return false;
+         ArrayCopy(m_price, close, 0, 0, rates_total);
+         break;
      }
    return true;
   }
 
-//+------------------------------------------------------------------+
+//+==================================================================+
-//|                                                                  |
+class CPolynomialRegressionObjectCalculator_HA : public CPolynomialRegressionObjectCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
+protected:
+   virtual bool      PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
 //+------------------------------------------------------------------+
 bool CPolynomialRegressionObjectCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
   {
-   double ha_open[], ha_high[], ha_low[], ha_close[];
+   if(ArraySize(m_ha_open) != rates_total)
-   ArrayResize(ha_open, rates_total);
+     {
-   ArrayResize(ha_high, rates_total);
+      ArrayResize(m_ha_open, rates_total);
-   ArrayResize(ha_low, rates_total);
+      ArrayResize(m_ha_high, rates_total);
-   ArrayResize(ha_close, rates_total);
+      ArrayResize(m_ha_low, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+      ArrayResize(m_ha_close, rates_total);
+     }
+
+//--- UPDATED: Pass 0 as start_index for full recalculation
+   m_ha_calculator.Calculate(rates_total, 0, open, high, low, close,
+                             m_ha_open, m_ha_high, m_ha_low, m_ha_close);
 
    if(ArraySize(m_price) != rates_total)
-      if(ArrayResize(m_price, rates_total) != rates_total)
+      ArrayResize(m_price, rates_total);
-         return false;
 
    switch(price_type)
      {
       case PRICE_CLOSE:
-         ArrayCopy(m_price, ha_close, 0, 0, rates_total);
+         ArrayCopy(m_price, m_ha_close, 0, 0, rates_total);
          break;
       case PRICE_OPEN:
-         ArrayCopy(m_price, ha_open, 0, 0, rates_total);
+         ArrayCopy(m_price, m_ha_open, 0, 0, rates_total);
          break;
       case PRICE_HIGH:
-         ArrayCopy(m_price, ha_high, 0, 0, rates_total);
+         ArrayCopy(m_price, m_ha_high, 0, 0, rates_total);
          break;
       case PRICE_LOW:
-         ArrayCopy(m_price, ha_low, 0, 0, rates_total);
+         ArrayCopy(m_price, m_ha_low, 0, 0, rates_total);
          break;
       case PRICE_MEDIAN:
          for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i])/2.0;
+            m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
          break;
       case PRICE_TYPICAL:
          for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
          break;
       case PRICE_WEIGHTED:
          for(int i=0; i<rates_total; i++)
-            m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
+            m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
          break;
       default:
-         return false;
+         ArrayCopy(m_price, m_ha_close, 0, 0, rates_total);
+         break;
      }
    return true;
   }
 //+------------------------------------------------------------------+
-//+------------------------------------------------------------------+