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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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//| Stochastic_DoubleSmoothed_Calculator.mqh |
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//| VERSION 1.10: Corrected EMA calculation chain logic. |
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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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@@ -8,178 +8,194 @@
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS 1: CStochasticDoubleSmoothedCalculator |
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//+==================================================================+
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class CStochasticDoubleSmoothedCalculator
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{
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protected:
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int m_q, m_r, m_s, m_signal_p;
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double m_high[], m_low[], m_close[];
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
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//--- UPDATED: Helper now accepts a starting position ---
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void CalculateEMA(int rates_total, int period, const double &source[], double &dest[], int start_pos);
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//--- Engines for Smoothing
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CMovingAverageCalculator m_num_ema1_engine;
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CMovingAverageCalculator m_den_ema1_engine;
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CMovingAverageCalculator m_num_ema2_engine;
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CMovingAverageCalculator m_den_ema2_engine;
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CMovingAverageCalculator m_signal_engine;
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//--- Persistent Buffers
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double m_high[], m_low[], m_close[];
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double m_num_raw[], m_den_raw[];
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double m_num_ema1[], m_den_ema1[];
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double m_num_ema2[], m_den_ema2[];
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virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CStochasticDoubleSmoothedCalculator(void) {};
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virtual ~CStochasticDoubleSmoothedCalculator(void) {};
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bool Init(int q, int r, int s, int signal_p);
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void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
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//--- Init now takes MA types
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bool Init(int q, int r, ENUM_MA_TYPE r_ma, int s, ENUM_MA_TYPE s_ma, int signal_p, ENUM_MA_TYPE signal_ma);
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void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//| Init |
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//+------------------------------------------------------------------+
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class CStochasticDoubleSmoothedCalculator_HA : public CStochasticDoubleSmoothedCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PrepareSourceData(int rates_total, 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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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CStochasticDoubleSmoothedCalculator::Init(int q, int r, int s, int signal_p)
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bool CStochasticDoubleSmoothedCalculator::Init(int q, int r, ENUM_MA_TYPE r_ma, int s, ENUM_MA_TYPE s_ma, int signal_p, ENUM_MA_TYPE signal_ma)
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{
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m_q = (q < 1) ? 1 : q;
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m_r = (r < 1) ? 1 : r;
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m_s = (s < 1) ? 1 : s;
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m_signal_p = (signal_p < 1) ? 1 : signal_p;
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// Initialize Engines
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if(!m_num_ema1_engine.Init(m_r, r_ma))
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return false;
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if(!m_den_ema1_engine.Init(m_r, r_ma))
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return false;
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if(!m_num_ema2_engine.Init(m_s, s_ma))
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return false;
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if(!m_den_ema2_engine.Init(m_s, s_ma))
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return false;
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if(!m_signal_engine.Init(m_signal_p, signal_ma))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//| Main Calculation (Optimized) |
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//+------------------------------------------------------------------+
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void CStochasticDoubleSmoothedCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
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void CStochasticDoubleSmoothedCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[],
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double &k_buffer[], double &d_buffer[])
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{
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if(rates_total < m_q + m_r + m_s)
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return;
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if(!PrepareSourceData(rates_total, open, high, low, close))
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// Minimum bars check
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if(rates_total <= m_q + m_r + m_s + m_signal_p)
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return;
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double num_raw[], den_raw[];
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ArrayResize(num_raw, rates_total);
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ArrayResize(den_raw, rates_total);
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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for(int i = m_q - 1; i < rates_total; i++)
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// Resize Buffers
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if(ArraySize(m_high) != rates_total)
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{
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double highest = m_high[i], lowest = m_low[i];
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ArrayResize(m_high, rates_total);
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ArrayResize(m_low, rates_total);
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ArrayResize(m_close, rates_total);
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ArrayResize(m_num_raw, rates_total);
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ArrayResize(m_den_raw, rates_total);
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ArrayResize(m_num_ema1, rates_total);
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ArrayResize(m_den_ema1, rates_total);
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ArrayResize(m_num_ema2, rates_total);
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ArrayResize(m_den_ema2, rates_total);
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}
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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return;
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//--- 1. Calculate Raw Numerator and Denominator
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int loop_start_raw = MathMax(m_q - 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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double highest = m_high[i];
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double lowest = m_low[i];
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for(int j = 1; j < m_q; j++)
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{
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highest = MathMax(highest, m_high[i-j]);
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lowest = MathMin(lowest, m_low[i-j]);
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}
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num_raw[i] = m_close[i] - lowest;
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den_raw[i] = highest - lowest;
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m_num_raw[i] = m_close[i] - lowest;
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m_den_raw[i] = highest - lowest;
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}
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double num_ema1[], num_ema2[], den_ema1[], den_ema2[];
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ArrayResize(num_ema1, rates_total);
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ArrayResize(num_ema2, rates_total);
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ArrayResize(den_ema1, rates_total);
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ArrayResize(den_ema2, rates_total);
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//--- 2. First Smoothing (EMA1)
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// Offset: m_q - 1
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int offset1 = m_q - 1;
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m_num_ema1_engine.CalculateOnArray(rates_total, prev_calculated, m_num_raw, m_num_ema1, offset1);
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m_den_ema1_engine.CalculateOnArray(rates_total, prev_calculated, m_den_raw, m_den_ema1, offset1);
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//--- CORRECTED: Chaining the calculations with proper start positions ---
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int start_pos1 = m_q + m_r - 2;
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CalculateEMA(rates_total, m_r, num_raw, num_ema1, start_pos1);
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CalculateEMA(rates_total, m_r, den_raw, den_ema1, start_pos1);
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//--- 3. Second Smoothing (EMA2)
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// Offset: offset1 + m_r - 1
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int offset2 = offset1 + m_r - 1;
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m_num_ema2_engine.CalculateOnArray(rates_total, prev_calculated, m_num_ema1, m_num_ema2, offset2);
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m_den_ema2_engine.CalculateOnArray(rates_total, prev_calculated, m_den_ema1, m_den_ema2, offset2);
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int start_pos2 = start_pos1 + m_s - 1;
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CalculateEMA(rates_total, m_s, num_ema1, num_ema2, start_pos2);
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CalculateEMA(rates_total, m_s, den_ema1, den_ema2, start_pos2);
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//--- 4. Calculate %K
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// Valid from: offset2 + m_s - 1
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int k_start = offset2 + m_s - 1;
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int loop_start_k = MathMax(k_start, start_index);
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for(int i = 0; i < rates_total; i++)
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if(prev_calculated == 0)
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ArrayInitialize(k_buffer, EMPTY_VALUE);
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for(int i = loop_start_k; i < rates_total; i++)
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{
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if(i < start_pos2)
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k_buffer[i] = EMPTY_VALUE;
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if(m_den_ema2[i] > 0.000001)
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k_buffer[i] = 100.0 * m_num_ema2[i] / m_den_ema2[i];
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else
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if(den_ema2[i] > 0.000001)
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k_buffer[i] = 100.0 * num_ema2[i] / den_ema2[i];
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else
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k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0;
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k_buffer[i] = (i > 0) ? k_buffer[i-1] : 50.0;
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}
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int start_pos_signal = start_pos2 + m_signal_p - 1;
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CalculateEMA(rates_total, m_signal_p, k_buffer, d_buffer, start_pos_signal);
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//--- 5. Calculate %D (Signal Line)
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m_signal_engine.CalculateOnArray(rates_total, prev_calculated, k_buffer, d_buffer, k_start);
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}
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//--- UPDATED: Helper now uses the provided start_pos ---
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void CStochasticDoubleSmoothedCalculator::CalculateEMA(int rates_total, int period, const double &source[], double &dest[], int start_pos)
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//+------------------------------------------------------------------+
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//| Prepare Source Data (Standard - Optimized) |
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//+------------------------------------------------------------------+
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bool CStochasticDoubleSmoothedCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(rates_total <= start_pos)
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return;
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double pr = 2.0 / (double)(period + 1.0);
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for(int i=0; i<start_pos; i++)
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dest[i] = EMPTY_VALUE;
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double sum=0;
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int count=0;
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for(int j=0; j<period; j++)
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if(source[start_pos-j] != EMPTY_VALUE)
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{
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sum += source[start_pos-j];
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count++;
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}
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if(count > 0)
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dest[start_pos] = sum / count;
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else
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dest[start_pos] = EMPTY_VALUE;
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for(int i = start_pos + 1; i < rates_total; i++)
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for(int i = start_index; i < rates_total; i++)
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{
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if(source[i] != EMPTY_VALUE && dest[i-1] != EMPTY_VALUE)
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dest[i] = source[i] * pr + dest[i-1] * (1.0 - pr);
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else
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if(dest[i-1] != EMPTY_VALUE)
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dest[i] = dest[i-1];
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else
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dest[i] = EMPTY_VALUE;
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m_high[i] = high[i];
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m_low[i] = low[i];
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m_close[i] = close[i];
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CStochasticDoubleSmoothedCalculator_HA |
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//+==================================================================+
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class CStochasticDoubleSmoothedCalculator_HA : public CStochasticDoubleSmoothedCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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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 PrepareSourceData(int rates_total, int start_index, 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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//| |
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//+------------------------------------------------------------------+
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bool CStochasticDoubleSmoothedCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CStochasticDoubleSmoothedCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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ArrayResize(m_high, rates_total);
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ArrayResize(m_low, rates_total);
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ArrayResize(m_close, rates_total);
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ArrayCopy(m_high, high, 0, 0, rates_total);
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ArrayCopy(m_low, low, 0, 0, rates_total);
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ArrayCopy(m_close, close, 0, 0, rates_total);
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CStochasticDoubleSmoothedCalculator_HA::PrepareSourceData(int rates_total, 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_high, rates_total);
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ArrayResize(m_low, rates_total);
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ArrayResize(m_close, rates_total);
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ArrayCopy(m_high, ha_high, 0, 0, rates_total);
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ArrayCopy(m_low, ha_low, 0, 0, rates_total);
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ArrayCopy(m_close, ha_close, 0, 0, rates_total);
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if(ArraySize(m_ha_open) != rates_total)
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{
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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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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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m_high[i] = m_ha_high[i];
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m_low[i] = m_ha_low[i];
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m_close[i] = m_ha_close[i];
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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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