diff --git a/Include/MyIncludes/EfficiencyRatio_Calculator.mqh b/Include/MyIncludes/EfficiencyRatio_Calculator.mqh index 7449ac8..f5d28d3 100644 --- a/Include/MyIncludes/EfficiencyRatio_Calculator.mqh +++ b/Include/MyIncludes/EfficiencyRatio_Calculator.mqh @@ -5,6 +5,10 @@ //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" +#property version "1.10" // Refactored with strict chronological array safeguards + +#ifndef EFFICIENCY_RATIO_CALCULATOR_MQH +#define EFFICIENCY_RATIO_CALCULATOR_MQH #include @@ -13,15 +17,15 @@ //+==================================================================+ class CEfficiencyRatioCalculator { -protected: +private: int m_period; double m_price[]; // Persistent price buffer - virtual bool PreparePrice(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + bool PreparePrice(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CEfficiencyRatioCalculator() {}; - virtual ~CEfficiencyRatioCalculator() {}; + ~CEfficiencyRatioCalculator() {}; bool Init(int period); @@ -41,7 +45,7 @@ bool CEfficiencyRatioCalculator::Init(int period) } //+------------------------------------------------------------------+ -//| Main Calculation | +//| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CEfficiencyRatioCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], @@ -51,40 +55,42 @@ void CEfficiencyRatioCalculator::Calculate(int rates_total, int prev_calculated, if(rates_total <= m_period) return; -// 1. Resize Internal - if(ArraySize(m_price) != rates_total) - ArrayResize(m_price, rates_total); +//--- Enforce strict chronological safety on output array + if(ArraySize(out_er) != rates_total) + { + ArrayResize(out_er, rates_total); + ArraySetAsSeries(out_er, false); + } -// 2. Prepare Data +//--- Prepare internal price data int prepare_start = (prev_calculated > 0) ? prev_calculated - 1 : 0; if(!PreparePrice(rates_total, prepare_start, price_type, open, high, low, close)) return; -// 3. Calculate ER +//--- Incremental optimization loop int start_index = (prev_calculated > 0) ? prev_calculated - 1 : m_period; if(start_index < m_period) + { + for(int i = 0; i < m_period; i++) + out_er[i] = 0.0; start_index = m_period; + } for(int i = start_index; i < rates_total; i++) { double net_change = MathAbs(m_price[i] - m_price[i - m_period]); double sum_change = 0.0; - // Sum absolute bar-to-bar changes over period + // Sum absolute bar-to-bar changes over the period for(int k = 0; k < m_period; k++) { sum_change += MathAbs(m_price[i - k] - m_price[i - k - 1]); } - if(sum_change > 1.0e-9) // Determine efficiency + if(sum_change > 1.0e-9) out_er[i] = net_change / sum_change; else - out_er[i] = 1.0; // If no volatility, mathematically efficient (flat line) but usually handled as 0 or previous. - // 1.0 is technically correct for straight line, but in trading sum_change=0 usually happens with gaps or bad data. - // Let's default to 0.0 for safety in trading context if flat. - - if(sum_change == 0.0) - out_er[i] = 0.0; + out_er[i] = 0.0; // Default to 0.0 (unaligned / noisy flat market) } } @@ -93,6 +99,12 @@ void CEfficiencyRatioCalculator::Calculate(int rates_total, int prev_calculated, //+------------------------------------------------------------------+ bool CEfficiencyRatioCalculator::PreparePrice(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { + if(ArraySize(m_price) != rates_total) + { + ArrayResize(m_price, rates_total); + ArraySetAsSeries(m_price, false); + } + for(int i = start_index; i < rates_total; i++) { switch(price_type) @@ -110,13 +122,13 @@ bool CEfficiencyRatioCalculator::PreparePrice(int rates_total, int start_index, m_price[i] = low[i]; break; case PRICE_MEDIAN: - m_price[i] = (high[i]+low[i])*0.5; + m_price[i] = (high[i] + low[i]) * 0.5; break; case PRICE_TYPICAL: - m_price[i] = (high[i]+low[i]+close[i])/3.0; + m_price[i] = (high[i] + low[i] + close[i]) / 3.0; break; case PRICE_WEIGHTED: - m_price[i] = (high[i]+low[i]+close[i]*2.0)*0.25; + m_price[i] = (high[i] + low[i] + close[i] * 2.0) * 0.25; break; default: m_price[i] = close[i]; @@ -125,4 +137,6 @@ bool CEfficiencyRatioCalculator::PreparePrice(int rates_total, int start_index, } return true; } + +#endif // EFFICIENCY_RATIO_CALCULATOR_MQH //+------------------------------------------------------------------+