refactor: Refactored with strict chronological array safeguards

This commit is contained in:
Toh4iem9
2026-07-19 09:33:08 +02:00
parent 41608fe7b8
commit ed3901a168
@@ -5,6 +5,10 @@
//| Copyright 2026, xxxxxxxx | //| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "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 <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -13,15 +17,15 @@
//+==================================================================+ //+==================================================================+
class CEfficiencyRatioCalculator class CEfficiencyRatioCalculator
{ {
protected: private:
int m_period; int m_period;
double m_price[]; // Persistent price buffer 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: public:
CEfficiencyRatioCalculator() {}; CEfficiencyRatioCalculator() {};
virtual ~CEfficiencyRatioCalculator() {}; ~CEfficiencyRatioCalculator() {};
bool Init(int period); 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, void CEfficiencyRatioCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
const double &open[], const double &high[], const double &open[], const double &high[],
@@ -51,40 +55,42 @@ void CEfficiencyRatioCalculator::Calculate(int rates_total, int prev_calculated,
if(rates_total <= m_period) if(rates_total <= m_period)
return; return;
// 1. Resize Internal //--- Enforce strict chronological safety on output array
if(ArraySize(m_price) != rates_total) if(ArraySize(out_er) != rates_total)
ArrayResize(m_price, 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; int prepare_start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
if(!PreparePrice(rates_total, prepare_start, price_type, open, high, low, close)) if(!PreparePrice(rates_total, prepare_start, price_type, open, high, low, close))
return; return;
// 3. Calculate ER //--- Incremental optimization loop
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : m_period; int start_index = (prev_calculated > 0) ? prev_calculated - 1 : m_period;
if(start_index < m_period) if(start_index < m_period)
{
for(int i = 0; i < m_period; i++)
out_er[i] = 0.0;
start_index = m_period; start_index = m_period;
}
for(int i = start_index; i < rates_total; i++) for(int i = start_index; i < rates_total; i++)
{ {
double net_change = MathAbs(m_price[i] - m_price[i - m_period]); double net_change = MathAbs(m_price[i] - m_price[i - m_period]);
double sum_change = 0.0; 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++) for(int k = 0; k < m_period; k++)
{ {
sum_change += MathAbs(m_price[i - k] - m_price[i - k - 1]); 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; out_er[i] = net_change / sum_change;
else else
out_er[i] = 1.0; // If no volatility, mathematically efficient (flat line) but usually handled as 0 or previous. out_er[i] = 0.0; // Default to 0.0 (unaligned / noisy flat market)
// 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;
} }
} }
@@ -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[]) 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++) for(int i = start_index; i < rates_total; i++)
{ {
switch(price_type) switch(price_type)
@@ -110,13 +122,13 @@ bool CEfficiencyRatioCalculator::PreparePrice(int rates_total, int start_index,
m_price[i] = low[i]; m_price[i] = low[i];
break; break;
case PRICE_MEDIAN: case PRICE_MEDIAN:
m_price[i] = (high[i]+low[i])*0.5; m_price[i] = (high[i] + low[i]) * 0.5;
break; break;
case PRICE_TYPICAL: 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; break;
case PRICE_WEIGHTED: 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; break;
default: default:
m_price[i] = close[i]; m_price[i] = close[i];
@@ -125,4 +137,6 @@ bool CEfficiencyRatioCalculator::PreparePrice(int rates_total, int start_index,
} }
return true; return true;
} }
#endif // EFFICIENCY_RATIO_CALCULATOR_MQH
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+