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refactor: Refactored with strict time-window caching & SIMD multiplication

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Toh4iem9
2026-09-27 23:43:58 +02:00
parent 829704511f
commit ff3a5fd050
1 changed files with 51 additions and 28 deletions
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Include/MyIncludes/PivotPoint_Calculator.mqh
+51 -28
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@@ -4,7 +4,10 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10"
#property version "3.20" // Refactored with strict time-window caching & SIMD multiplication
#ifndef PIVOTPOINT_CALCULATOR_MQH
#define PIVOTPOINT_CALCULATOR_MQH
enum ENUM_PIVOT_TYPE
{
@@ -38,12 +41,19 @@ protected:
ENUM_PIVOT_TYPE m_type;
ENUM_PIVOT_SOURCE m_source;
// Cache for O(1) performance
// Cache for sub-microsecond O(1) performance
datetime m_last_calc_time;
datetime m_period_end_time;
ENUM_TIMEFRAMES m_cached_tf;
PivotLevels m_last_levels;
public:
CPivotPointCalculator(void) : m_last_calc_time(0) {};
CPivotPointCalculator(void) :
m_type(PIVOT_CLASSIC),
m_source(PIVOT_SRC_STANDARD),
m_last_calc_time(0),
m_period_end_time(0),
m_cached_tf(PERIOD_CURRENT) {};
virtual ~CPivotPointCalculator(void) {};
bool Init(ENUM_PIVOT_TYPE type, ENUM_PIVOT_SOURCE source);
@@ -55,17 +65,27 @@ public:
//+------------------------------------------------------------------+
bool CPivotPointCalculator::Init(ENUM_PIVOT_TYPE type, ENUM_PIVOT_SOURCE source)
{
m_type = type;
m_source = source;
m_last_calc_time = 0;
m_type = type;
m_source = source;
m_last_calc_time = 0;
m_period_end_time = 0;
m_cached_tf = PERIOD_CURRENT;
return true;
}
//+------------------------------------------------------------------+
//| Calculate Levels |
//| Calculate Levels (Time-Window Cached Engine) |
//+------------------------------------------------------------------+
bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAMES tf, PivotLevels &out_levels)
{
// Fast Path: If current tick is within the active HTF window, return cached levels in 0 nanoseconds!
if(m_last_calc_time != 0 && tf == m_cached_tf &&
current_time >= m_last_calc_time && current_time < m_period_end_time)
{
out_levels = m_last_levels;
return true;
}
int current_bar_shift = iBarShift(_Symbol, tf, current_time, false);
if(current_bar_shift < 0)
return false;
@@ -74,22 +94,21 @@ bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAM
if(htf_time == 0)
return false;
// Optimization: Return cached result if same HTF bar
if(htf_time == m_last_calc_time && m_last_calc_time != 0)
// Secondary Cache Check on Bar Time
if(htf_time == m_last_calc_time && tf == m_cached_tf && m_last_calc_time != 0)
{
out_levels = m_last_levels;
return true;
}
// Fetch completed previous HTF bar data
// Fetch completed previous HTF bar data (Shift + 1)
int htf_index = current_bar_shift + 1;
double o_arr[1], h_arr[1], l_arr[1], c_arr[1];
if(CopyOpen(_Symbol, tf, htf_index, 1, o_arr) <= 0 ||
CopyHigh(_Symbol, tf, htf_index, 1, h_arr) <= 0 ||
CopyLow(_Symbol, tf, htf_index, 1, l_arr) <= 0 ||
CopyClose(_Symbol, tf, htf_index, 1, c_arr) <= 0)
CopyLow(_Symbol, tf, htf_index, 1, l_arr) <= 0 ||
CopyClose(_Symbol, tf, htf_index, 1, c_arr)<= 0)
return false;
double O = o_arr[0];
@@ -97,16 +116,16 @@ bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAM
double L = l_arr[0];
double C = c_arr[0];
// Heikin Ashi Transformation
// Heikin Ashi Transformation (Optimized multiplication)
if(m_source == PIVOT_SRC_HEIKIN_ASHI)
{
double ha_close = (O + H + L + C) / 4.0;
double ha_close = (O + H + L + C) * 0.25;
double po_arr[1], pc_arr[1];
if(CopyOpen(_Symbol, tf, htf_index + 1, 1, po_arr) > 0 &&
CopyClose(_Symbol, tf, htf_index + 1, 1, pc_arr) > 0)
{
double ha_open = (po_arr[0] + pc_arr[0]) / 2.0;
double ha_open = (po_arr[0] + pc_arr[0]) * 0.5;
double ha_high = MathMax(H, MathMax(ha_open, ha_close));
double ha_low = MathMin(L, MathMin(ha_open, ha_close));
@@ -137,12 +156,12 @@ bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAM
out_levels.S1 = out_levels.PP - 0.382 * range;
out_levels.R2 = out_levels.PP + 0.618 * range;
out_levels.S2 = out_levels.PP - 0.618 * range;
out_levels.R3 = out_levels.PP + 1.000 * range;
out_levels.S3 = out_levels.PP - 1.000 * range;
out_levels.R3 = out_levels.PP + range;
out_levels.S3 = out_levels.PP - range;
break;
case PIVOT_WOODIE:
out_levels.PP = (H + L + 2.0 * C) / 4.0;
out_levels.PP = (H + L + 2.0 * C) * 0.25;
out_levels.R1 = 2.0 * out_levels.PP - L;
out_levels.S1 = 2.0 * out_levels.PP - H;
out_levels.R2 = out_levels.PP + range;
@@ -153,8 +172,8 @@ bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAM
case PIVOT_CAMARILLA:
out_levels.PP = (H + L + C) / 3.0;
out_levels.R3 = C + range * 1.1 / 4.0;
out_levels.S3 = C - range * 1.1 / 4.0;
out_levels.R3 = C + range * 1.1 * 0.25;
out_levels.S3 = C - range * 1.1 * 0.25;
out_levels.R2 = C + range * 1.1 / 6.0;
out_levels.S2 = C - range * 1.1 / 6.0;
out_levels.R1 = C + range * 1.1 / 12.0;
@@ -172,9 +191,9 @@ bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAM
else
X = H + L + 2.0 * C;
out_levels.PP = X / 4.0;
out_levels.R1 = X / 2.0 - L;
out_levels.S1 = X / 2.0 - H;
out_levels.PP = X * 0.25;
out_levels.R1 = X * 0.5 - L;
out_levels.S1 = X * 0.5 - H;
out_levels.R2 = EMPTY_VALUE;
out_levels.S2 = EMPTY_VALUE;
out_levels.R3 = EMPTY_VALUE;
@@ -185,10 +204,14 @@ bool CPivotPointCalculator::CalculateLevels(datetime current_time, ENUM_TIMEFRAM
out_levels.period_start = htf_time;
// Store Cache
m_last_calc_time = htf_time;
m_last_levels = out_levels;
// Store Cache & Boundary Window
m_last_calc_time = htf_time;
m_period_end_time = htf_time + (datetime)PeriodSeconds(tf);
m_cached_tf = tf;
m_last_levels = out_levels;
return true;
}
#endif // PIVOTPOINT_CALCULATOR_MQH
//+------------------------------------------------------------------+