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https://github.com/softwaredevelop/mql5.git
synced 2026-08-24 01:38:06 +00:00
refactor: Upgraded with strict internal chronological sorting safeguards
This commit is contained in:
@@ -1,9 +1,12 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Ehlers_Bands_Calculator.mqh |
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//| Ehlers_Bands_Calculator.mqh |
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//| VERSION 1.20: Optimized for incremental calculation. |
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//| Copyright 2026, xxxxxxxx|
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.30" // Upgraded with strict internal chronological sorting safeguards
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#ifndef EHLERS_BANDS_CALCULATOR_MQH
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#define EHLERS_BANDS_CALCULATOR_MQH
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#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
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#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
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@@ -18,7 +21,6 @@ protected:
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//--- Persistent Buffer for Price
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//--- Persistent Buffer for Price
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double m_price[];
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double m_price[];
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//--- Updated: Accepts start_index
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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public:
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@@ -27,7 +29,6 @@ public:
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bool Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type);
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bool Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type);
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//--- Updated: Accepts prev_calculated
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &upper_buffer[], double &lower_buffer[], double &middle_buffer[]);
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double &upper_buffer[], double &lower_buffer[], double &middle_buffer[]);
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};
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};
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@@ -37,12 +38,14 @@ CEhlersBandsCalculator::CEhlersBandsCalculator(void)
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{
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{
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m_calc_center = NULL;
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m_calc_center = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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CEhlersBandsCalculator::~CEhlersBandsCalculator(void)
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CEhlersBandsCalculator::~CEhlersBandsCalculator(void)
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{
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{
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if(CheckPointer(m_calc_center) != POINTER_INVALID)
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if(CheckPointer(m_calc_center) != POINTER_INVALID)
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delete m_calc_center;
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delete m_calc_center;
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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bool CEhlersBandsCalculator::Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type)
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bool CEhlersBandsCalculator::Init(int period, double multiplier, ENUM_SMOOTHER_TYPE smoother_type)
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{
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{
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@@ -65,16 +68,18 @@ void CEhlersBandsCalculator::Calculate(int rates_total, int prev_calculated, ENU
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if(rates_total < m_period)
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if(rates_total < m_period)
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return;
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return;
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//--- 1. Determine Start Index
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if(CheckPointer(m_calc_center) == POINTER_INVALID)
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int start_index;
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return;
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if(prev_calculated == 0)
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start_index = 0;
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else
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start_index = prev_calculated - 1;
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//--- 2. Resize Internal Buffer
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//--- 1. Determine Start Index
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- 2. Resize Internal Buffer and force chronological indexing
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if(ArraySize(m_price) != rates_total)
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_price, rates_total);
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ArraySetAsSeries(m_price, false); // Fixed: strict chronological safety on internal buffers
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}
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//--- 3. Prepare Price (Optimized)
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//--- 3. Prepare Price (Optimized)
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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@@ -108,7 +113,6 @@ void CEhlersBandsCalculator::Calculate(int rates_total, int prev_calculated, ENU
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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bool CEhlersBandsCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CEhlersBandsCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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{
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// Optimized copy loop
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for(int i = start_index; 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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{
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switch(price_type)
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switch(price_type)
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@@ -132,7 +136,7 @@ bool CEhlersBandsCalculator::PreparePriceSeries(int rates_total, int start_index
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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break;
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case PRICE_WEIGHTED:
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case PRICE_WEIGHTED:
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m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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m_price[i] = (high[i]+low[i]+2.0*close[i])/4.0;
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break;
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break;
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default:
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default:
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m_price[i] = close[i];
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m_price[i] = close[i];
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@@ -147,7 +151,6 @@ class CEhlersBandsCalculator_HA : public CEhlersBandsCalculator
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{
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{
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private:
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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CHeikinAshi_Calculator m_ha_calculator;
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// Internal HA buffers
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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public:
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public:
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@@ -164,20 +167,23 @@ protected:
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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bool CEhlersBandsCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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bool CEhlersBandsCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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{
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// Resize internal HA buffers
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// Resize internal HA buffers and force chronological indexing
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if(ArraySize(m_ha_open) != rates_total)
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if(ArraySize(m_ha_open) != rates_total)
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{
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{
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ArrayResize(m_ha_open, rates_total);
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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_high, rates_total);
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ArrayResize(m_ha_low, 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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ArrayResize(m_ha_close, rates_total);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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}
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//--- STRICT CALL: Use the optimized 10-param HA calculation
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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//--- Copy to m_price (Optimized loop)
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for(int i = start_index; 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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{
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switch(price_type)
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switch(price_type)
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@@ -201,7 +207,7 @@ bool CEhlersBandsCalculator_HA::PreparePriceSeries(int rates_total, int start_in
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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break;
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case PRICE_WEIGHTED:
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2.0*m_ha_close[i])/4.0;
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break;
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break;
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default:
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default:
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m_price[i] = m_ha_close[i];
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m_price[i] = m_ha_close[i];
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@@ -210,4 +216,5 @@ bool CEhlersBandsCalculator_HA::PreparePriceSeries(int rates_total, int start_in
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}
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}
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return true;
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return true;
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}
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}
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#endif // EHLERS_BANDS_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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