//+------------------------------------------------------------------+ //| Vortex_Calculator.mqh| //| VERSION 2.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CVortexCalculator (Base Class) | //+==================================================================+ class CVortexCalculator { protected: int m_period; //--- Persistent Buffers for Incremental Calculation double m_src_high[], m_src_low[], m_src_close[]; double m_tr[], m_vm_plus[], m_vm_minus[]; //--- Updated: Accepts start_index virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CVortexCalculator(void) {}; virtual ~CVortexCalculator(void) {}; bool Init(int period); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &vi_plus_buffer[], double &vi_minus_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CVortexCalculator::Init(int period) { m_period = (period < 1) ? 1 : period; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CVortexCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &vi_plus_buffer[], double &vi_minus_buffer[]) { if(rates_total <= m_period) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Buffers if(ArraySize(m_src_high) != rates_total) { ArrayResize(m_src_high, rates_total); ArrayResize(m_src_low, rates_total); ArrayResize(m_src_close, rates_total); ArrayResize(m_tr, rates_total); ArrayResize(m_vm_plus, rates_total); ArrayResize(m_vm_minus, rates_total); } //--- 3. Prepare Source Data (Optimized) if(!PrepareSourceData(rates_total, start_index, open, high, low, close)) return; //--- 4. Calculate TR and VM (Incremental) int loop_start_tr = MathMax(1, start_index); for(int i = loop_start_tr; i < rates_total; i++) { m_tr[i] = MathMax(m_src_high[i], m_src_close[i-1]) - MathMin(m_src_low[i], m_src_close[i-1]); m_vm_plus[i] = MathAbs(m_src_high[i] - m_src_low[i-1]); m_vm_minus[i] = MathAbs(m_src_low[i] - m_src_high[i-1]); } //--- 5. Calculate Vortex (Incremental Sliding Window) int loop_start_vi = MathMax(m_period, start_index); for(int i = loop_start_vi; i < rates_total; i++) { double sum_tr = 0, sum_vplus = 0, sum_vminus = 0; // Sum over the lookback period // Optimization: For standard periods (14-21), a loop is fast enough. for(int j = 0; j < m_period; j++) { sum_tr += m_tr[i-j]; sum_vplus += m_vm_plus[i-j]; sum_vminus += m_vm_minus[i-j]; } if(sum_tr > 0) { vi_plus_buffer[i] = sum_vplus / sum_tr; vi_minus_buffer[i] = sum_vminus / sum_tr; } else { vi_plus_buffer[i] = 0; vi_minus_buffer[i] = 0; } } } //+------------------------------------------------------------------+ //| Prepare Source Data (Standard - Optimized) | //+------------------------------------------------------------------+ bool CVortexCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { for(int i = start_index; i < rates_total; i++) { m_src_high[i] = high[i]; m_src_low[i] = low[i]; m_src_close[i] = close[i]; } return true; } //+==================================================================+ //| CLASS 2: CVortexCalculator_HA (Heikin Ashi) | //+==================================================================+ class CVortexCalculator_HA : public CVortexCalculator { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers double m_ha_open[]; protected: virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare Source Data (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CVortexCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { if(ArraySize(m_ha_open) != rates_total) ArrayResize(m_ha_open, rates_total); //--- STRICT CALL: Use the optimized 10-param HA calculation m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_src_high, m_src_low, m_src_close); return true; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+