//+------------------------------------------------------------------+ //| Aroon_Calculator.mqh | //| Calculation engine for Standard and Heikin Ashi Aroon. | //| VERSION 2.00: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CAroonCalculator (Base Class) | //+==================================================================+ class CAroonCalculator { protected: int m_aroon_period; //--- Persistent Buffers for Incremental Calculation double m_high_buffer[]; double m_low_buffer[]; //--- Updated: Accepts start_index and all price arrays virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CAroonCalculator(void) {}; virtual ~CAroonCalculator(void) {}; bool Init(int period); int GetPeriod(void) const { return m_aroon_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 &aroon_up_buffer[], double &aroon_down_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CAroonCalculator::Init(int period) { m_aroon_period = (period < 1) ? 1 : period; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CAroonCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &aroon_up_buffer[], double &aroon_down_buffer[]) { if(rates_total < m_aroon_period) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Internal Buffers if(ArraySize(m_high_buffer) != rates_total) { ArrayResize(m_high_buffer, rates_total); ArrayResize(m_low_buffer, rates_total); } //--- 3. Prepare Source Data (Optimized) if(!PrepareSourceData(rates_total, start_index, open, high, low, close)) return; //--- 4. Calculate Aroon (Incremental Loop) int loop_start = MathMax(m_aroon_period - 1, start_index); for(int i = loop_start; i < rates_total; i++) { double highest_val = -DBL_MAX; int highest_idx = -1; double lowest_val = DBL_MAX; int lowest_idx = -1; // Inner loop: Look back over the defined period // Optimization: For very large periods, this inner loop is O(N*M). // For standard periods (14-25), it's fast enough. for(int j = i - m_aroon_period + 1; j <= i; j++) { if(m_high_buffer[j] >= highest_val) { highest_val = m_high_buffer[j]; highest_idx = j; } if(m_low_buffer[j] <= lowest_val) { lowest_val = m_low_buffer[j]; lowest_idx = j; } } int bars_since_high = i - highest_idx; int bars_since_low = i - lowest_idx; aroon_up_buffer[i] = (double)(m_aroon_period - bars_since_high) / m_aroon_period * 100.0; aroon_down_buffer[i] = (double)(m_aroon_period - bars_since_low) / m_aroon_period * 100.0; } } //+------------------------------------------------------------------+ //| Prepare Source Data (Standard - Optimized) | //+------------------------------------------------------------------+ bool CAroonCalculator::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_high_buffer[i] = high[i]; m_low_buffer[i] = low[i]; } return true; } //+==================================================================+ //| CLASS 2: CAroonCalculator_HA (Heikin Ashi) | //+==================================================================+ class CAroonCalculator_HA : public CAroonCalculator { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; 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 CAroonCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { // Resize internal HA buffers if(ArraySize(m_ha_open) != rates_total) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, 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_ha_high, m_ha_low, m_ha_close); //--- Copy to source buffers (Optimized loop) for(int i = start_index; i < rates_total; i++) { m_high_buffer[i] = m_ha_high[i]; m_low_buffer[i] = m_ha_low[i]; } return true; } //+------------------------------------------------------------------+