//+------------------------------------------------------------------+ //| McGinleyDynamic_Calculator.mqh | //| VERSION 3.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CMcGinleyDynamicCalculator (Base Class) | //+==================================================================+ class CMcGinleyDynamicCalculator { protected: int m_length; //--- Persistent Buffer for Incremental Calculation double m_price[]; //--- Updated: Accepts start_index 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[]); public: CMcGinleyDynamicCalculator(void) {}; virtual ~CMcGinleyDynamicCalculator(void) {}; bool Init(int length); //--- Updated: Accepts prev_calculated 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[], double &mcginley_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMcGinleyDynamicCalculator::Init(int length) { m_length = (length < 1) ? 1 : length; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CMcGinleyDynamicCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &mcginley_buffer[]) { if(rates_total < m_length) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Buffer if(ArraySize(m_price) != rates_total) ArrayResize(m_price, rates_total); //--- 3. Prepare Price (Optimized) if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close)) return; //--- 4. Calculate McGinley Dynamic (Incremental Loop) int loop_start = MathMax(m_length, start_index); for(int i = loop_start; i < rates_total; i++) { // Initialization if(i == m_length) { // Simple Moving Average for initialization double sum = 0; for(int j = 0; j < m_length; j++) sum += m_price[i-j]; mcginley_buffer[i] = sum / m_length; continue; } // Recursive calculation using persistent buffer [i-1] double prev_md = mcginley_buffer[i-1]; if(prev_md <= 0) // Safety check { mcginley_buffer[i] = m_price[i]; continue; } double ratio = m_price[i] / prev_md; // Clamp ratio if(ratio > 2.0) ratio = 2.0; if(ratio < 0.5) ratio = 0.5; double k = m_length * MathPow(ratio, 4); if(k < 1.0) k = 1.0; mcginley_buffer[i] = prev_md + (m_price[i] - prev_md) / k; } } //+------------------------------------------------------------------+ //| Prepare Price (Standard - Optimized) | //+------------------------------------------------------------------+ bool CMcGinleyDynamicCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { // Optimized copy loop for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = close[i]; break; case PRICE_OPEN: m_price[i] = open[i]; break; case PRICE_HIGH: m_price[i] = high[i]; break; case PRICE_LOW: m_price[i] = low[i]; break; case PRICE_MEDIAN: m_price[i] = (high[i]+low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (high[i]+low[i]+close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (high[i]+low[i]+2*close[i])/4.0; break; default: m_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CMcGinleyDynamicCalculator_HA (HA) | //+==================================================================+ class CMcGinleyDynamicCalculator_HA : public CMcGinleyDynamicCalculator { 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 PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare Price (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CMcGinleyDynamicCalculator_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[]) { // 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 m_price (Optimized loop) for(int i = start_index; i < rates_total; i++) { switch(price_type) { case PRICE_CLOSE: m_price[i] = m_ha_close[i]; break; case PRICE_OPEN: m_price[i] = m_ha_open[i]; break; case PRICE_HIGH: m_price[i] = m_ha_high[i]; break; case PRICE_LOW: m_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; break; case PRICE_TYPICAL: m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; break; case PRICE_WEIGHTED: m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; break; default: m_price[i] = m_ha_close[i]; break; } } return true; } //+------------------------------------------------------------------+