//+------------------------------------------------------------------+ //| MACD_Calculator.mqh| //| VERSION 1.20: Optimized for incremental calculation. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CMACDCalculator (Base Class) | //+==================================================================+ class CMACDCalculator { protected: int m_fast_period, m_slow_period, m_signal_period; ENUM_MA_METHOD m_source_ma_type, m_signal_ma_type; //--- Persistent Buffers for Incremental Calculation double m_price[]; double m_fast_ma[]; double m_slow_ma[]; //--- Updated: Accepts start_index virtual bool PreparePriceSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); public: CMACDCalculator(void) {}; virtual ~CMACDCalculator(void) {}; bool Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma); //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_line[], double &signal_line[], double &histogram[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CMACDCalculator::Init(int fast_p, int slow_p, int signal_p, ENUM_MA_METHOD src_ma, ENUM_MA_METHOD sig_ma) { m_fast_period = (fast_p < 1) ? 1 : fast_p; m_slow_period = (slow_p < 1) ? 1 : slow_p; if(m_fast_period > m_slow_period) { int temp=m_fast_period; m_fast_period=m_slow_period; m_slow_period=temp; } m_signal_period = (signal_p < 1) ? 1 : signal_p; m_source_ma_type = src_ma; m_signal_ma_type = sig_ma; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CMACDCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &macd_line[], double &signal_line[], double &histogram[]) { int start_pos = m_slow_period + m_signal_period - 2; if(rates_total <= start_pos) 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_price) != rates_total) { ArrayResize(m_price, rates_total); ArrayResize(m_fast_ma, rates_total); ArrayResize(m_slow_ma, rates_total); } //--- 3. Prepare Price (Optimized) if(!PreparePriceSeries(rates_total, start_index, open, high, low, close, price_type)) return; //--- 4. Calculate Fast MA (Incremental) int loop_start_fast = MathMax(m_fast_period - 1, start_index); for(int i = loop_start_fast; i < rates_total; i++) { switch(m_source_ma_type) { case MODE_EMA: case MODE_SMMA: if(i == m_fast_period - 1) { double sum=0; for(int j=0; j0) m_fast_ma[i]=sum/w_sum;} break; default: {double sum=0; for(int j=0; j0) m_slow_ma[i]=sum/w_sum;} break; default: {double sum=0; for(int j=0; j0) signal_line[i]=sum/w_sum;} break; default: {double sum=0; for(int j=0; j