mql5/Include/MyIncludes/ALMA_Calculator.mqh

//+------------------------------------------------------------------+
//|                                              ALMA_Calculator.mqh |
//|      VERSION 3.10: Optimized for incremental calculation.        |
//|                                        Copyright 2025, xxxxxxxx  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"

#include <MyIncludes\HeikinAshi_Tools.mqh>

//+==================================================================+
//|             CLASS 1: CALMACalculator (Base Class)                |
//+==================================================================+
class CALMACalculator
  {
protected:
   int               m_alma_period;
   double            m_alma_offset;
   double            m_alma_sigma;

   //--- 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:
                     CALMACalculator(void) {};
   virtual          ~CALMACalculator(void) {};

   bool              Init(int period, double offset, double sigma);
   int               GetPeriod(void) const { return m_alma_period; }

   //--- 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 &alma_buffer[]);
  };

//+------------------------------------------------------------------+
//| Init                                                             |
//+------------------------------------------------------------------+
bool CALMACalculator::Init(int period, double offset, double sigma)
  {
   m_alma_period = (period < 1) ? 1 : period;
   m_alma_offset = offset;
   m_alma_sigma  = (sigma <= 0) ? 0.01 : sigma;
   return true;
  }

//+------------------------------------------------------------------+
//| Main Calculation (Optimized)                                     |
//+------------------------------------------------------------------+
void CALMACalculator::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 &alma_buffer[])
  {
   if(rates_total < m_alma_period)
      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 ALMA (Incremental Loop)
   double m = m_alma_offset * (m_alma_period - 1.0);
   double s = (double)m_alma_period / m_alma_sigma;

// Pre-calculate weights (Optimization)
// Since weights depend only on period/offset/sigma, we could cache them in Init.
// But for simplicity and robustness, we calc inside loop or use a local array.
// Let's use a local array for weights to avoid re-calculating exp() inside the inner loop.
   double weights[];
   ArrayResize(weights, m_alma_period);
   for(int j=0; j<m_alma_period; j++)
      weights[j] = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));

   int loop_start = MathMax(m_alma_period - 1, start_index);

   for(int i = loop_start; i < rates_total; i++)
     {
      double sum = 0.0;
      double norm = 0.0;

      for(int j = 0; j < m_alma_period; j++)
        {
         // ALMA formula: sum(price[i - (N-1) + j] * weight[j])
         // j goes from 0 to N-1.
         // When j=0, index = i - (N-1) (oldest)
         // When j=N-1, index = i (newest)

         int price_index = i - (m_alma_period - 1) + j;
         double w = weights[j];

         sum += m_price[price_index] * w;
         norm += w;
        }

      if(norm > 0)
         alma_buffer[i] = sum / norm;
      else
         alma_buffer[i] = 0.0;
     }
  }

//+------------------------------------------------------------------+
//| Prepare Price (Standard - Optimized)                             |
//+------------------------------------------------------------------+
bool CALMACalculator::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: CALMACalculator_HA (Heikin Ashi)            |
//+==================================================================+
class CALMACalculator_HA : public CALMACalculator
  {
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 CALMACalculator_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;
  }
//+------------------------------------------------------------------+