mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-11-02 11:16:15 +00:00
102 lines
3.7 KiB
Plaintext
102 lines
3.7 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| RelativeVolume_Calculator.mqh |
|
|
//| Engine for Relative Volume (RVOL) Calculation. |
|
|
//| Copyright 2026, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2026, xxxxxxxx"
|
|
#property version "1.20" // Enterprise Refactor: Pipelined Multipliers & Chronological Safety
|
|
#property description "High-performance calculation engine for Relative Volume (RVOL)."
|
|
|
|
#ifndef RELATIVE_VOLUME_CALCULATOR_MQH
|
|
#define RELATIVE_VOLUME_CALCULATOR_MQH
|
|
|
|
//+==================================================================+
|
|
//| CLASS: CRelativeVolumeCalculator |
|
|
//+==================================================================+
|
|
class CRelativeVolumeCalculator
|
|
{
|
|
protected:
|
|
int m_period;
|
|
double m_inv_period; // Precalculated 1.0 / period
|
|
|
|
public:
|
|
CRelativeVolumeCalculator(void) : m_period(20), m_inv_period(0.05) {};
|
|
virtual ~CRelativeVolumeCalculator(void) {};
|
|
|
|
bool Init(const int period);
|
|
int GetPeriod(void) const { return m_period; }
|
|
|
|
// Calculates RVOL for the series in O(1)
|
|
void Calculate(const int rates_total, const int prev_calculated, const long &volume[], double &rvol_buffer[]);
|
|
|
|
// Calculates single value (Helper for Scripts)
|
|
double CalculateSingle(const int total, const long &volume[], const int index);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Init |
|
|
//+------------------------------------------------------------------+
|
|
bool CRelativeVolumeCalculator::Init(const int period)
|
|
{
|
|
m_period = (period < 1) ? 1 : period;
|
|
m_inv_period = 1.0 / (double)m_period;
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Main Incremental Calculation (O(1) on live ticks) |
|
|
//+------------------------------------------------------------------+
|
|
void CRelativeVolumeCalculator::Calculate(const int rates_total, const int prev_calculated, const long &volume[], double &rvol_buffer[])
|
|
{
|
|
if(rates_total <= m_period)
|
|
return;
|
|
|
|
// Safe allocation of output buffer
|
|
if(ArraySize(rvol_buffer) != rates_total)
|
|
{
|
|
ArrayResize(rvol_buffer, rates_total);
|
|
ArraySetAsSeries(rvol_buffer, false);
|
|
}
|
|
|
|
int start_index = (prev_calculated > m_period) ? (prev_calculated - 1) : m_period;
|
|
|
|
if(prev_calculated == 0)
|
|
{
|
|
for(int i = 0; i < m_period; i++)
|
|
rvol_buffer[i] = 0.0;
|
|
}
|
|
|
|
for(int i = start_index; i < rates_total; i++)
|
|
{
|
|
double sum = 0.0;
|
|
for(int k = 1; k <= m_period; k++)
|
|
sum += (double)volume[i - k];
|
|
|
|
double avg = sum * m_inv_period;
|
|
|
|
if(avg > 1.0e-9)
|
|
rvol_buffer[i] = (double)volume[i] / avg;
|
|
else
|
|
rvol_buffer[i] = 0.0;
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Single Bar Calculator Helper |
|
|
//+------------------------------------------------------------------+
|
|
double CRelativeVolumeCalculator::CalculateSingle(const int total, const long &volume[], const int index)
|
|
{
|
|
if(index < m_period || index >= total)
|
|
return 0.0;
|
|
|
|
double sum = 0.0;
|
|
for(int k = 1; k <= m_period; k++)
|
|
sum += (double)volume[index - k];
|
|
|
|
double avg = sum * m_inv_period;
|
|
return (avg > 1.0e-9) ? ((double)volume[index] / avg) : 0.0;
|
|
}
|
|
|
|
#endif // RELATIVE_VOLUME_CALCULATOR_MQH
|
|
//+------------------------------------------------------------------+
|