Tick_Forge/market/article/snippets/Snippet4_ExpressionEval.mq5

// Snippet 4: the price function is compiled once to reverse-polish code, then evaluated per tick (TF_Expr.mqh)
enum ENUM_TF_OP
  {
   TFOP_NUM = 0, TFOP_P, TFOP_P0, TFOP_R, TFOP_T, TFOP_D,
   TFOP_ADD, TFOP_SUB, TFOP_MUL, TFOP_DIV, TFOP_POW, TFOP_NEG,
   TFOP_ABS, TFOP_SQRT, TFOP_LN, TFOP_LOG10, TFOP_EXP, TFOP_SIN, TFOP_COS,
   TFOP_MIN, TFOP_MAX
  };

double CTFExpr::Eval(const double p, const double p0, const double t, const double d) const
  {
   double st[64];
   int sp = 0;
   for(int i = 0; i < m_n; i++)
     {
      switch(m_op[i])
        {
         case TFOP_NUM: st[sp++] = m_val[i]; break;
         case TFOP_P:   st[sp++] = p; break;
         case TFOP_P0:  st[sp++] = p0; break;
         case TFOP_R:   st[sp++] = (p0 != 0.0 ? p / p0 : 0.0); break;
         case TFOP_T:   st[sp++] = t; break;
         case TFOP_D:   st[sp++] = d; break;
         case TFOP_ADD: sp--; st[sp - 1] += st[sp]; break;
         case TFOP_SUB: sp--; st[sp - 1] -= st[sp]; break;
         case TFOP_MUL: sp--; st[sp - 1] *= st[sp]; break;
         case TFOP_DIV: sp--; st[sp - 1] = (st[sp] != 0.0 ? st[sp - 1] / st[sp] : MathArcsin(2.0)); break;   // NaN
         case TFOP_POW: sp--; st[sp - 1] = MathPow(st[sp - 1], st[sp]); break;
         // ... the other operators and functions follow the same pattern
        }
     }
   return (sp == 1 ? st[0] : MathArcsin(2.0));   // NaN when the program is malformed
  }