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Merge pull request #2 from pietro1991-dot/devin/1781636426-papp-v2-median

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* PaPP v2: vera mediana su 7 MA (rimossa SMA(1) ovunque)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2: ancora le MA a D1 (linea identica su ogni timeframe, non-repaint)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2 indicatore: linea morbida (interpolazione D1, input Smooth) + pannello con i 7 valori MA a schermo

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

---------

Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
This commit is contained in:
pietro1991-dot
2026-06-16 21:08:35 +02:00
committed by GitHub
parent 909dbbc60e 3c4909af0f
commit 03e1b290b5
2 changed files with 109 additions and 41 deletions
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PaPP v2/PaPP_Median.mq5
+76 -21
View File
@@ -4,18 +4,22 @@
//+------------------------------------------------------------------+
#property copyright "PaPP v2"
#property version "2.00"
#property description "PaPP Median - Media 8 MA (1g-1y)"
#property description "Linea singola = fair value multi-TF"
#property description "PaPP Median - Mediana 7 MA (3g-1y)"
#property description "Calcolo ancorato a D1 = linea uguale su ogni timeframe"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
input int FontSize = 9;
input bool Smooth = true; // interpola tra i valori D1 -> linea morbida
#define ANCHOR_TF PERIOD_D1 // calcolo ancorato a D1: linea identica su ogni TF
double Buff_Median[];
int hMA[8];
int bars[8];
int gDays[7] = {365,182,121,30,14,7,3};
int hMA[7];
int bars[7];
string _pfx = "PM_";
//+------------------------------------------------------------------+
@@ -24,20 +28,19 @@ int TimeToBars(int d)
datetime n = TimeCurrent();
if(n==0)
{
long s = (long)d*86400L, p = PeriodSeconds((ENUM_TIMEFRAMES)_Period);
long s = (long)d*86400L, p = PeriodSeconds(ANCHOR_TF);
return (int)MathMax(1,s/p);
}
return MathMax(1,Bars(_Symbol,_Period,n-d*86400,n));
return MathMax(1,Bars(_Symbol,ANCHOR_TF,n-d*86400,n));
}
//+------------------------------------------------------------------+
int OnInit()
{
int days[8] = {365,182,121,30,14,7,3,1};
for(int i=0;i<8;i++)
for(int i=0;i<7;i++)
{
bars[i] = (i<7) ? TimeToBars(days[i]) : 1;
hMA[i] = iMA(_Symbol,_Period,bars[i],0,MODE_SMA,PRICE_CLOSE);
bars[i] = TimeToBars(gDays[i]);
hMA[i] = iMA(_Symbol,ANCHOR_TF,bars[i],0,MODE_SMA,PRICE_CLOSE);
if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
}
@@ -48,6 +51,7 @@ int OnInit()
PlotIndexSetInteger(0,PLOT_LINE_COLOR,clrGold);
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2);
PlotIndexSetString(0,PLOT_LABEL,"PaPP Median");
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
IndicatorSetString(INDICATOR_SHORTNAME,"PaPP Median");
return INIT_SUCCEEDED;
}
@@ -55,18 +59,40 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
for(int i=0;i<8;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
for(int i=0;i<7;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
ObjectsDeleteAll(0,_pfx);
}
//+------------------------------------------------------------------+
double GetMA(int idx,int m)
// d1shift = indice (serie) della barra D1 da cui leggere la SMA
double GetMA(int m,int d1shift)
{
if(d1shift<0) return 0;
double buf[1];
if(CopyBuffer(hMA[m],0,idx+1,1,buf)==1) return buf[0];
if(CopyBuffer(hMA[m],0,d1shift,1,buf)==1) return buf[0];
return 0;
}
//+------------------------------------------------------------------+
double Median(double &a[],int n)
{
if(n<=0) return 0;
ArraySort(a);
if((n&1)==1) return a[n/2];
return 0.5*(a[n/2-1]+a[n/2]);
}
//+------------------------------------------------------------------+
// Mediana delle 7 MA su una specifica barra D1
double MedianAtD1(int d1shift)
{
if(d1shift<0) return 0;
double vals[]; int cnt=0; ArrayResize(vals,7);
for(int m=0;m<7;m++) { double v=GetMA(m,d1shift); if(v>0) { vals[cnt]=v; cnt++; } }
ArrayResize(vals,cnt);
return Median(vals,cnt);
}
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -81,19 +107,36 @@ int OnCalculate(const int rates_total,
{
if(rates_total<2) return 0;
ArraySetAsSeries(close,true);
ArraySetAsSeries(time,true);
int limit = rates_total - prev_calculated;
if(limit>1) limit=rates_total-1;
for(int idx=limit;idx>=0;idx--)
{
double sum=0; int cnt=0;
for(int m=0;m<8;m++)
//--- barra D1 che contiene il tempo di questa barra grafico
int d1cur = iBarShift(_Symbol,ANCHOR_TF,time[idx],false);
if(d1cur<0) { Buff_Median[idx]=0; continue; }
if(!Smooth)
{
double v = GetMA(idx,m);
if(v>0) { sum+=v; cnt++; }
//--- gradino: ultima barra D1 chiusa (non-repaint)
Buff_Median[idx]=MedianAtD1(d1cur+1);
continue;
}
Buff_Median[idx]=(cnt>0) ? sum/cnt : 0;
//--- linea morbida: interpola tra mediana di inizio e fine giornata
double vEnd = MedianAtD1(d1cur); // giornata corrente
double vStart = MedianAtD1(d1cur+1); // giornata precedente
datetime t0 = iTime(_Symbol,ANCHOR_TF,d1cur);
datetime t1 = (d1cur>0) ? iTime(_Symbol,ANCHOR_TF,d1cur-1)
: t0 + PeriodSeconds(ANCHOR_TF);
double frac = (t1>t0) ? (double)(time[idx]-t0)/(double)(t1-t0) : 0.0;
frac = MathMax(0.0,MathMin(1.0,frac));
if(vStart>0 && vEnd>0) Buff_Median[idx]=vStart+frac*(vEnd-vStart);
else if(vEnd>0) Buff_Median[idx]=vEnd;
else Buff_Median[idx]=vStart;
}
DrawInfo();
@@ -104,7 +147,7 @@ int OnCalculate(const int rates_total,
void DrawInfo()
{
double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
double median = Buff_Median[0];
double median = MedianAtD1(1); // valore D1 chiuso (stabile, non-repaint)
if(median<=0) return;
int x=10,y=30,lh=FontSize+4;
@@ -121,9 +164,21 @@ void DrawInfo()
//--- Dispersione MA e bande (info)
double ds=0; int dc=0;
for(int m=0;m<8;m++) { double v=GetMA(0,m); if(v>0) { ds+=MathAbs(v-median)/median*100; dc++; } }
for(int m=0;m<7;m++) { double v=GetMA(m,1); if(v>0) { ds+=MathAbs(v-median)/median*100; dc++; } }
double vol = (dc>0)?ds/dc:0;
Lbl("V","Cluster +/-"+DoubleToString(vol,3)+"%",x,y,FontSize,clrGray,false); y+=lh;
Lbl("V","Cluster +/-"+DoubleToString(vol,3)+"%",x,y,FontSize,clrGray,false); y+=lh+2;
//--- Valori delle 7 MA (giorni : valore)
for(int m=0;m<7;m++)
{
double v=GetMA(m,1);
color cma = (v>median)?clrSalmon:clrLightGreen;
Lbl("a"+IntegerToString(m),
StringFormat("MA %3dg: %s",gDays[m],DoubleToString(v,_Digits)),
x,y,FontSize-1,(v>0)?cma:clrGray,false);
y+=lh-2;
}
y+=2;
Lbl("H","Sopra=SELL | Sotto=BUY",x,y,FontSize-1,clrGray,false);
}
PaPP v2/PaPP_Median_EA.mq5
+33 -20
View File
@@ -7,7 +7,7 @@
#property copyright "PaPP v2"
#property version "2.00"
#property description "PaPP Median EA - Mean Reversion puro"
#property description "Linea mediana (media 8 MA 1g-1y) = unico segnale"
#property description "Linea mediana (mediana 7 MA 3g-1y) = unico segnale"
#property description "Sopra = SELL | Sotto = BUY"
input double LotSize = 0.01;
@@ -18,8 +18,10 @@ input bool DebugPrint = true;
input int Magic = 2024002;
input int Slippage = 30;
int hMA[8];
int bars[8];
#define ANCHOR_TF PERIOD_D1 // calcolo ancorato a D1: stessa fair value su ogni TF
int hMA[7];
int bars[7];
datetime lastBar = 0;
bool buyFired = false;
bool sellFired = false;
@@ -31,25 +33,25 @@ int TimeToBars(int d)
datetime n = TimeCurrent();
if(n==0)
{
long s = (long)d*86400L, p = PeriodSeconds((ENUM_TIMEFRAMES)_Period);
long s = (long)d*86400L, p = PeriodSeconds(ANCHOR_TF);
return (int)MathMax(1,s/p);
}
return MathMax(1,Bars(_Symbol,_Period,n-d*86400,n));
return MathMax(1,Bars(_Symbol,ANCHOR_TF,n-d*86400,n));
}
//+------------------------------------------------------------------+
int OnInit()
{
int days[8] = {365,182,121,30,14,7,3,1};
for(int i=0;i<8;i++)
int days[7] = {365,182,121,30,14,7,3};
for(int i=0;i<7;i++)
{
bars[i] = (i<7) ? TimeToBars(days[i]) : 1;
hMA[i] = iMA(_Symbol,_Period,bars[i],0,MODE_SMA,PRICE_CLOSE);
bars[i] = TimeToBars(days[i]);
hMA[i] = iMA(_Symbol,ANCHOR_TF,bars[i],0,MODE_SMA,PRICE_CLOSE);
if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
}
if(DebugPrint) Print("=== PaPP Median EA v2.00 INIT ===");
Print(" Lot=",LotSize," Trail=",TrailStart,"/",TrailStep," MaxPos=",MaxPosPerSide);
for(int i=0;i<8;i++) Print(" MA[",i,"] bars=",bars[i]);
for(int i=0;i<7;i++) Print(" MA[",i,"] bars=",bars[i]);
buyFired = (CountPos(POSITION_TYPE_BUY) > 0);
sellFired = (CountPos(POSITION_TYPE_SELL) > 0);
if(DebugPrint) Print(" Flags restored: buyFired=",buyFired," sellFired=",sellFired);
@@ -59,17 +61,27 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
for(int i=0;i<8;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
for(int i=0;i<7;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
}
//+------------------------------------------------------------------+
double GetMA(int idx,int m)
// legge la SMA dall'ultima barra D1 chiusa (non-repaint)
double GetMA(int m)
{
double buf[1];
if(CopyBuffer(hMA[m],0,idx+1,1,buf)==1) return buf[0];
if(CopyBuffer(hMA[m],0,1,1,buf)==1) return buf[0];
return 0;
}
//+------------------------------------------------------------------+
double Median(double &a[],int n)
{
if(n<=0) return 0;
ArraySort(a);
if((n&1)==1) return a[n/2];
return 0.5*(a[n/2-1]+a[n/2]);
}
//+------------------------------------------------------------------+
int CountPos(int type)
{
@@ -163,17 +175,18 @@ void OnTick()
double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
//--- Leggi le 8 MA e calcola mediana
double mv[8]; int valid=0; double sum=0;
for(int m=0;m<8;m++) { mv[m]=GetMA(0,m); if(mv[m]>0) { sum+=mv[m]; valid++; } }
if(valid==0 || sum<=0) { if(DebugPrint) Print("SKIP: valid=",valid); return; }
//--- Leggi le 7 MA e calcola mediana
double mv[7]; double vals[]; int valid=0; ArrayResize(vals,7);
for(int m=0;m<7;m++) { mv[m]=GetMA(m); if(mv[m]>0) { vals[valid]=mv[m]; valid++; } }
if(valid==0) { if(DebugPrint) Print("SKIP: valid=",valid); return; }
ArrayResize(vals,valid);
double median = sum/valid;
double median = Median(vals,valid);
//--- Update TP/SL per tutte le posizioni con la mediana corrente
UpdateTPSL(median);
//--- Banda = min/max di MA0-MA6 (1Y a 3G), esclude MA7 (SMA(1)=noise)
//--- Banda = min/max delle 7 MA (1Y a 3G)
double minMA=mv[0], maxMA=mv[0];
for(int m=1;m<7;m++)
if(mv[m]>0) {
@@ -208,7 +221,7 @@ void OnTick()
Print("Dist=",DoubleToString(distPct,3),"% Range=",DoubleToString((maxMA-minMA)/median*100,3),"%");
Print("Trend: ",trendUp?"UP":trendDown?"DOWN":"MIX", " Allow: ",allowBuy?"B":"-",allowSell?"S":"-");
Print("Band: [",DoubleToString(buyBand,_Digits)," <- ",DoubleToString(sellBand,_Digits)," ] Pos: ",nBuy,"B ",nSell,"S");
for(int m=0;m<8;m++)
for(int m=0;m<7;m++)
if(mv[m]>0)
Print(" MA",m,"=",DoubleToString(mv[m],_Digits),
" diff=",DoubleToString(bid-mv[m],_Digits));