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

* 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>

PaPP v2/PaPP_Median.mq5

@@ -4,18 +4,22 @@
 //+------------------------------------------------------------------+
 #property copyright "PaPP v2"
 #property version   "2.00"
-#property description "PaPP Median - Media 8 MA (1g-1y)"
+#property description "PaPP Median - Mediana 7 MA (3g-1y)"
-#property description "Linea singola = fair value multi-TF"
+#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 gDays[7] = {365,182,121,30,14,7,3};
-int bars[8];
+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<7;i++)
-   for(int i=0;i<8;i++)
      {
-      bars[i] = (i<7) ? TimeToBars(days[i]) : 1;
+      bars[i] = TimeToBars(gDays[i]);
-      hMA[i] = iMA(_Symbol,_Period,bars[i],0,MODE_SMA,PRICE_CLOSE);
+      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;
+      //--- barra D1 che contiene il tempo di questa barra grafico
-      for(int m=0;m<8;m++)
+      int d1cur = iBarShift(_Symbol,ANCHOR_TF,time[idx],false);
+      if(d1cur<0) { Buff_Median[idx]=0; continue; }
+
+      if(!Smooth)
         {
-         double v = GetMA(idx,m);
+         //--- gradino: ultima barra D1 chiusa (non-repaint)
-         if(v>0) { sum+=v; cnt++; }
+         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

@@ -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];
+#define ANCHOR_TF PERIOD_D1   // calcolo ancorato a D1: stessa fair value su ogni TF
-int bars[8];
+
+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};
+   int days[7] = {365,182,121,30,14,7,3};
-   for(int i=0;i<8;i++)
+   for(int i=0;i<7;i++)
      {
-      bars[i] = (i<7) ? TimeToBars(days[i]) : 1;
+      bars[i] = TimeToBars(days[i]);
-      hMA[i] = iMA(_Symbol,_Period,bars[i],0,MODE_SMA,PRICE_CLOSE);
+      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
+   //--- Leggi le 7 MA e calcola mediana
-   double mv[8]; int valid=0; double sum=0;
+   double mv[7]; double vals[]; int valid=0; ArrayResize(vals,7);
-   for(int m=0;m<8;m++) { mv[m]=GetMA(0,m); if(mv[m]>0) { sum+=mv[m]; valid++; } }
+   for(int m=0;m<7;m++) { mv[m]=GetMA(m); if(mv[m]>0) { vals[valid]=mv[m]; valid++; } }
-   if(valid==0 || sum<=0) { if(DebugPrint) Print("SKIP: valid=",valid); return; }
+   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));