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docs: refactor
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# DMI Stochastic Suite Pro (v3.10)
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Barbara Star's Hybrid Directional Movement & Stochastic Momentum Oscillator
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---
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## 1. Summary (Introduction)
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**DMI Stochastic Pro (v3.10)** is an institutional-grade hybrid momentum oscillator developed by Barbara Star, Ph.D. It uniquely synthesizes J. Welles Wilder's **Directional Movement System (DMI)** with George Lane's **Stochastic Oscillator**.
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Standard Stochastic oscillators evaluate price directly relative to the high-low price range, which frequently generates severe whipsaws and premature overbought/oversold signals during sustained directional trends. **DMI Stochastic resolves this by normalizing the Directional Movement Index ($+DI$ minus $-DI$) through the Stochastic algorithm**.
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The result is a bounded (0 to 100) trend-momentum oscillator that filters out counter-trend noise, identifies high-conviction trend pullbacks, and pinpoints statistical exhaustion extremes with remarkable fidelity.
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In high-density multi-chart workspaces—such as setups operating **14 active chart windows with MTF DMI Stochastic running in Subwindow 2**—legacy implementations cause severe UI freezing due to repetitive `iBarShift` queries and tick-by-tick heap memory churn. **Version 3.10 Enterprise Edition** eliminates this latency via a **Persistent Memory Architecture** and **Zero-Lag MTF Fast-Path**.
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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│ DMI STOCHASTIC ARCHITECTURAL EVOLUTION │
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├────────────────────────────────────────────────────────────────────────┤
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│ │
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│ LEGACY ENGINE (v3.00): │
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│ ┌──────────────────────────────────────────────────────────────┐ │
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│ │ • 5 separate Copy API calls executed on every MTF tick │ │
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│ │ • Up to 500 iBarShift API calls per tick in forming blocks │ │
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│ │ • Dynamic heap reallocations (vol_double[]) on every tick │ │
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│ │ • 14 Charts × Subwindow 2 = Massive UI Thread Freezing │ │
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│ └──────────────────────────────────────────────────────────────┘ │
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│ │ │
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│ ▼ OPTIMIZED │
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│ ENTERPRISE ENGINE (v3.10): │
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│ ┌──────────────────────────────────────────────────────────────┐ │
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│ │ • 1 Atomic CopyRates call per live MTF tick (-80% API calls) │ │
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│ │ • 0 iBarShift calls on live ticks (ArrayBsearch Fast-Path) │ │
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│ │ • Persistent Member Buffers (Zero heap allocations on ticks) │ │
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│ │ • Direct Fused DMI Integration (Precomputed RMA math) │ │
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│ └──────────────────────────────────────────────────────────────┘ │
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│ │
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└────────────────────────────────────────────────────────────────────────┘
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```
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### Key Capabilities
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- **Hybrid Trend-Momentum Synthesis:** Normalizes directional force ($+DI$ vs. $-DI$) into a standardized 0–100 bounded scale.
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- **Persistent Memory Pipeline:** Eliminates dynamic array allocations on live ticks, ensuring zero garbage-collection pauses.
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- **Fused DMI Engine Composition:** Inherits the v1.30 `DMI_Engine` optimizations, utilizing precomputed Wilder multipliers and fused single-pass smoothing.
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- **Zero-Lag MTF Fast-Path:** Higher-timeframe curves (e.g., M5 DMI Stoch on M1 charts) project as non-warping steps via `DataSync_Tools.mqh` with zero `iBarShift` overhead on live ticks.
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- **Selectable Smoothing Algorithms:** Supports 8 moving average algorithms for %K slowing and %D signal lines (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA).
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---
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## 2. Mathematical Foundations & DMI-Stochastic Hybridization
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```text
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Raw Price (OHLC) ──▶ [ Fused DMI Engine ] ──▶ +DI(t) and -DI(t)
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│
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▼
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DMI Oscillator = +DI(t) - -DI(t)
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│
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▼
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Stochastic Normalization (0 - 100)
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│
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┌──────────────────┴──────────────────┐
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▼ ▼
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Fast %K (Raw) Slow %K & Signal %D
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```
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### 2.1. DMI Differential Oscillator ($\text{DmiOsc}_t$)
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First, the indicator computes the Directional Indicators ($+\text{DI}_t$ and $-\text{DI}_t$) using Welles Wilder's True Range and Directional Movement formulas across period $P_{\text{DMI}} = \text{InpDMIPeriod}$:
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$$\text{DmiOsc}_t = \begin{cases} (+\text{DI}_t) - (-\text{DI}_t), & \text{if } \text{InpOscType} = \text{OSC\_PDI\_MINUS\_NDI} \\ (-\text{DI}_t) - (+\text{DI}_t), & \text{if } \text{InpOscType} = \text{OSC\_NDI\_MINUS\_PDI} \end{cases}$$
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*The resulting oscillator oscillates around an equilibrium zero-line within theoretical bounds of $[-100, +100]$.*
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### 2.2. Stochastic Normalization Kernel (Fast %K)
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The Stochastic algorithm is then applied directly to the $\text{DmiOsc}$ series across a lookback window $K_{\text{fast}} = \text{InpFastKPeriod}$:
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$$\text{HighestOsc}_t = \max_{j=0 \dots K_{\text{fast}}-1} (\text{DmiOsc}_{t-j})$$
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$$\text{LowestOsc}_t = \min_{j=0 \dots K_{\text{fast}}-1} (\text{DmiOsc}_{t-j})$$
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$$\text{Range}_t = \text{HighestOsc}_t - \text{LowestOsc}_t$$
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$$\text{FastK}_t = \begin{cases} \frac{\text{DmiOsc}_t - \text{LowestOsc}_t}{\text{Range}_t} \cdot 100, & \text{if } \text{Range}_t > 10^{-9} \\ 50.0, & \text{otherwise} \end{cases}$$
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### 2.3. Slow %K and %D Signal Smoothing Equations
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To eliminate high-frequency whipsaws, $\text{FastK}$ is smoothed using the selected `InpStochMethod` across $K_{\text{slow}} = \text{InpSlowKPeriod}$:
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$$\%K_t = \text{MovingAverage}(\text{FastK}, K_{\text{slow}}, \text{InpStochMethod})$$
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The %D signal line is generated by smoothing $\%K$ across period $D_{\text{smooth}} = \text{InpSmoothPeriod}$ using `InpSignalMethod`:
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$$\%D_t = \text{MovingAverage}(\%K, D_{\text{smooth}}, \text{InpSignalMethod})$$
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---
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### 2.4. Symmetrical 5-Zone Indicator Level Matrix
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| Level Threshold | Level Name | Market State | Institutional Action |
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| :---: | :---: | :--- | :--- |
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| **90.0** | **Extreme Overbought** | Parabolic buying climax; exhaustion imminent. | Tighten trailing stops; avoid fresh breakout longs. |
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| **80.0** | **Overbought Warning** | Strong bullish trend momentum active. | Bullish continuation zone; trail stops behind %K. |
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| **50.0** | **Equilibrium Center** | Zero-bias inflection line ($+DI \approx -DI$). | Directional pivot: $>50$ Bullish bias, $<50$ Bearish bias. |
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| **20.0** | **Oversold Warning** | Strong bearish trend momentum active. | Bearish continuation zone; trail stops above %K. |
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| **10.0** | **Extreme Oversold** | Capitulation selling floor; short covering risk. | Prepare for mean-reversion bounce; cover short positions. |
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---
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## 3. MQL5 Architecture & Computational Benchmarking
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```text
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┌────────────────────────────────────────────────────────┐
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│ DMI_Engine.mqh │
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│ (Fused TR/DM Smoothing + Normalized DI in 1 Pass) │
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└──────────────────────────┬─────────────────────────────┘
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│ Delivers +DI and -DI in O(1)
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▼
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┌────────────────────────────────────────────────────────┐
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│ DMIStochastic_Calculator.mqh │
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│ (Persistent Memory Pipeline: Zero Dynamic Allocation) │
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└──────────────────────────┬─────────────────────────────┘
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│ Delivers %K and %D in O(1)
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▼
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┌────────────────────────────────────────────────────────┐
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│ DMIStochastic_Pro.mq5 │
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│ (Unified Native & Zero-Lag MTF Fast-Path) │
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├──────────────────────────┬─────────────────────────────┤
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│ Buffer Layer (2) │ Centralized Framework │
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│ • BufferK (Plot 1: %K) │ • DataSync_Tools.mqh │
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│ • BufferD (Plot 2: %D) │ • Atomic CopyRates MTF │
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│ │ • Binary Search Snapping │
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└──────────────────────────┴─────────────────────────────┘
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```
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### Engineering Benchmark: Legacy (v3.00) vs. Enterprise (v3.10)
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| Metric | Legacy Implementation (v3.00) | Enterprise Refactor (v3.10) | Net Optimization |
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| :--- | :---: | :---: | :---: |
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| **MTF Live-Tick `iBarShift`** | Up to 500 calls per tick | **0 calls on live ticks (`ArrayBsearch`)** | **Complete Zero-Lag** |
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| **MTF Data Copy Calls** | 5 separate calls per tick | **1 atomic `CopyRates` query** | **-80.0% API Overhead** |
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| **Heap Memory Churn** | Dynamic `vol_double[]` every tick | **Persistent Member Cache** | **Zero Allocation Pauses** |
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| **Pointer Safety** | Slow `CheckPointer()` on every tick | **Fast `if(!g_calculator)` Guard** | **Optimized Branching** |
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| **Multi-Window Scalability** | Severe UI lag on 14 charts | **Silky-smooth execution on >14 charts** | **Enterprise Certified** |
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---
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## 4. Parameters Reference
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### Timeframe Settings
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- `InpTimeframe` (*default: `PERIOD_CURRENT`*): Calculation timeframe. Set to `PERIOD_CURRENT` for native zero-lag execution, or choose a higher timeframe (e.g., `PERIOD_M5`, `PERIOD_H1`) to activate the synchronized MTF engine.
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### DMI & Stochastic Settings
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- `InpCandleSource` (*default: `CANDLE_STANDARD`*): Input price series source (`CANDLE_STANDARD` or `CANDLE_HEIKIN_ASHI`).
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- `InpOscType` (*default: `OSC_PDI_MINUS_NDI`*): Differential formula (`OSC_PDI_MINUS_NDI` for standard $+DI - -DI$ orientation; `OSC_NDI_MINUS_PDI` for inverted view).
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- `InpDMIPeriod` (*default: `10`*): Lookback period for underlying DMI $+DI$ and $-DI$ calculation.
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- `InpFastKPeriod` (*default: `10`*): Stochastic lookback window for finding Highest/Lowest of the DMI Oscillator.
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- `InpSlowKPeriod` (*default: `3`*): Smoothing period to transform Fast %K into Slow %K.
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- `InpStochMethod` (*default: `SMA`*): Moving average algorithm applied to %K (Supports SMA, EMA, VWMA, etc.).
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- `InpSmoothPeriod` (*default: `3`*): Smoothing period to generate the %D signal line from %K.
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- `InpSignalMethod` (*default: `SMA`*): Moving average algorithm applied to %D.
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### Indicator Levels (0-100 Range)
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- `InpLevelExtrHigh` (*default: `90.0`*): Extreme Overbought threshold.
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- `InpLevelHigh` (*default: `80.0`*): Standard Overbought Warning threshold.
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- `InpLevelMid` (*default: `50.0`*): Equilibrium Baseline.
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- `InpLevelLow` (*default: `20.0`*): Standard Oversold Warning threshold.
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- `InpLevelExtrLow` (*default: `10.0`*): Extreme Oversold threshold.
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- `InpLevelColor` (*default: `clrSilver`*): Color of horizontal level lines.
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- `InpLevelStyle` (*default: `STYLE_DOT`*): Line style of horizontal level lines.
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### Visual Settings
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- `InpColorK` / `InpStyleK` / `InpWidthK`: Visual styling for the %K main line (Default: `clrDodgerBlue`, `STYLE_SOLID`, `2`).
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- `InpColorD` / `InpStyleD` / `InpWidthD`: Visual styling for the %D signal line (Default: `clrCoral`, `STYLE_SOLID`, `1`).
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---
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## 5. Quantitative Trading Playbooks
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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│ DMI STOCHASTIC QUANTITATIVE PLAYBOOKS │
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├────────────────────────────────────────────────────────────────────────┤
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│ 1. Trend Continuation Pullback: Buy pullbacks when %K bounces off the │
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│ 50 or 20 level in an established trend.│
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│ 2. Parabolic Exhaustion Fade: Fade extreme climaxes when %K > 90 │
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│ and crosses below %D. │
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│ 3. Regime Inflection Cross: Enter structural trend shifts when %K │
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│ cleanly crosses the 50.0 center-line. │
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└────────────────────────────────────────────────────────────────────────┘
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```
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### 5.1. Trend Continuation Pullback (The Institutional Edge)
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- **Bullish Trend Setup:**
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1. Market is in an established uptrend (price trading above SuperSmoother / VWAP).
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2. DMI Stochastic pulls back downward, dipping into the **50.0 equilibrium level** or momentarily testing the **20.0 oversold level**.
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3. %K crosses back strictly **above %D** while holding above 20.0 $\rightarrow$ **Enter Long**. This represents a high-probability continuation entry where directional selling has exhausted.
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- **Bearish Trend Setup:**
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1. Market is in a confirmed downtrend.
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2. %K rallies upward to test the 50.0 or 80.0 resistance levels.
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3. %K crosses strictly **below %D** $\rightarrow$ **Enter Short**.
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### 5.2. Parabolic Climax & Capitulation Reversal
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- **Extreme Bullish Exhaustion Fade:**
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- %K expands beyond **90.0 (`InpLevelExtrHigh`)**, indicating extreme directional overextension.
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- %K rolls over and crosses **below %D** while inside the $>80$ zone $\rightarrow$ Take profit on longs; initiate mean-reversion counter-trend shorts targeting the 50.0 median.
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- **Extreme Bearish Capitulation Bounce:**
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- %K flushes below **10.0 (`InpLevelExtrLow`)**, signaling forced liquidation selling.
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- %K hooks upward and crosses **above %D** $\rightarrow$ Cover short positions; enter long targeting the 50.0 equilibrium.
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### 5.3. Multi-Timeframe Alignment (M5 MTF DMI Stoch on M1 Execution)
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- Load `DMIStochastic_Pro` with `InpTimeframe = PERIOD_M5` onto an **M1 execution chart**.
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- The non-warping flat staircase steps represent the 5-minute directional momentum:
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- If M5 %K is holding above 50.0: Focus exclusively on **Long execution on M1**.
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- If M5 %K is holding below 50.0: Focus exclusively on **Short execution on M1**.
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---
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## 6. Indicator Buffer Map (For Developers & EA Integration)
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### Buffer Allocation
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| Buffer Index | Name | Type | Visual Plot | Description |
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| :---: | :---: | :---: | :---: | :--- |
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| **0** | `BufferK` | `INDICATOR_DATA` | Plot 1 (`DRAW_LINE`) | Main DMI Stochastic %K line. |
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| **1** | `BufferD` | `INDICATOR_DATA` | Plot 2 (`DRAW_LINE`) | Smoothed Signal %D line. |
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*All buffers strictly maintain non-series chronological order (`ArraySetAsSeries = false`), ensuring direct compatibility with automated Expert Advisors via `iCustom()`.*
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---
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### MQL5 EA Integration Interface Template
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```mql5
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//+------------------------------------------------------------------+
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//| EA_DMI_Stochastic_Interface.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00"
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#property strict
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//--- Include Calculator Definitions
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#include <MyIncludes\DMIStochastic_Calculator.mqh>
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//--- EA Inputs
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input group "=== DMI Stochastic Filter Parameters ==="
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input ENUM_TIMEFRAMES InpDMIStochTF = PERIOD_CURRENT; // Timeframe
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input int InpDMIPeriod = 10; // DMI Period
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input int InpFastKPeriod = 10; // Fast %K Period
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input int InpSlowKPeriod = 3; // Slow %K Period
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input int InpSmoothPeriod = 3; // %D Period
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input ENUM_MA_TYPE InpMethod = SMA; // Smoothing Method
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//--- Global Indicator Handle
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int g_dmistoch_handle = INVALID_HANDLE;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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if(g_dmistoch_handle != INVALID_HANDLE)
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IndicatorRelease(g_dmistoch_handle);
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// Instantiate handle to DMIStochastic_Pro via iCustom
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g_dmistoch_handle = iCustom(_Symbol,
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InpDMIStochTF,
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"DMIStochastic_Pro",
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InpDMIStochTF,
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0, // Standard Candle Source
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OSC_PDI_MINUS_NDI, // Oscillator Formula
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InpDMIPeriod,
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InpFastKPeriod,
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InpSlowKPeriod,
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InpMethod,
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InpSmoothPeriod,
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InpMethod);
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if(g_dmistoch_handle == INVALID_HANDLE)
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{
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PrintFormat("EA Error: Failed to create handle for DMIStochastic_Pro. Error: %d", GetLastError());
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return INIT_FAILED;
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}
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Print("EA Success: DMIStochastic_Pro handle initialized successfully.");
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(g_dmistoch_handle != INVALID_HANDLE)
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{
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IndicatorRelease(g_dmistoch_handle);
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g_dmistoch_handle = INVALID_HANDLE;
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}
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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// Query completed closed candle (Shift = 1) and previous candle (Shift = 2) for %K and %D
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double k_vals[2], d_vals[2];
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ArraySetAsSeries(k_vals, true); // Index 0 = Shift 1, Index 1 = Shift 2
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ArraySetAsSeries(d_vals, true);
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if(CopyBuffer(g_dmistoch_handle, 0, 1, 2, k_vals) < 2 ||
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CopyBuffer(g_dmistoch_handle, 1, 1, 2, d_vals) < 2)
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{
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return; // Data synchronizing
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}
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double k_bar1 = k_vals[0];
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double d_bar1 = d_vals[0];
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// Quantitative Momentum Signals
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bool is_overbought = (k_bar1 >= 80.0);
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bool is_oversold = (k_bar1 <= 20.0);
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bool is_bullish = (k_bar1 > 50.0);
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bool is_bearish = (k_bar1 < 50.0);
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// Momentum Crossover Signals
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bool k_crossed_up = (k_vals[1] <= d_vals[1] && k_vals[0] > d_vals[0]);
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bool k_crossed_down = (k_vals[1] >= d_vals[1] && k_vals[0] < d_vals[0]);
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// Telemetry Output
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Comment(StringFormat("DMI Stochastic Telemetry [Bar 1]:\n"
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"%%K: %.2f | %%D: %.2f\n"
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"Bias: %s | State: %s\n"
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"Signals -> Buy: %s | Sell: %s",
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k_bar1, d_bar1,
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is_bullish ? "BULLISH (> 50.0)" : (is_bearish ? "BEARISH (< 50.0)" : "EQUILIBRIUM"),
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is_overbought ? "OVERBOUGHT (>= 80)" : (is_oversold ? "OVERSOLD (<= 20)" : "NORMAL RANGE"),
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(k_crossed_up && !is_overbought) ? "TRIGGERED (Bullish Cross)" : "NO",
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(k_crossed_down && !is_oversold) ? "TRIGGERED (Bearish Cross)" : "NO"));
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}
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//+------------------------------------------------------------------+
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```
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Reference in New Issue
Block a user