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Toh4iem9
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@@ -0,0 +1,561 @@
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//+------------------------------------------------------------------+
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//| Laguerre_Adaptive_Score_Pro.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 "1.10" // Refactored file and class references from LScore to Score
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#property description "Statistical Adaptive Laguerre Z-Score (Adaptive Score) Oscillator."
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#property description "Measures distance of price from the Adaptive Laguerre Filter in Sigma units."
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 2
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//--- Plot 1: Adaptive Score Histogram (Swapped Thermal Palette)
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#property indicator_label1 "Adaptive Score"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Palette Configuration: 0=Neutral/Gray, 1=Bull Flow, 2=Bull Climax, 3=Bear Flow, 4=Bear Climax
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#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Dynamic Signal Line
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrFireBrick
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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#include <MyIncludes\Laguerre_Adaptive_Score_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
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//--- Input Parameters ---
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe
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input group "--- Adaptive Baseline Settings ---"
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input ENUM_ADAPTIVE_METHOD InpAdaptiveMethod = METHOD_EFFICIENCY_RATIO; // Adaptive Engine Method
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input int InpAdaptivePeriod = 10; // Volatility/ER/StDev Period
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input double InpGammaMin = 0.136; // Minimum Gamma (Max Speed)
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input double InpGammaMax = 0.882; // Maximum Gamma (Max Smooth)
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
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input group "--- Volatility Settings ---"
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input int InpPeriod = 20; // Sigma Lookback Period (N)
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input group "--- Signal Line Settings ---"
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input bool InpShowSignal = true; // Show Signal Line?
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input int InpSignalPeriod = 5; // Signal Period
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input ENUM_MA_TYPE InpSignalType = SMA; // Signal MA Type (Supports VWMA)
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input group "--- Indicator Levels ---"
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input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow)
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input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow)
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input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax)
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input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax)
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input double InpLevelExtremeHigh= 2.5; // High Exhaustion Level
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input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level
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input color InpLevelColor = clrSilver; // Levels Color
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input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style
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//--- Visual Indicator Buffers ---
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double BufferScore[];
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double BufferColors[];
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double BufferSignal[];
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//--- Volume Cache (Used on Current Timeframe Mode)
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double g_double_volume[];
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//--- Internal HTF Data Caches
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double h_open[], h_high[], h_low[], h_close[], h_volume[];
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double h_res_score[], h_res_color[], h_res_signal[];
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datetime h_time[];
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//--- Global Objects & Synchronizer State
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CLaguerreAdaptiveScoreCalculator *g_calculator;
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CMovingAverageCalculator *g_signal_calculator;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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//+------------------------------------------------------------------+
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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//--- 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return(INIT_FAILED);
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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//--- 2. Bind buffers to index mapping
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SetIndexBuffer(0, BufferScore, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferSignal, INDICATOR_DATA);
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//--- Force strict chronological alignment (false = old to new)
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ArraySetAsSeries(BufferScore, false);
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ArraySetAsSeries(BufferColors, false);
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ArraySetAsSeries(BufferSignal, false);
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//--- Setup EMPTY_VALUE fallback for signal line
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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//--- 3. Dynamically configure horizontal levels to support custom inputs
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IndicatorSetInteger(INDICATOR_LEVELS, 6);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow);
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IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
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IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
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bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
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//--- 4. Initialize Physical Adaptive Score Calculator
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if(is_ha)
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g_calculator = new CLaguerreAdaptiveScoreCalculator_HA();
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else
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g_calculator = new CLaguerreAdaptiveScoreCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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{
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Print("Critical Error: Failed to allocate Adaptive Score Calculator memory.");
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return(INIT_FAILED);
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}
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if(!g_calculator.Init(InpAdaptiveMethod, InpAdaptivePeriod, InpGammaMin, InpGammaMax, InpPeriod, is_ha))
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{
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Print("Critical Error: Failed to initialize Adaptive Score Calculator.");
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return(INIT_FAILED);
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}
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//--- 5. Initialize Physical Signal MA Calculator
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if(InpShowSignal)
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
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g_signal_calculator = new CMovingAverageCalculator();
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if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
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{
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Print("Critical Error: Failed to initialize Signal Line Calculator.");
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return(INIT_FAILED);
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}
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}
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else
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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}
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//--- 6. Dynamic Setup of Indicator Shortname
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string method_str = "";
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switch(InpAdaptiveMethod)
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{
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case METHOD_EFFICIENCY_RATIO:
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method_str = "ER";
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break;
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case METHOD_ATR:
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method_str = "ATR";
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break;
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case METHOD_STAND_DEV:
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method_str = "StDev";
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break;
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}
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string sig_str = "";
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if(InpShowSignal)
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{
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string sig_name = EnumToString(InpSignalType);
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StringToUpper(sig_name);
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sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod);
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}
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string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
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string short_name = StringFormat("Laguerre Adaptive Score%s%s(%s, %d, %d)%s",
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is_ha ? " HA" : "",
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tf_str,
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method_str,
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InpAdaptivePeriod,
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InpPeriod,
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sig_str);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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PlotIndexSetString(0, PLOT_LABEL, "Adaptive Score");
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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//--- Drawing offset configuration
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int draw_begin = MathMax(InpAdaptivePeriod * 2, InpPeriod) + InpSignalPeriod + 5;
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if(g_is_mtf_mode)
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draw_begin = 0; // Handled dynamically in mapped buffers
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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//--- 7. Initialize Background Synchronization Timer Daemon (Only if MTF is active)
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if(g_is_mtf_mode)
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
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delete g_signal_calculator;
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Calculation Loop |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int required_bars = MathMax(InpAdaptivePeriod * 2, InpPeriod) + InpSignalPeriod + 10;
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if(rates_total < required_bars)
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return 0;
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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//--- Force chronological indexing on current timeframe arrays
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
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(ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) :
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(ENUM_APPLIED_PRICE)InpSourcePrice;
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//===================================================================
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// MODE 1: Current Timeframe calculation (Standard ultra-high speed)
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//===================================================================
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if(!g_is_mtf_mode)
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{
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(ArraySize(g_double_volume) != rates_total)
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{
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ArrayResize(g_double_volume, rates_total);
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ArraySetAsSeries(g_double_volume, false);
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}
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int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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if(volume_limit > 0)
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{
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for(int i = start_sync; i < rates_total; i++)
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g_double_volume[i] = (double)volume[i];
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}
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else
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{
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for(int i = start_sync; i < rates_total; i++)
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g_double_volume[i] = (double)tick_volume[i];
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}
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// 1. Calculate Adaptive Score
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferScore);
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// 2. Calculate Signal MA
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if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
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{
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if(InpSignalType == VWMA)
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g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferScore, g_double_volume, BufferSignal, InpPeriod - 1);
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else
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g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferScore, BufferSignal, InpPeriod - 1);
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}
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else
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{
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for(int i = start_sync; i < rates_total; i++)
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BufferSignal[i] = EMPTY_VALUE;
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}
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// 3. Dynamic Histogram Color Classification
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for(int i = start_sync; i < rates_total; i++)
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{
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double score_val = BufferScore[i];
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if(score_val > InpLevelClimaxHigh)
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BufferColors[i] = 2.0; // Bull Climax (DeepSkyBlue)
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else
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if(score_val > InpLevelFlowHigh)
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BufferColors[i] = 1.0; // Bull Flow (LightSkyBlue)
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else
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if(score_val < InpLevelClimaxLow)
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BufferColors[i] = 4.0; // Bear Climax (OrangeRed)
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else
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if(score_val < InpLevelFlowLow)
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BufferColors[i] = 3.0; // Bear Flow (Coral)
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else
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BufferColors[i] = 0.0; // Neutral (Gray)
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}
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return(rates_total);
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}
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//===================================================================
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// MODE 2: Multi-Timeframe Engine (Warp-free step synchronization)
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//===================================================================
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if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
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{
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g_data_synced = false;
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return 0; // Wait for next tick to let history synchronize
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}
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g_data_synced = true;
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//--- Check if a new HTF candle has opened
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datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars < required_bars)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent memory overload
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// Resize all HTF caching arrays
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_volume, g_htf_count);
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ArrayResize(h_res_score, g_htf_count);
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ArrayResize(h_res_color, g_htf_count);
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ArrayResize(h_res_signal, g_htf_count);
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// Force chronological structure on high-level arrays
|
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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ArraySetAsSeries(h_volume, false);
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ArraySetAsSeries(h_res_score, false);
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ArraySetAsSeries(h_res_color, false);
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ArraySetAsSeries(h_res_signal, false);
|
||||
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// Copy basic pricing data
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if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
|
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CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
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CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
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CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count)
|
||||
{
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g_data_ready = false;
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return 0;
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}
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||||
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// Copy and extract proper volume types
|
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(vol_limit > 0)
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{
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||||
long temp_vol[];
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if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
|
||||
{
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for(int i = 0; i < g_htf_count; i++)
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h_volume[i] = (double)temp_vol[i];
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||||
}
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||||
}
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||||
else
|
||||
{
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||||
long temp_vol[];
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if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
|
||||
{
|
||||
for(int i = 0; i < g_htf_count; i++)
|
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h_volume[i] = (double)temp_vol[i];
|
||||
}
|
||||
}
|
||||
|
||||
//--- Calculate HTF core Adaptive Score
|
||||
g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_score);
|
||||
|
||||
//--- Calculate HTF Signal MA
|
||||
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
||||
{
|
||||
if(InpSignalType == VWMA)
|
||||
g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_score, h_volume, h_res_signal, InpPeriod - 1);
|
||||
else
|
||||
g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_score, h_res_signal, InpPeriod - 1);
|
||||
}
|
||||
|
||||
//--- Calculate HTF dynamic coloring
|
||||
for(int i = 0; i < g_htf_count; i++)
|
||||
{
|
||||
double score_val = h_res_score[i];
|
||||
if(score_val > InpLevelClimaxHigh)
|
||||
h_res_color[i] = 2.0;
|
||||
else
|
||||
if(score_val > InpLevelFlowHigh)
|
||||
h_res_color[i] = 1.0;
|
||||
else
|
||||
if(score_val < InpLevelClimaxLow)
|
||||
h_res_color[i] = 4.0;
|
||||
else
|
||||
if(score_val < InpLevelFlowLow)
|
||||
h_res_color[i] = 3.0;
|
||||
else
|
||||
h_res_color[i] = 0.0;
|
||||
}
|
||||
|
||||
g_data_ready = true;
|
||||
}
|
||||
|
||||
if(!g_data_ready)
|
||||
return 0;
|
||||
|
||||
//--- 5. Real-Time Update for the active forming HTF candle (Index: g_htf_count - 1) on every tick
|
||||
int live_idx = g_htf_count - 1;
|
||||
if(live_idx >= required_bars)
|
||||
{
|
||||
double o[1], h[1], l[1], c[1];
|
||||
long v[1];
|
||||
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
|
||||
if(shift >= 0 &&
|
||||
CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
|
||||
CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
|
||||
CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
|
||||
CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1)
|
||||
{
|
||||
h_open[live_idx] = o[0];
|
||||
h_high[live_idx] = h[0];
|
||||
h_low[live_idx] = l[0];
|
||||
h_close[live_idx] = c[0];
|
||||
|
||||
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||
if(vol_limit > 0)
|
||||
{
|
||||
if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
|
||||
h_volume[live_idx] = (double)v[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
|
||||
h_volume[live_idx] = (double)v[0];
|
||||
}
|
||||
|
||||
// Stateful, O(1) mock update for the live HTF bar
|
||||
g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_score);
|
||||
|
||||
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
||||
{
|
||||
if(InpSignalType == VWMA)
|
||||
g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_score, h_volume, h_res_signal, InpPeriod - 1);
|
||||
else
|
||||
g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_score, h_res_signal, InpPeriod - 1);
|
||||
}
|
||||
|
||||
double score_val = h_res_score[live_idx];
|
||||
if(score_val > InpLevelClimaxHigh)
|
||||
h_res_color[live_idx] = 2.0;
|
||||
else
|
||||
if(score_val > InpLevelFlowHigh)
|
||||
h_res_color[live_idx] = 1.0;
|
||||
else
|
||||
if(score_val < InpLevelClimaxLow)
|
||||
h_res_color[live_idx] = 4.0;
|
||||
else
|
||||
if(score_val < InpLevelFlowLow)
|
||||
h_res_color[live_idx] = 3.0;
|
||||
else
|
||||
h_res_color[live_idx] = 0.0;
|
||||
}
|
||||
}
|
||||
|
||||
//--- 6. Warp-free step force (Staircase Solution anchor determination)
|
||||
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
|
||||
int first_bar_of_forming_htf = rates_total - 1;
|
||||
while(first_bar_of_forming_htf > 0 &&
|
||||
iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
|
||||
{
|
||||
first_bar_of_forming_htf--;
|
||||
}
|
||||
first_bar_of_forming_htf++; // Anchor set to start of current HTF period block
|
||||
|
||||
if(start > first_bar_of_forming_htf)
|
||||
start = first_bar_of_forming_htf;
|
||||
|
||||
//--- 7. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity)
|
||||
for(int i = start; i < rates_total; i++)
|
||||
{
|
||||
datetime t = time[i];
|
||||
int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
|
||||
|
||||
if(shift_htf >= 0)
|
||||
{
|
||||
int idx_htf = g_htf_count - 1 - shift_htf;
|
||||
if(idx_htf >= 0 && idx_htf < g_htf_count)
|
||||
{
|
||||
BufferScore[i] = h_res_score[idx_htf];
|
||||
BufferColors[i] = h_res_color[idx_htf];
|
||||
BufferSignal[i] = InpShowSignal ? h_res_signal[idx_htf] : EMPTY_VALUE;
|
||||
}
|
||||
else
|
||||
{
|
||||
BufferScore[i] = EMPTY_VALUE;
|
||||
BufferColors[i] = 0.0;
|
||||
BufferSignal[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
BufferScore[i] = EMPTY_VALUE;
|
||||
BufferColors[i] = 0.0;
|
||||
BufferSignal[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| OnTimer Event Handler |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTimer()
|
||||
{
|
||||
//--- Delegate asynchronous history checking and forced redraws to DataSync daemon
|
||||
int required_bars = MathMax(InpAdaptivePeriod * 2, InpPeriod) + InpSignalPeriod + 10;
|
||||
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user