From 183835dfc4be1626d8e6d0ae91d44b6aaab8eddb Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 19 Jul 2026 18:59:57 +0200 Subject: [PATCH] new files added --- .../Laguerre_Adaptive_Score_Pro.mq5 | 561 ++++++++++++++++++ 1 file changed, 561 insertions(+) create mode 100644 Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/Laguerre_Adaptive_Score_Pro.mq5 diff --git a/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/Laguerre_Adaptive_Score_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/Laguerre_Adaptive_Score_Pro.mq5 new file mode 100644 index 0000000..3de90a4 --- /dev/null +++ b/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/Laguerre_Adaptive_Score_Pro.mq5 @@ -0,0 +1,561 @@ +//+------------------------------------------------------------------+ +//| Laguerre_Adaptive_Score_Pro.mq5| +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.10" // Refactored file and class references from LScore to Score +#property description "Statistical Adaptive Laguerre Z-Score (Adaptive Score) Oscillator." +#property description "Measures distance of price from the Adaptive Laguerre Filter in Sigma units." + +#property indicator_separate_window +#property indicator_buffers 3 +#property indicator_plots 2 + +//--- Plot 1: Adaptive Score Histogram (Swapped Thermal Palette) +#property indicator_label1 "Adaptive Score" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Palette Configuration: 0=Neutral/Gray, 1=Bull Flow, 2=Bull Climax, 3=Bear Flow, 4=Bear Climax +#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- Plot 2: Dynamic Signal Line +#property indicator_label2 "Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrFireBrick +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +#include +#include +#include // Centralized MTF synchronization daemon + +//--- Input Parameters --- +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe + +input group "--- Adaptive Baseline Settings ---" +input ENUM_ADAPTIVE_METHOD InpAdaptiveMethod = METHOD_EFFICIENCY_RATIO; // Adaptive Engine Method +input int InpAdaptivePeriod = 10; // Volatility/ER/StDev Period +input double InpGammaMin = 0.136; // Minimum Gamma (Max Speed) +input double InpGammaMax = 0.882; // Maximum Gamma (Max Smooth) +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source + +input group "--- Volatility Settings ---" +input int InpPeriod = 20; // Sigma Lookback Period (N) + +input group "--- Signal Line Settings ---" +input bool InpShowSignal = true; // Show Signal Line? +input int InpSignalPeriod = 5; // Signal Period +input ENUM_MA_TYPE InpSignalType = SMA; // Signal MA Type (Supports VWMA) + +input group "--- Indicator Levels ---" +input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow) +input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow) +input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax) +input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax) +input double InpLevelExtremeHigh= 2.5; // High Exhaustion Level +input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level +input color InpLevelColor = clrSilver; // Levels Color +input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style + +//--- Visual Indicator Buffers --- +double BufferScore[]; +double BufferColors[]; +double BufferSignal[]; + +//--- Volume Cache (Used on Current Timeframe Mode) +double g_double_volume[]; + +//--- Internal HTF Data Caches +double h_open[], h_high[], h_low[], h_close[], h_volume[]; +double h_res_score[], h_res_color[], h_res_signal[]; +datetime h_time[]; + +//--- Global Objects & Synchronizer State +CLaguerreAdaptiveScoreCalculator *g_calculator; +CMovingAverageCalculator *g_signal_calculator; + +bool g_is_mtf_mode = false; +ENUM_TIMEFRAMES g_calc_timeframe; +bool g_data_ready = false; +bool g_data_synced = false; +int g_htf_count = 0; +datetime g_last_htf_time = 0; + +//+------------------------------------------------------------------+ +//| Custom Indicator Initialization | +//+------------------------------------------------------------------+ +int OnInit() + { + g_data_ready = false; + g_data_synced = false; + g_htf_count = 0; + g_last_htf_time = 0; + +//--- 1. Resolve Timeframe and validate direction + g_calc_timeframe = InpTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); + + if(g_calc_timeframe < Period()) + { + PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).", + EnumToString(g_calc_timeframe), EnumToString(Period())); + return(INIT_FAILED); + } + g_is_mtf_mode = (g_calc_timeframe > Period()); + +//--- 2. Bind buffers to index mapping + SetIndexBuffer(0, BufferScore, INDICATOR_DATA); + SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufferSignal, INDICATOR_DATA); + +//--- Force strict chronological alignment (false = old to new) + ArraySetAsSeries(BufferScore, false); + ArraySetAsSeries(BufferColors, false); + ArraySetAsSeries(BufferSignal, false); + +//--- Setup EMPTY_VALUE fallback for signal line + PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); + +//--- 3. Dynamically configure horizontal levels to support custom inputs + IndicatorSetInteger(INDICATOR_LEVELS, 6); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow); + + IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor); + IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle); + + bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE); + +//--- 4. Initialize Physical Adaptive Score Calculator + if(is_ha) + g_calculator = new CLaguerreAdaptiveScoreCalculator_HA(); + else + g_calculator = new CLaguerreAdaptiveScoreCalculator(); + + if(CheckPointer(g_calculator) == POINTER_INVALID) + { + Print("Critical Error: Failed to allocate Adaptive Score Calculator memory."); + return(INIT_FAILED); + } + + if(!g_calculator.Init(InpAdaptiveMethod, InpAdaptivePeriod, InpGammaMin, InpGammaMax, InpPeriod, is_ha)) + { + Print("Critical Error: Failed to initialize Adaptive Score Calculator."); + return(INIT_FAILED); + } + +//--- 5. Initialize Physical Signal MA Calculator + if(InpShowSignal) + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); + g_signal_calculator = new CMovingAverageCalculator(); + if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType)) + { + Print("Critical Error: Failed to initialize Signal Line Calculator."); + return(INIT_FAILED); + } + } + else + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + } + +//--- 6. Dynamic Setup of Indicator Shortname + string method_str = ""; + switch(InpAdaptiveMethod) + { + case METHOD_EFFICIENCY_RATIO: + method_str = "ER"; + break; + case METHOD_ATR: + method_str = "ATR"; + break; + case METHOD_STAND_DEV: + method_str = "StDev"; + break; + } + + string sig_str = ""; + if(InpShowSignal) + { + string sig_name = EnumToString(InpSignalType); + StringToUpper(sig_name); + sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod); + } + + string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; + string short_name = StringFormat("Laguerre Adaptive Score%s%s(%s, %d, %d)%s", + is_ha ? " HA" : "", + tf_str, + method_str, + InpAdaptivePeriod, + InpPeriod, + sig_str); + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + PlotIndexSetString(0, PLOT_LABEL, "Adaptive Score"); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + +//--- Drawing offset configuration + int draw_begin = MathMax(InpAdaptivePeriod * 2, InpPeriod) + InpSignalPeriod + 5; + if(g_is_mtf_mode) + draw_begin = 0; // Handled dynamically in mapped buffers + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); + +//--- 7. Initialize Background Synchronization Timer Daemon (Only if MTF is active) + if(g_is_mtf_mode) + EventSetTimer(1); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom Indicator Deinitialization | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + EventKillTimer(); + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + if(CheckPointer(g_signal_calculator) != POINTER_INVALID) + delete g_signal_calculator; + } + +//+------------------------------------------------------------------+ +//| Custom Indicator Calculation Loop | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int required_bars = MathMax(InpAdaptivePeriod * 2, InpPeriod) + InpSignalPeriod + 10; + if(rates_total < required_bars) + return 0; + + if(CheckPointer(g_calculator) == POINTER_INVALID) + return 0; + +//--- Force chronological indexing on current timeframe arrays + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + + ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? + (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : + (ENUM_APPLIED_PRICE)InpSourcePrice; + +//=================================================================== +// MODE 1: Current Timeframe calculation (Standard ultra-high speed) +//=================================================================== + if(!g_is_mtf_mode) + { + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(ArraySize(g_double_volume) != rates_total) + { + ArrayResize(g_double_volume, rates_total); + ArraySetAsSeries(g_double_volume, false); + } + + int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0; + if(volume_limit > 0) + { + for(int i = start_sync; i < rates_total; i++) + g_double_volume[i] = (double)volume[i]; + } + else + { + for(int i = start_sync; i < rates_total; i++) + g_double_volume[i] = (double)tick_volume[i]; + } + + // 1. Calculate Adaptive Score + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferScore); + + // 2. Calculate Signal MA + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + if(InpSignalType == VWMA) + g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferScore, g_double_volume, BufferSignal, InpPeriod - 1); + else + g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferScore, BufferSignal, InpPeriod - 1); + } + else + { + for(int i = start_sync; i < rates_total; i++) + BufferSignal[i] = EMPTY_VALUE; + } + + // 3. Dynamic Histogram Color Classification + for(int i = start_sync; i < rates_total; i++) + { + double score_val = BufferScore[i]; + if(score_val > InpLevelClimaxHigh) + BufferColors[i] = 2.0; // Bull Climax (DeepSkyBlue) + else + if(score_val > InpLevelFlowHigh) + BufferColors[i] = 1.0; // Bull Flow (LightSkyBlue) + else + if(score_val < InpLevelClimaxLow) + BufferColors[i] = 4.0; // Bear Climax (OrangeRed) + else + if(score_val < InpLevelFlowLow) + BufferColors[i] = 3.0; // Bear Flow (Coral) + else + BufferColors[i] = 0.0; // Neutral (Gray) + } + + return(rates_total); + } + +//=================================================================== +// MODE 2: Multi-Timeframe Engine (Warp-free step synchronization) +//=================================================================== + if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; // Wait for next tick to let history synchronize + } + + g_data_synced = true; + +//--- Check if a new HTF candle has opened + datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); + + if(htf_updated || prev_calculated == 0) + { + g_last_htf_time = htf_time_current; + + int htf_bars = iBars(_Symbol, g_calc_timeframe); + if(htf_bars < required_bars) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent memory overload + + // Resize all HTF caching arrays + ArrayResize(h_time, g_htf_count); + ArrayResize(h_open, g_htf_count); + ArrayResize(h_high, g_htf_count); + ArrayResize(h_low, g_htf_count); + ArrayResize(h_close, g_htf_count); + ArrayResize(h_volume, g_htf_count); + ArrayResize(h_res_score, g_htf_count); + ArrayResize(h_res_color, g_htf_count); + ArrayResize(h_res_signal, g_htf_count); + + // Force chronological structure on high-level arrays + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + ArraySetAsSeries(h_volume, false); + ArraySetAsSeries(h_res_score, false); + ArraySetAsSeries(h_res_color, false); + ArraySetAsSeries(h_res_signal, false); + + // Copy basic pricing data + if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count || + CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count || + CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count || + CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count || + CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // Copy and extract proper volume types + long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(vol_limit > 0) + { + long temp_vol[]; + if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) + { + for(int i = 0; i < g_htf_count; i++) + h_volume[i] = (double)temp_vol[i]; + } + } + else + { + long temp_vol[]; + if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) + { + for(int i = 0; i < g_htf_count; i++) + 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); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+