refactor: Unified MTF Engine Pattern

Indicators/MyIndicators/MovingAverage_MTF_Pro.mq5

@@ -1,9 +1,9 @@
 //+------------------------------------------------------------------+
 //|                                        MovingAverage_MTF_Pro.mq5 |
-//|                                          Copyright 2025, xxxxxxxx|
+//|                                    Copyright 2025, xxxxxxxx      |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property version   "1.10" // Optimized for incremental MTF calculation
+#property version   "2.00" // Unified MTF Engine Pattern
 #property description "Multi-Timeframe (MTF) Universal Moving Average."
 
 #property indicator_chart_window
@@ -18,7 +18,10 @@
 #include <MyIncludes\MovingAverage_Engine.mqh>
 
 //--- Input Parameters ---
-input ENUM_TIMEFRAMES           InpUpperTimeframe = PERIOD_CURRENT;
+input group "Timeframe Settings"
+input ENUM_TIMEFRAMES           InpUpperTimeframe = PERIOD_H1; // Target Timeframe
+
+input group "MA Settings"
 input int                       InpPeriod         = 20;
 input ENUM_MA_TYPE              InpMAType         = SMA;
 input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice    = PRICE_CLOSE_STD;
@@ -26,80 +29,64 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice    = PRICE_CLOSE_STD;
 //--- Indicator Buffers ---
 double    BufferMA_MTF[];
 
-//--- Internal Buffer for HTF Calculation (Must be global to persist state)
+//--- MTF Globals ---
-double    BufferMA_HTF_Internal[];
+double    g_htf_buffer[];       // Internal buffer for HTF calculation
+int       g_htf_prev_calculated = 0;
+double    g_buf_open[], g_buf_high[], g_buf_low[], g_buf_close[]; // HTF Price Data
 
 //--- Global variables ---
 CMovingAverageCalculator *g_calculator;
 bool                      g_is_mtf_mode = false;
 ENUM_TIMEFRAMES           g_calc_timeframe;
 
-//+------------------------------------------------------------------+
-//| Custom indicator initialization function                         |
 //+------------------------------------------------------------------+
 int OnInit()
   {
-//--- Resolve Timeframe
+//--- 1. Resolve Timeframe
    g_calc_timeframe = InpUpperTimeframe;
    if(g_calc_timeframe == PERIOD_CURRENT)
       g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
 
-//--- Validation
    if(g_calc_timeframe < Period())
      {
-      Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe.");
+      Print("Error: Target timeframe must be >= current timeframe.");
       return(INIT_FAILED);
      }
    g_is_mtf_mode = (g_calc_timeframe > Period());
 
-//--- Buffer Mapping
+//--- 2. Buffer Setup
    SetIndexBuffer(0, BufferMA_MTF, INDICATOR_DATA);
-   ArraySetAsSeries(BufferMA_MTF, false);
+   ArraySetAsSeries(BufferMA_MTF, false); // Standard indexing
    PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
 
-//--- Initialize Calculator
+//--- 3. Initialize Calculator
    if(InpSourcePrice <= PRICE_HA_CLOSE)
       g_calculator = new CMovingAverageCalculator_HA();
    else
       g_calculator = new CMovingAverageCalculator();
 
-   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType))
+   if(!g_calculator.Init(InpPeriod, InpMAType))
-     {
-      Print("Failed to initialize Moving Average Calculator.");
       return(INIT_FAILED);
-     }
 
-//--- Set Short Name
+//--- 4. Short Name
    string ma_name = EnumToString(InpMAType);
-   StringToUpper(ma_name);
+   string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
-   string short_name;
+   string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
-   if(g_is_mtf_mode)
-      short_name = StringFormat("%s MTF%s(%s,%d)", ma_name, (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), EnumToString(g_calc_timeframe), InpPeriod);
-   else
-      short_name = StringFormat("%s%s(%d)", ma_name, (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpPeriod);
 
+   string short_name = StringFormat("%s%s%s(%d)", ma_name, type, tf_str, InpPeriod);
    IndicatorSetString(INDICATOR_SHORTNAME, short_name);
-   PlotIndexSetString(0, PLOT_LABEL, short_name);
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod);
-   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
-   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
 
    return(INIT_SUCCEEDED);
   }
 
-//+------------------------------------------------------------------+
-//| Deinitialization                                                 |
 //+------------------------------------------------------------------+
 void OnDeinit(const int reason)
   {
    if(CheckPointer(g_calculator) != POINTER_INVALID)
       delete g_calculator;
-
-// Free internal memory
-   ArrayFree(BufferMA_HTF_Internal);
   }
 
-//+------------------------------------------------------------------+
-//| Calculation function                                             |
 //+------------------------------------------------------------------+
 int OnCalculate(const int rates_total,
                 const int prev_calculated,
@@ -112,98 +99,88 @@ int OnCalculate(const int rates_total,
                 const long &volume[],
                 const int &spread[])
   {
-   if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
+   if(rates_total < 2)
       return 0;
 
-   ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
+   ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
+                                   (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) :
+                                   (ENUM_APPLIED_PRICE)InpSourcePrice;
 
 //================================================================
-// MTF MODE
+// MODE 1: Current Timeframe
 //================================================================
-   if(g_is_mtf_mode)
+   if(!g_is_mtf_mode)
      {
-      //--- 1. Get HTF Bars Count
-      int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT);
-      if(htf_rates_total < InpPeriod)
-         return 0;
-
-      //--- 2. Manage HTF State (Incremental Logic)
-      static int htf_prev_calculated = 0;
-
-      // Reset if chart was reset
-      if(prev_calculated == 0)
-         htf_prev_calculated = 0;
-
-      //--- 3. Fetch HTF Data
-      // We copy the full history for data integrity, but the Calculator will optimize the math.
-      // Copying simple arrays is fast in MT5.
-      datetime htf_time[];
-      double htf_open[], htf_high[], htf_low[], htf_close[];
-
-      // Only copy if we have new data or need full recalc
-      // For robustness, we copy full range, but we could optimize this further.
-      // Given the Engine optimization, copying is acceptable.
-      if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
-         CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
-         CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
-         CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
-         CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0)
-         return 0;
-
-      //--- 4. Resize Internal Buffer
-      if(ArraySize(BufferMA_HTF_Internal) != htf_rates_total)
-         ArrayResize(BufferMA_HTF_Internal, htf_rates_total);
-
-      //--- 5. Calculate on HTF (Optimized)
-      // Pass htf_prev_calculated so the engine skips already calculated bars!
-      g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferMA_HTF_Internal);
-
-      // Update state
-      htf_prev_calculated = htf_rates_total;
-
-      //--- 6. Map to Current Timeframe (Optimized Loop)
-      // We need to access time[] as series for iBarShift usually, but let's stick to linear mapping
-      // Standard iBarShift works with time.
-
-      ArraySetAsSeries(htf_time, true);            // HTF time as series for search? No, CopyTime is non-series by default.
-      ArraySetAsSeries(BufferMA_HTF_Internal, true); // Set as series to match iBarShift index logic (0 is newest)
-      ArraySetAsSeries(time, true);                // Current time as series
-      ArraySetAsSeries(BufferMA_MTF, true);        // Output as series
-
-      // Determine where to start mapping
-      int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
-      // We iterate backwards from newest (0) to limit
-
-      for(int i = 0; i < limit; i++)
-        {
-         // Find which HTF bar corresponds to the current bar time
-         int htf_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
-
-         if(htf_shift >= 0 && htf_shift < htf_rates_total)
-           {
-            // BufferMA_HTF_Internal is set as series, so htf_shift (0=newest) works directly
-            BufferMA_MTF[i] = BufferMA_HTF_Internal[htf_shift];
-           }
-         else
-           {
-            BufferMA_MTF[i] = EMPTY_VALUE;
-           }
-        }
-
-      // Restore array indexing to default (false)
-      ArraySetAsSeries(BufferMA_HTF_Internal, false);
-      ArraySetAsSeries(time, false);
-      ArraySetAsSeries(BufferMA_MTF, false);
-     }
-//================================================================
-// CURRENT TIMEFRAME MODE
-//================================================================
-   else
-     {
-      // Direct calculation with optimization
       g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferMA_MTF);
+      return(rates_total);
      }
 
+//================================================================
+// MODE 2: MTF Engine
+//================================================================
+
+//--- A. Get HTF Data Count
+   int htf_rates_total = iBars(_Symbol, g_calc_timeframe);
+   if(htf_rates_total < InpPeriod)
+      return 0;
+
+//--- B. Reset State on Full Recalc
+   if(prev_calculated == 0)
+     {
+      g_htf_prev_calculated = 0;
+      ArrayInitialize(BufferMA_MTF, EMPTY_VALUE);
+     }
+
+//--- C. Fetch HTF Data
+   if(CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_open) < 0 ||
+      CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_high) < 0 ||
+      CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_low) < 0 ||
+      CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_close) < 0)
+     {
+      return 0;
+     }
+
+//--- D. Resize HTF Buffer
+   if(ArraySize(g_htf_buffer) != htf_rates_total)
+      ArrayResize(g_htf_buffer, htf_rates_total);
+
+//--- E. Calculate HTF (Incremental)
+   int htf_calc_start = (g_htf_prev_calculated > 0) ? g_htf_prev_calculated - 1 : 0;
+
+   g_calculator.Calculate(htf_rates_total, htf_calc_start, price_type,
+                          g_buf_open, g_buf_high, g_buf_low, g_buf_close,
+                          g_htf_buffer);
+
+   g_htf_prev_calculated = htf_rates_total;
+
+//--- F. Map to Current Chart (The Staircase)
+// CRITICAL: Set HTF buffer as SERIES to match iBarShift (0 = Newest)
+   ArraySetAsSeries(g_htf_buffer, true);
+
+// Ensure 'time' is NOT series for our loop (0 = Oldest)
+   ArraySetAsSeries(time, false);
+
+   int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+   for(int i = limit; i < rates_total; i++)
+     {
+      datetime current_time = time[i];
+      int htf_index = iBarShift(_Symbol, g_calc_timeframe, current_time, false);
+
+      if(htf_index >= 0 && htf_index < htf_rates_total)
+        {
+         BufferMA_MTF[i] = g_htf_buffer[htf_index];
+        }
+      else
+        {
+         BufferMA_MTF[i] = EMPTY_VALUE;
+        }
+     }
+
+// CRITICAL: Restore HTF buffer to non-series for next calculation
+   ArraySetAsSeries(g_htf_buffer, false);
+
    return(rates_total);
   }
 //+------------------------------------------------------------------+
+//+------------------------------------------------------------------+