refactor: Upgraded with strict chronological sorting safeguards and pointer guards

This commit is contained in:
Toh4iem9
2026-07-05 16:24:28 +02:00
parent 15b07e8b94
commit 1e4a597379
@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| ZeroLag_EMA_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "2.00" // Optimized for incremental calculation
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.10" // Upgraded with strict chronological sorting safeguards and pointer guards
#property description "Zero-Lag Exponential Moving Average (ZLEMA). Supports standard"
#property description "and Ehlers' optimized gain (Error Correcting) modes."
@@ -14,16 +14,18 @@
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrMediumTurquoise
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_width1 1
#include <MyIncludes\ZeroLag_EMA_Calculator.mqh>
//--- Input Parameters ---
input int InpPeriod = 20; // EMA Period
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input group "Advanced Settings"
input bool InpOptimizeGain = false; // Use Ehlers' Error Correcting (slower)
input double InpGainLimit = 5.0; // Gain Limit for optimization (e.g., 5.0 = +/- 50 steps)
input group "ZLEMA Settings"
input int InpPeriod = 20; // EMA Period
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
input group "Advanced Settings"
input bool InpOptimizeGain = false; // Use Ehlers' Error Correcting (slower)
input double InpGainLimit = 5.0; // Gain Limit for optimization (e.g., 5.0 = +/- 50 steps)
//--- Indicator Buffers ---
double BufferZLEMA[];
@@ -68,19 +70,35 @@ void OnDeinit(const int reason)
}
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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[])
{
if(rates_total < InpPeriod * 2)
return(0);
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- Force strict chronological indexing for state-safety on input price 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;
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferZLEMA);
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+