diff --git a/Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/ZeroLag_EMA_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/ZeroLag_EMA_Pro.mq5 index fac3039..e395b41 100644 --- a/Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/ZeroLag_EMA_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/ZeroLag_EMA_Pro.mq5 @@ -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 //--- 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); } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+