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 | //| ZeroLag_EMA_Pro.mq5 |
//| Copyright 2025, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "2.00" // Optimized for incremental calculation #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 "Zero-Lag Exponential Moving Average (ZLEMA). Supports standard"
#property description "and Ehlers' optimized gain (Error Correcting) modes." #property description "and Ehlers' optimized gain (Error Correcting) modes."
@@ -14,16 +14,18 @@
#property indicator_type1 DRAW_LINE #property indicator_type1 DRAW_LINE
#property indicator_color1 clrMediumTurquoise #property indicator_color1 clrMediumTurquoise
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_SOLID
#property indicator_width1 2 #property indicator_width1 1
#include <MyIncludes\ZeroLag_EMA_Calculator.mqh> #include <MyIncludes\ZeroLag_EMA_Calculator.mqh>
//--- Input Parameters --- //--- Input Parameters ---
input int InpPeriod = 20; // EMA Period input group "ZLEMA Settings"
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input int InpPeriod = 20; // EMA Period
input group "Advanced Settings" input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
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 "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 --- //--- Indicator Buffers ---
double BufferZLEMA[]; 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) if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
ENUM_APPLIED_PRICE price_type; //--- Force strict chronological indexing for state-safety on input price arrays
if(InpSourcePrice <= PRICE_HA_CLOSE) ArraySetAsSeries(time, false);
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); ArraySetAsSeries(open, false);
else ArraySetAsSeries(high, false);
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; 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); g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferZLEMA);
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+