refactor: Optimized with Forming LTF Block Flat-Force and OnTimer Guard

This commit is contained in:
Toh4iem9
2026-06-23 17:06:53 +02:00
parent 3a1990436d
commit 1f4cd6acf2
+164 -48
View File
@@ -3,9 +3,9 @@
//| Copyright 2026, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00" #property version "1.20" // Optimized with Forming LTF Block Flat-Force and OnTimer Guard
#property description "Volatility Squeeze (Multi-Timeframe)." #property description "Volatility Squeeze (Multi-Timeframe)."
#property description "Displays HTF Squeeze status on current chart." #property description "Displays HTF Squeeze status on current chart cleanly without live-bar warping."
#property indicator_separate_window #property indicator_separate_window
#property indicator_buffers 3 #property indicator_buffers 3
@@ -39,28 +39,57 @@ double BufMom[];
double BufSqzVal[]; double BufSqzVal[];
double BufSqzColor[]; double BufSqzColor[];
//--- Internal HTF Data //--- Internal HTF Data Caches
double h_open[], h_high[], h_low[], h_close[]; double h_open[], h_high[], h_low[], h_close[];
datetime h_time[]; datetime h_time[];
// HTF Results // HTF Results cached
double h_mom[], h_val[], h_col[]; double h_mom[], h_val[], h_col[];
//--- Global HTF State Tracking
CSqueezeCalculator *g_calc; CSqueezeCalculator *g_calc;
datetime g_last_htf_time = 0;
int g_htf_count = 0;
bool g_data_ready = false;
bool g_data_synced = false;
//+------------------------------------------------------------------+
//| EnsureHTFDataReady |
//+------------------------------------------------------------------+
bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars)
{
ResetLastError();
if(!SymbolInfoInteger(symbol, SYMBOL_SELECT))
{
SymbolSelect(symbol, true);
}
datetime times[];
int copied = CopyTime(symbol, timeframe, 0, required_bars, times);
return (copied >= required_bars);
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Init | //| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnInit() int OnInit()
{ {
g_data_ready = false;
g_data_synced = false;
g_last_htf_time = 0;
g_htf_count = 0;
if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
{ {
Print("Warning: Target Timeframe should be > Current Timeframe."); Print("Warning: Target Timeframe should be > Current Timeframe.");
} }
SetIndexBuffer(0, BufMom, INDICATOR_DATA); SetIndexBuffer(0, BufMom, INDICATOR_DATA);
SetIndexBuffer(1, BufSqzVal, INDICATOR_DATA); SetIndexBuffer(1, BufSqzVal, INDICATOR_DATA);
SetIndexBuffer(2, BufSqzColor, INDICATOR_COLOR_INDEX); SetIndexBuffer(2, BufSqzColor, INDICATOR_COLOR_INDEX);
ArraySetAsSeries(BufMom, false);
ArraySetAsSeries(BufSqzVal, false);
ArraySetAsSeries(BufSqzColor, false);
PlotIndexSetInteger(1, PLOT_ARROW, 159); // Dot character PlotIndexSetInteger(1, PLOT_ARROW, 159); // Dot character
string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
@@ -68,13 +97,24 @@ int OnInit()
IndicatorSetString(INDICATOR_SHORTNAME, name); IndicatorSetString(INDICATOR_SHORTNAME, name);
g_calc = new CSqueezeCalculator(); g_calc = new CSqueezeCalculator();
if(!g_calc.Init(InpPeriod, InpBBMult, InpKCMult, InpMomPeriod)) if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod, InpBBMult, InpKCMult, InpMomPeriod))
return INIT_FAILED; return INIT_FAILED;
//--- Initialize 1-second timer for weekend/async chart refreshes
EventSetTimer(1);
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
} }
void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; } //+------------------------------------------------------------------+
//| OnDeinit |
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
EventKillTimer();
if(CheckPointer(g_calc) != POINTER_INVALID)
delete g_calc;
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Calculate | //| Calculate |
@@ -90,44 +130,100 @@ int OnCalculate(const int rates_total,
const long &volume[], const long &volume[],
const int &spread[]) const int &spread[])
{ {
// 1. Fetch HTF Data //--- Ensure target timeframe history is ready
int htf_bars = iBars(_Symbol, InpTimeframe); int required_bars = InpPeriod + InpMomPeriod + 10;
if(htf_bars < InpPeriod + InpMomPeriod) if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
return 0;
// Fetch block
int count = MathMin(htf_bars, 3000);
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count)
return 0;
if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count)
return 0;
if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count)
return 0;
if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count)
return 0;
if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count)
return 0;
// 2. Calc on HTF
if(ArraySize(h_mom) != count)
{ {
ArrayResize(h_mom, count); g_data_synced = false;
ArrayResize(h_val, count); return 0; // Wait for next tick to let history load
ArrayResize(h_col, count);
} }
g_calc.Calculate(count, 0, InpPrice, h_open, h_high, h_low, h_close, h_mom, h_val, h_col); g_data_synced = true;
// 3. Map to Current Chart //--- 1. Check if a new HTF bar has formed
datetime htf_time_current = iTime(_Symbol, InpTimeframe, 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, InpTimeframe);
if(htf_bars < required_bars)
{
g_data_ready = false;
return 0;
}
g_htf_count = MathMin(htf_bars, 3000);
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_mom, g_htf_count);
ArrayResize(h_val, g_htf_count);
ArrayResize(h_col, g_htf_count);
if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count ||
CopyOpen(_Symbol, InpTimeframe, 0, g_htf_count, h_open) != g_htf_count ||
CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count ||
CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count ||
CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != g_htf_count)
{
g_data_ready = false;
return 0;
}
//--- Calculate Squeeze parameters on HTF (Closed bars and forming bar initialized)
g_calc.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_mom, h_val, h_col);
g_data_ready = true;
}
if(!g_data_ready)
return 0;
//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick!
int live_idx = g_htf_count - 1;
if(live_idx >= InpPeriod)
{
double o[1], h[1], l[1], c[1];
int shift = iBarShift(_Symbol, InpTimeframe, htf_time_current, false);
if(shift >= 0 &&
CopyOpen(_Symbol, InpTimeframe, shift, 1, o) == 1 &&
CopyHigh(_Symbol, InpTimeframe, shift, 1, h) == 1 &&
CopyLow(_Symbol, InpTimeframe, shift, 1, l) == 1 &&
CopyClose(_Symbol, InpTimeframe, 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];
// Incremental recalculation on the live HTF index (O(1) tick performance)
g_calc.Calculate(g_htf_count, live_idx, InpPrice, h_open, h_high, h_low, h_close, h_mom, h_val, h_col);
}
}
//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar
//--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick!
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; 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, InpTimeframe, time[first_bar_of_forming_htf], false) == 0)
{
first_bar_of_forming_htf--;
}
first_bar_of_forming_htf++; // This is the start of the forming step on lower TF chart
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
//--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick)
for(int i = start; i < rates_total; i++) for(int i = start; i < rates_total; i++)
{ {
datetime t = time[i]; datetime t = time[i];
@@ -135,23 +231,43 @@ int OnCalculate(const int rates_total,
if(shift_htf >= 0) if(shift_htf >= 0)
{ {
int idx_htf = count - 1 - shift_htf; int idx_htf = g_htf_count - 1 - shift_htf;
if(idx_htf >= 0 && idx_htf < g_htf_count)
if(idx_htf >= 0 && idx_htf < count)
{ {
BufMom[i] = h_mom[idx_htf]; BufMom[i] = h_mom[idx_htf];
BufSqzVal[i] = 0.0; // Dots always on zero line BufSqzVal[i] = 0.0; // Squeeze dots always anchored to Zero Line
BufSqzColor[i] = h_col[idx_htf]; // 1.0=Red(ON), 0.0=Green(OFF) BufSqzColor[i] = h_col[idx_htf]; // 1.0=Red(Squeeze ON), 0.0=Green(Squeeze OFF)
} }
else else
{ {
BufMom[i] = EMPTY_VALUE; BufMom[i] = EMPTY_VALUE;
BufSqzVal[i] = EMPTY_VALUE; BufSqzVal[i] = EMPTY_VALUE;
} }
} }
else
{
BufMom[i] = EMPTY_VALUE;
BufSqzVal[i] = EMPTY_VALUE;
}
} }
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| OnTimer |
//| Handles loading checks and force-redraws |
//+------------------------------------------------------------------+
void OnTimer()
{
if(!g_data_synced)
{
int required_bars = InpPeriod + InpMomPeriod + 5;
if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
{
g_data_synced = true;
ChartRedraw(); // Force MT5 to invoke OnCalculate
}
}
}
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+