mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
+453
@@ -0,0 +1,453 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Laguerre_Adaptive_Acceleration_Pro.mq5|
|
||||
//| Copyright 2026, xxxxxxxx|
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2026, xxxxxxxx"
|
||||
#property version "1.00" // Unified Standard & MTF Adaptive Acceleration release
|
||||
#property description "Acceleration (2nd derivative) of John Ehlers' Adaptive Laguerre Filter."
|
||||
#property description "Features dynamic ER/ATR/StDev adaptive paths with 5-zone thermal coloring."
|
||||
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 2
|
||||
|
||||
//--- Plot 1: Adaptive Acceleration (Color Histogram)
|
||||
#property indicator_label1 "Adaptive Accel"
|
||||
#property indicator_type1 DRAW_COLOR_HISTOGRAM
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
// Palette mapping: 0=Gray, 1=DodgerBlue, 2=LightSkyBlue, 3=Crimson, 4=Coral
|
||||
#property indicator_color1 clrGray, clrDodgerBlue, clrLightSkyBlue, clrCrimson, clrCoral
|
||||
|
||||
//--- Plot 2: Optional Signal MA Line (Continuous Line)
|
||||
#property indicator_label2 "Signal MA"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 1
|
||||
#property indicator_color2 clrMaroon
|
||||
|
||||
//--- Included Engines & Central Tools
|
||||
#include <MyIncludes\Laguerre_Adaptive_Acceleration_Calculator.mqh>
|
||||
#include <MyIncludes\MovingAverage_Engine.mqh>
|
||||
#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
|
||||
|
||||
//--- Input Parameters ---
|
||||
input group "--- Timeframe Settings ---"
|
||||
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe
|
||||
|
||||
input group "--- Adaptive Baseline Settings ---"
|
||||
input ENUM_ADAPTIVE_METHOD InpAdaptiveMethod = METHOD_EFFICIENCY_RATIO; // Adaptive Engine Method
|
||||
input int InpAdaptivePeriod = 10; // Volatility/ER/StDev Period
|
||||
input double InpGammaMin = 0.136; // Minimum Gamma (Max Speed)
|
||||
input double InpGammaMax = 0.882; // Maximum Gamma (Max Smooth)
|
||||
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
|
||||
input double InpThreshold = 0.000010; // Accel Neutral Threshold
|
||||
|
||||
input group "--- Signal MA Settings ---"
|
||||
input bool InpShowSignal = true; // Show Signal MA Line?
|
||||
input int InpSignalPeriod = 5; // Signal MA Period
|
||||
input ENUM_MA_TYPE InpSignalType = EMA; // Signal MA Type (Supports VWMA)
|
||||
|
||||
//--- Visual Indicator Buffers ---
|
||||
double BufferAccel[];
|
||||
double BufferAccelColor[];
|
||||
double BufferSignalMA[];
|
||||
|
||||
//--- Volume Cache (Used on Current Timeframe Mode)
|
||||
double g_double_volume[];
|
||||
|
||||
//--- Internal HTF Data Caches
|
||||
double h_open[], h_high[], h_low[], h_close[], h_volume[];
|
||||
double h_res_accel[], h_res_color[], h_res_signal[];
|
||||
datetime h_time[];
|
||||
|
||||
//--- Global Objects & Synchronizer State
|
||||
CLaguerreAdaptiveAccelerationCalculator *g_calculator;
|
||||
CMovingAverageCalculator *g_ma_calc;
|
||||
|
||||
bool g_is_mtf_mode = false;
|
||||
ENUM_TIMEFRAMES g_calc_timeframe;
|
||||
bool g_data_ready = false;
|
||||
bool g_data_synced = false;
|
||||
int g_htf_count = 0;
|
||||
datetime g_last_htf_time = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom Indicator Initialization |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
g_data_ready = false;
|
||||
g_data_synced = false;
|
||||
g_htf_count = 0;
|
||||
g_last_htf_time = 0;
|
||||
|
||||
//--- 1. Resolve Timeframe and validate direction
|
||||
g_calc_timeframe = InpTimeframe;
|
||||
if(g_calc_timeframe == PERIOD_CURRENT)
|
||||
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
|
||||
|
||||
if(g_calc_timeframe < Period())
|
||||
{
|
||||
PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
|
||||
EnumToString(g_calc_timeframe), EnumToString(Period()));
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
g_is_mtf_mode = (g_calc_timeframe > Period());
|
||||
|
||||
//--- 2. Bind buffers to index mapping
|
||||
SetIndexBuffer(0, BufferAccel, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, BufferAccelColor, INDICATOR_COLOR_INDEX);
|
||||
SetIndexBuffer(2, BufferSignalMA, INDICATOR_DATA);
|
||||
|
||||
//--- Force strict chronological alignment (false = old to new)
|
||||
ArraySetAsSeries(BufferAccel, false);
|
||||
ArraySetAsSeries(BufferAccelColor, false);
|
||||
ArraySetAsSeries(BufferSignalMA, false);
|
||||
|
||||
//--- Setup EMPTY_VALUE fallback
|
||||
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
|
||||
bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
|
||||
|
||||
//--- 3. Initialize Physical Adaptive Accel Calculator
|
||||
g_calculator = new CLaguerreAdaptiveAccelerationCalculator();
|
||||
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpAdaptiveMethod, InpAdaptivePeriod, InpGammaMin, InpGammaMax, is_ha))
|
||||
{
|
||||
Print("Critical Error: Failed to create or initialize Adaptive Accel Calculator.");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
//--- 4. Initialize Physical Signal MA Calculator
|
||||
g_ma_calc = new CMovingAverageCalculator();
|
||||
if(CheckPointer(g_ma_calc) == POINTER_INVALID || !g_ma_calc.Init(InpSignalPeriod, InpSignalType))
|
||||
{
|
||||
Print("Critical Error: Failed to create or initialize Signal MA Calculator.");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
//--- 5. Dynamic Setup of Indicator Shortname and Plots
|
||||
string sig_str = "";
|
||||
if(InpShowSignal)
|
||||
{
|
||||
string sig_name = EnumToString(InpSignalType);
|
||||
StringToUpper(sig_name);
|
||||
sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod);
|
||||
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
|
||||
}
|
||||
else
|
||||
{
|
||||
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
|
||||
}
|
||||
|
||||
string method_str = "";
|
||||
switch(InpAdaptiveMethod)
|
||||
{
|
||||
case METHOD_EFFICIENCY_RATIO:
|
||||
method_str = "ER";
|
||||
break;
|
||||
case METHOD_ATR:
|
||||
method_str = "ATR";
|
||||
break;
|
||||
case METHOD_STAND_DEV:
|
||||
method_str = "StDev";
|
||||
break;
|
||||
}
|
||||
|
||||
string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
|
||||
string short_name = StringFormat("Laguerre Adaptive Accel%s%s(%s, %d, %.2f-%.2f)%s",
|
||||
is_ha ? " HA" : "",
|
||||
tf_str,
|
||||
method_str,
|
||||
InpAdaptivePeriod,
|
||||
InpGammaMin,
|
||||
InpGammaMax,
|
||||
sig_str);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
|
||||
|
||||
//--- Drawing offset configuration
|
||||
int draw_begin = InpAdaptivePeriod * 2 + InpSignalPeriod + 6;
|
||||
if(g_is_mtf_mode)
|
||||
draw_begin = 0; // Handled dynamically in mapped buffers
|
||||
|
||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
|
||||
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
|
||||
|
||||
//--- Expanded precision (Acceleration requires higher sub-point resolution)
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, _Digits + 4);
|
||||
|
||||
//--- 6. Initialize Background Synchronization Timer Daemon (Only if MTF is active)
|
||||
if(g_is_mtf_mode)
|
||||
EventSetTimer(1);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom Indicator Deinitialization |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
EventKillTimer();
|
||||
if(CheckPointer(g_calculator) != POINTER_INVALID)
|
||||
delete g_calculator;
|
||||
if(CheckPointer(g_ma_calc) != POINTER_INVALID)
|
||||
delete g_ma_calc;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom Indicator Calculation Loop |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
int required_bars = InpAdaptivePeriod * 2 + InpSignalPeriod + 10;
|
||||
if(rates_total < required_bars)
|
||||
return 0;
|
||||
|
||||
if(CheckPointer(g_calculator) == POINTER_INVALID || CheckPointer(g_ma_calc) == POINTER_INVALID)
|
||||
return 0;
|
||||
|
||||
//--- Force chronological indexing on current timeframe 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;
|
||||
|
||||
//===================================================================
|
||||
// MODE 1: Current Timeframe calculation (Standard ultra-high speed)
|
||||
//===================================================================
|
||||
if(!g_is_mtf_mode)
|
||||
{
|
||||
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||
if(ArraySize(g_double_volume) != rates_total)
|
||||
{
|
||||
ArrayResize(g_double_volume, rates_total);
|
||||
ArraySetAsSeries(g_double_volume, false);
|
||||
}
|
||||
|
||||
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
if(volume_limit > 0)
|
||||
{
|
||||
for(int i = start_sync; i < rates_total; i++)
|
||||
g_double_volume[i] = (double)volume[i];
|
||||
}
|
||||
else
|
||||
{
|
||||
for(int i = start_sync; i < rates_total; i++)
|
||||
g_double_volume[i] = (double)tick_volume[i];
|
||||
}
|
||||
|
||||
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
|
||||
BufferAccel, BufferAccelColor, InpThreshold);
|
||||
|
||||
if(InpShowSignal)
|
||||
g_ma_calc.CalculateOnArray(rates_total, prev_calculated, BufferAccel, g_double_volume, BufferSignalMA, 2);
|
||||
else
|
||||
{
|
||||
for(int i = start_sync; i < rates_total; i++)
|
||||
BufferSignalMA[i] = EMPTY_VALUE;
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//===================================================================
|
||||
// MODE 2: Multi-Timeframe Engine (Warp-free step synchronization)
|
||||
//===================================================================
|
||||
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
|
||||
{
|
||||
g_data_synced = false;
|
||||
return 0; // Wait for next tick to let history synchronize
|
||||
}
|
||||
|
||||
g_data_synced = true;
|
||||
|
||||
//--- Check if a new HTF candle has opened
|
||||
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 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, g_calc_timeframe);
|
||||
if(htf_bars < required_bars)
|
||||
{
|
||||
g_data_ready = false;
|
||||
return 0;
|
||||
}
|
||||
|
||||
g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent memory overload
|
||||
|
||||
// Resize all HTF caching arrays
|
||||
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_volume, g_htf_count);
|
||||
ArrayResize(h_res_accel, g_htf_count);
|
||||
ArrayResize(h_res_color, g_htf_count);
|
||||
ArrayResize(h_res_signal, g_htf_count);
|
||||
|
||||
// Force chronological structure on high-level arrays
|
||||
ArraySetAsSeries(h_time, false);
|
||||
ArraySetAsSeries(h_open, false);
|
||||
ArraySetAsSeries(h_high, false);
|
||||
ArraySetAsSeries(h_low, false);
|
||||
ArraySetAsSeries(h_close, false);
|
||||
ArraySetAsSeries(h_volume, false);
|
||||
ArraySetAsSeries(h_res_accel, false);
|
||||
ArraySetAsSeries(h_res_color, false);
|
||||
ArraySetAsSeries(h_res_signal, false);
|
||||
|
||||
// Copy basic pricing data
|
||||
if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
|
||||
CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
|
||||
CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
|
||||
CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
|
||||
CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count)
|
||||
{
|
||||
g_data_ready = false;
|
||||
return 0;
|
||||
}
|
||||
|
||||
// Copy and extract proper volume types
|
||||
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||
if(vol_limit > 0)
|
||||
{
|
||||
long temp_vol[];
|
||||
if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
|
||||
{
|
||||
for(int i = 0; i < g_htf_count; i++)
|
||||
h_volume[i] = (double)temp_vol[i];
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
long temp_vol[];
|
||||
if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
|
||||
{
|
||||
for(int i = 0; i < g_htf_count; i++)
|
||||
h_volume[i] = (double)temp_vol[i];
|
||||
}
|
||||
}
|
||||
|
||||
//--- Calculate HTF core Adaptive Accel
|
||||
g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_accel, h_res_color, InpThreshold);
|
||||
g_ma_calc.CalculateOnArray(g_htf_count, 0, h_res_accel, h_volume, h_res_signal, 2);
|
||||
|
||||
g_data_ready = true;
|
||||
}
|
||||
|
||||
if(!g_data_ready)
|
||||
return 0;
|
||||
|
||||
//--- 5. Real-Time Update for the active forming HTF candle (Index: g_htf_count - 1) on every tick
|
||||
int live_idx = g_htf_count - 1;
|
||||
if(live_idx >= required_bars)
|
||||
{
|
||||
double o[1], h[1], l[1], c[1];
|
||||
long v[1];
|
||||
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
|
||||
if(shift >= 0 &&
|
||||
CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
|
||||
CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
|
||||
CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
|
||||
CopyClose(_Symbol, g_calc_timeframe, 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];
|
||||
|
||||
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||
if(vol_limit > 0)
|
||||
{
|
||||
if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
|
||||
h_volume[live_idx] = (double)v[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
|
||||
h_volume[live_idx] = (double)v[0];
|
||||
}
|
||||
|
||||
// Stateful, O(1) mock update for the live HTF sáv
|
||||
g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_accel, h_res_color, InpThreshold);
|
||||
g_ma_calc.CalculateOnArray(g_htf_count, g_htf_count, h_res_accel, h_volume, h_res_signal, 2);
|
||||
}
|
||||
}
|
||||
|
||||
//--- 6. Warp-free step force (Staircase Solution anchor determination)
|
||||
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, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
|
||||
{
|
||||
first_bar_of_forming_htf--;
|
||||
}
|
||||
first_bar_of_forming_htf++; // Anchor set to start of current HTF period block
|
||||
|
||||
if(start > first_bar_of_forming_htf)
|
||||
start = first_bar_of_forming_htf;
|
||||
|
||||
//--- 7. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity)
|
||||
for(int i = start; i < rates_total; i++)
|
||||
{
|
||||
datetime t = time[i];
|
||||
int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
|
||||
|
||||
if(shift_htf >= 0)
|
||||
{
|
||||
int idx_htf = g_htf_count - 1 - shift_htf;
|
||||
if(idx_htf >= 0 && idx_htf < g_htf_count)
|
||||
{
|
||||
BufferAccel[i] = h_res_accel[idx_htf];
|
||||
BufferAccelColor[i] = h_res_color[idx_htf];
|
||||
BufferSignalMA[i] = InpShowSignal ? h_res_signal[idx_htf] : EMPTY_VALUE;
|
||||
}
|
||||
else
|
||||
{
|
||||
BufferAccel[i] = EMPTY_VALUE;
|
||||
BufferAccelColor[i] = 0.0;
|
||||
BufferSignalMA[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
BufferAccel[i] = EMPTY_VALUE;
|
||||
BufferAccelColor[i] = 0.0;
|
||||
BufferSignalMA[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| OnTimer Event Handler |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTimer()
|
||||
{
|
||||
//--- Delegate asynchronous history checking and forced redraws to DataSync daemon
|
||||
int required_bars = InpAdaptivePeriod * 2 + InpSignalPeriod + 10;
|
||||
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user