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https://github.com/softwaredevelop/mql5.git
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refactor: Unified Native & MTF Universal Moving Average
This commit is contained in:
Toh4iem9
@@ -3,36 +3,100 @@
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.30" // Optimized for incremental calculation with VWMA
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#property version "3.00" // Unified Native & MTF Universal Moving Average
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#property description "Universal Moving Average (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA)."
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#property description "Features unified Native & MTF pipelines, Heikin Ashi pricing, and full visual customization."
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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//--- Plot Definition
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#property indicator_label1 "MA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_width1 2
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//--- Included Engines & Core Tools
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\DataSync_Tools.mqh>
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//--- Input Parameters ---
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input int InpPeriod = 20;
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input ENUM_MA_TYPE InpMAType = SMA; // User can select the MA type
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
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input group "--- Moving Average Core Settings ---"
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input int InpPeriod = 20; // Moving Average Period
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input ENUM_MA_TYPE InpMAType = SMA; // MA Algorithm (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA)
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
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input group "--- Visual Settings ---"
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input color InpColorMA = clrDodgerBlue; // Line Color
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input ENUM_LINE_STYLE InpStyleMA = STYLE_SOLID; // Line Style
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input int InpWidthMA = 2; // Line Width
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//--- Indicator Buffers ---
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double BufferMA[];
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double BufferMA[];
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//--- Global calculator object ---
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CMovingAverageCalculator *g_calculator;
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//--- Internal HTF Data Caches (Chronological Arrays)
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double h_open[], h_high[], h_low[], h_close[];
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double h_vol[];
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double h_res_ma[];
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datetime h_time[];
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//--- Global Objects & State Management
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CMovingAverageCalculator *g_calculator = NULL;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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//+------------------------------------------------------------------+
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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// 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return INIT_PARAMETERS_INCORRECT;
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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// 2. Bind Buffers
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SetIndexBuffer(0, BufferMA, INDICATOR_DATA);
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ArraySetAsSeries(BufferMA, false);
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ArrayInitialize(BufferMA, EMPTY_VALUE);
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// Configure Visuals
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorMA);
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PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleMA);
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PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthMA);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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int draw_begin = InpPeriod - 1;
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if(g_is_mtf_mode)
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draw_begin = 0;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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// 3. Initialize Calculator Engine
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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g_calculator = new CMovingAverageCalculator_HA();
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else
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@@ -40,30 +104,43 @@ int OnInit()
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType))
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{
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Print("Failed to initialize Moving Average Calculator.");
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return(INIT_FAILED);
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Print("Critical Error: Failed to initialize Moving Average Calculator.");
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return INIT_FAILED;
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}
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//--- Dynamically set the indicator name
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string ma_name = EnumToString(InpMAType);
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StringToUpper(ma_name);
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string short_name = StringFormat("%s%s(%d)", ma_name, (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpPeriod);
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string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
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string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
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string short_name = StringFormat("%s%s%s(%d)", ma_name, ha_tag, tf_str, InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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PlotIndexSetString(0, PLOT_LABEL, short_name);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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// 4. Initialize Background Synchronization Timer (Only for MTF mode)
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if(g_is_mtf_mode)
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(g_is_mtf_mode)
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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delete g_calculator;
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g_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Custom indicator calculation function. |
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//| Custom Indicator Calculation Loop |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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@@ -76,25 +153,201 @@ int OnCalculate(const int rates_total,
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const long &volume[],
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const int &spread[])
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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if(rates_total < InpPeriod || CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
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// Force chronological indexing
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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ArraySetAsSeries(tick_volume, false);
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ArraySetAsSeries(volume, false);
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//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
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(ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) :
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(ENUM_APPLIED_PRICE)InpSourcePrice;
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//--- Safe dynamic array routing to avoid local array reference compilation errors
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if(volume_limit > 0)
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//===================================================================
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// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
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//===================================================================
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if(!g_is_mtf_mode)
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{
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, BufferMA);
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}
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else
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{
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, tick_volume, BufferMA);
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(volume_limit > 0)
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, BufferMA);
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else
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, tick_volume, BufferMA);
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return rates_total;
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}
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return(rates_total);
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//===================================================================
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// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
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//===================================================================
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int required_bars = InpPeriod + 10;
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if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
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{
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g_data_synced = false;
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return 0;
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}
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g_data_synced = true;
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datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars < required_bars)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000);
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// Resize all HTF caching arrays
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_vol, g_htf_count);
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ArrayResize(h_res_ma, g_htf_count);
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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ArraySetAsSeries(h_vol, false);
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ArraySetAsSeries(h_res_ma, false);
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if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
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CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
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CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
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CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(vol_limit > 0)
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{
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long temp_vol[];
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if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
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{
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for(int i = 0; i < g_htf_count; i++)
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h_vol[i] = (double)temp_vol[i];
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}
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}
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else
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{
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long temp_vol[];
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if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
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{
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for(int i = 0; i < g_htf_count; i++)
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h_vol[i] = (double)temp_vol[i];
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}
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}
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// Compute HTF Moving Average
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g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_ma);
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g_data_ready = true;
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}
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if(!g_data_ready)
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return 0;
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// 5. Stateful live-bar update for active forming HTF candle
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int live_idx = g_htf_count - 1;
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if(live_idx >= required_bars)
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{
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double o[1], h[1], l[1], c[1];
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datetime t_bar[1];
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long v[1];
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int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
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if(shift >= 0 &&
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CopyTime(_Symbol, g_calc_timeframe, shift, 1, t_bar) == 1 &&
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CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
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CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
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CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
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CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1)
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{
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h_time[live_idx] = t_bar[0];
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h_open[live_idx] = o[0];
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h_high[live_idx] = h[0];
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h_low[live_idx] = l[0];
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h_close[live_idx] = c[0];
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(vol_limit > 0 && CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
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h_vol[live_idx] = (double)v[0];
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else
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if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
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h_vol[live_idx] = (double)v[0];
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// Mock update on live bar
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g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_ma);
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}
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}
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// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution)
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int first_bar_of_forming_htf = rates_total - 1;
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while(first_bar_of_forming_htf > 0 &&
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iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
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{
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first_bar_of_forming_htf--;
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}
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first_bar_of_forming_htf++;
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if(start > first_bar_of_forming_htf)
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start = first_bar_of_forming_htf;
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// 7. Chronological Mapping Loop to Chart Timeframe
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for(int i = start; i < rates_total; i++)
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{
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datetime t = time[i];
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int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
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if(shift_htf >= 0)
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{
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int idx_htf = g_htf_count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < g_htf_count)
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{
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BufferMA[i] = h_res_ma[idx_htf];
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}
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else
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{
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BufferMA[i] = EMPTY_VALUE;
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}
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}
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else
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{
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BufferMA[i] = EMPTY_VALUE;
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}
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//| OnTimer Event Handler (Data Synchronization Daemon) |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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int required_bars = InpPeriod + 10;
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CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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