From 22b8ee70c17cef152776cb23f26a5d3d4209bcda Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Thu, 3 Sep 2026 14:07:16 +0200 Subject: [PATCH] refactor: Unified Native & MTF Universal Moving Average --- Indicators/MyIndicators/MovingAverage_Pro.mq5 | 311 ++++++++++++++++-- 1 file changed, 282 insertions(+), 29 deletions(-) diff --git a/Indicators/MyIndicators/MovingAverage_Pro.mq5 b/Indicators/MyIndicators/MovingAverage_Pro.mq5 index 5a14ffba..309a026b 100644 --- a/Indicators/MyIndicators/MovingAverage_Pro.mq5 +++ b/Indicators/MyIndicators/MovingAverage_Pro.mq5 @@ -3,36 +3,100 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.30" // Optimized for incremental calculation with VWMA +#property version "3.00" // Unified Native & MTF Universal Moving Average #property description "Universal Moving Average (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA)." +#property description "Features unified Native & MTF pipelines, Heikin Ashi pricing, and full visual customization." + #property indicator_chart_window #property indicator_buffers 1 #property indicator_plots 1 + +//--- Plot Definition #property indicator_label1 "MA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrDodgerBlue #property indicator_style1 STYLE_SOLID -#property indicator_width1 1 +#property indicator_width1 2 +//--- Included Engines & Core Tools #include +#include //--- Input Parameters --- -input int InpPeriod = 20; -input ENUM_MA_TYPE InpMAType = SMA; // User can select the MA type -input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF) + +input group "--- Moving Average Core Settings ---" +input int InpPeriod = 20; // Moving Average Period +input ENUM_MA_TYPE InpMAType = SMA; // MA Algorithm (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA) +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA) + +input group "--- Visual Settings ---" +input color InpColorMA = clrDodgerBlue; // Line Color +input ENUM_LINE_STYLE InpStyleMA = STYLE_SOLID; // Line Style +input int InpWidthMA = 2; // Line Width //--- Indicator Buffers --- -double BufferMA[]; +double BufferMA[]; -//--- Global calculator object --- -CMovingAverageCalculator *g_calculator; +//--- Internal HTF Data Caches (Chronological Arrays) +double h_open[], h_high[], h_low[], h_close[]; +double h_vol[]; +double h_res_ma[]; +datetime h_time[]; +//--- Global Objects & State Management +CMovingAverageCalculator *g_calculator = NULL; + +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_PARAMETERS_INCORRECT; + } + g_is_mtf_mode = (g_calc_timeframe > Period()); + +// 2. Bind Buffers SetIndexBuffer(0, BufferMA, INDICATOR_DATA); ArraySetAsSeries(BufferMA, false); + ArrayInitialize(BufferMA, EMPTY_VALUE); +// Configure Visuals + PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorMA); + PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleMA); + PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthMA); + PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); + + int draw_begin = InpPeriod - 1; + if(g_is_mtf_mode) + draw_begin = 0; + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +// 3. Initialize Calculator Engine if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator = new CMovingAverageCalculator_HA(); else @@ -40,30 +104,43 @@ int OnInit() if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType)) { - Print("Failed to initialize Moving Average Calculator."); - return(INIT_FAILED); + Print("Critical Error: Failed to initialize Moving Average Calculator."); + return INIT_FAILED; } -//--- Dynamically set the indicator name string ma_name = EnumToString(InpMAType); StringToUpper(ma_name); - - string short_name = StringFormat("%s%s(%d)", ma_name, (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpPeriod); + string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; + string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : ""; + string short_name = StringFormat("%s%s%s(%d)", ma_name, ha_tag, tf_str, InpPeriod); IndicatorSetString(INDICATOR_SHORTNAME, short_name); PlotIndexSetString(0, PLOT_LABEL, short_name); - PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1); - IndicatorSetInteger(INDICATOR_DIGITS, _Digits); +// 4. Initialize Background Synchronization Timer (Only for MTF mode) + if(g_is_mtf_mode) + EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ -void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } +//| Custom Indicator Deinitialization | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(g_is_mtf_mode) + EventKillTimer(); + + if(CheckPointer(g_calculator) != POINTER_INVALID) + { + delete g_calculator; + g_calculator = NULL; + } + } //+------------------------------------------------------------------+ -//| Custom indicator calculation function. | +//| Custom Indicator Calculation Loop | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, @@ -76,25 +153,201 @@ int OnCalculate(const int rates_total, const long &volume[], const int &spread[]) { - if(CheckPointer(g_calculator) == POINTER_INVALID) + if(rates_total < InpPeriod || CheckPointer(g_calculator) == POINTER_INVALID) return 0; - ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; +// Force chronological indexing + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + ArraySetAsSeries(tick_volume, false); + ArraySetAsSeries(volume, false); -//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) - long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? + (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : + (ENUM_APPLIED_PRICE)InpSourcePrice; -//--- Safe dynamic array routing to avoid local array reference compilation errors - if(volume_limit > 0) +//=================================================================== +// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1)) +//=================================================================== + if(!g_is_mtf_mode) { - g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, BufferMA); - } - else - { - g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, tick_volume, BufferMA); + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(volume_limit > 0) + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, BufferMA); + else + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, tick_volume, BufferMA); + + return rates_total; } - return(rates_total); +//=================================================================== +// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization) +//=================================================================== + int required_bars = InpPeriod + 10; + if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; + } + + g_data_synced = true; + + 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); + + // 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_vol, g_htf_count); + ArrayResize(h_res_ma, g_htf_count); + + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + ArraySetAsSeries(h_vol, false); + ArraySetAsSeries(h_res_ma, false); + + 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; + } + + 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_vol[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_vol[i] = (double)temp_vol[i]; + } + } + + // Compute HTF Moving Average + g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_ma); + g_data_ready = true; + } + + if(!g_data_ready) + return 0; + +// 5. Stateful live-bar update for active forming HTF candle + int live_idx = g_htf_count - 1; + if(live_idx >= required_bars) + { + double o[1], h[1], l[1], c[1]; + datetime t_bar[1]; + long v[1]; + + int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); + if(shift >= 0 && + CopyTime(_Symbol, g_calc_timeframe, shift, 1, t_bar) == 1 && + 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_time[live_idx] = t_bar[0]; + 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 && CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_vol[live_idx] = (double)v[0]; + else + if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_vol[live_idx] = (double)v[0]; + + // Mock update on live bar + g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_ma); + } + } + +// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution) + 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++; + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +// 7. Chronological Mapping Loop to Chart Timeframe + 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) + { + BufferMA[i] = h_res_ma[idx_htf]; + } + else + { + BufferMA[i] = EMPTY_VALUE; + } + } + else + { + BufferMA[i] = EMPTY_VALUE; + } + } + + return rates_total; + } + +//+------------------------------------------------------------------+ +//| OnTimer Event Handler (Data Synchronization Daemon) | +//+------------------------------------------------------------------+ +void OnTimer() + { + int required_bars = InpPeriod + 10; + CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+