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refactor: Upgraded with dynamic levels input panel and chronological state safety

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This commit is contained in:
Toh4iem9
2026-06-29 15:11:14 +02:00
parent 5e95b2d5e2
commit 236db1f9cf
1 changed files with 73 additions and 33 deletions
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Indicators/MyIndicators/Quant/ZScore_MTF_Pro.mq5
+73 -33
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@@ -3,7 +3,7 @@
//| Copyright 2026, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "1.01" // Fixed buffer variable naming mismatch in mapping loop #property version "1.10" // Upgraded with dynamic levels input panel and chronological state safety
#property description "Statistical Z-Score Oscillator (Multi-Timeframe) with dynamic Signal Line." #property description "Statistical Z-Score Oscillator (Multi-Timeframe) with dynamic Signal Line."
#property description "Displays HTF deviations from any selected Moving Average in Sigma units cleanly." #property description "Displays HTF deviations from any selected Moving Average in Sigma units cleanly."
@@ -11,16 +11,6 @@
#property indicator_buffers 3 #property indicator_buffers 3
#property indicator_plots 2 #property indicator_plots 2
//--- Institutional Levels Configuration (6 Sigma boundaries)
#property indicator_level1 2.0
#property indicator_level2 -2.0
#property indicator_level3 2.5
#property indicator_level4 -2.5
#property indicator_level5 3.0
#property indicator_level6 -3.0
#property indicator_levelcolor clrSilver
#property indicator_levelstyle STYLE_DOT
//--- Plot 1: Z-Score Histogram (Swapped Bull/Bear Thermal Palette) //--- Plot 1: Z-Score Histogram (Swapped Bull/Bear Thermal Palette)
#property indicator_label1 "Z-Score MTF" #property indicator_label1 "Z-Score MTF"
#property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_type1 DRAW_COLOR_HISTOGRAM
@@ -45,16 +35,29 @@
#include <MyIncludes\MovingAverage_Engine.mqh> #include <MyIncludes\MovingAverage_Engine.mqh>
//--- Input Parameters --- //--- Input Parameters ---
input group "Timeframe Settings"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe
input group "Z-Score Settings"
input int InpPeriod = 20; // Z-Score Lookback Period input int InpPeriod = 20; // Z-Score Lookback Period
input ENUM_MA_TYPE InpMAType = SMA; // Z-Score MA Type input ENUM_MA_TYPE InpMAType = SMA; // Z-Score MA Type
input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; // Z-Score Applied Price input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; // Z-Score Applied Price
//--- Signal Line Parameters input group "Signal Line Settings"
input bool InpShowSignal = true; // Show Signal Line? input bool InpShowSignal = true; // Show Signal Line?
input int InpSignalPeriod= 5; // Signal Line Period input int InpSignalPeriod= 5; // Signal Line Period
input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type
input group "Indicator Levels"
input double InpLevelFlowHigh = 2.0; // High Warning Level (Bullish Flow)
input double InpLevelFlowLow = -2.0; // Low Warning Level (Bearish Flow)
input double InpLevelClimaxHigh = 2.5; // High Climax Level (Bullish Climax)
input double InpLevelClimaxLow = -2.5; // Low Climax Level (Bearish Climax)
input double InpLevelExtremeHigh= 3.0; // High Exhaustion Level
input double InpLevelExtremeLow = -3.0; // Low Exhaustion Level
input color InpLevelColor = clrSilver; // Levels Color
input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style
//--- Buffers --- //--- Buffers ---
double BufferZ[]; double BufferZ[];
double BufferColors[]; double BufferColors[];
@@ -114,6 +117,18 @@ int OnInit()
ArraySetAsSeries(BufferColors, false); ArraySetAsSeries(BufferColors, false);
ArraySetAsSeries(BufferSignal, false); ArraySetAsSeries(BufferSignal, false);
//--- Dynamically configure horizontal levels to support custom input parameters
IndicatorSetInteger(INDICATOR_LEVELS, 6);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow);
IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
//--- Configure Core Z-Score Calculator //--- Configure Core Z-Score Calculator
g_calculator = new CZScoreCalculator(); g_calculator = new CZScoreCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType)) if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType))
@@ -197,6 +212,19 @@ int OnCalculate(const int rates_total,
const long &volume[], const long &volume[],
const int &spread[]) const int &spread[])
{ {
if(rates_total < 2)
return 0;
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
//--- Force standard chronological indexing for state-safety
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
//--- Ensure target timeframe history is ready //--- Ensure target timeframe history is ready
int required_bars = InpPeriod + 10; int required_bars = InpPeriod + 10;
if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
@@ -265,6 +293,14 @@ int OnCalculate(const int rates_total,
for(int j = 0; j < g_htf_count; j++) for(int j = 0; j < g_htf_count; j++)
h_vol_double[j] = (double)h_vol[j]; h_vol_double[j] = (double)h_vol[j];
// Force chronological array alignment for calculations
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_vol, false);
// Calculate Core Z-Score on HTF (Closed bars and forming bar initialized) // Calculate Core Z-Score on HTF (Closed bars and forming bar initialized)
if(volume_limit > 0) if(volume_limit > 0)
g_calculator.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res); g_calculator.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res);
@@ -328,7 +364,7 @@ int OnCalculate(const int rates_total,
} }
} }
//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar //--- 3. 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! //--- 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;
@@ -356,40 +392,45 @@ int OnCalculate(const int rates_total,
{ {
double z = h_res[idx_htf]; double z = h_res[idx_htf];
BufferZ[i] = z; // FIXED: Corrected buffer array name BufferZ[i] = z;
if(InpShowSignal) if(InpShowSignal)
BufferSignal[i] = h_sig[idx_htf]; // FIXED: Corrected buffer array name BufferSignal[i] = h_sig[idx_htf];
else else
BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name BufferSignal[i] = EMPTY_VALUE;
// Swapped 5-Zone Color Logic (Blue for Bullish, Red/Coral for Bearish) // Swapped 5-Zone Color Logic dynamically mapped to user-defined level parameters:
if(z >= 2.5) // Z >= ClimaxHigh -> DeepSkyBlue Climax
BufferColors[i] = 2.0; // FIXED: Corrected buffer array name (Index 2: DeepSkyBlue Climax) // Z >= FlowHigh -> LightSkyBlue Flow
// Z <= ClimaxLow -> OrangeRed Climax
// Z <= FlowLow -> Coral Flow
// Else -> Gray Neutral
if(z >= InpLevelClimaxHigh)
BufferColors[i] = 2.0;
else else
if(z >= 2.0) if(z >= InpLevelFlowHigh)
BufferColors[i] = 1.0; // FIXED: Corrected buffer array name (Index 1: LightSkyBlue Flow) BufferColors[i] = 1.0;
else else
if(z <= -2.5) if(z <= InpLevelClimaxLow)
BufferColors[i] = 4.0; // FIXED: Corrected buffer array name (Index 4: OrangeRed Climax) BufferColors[i] = 4.0;
else else
if(z <= -2.0) if(z <= InpLevelFlowLow)
BufferColors[i] = 3.0; // FIXED: Corrected buffer array name (Index 3: Coral Flow) BufferColors[i] = 3.0;
else else
BufferColors[i] = 0.0; // FIXED: Corrected buffer array name (Index 0: Gray Neutral) BufferColors[i] = 0.0;
} }
else else
{ {
BufferZ[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name BufferZ[i] = EMPTY_VALUE;
BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name BufferSignal[i] = EMPTY_VALUE;
BufferColors[i] = 0.0; // FIXED: Corrected buffer array name BufferColors[i] = 0.0;
} }
} }
else else
{ {
BufferZ[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name BufferZ[i] = EMPTY_VALUE;
BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name BufferSignal[i] = EMPTY_VALUE;
BufferColors[i] = 0.0; // FIXED: Corrected buffer array name BufferColors[i] = 0.0;
} }
} }
@@ -413,4 +454,3 @@ void OnTimer()
} }
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+