mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-11-02 11:16:15 +00:00
feat: True MTF-Space Divergences & Zero-Lag Chronological Projection
This commit is contained in:
Toh4iem9
@@ -0,0 +1,472 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| ChaosWeightedRSI_Pro.mq5 |
|
||||
//| Copyright 2026, xxxxxxxx|
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2026, xxxxxxxx"
|
||||
#property version "2.30" // Enterprise Edition: True MTF-Space Divergences & Zero-Lag Chronological Projection
|
||||
#property description "Chaos Weighted RSI with Fractal Dimension Modulation & Clean Divergence Trendlines."
|
||||
#property description "Features authentic Higher Timeframe divergence detection projected seamlessly onto execution charts."
|
||||
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 1
|
||||
#property indicator_plots 1
|
||||
|
||||
// Horizontal Visual Levels Declarations
|
||||
#property indicator_level1 70.0
|
||||
#property indicator_level2 50.0
|
||||
#property indicator_level3 30.0
|
||||
#property indicator_levelcolor clrSilver
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
#property indicator_minimum 0.0
|
||||
#property indicator_maximum 100.0
|
||||
|
||||
// Plot 1: Clean Monochrome WRSI Line
|
||||
#property indicator_label1 "Chaos Weighted RSI"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrDodgerBlue
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
#include <MyIncludes\ChaosWeightedRSI_Calculator.mqh>
|
||||
#include <MyIncludes\DataSync_Tools.mqh>
|
||||
|
||||
//--- Input Parameters
|
||||
input group "=== Timeframe Settings ==="
|
||||
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
|
||||
|
||||
input group "=== RSI & Chaos Settings ==="
|
||||
input int InpRSILength = 14; // Base RSI Length
|
||||
input int InpDisorderLength = 20; // Disorder Lookback (FDI Period)
|
||||
input double InpSensitivity = 1.0; // Chaos Dampening Sensitivity (0.1 - 5.0)
|
||||
input ENUM_APPLIED_PRICE_HA_ALL InpPriceSource = PRICE_CLOSE_STD; // Applied Price (Standard / Heikin Ashi)
|
||||
input int InpHistoryBars = 1000; // History Bars Limit (0 = Full Chart)
|
||||
|
||||
input group "=== Visuals ==="
|
||||
input color InpColorRSI = clrDodgerBlue; // RSI Line Color
|
||||
input int InpWidthRSI = 2; // RSI Line Width
|
||||
|
||||
input group "=== Divergence Settings ==="
|
||||
input bool InpShowDivLines = true; // Draw Divergence Lines in Subwindow
|
||||
input int InpDivStrength = 15; // Divergence Pivot Strength (Confirm Bars)
|
||||
input color InpBullDivColor = clrMediumSeaGreen; // Bullish Divergence Line Color
|
||||
input color InpBearDivColor = clrCrimson; // Bearish Divergence Line Color
|
||||
|
||||
//--- Visual Indicator Buffer (Single Pure Line)
|
||||
double BufferWRSI[];
|
||||
|
||||
//--- Internal HTF Data Caches (Chronological Arrays)
|
||||
double h_open[], h_high[], h_low[], h_close[];
|
||||
double h_res_wrsi[];
|
||||
datetime h_time[];
|
||||
|
||||
//--- Global Engine Pointers & State Management
|
||||
CChaosWeightedRSI_Calculator *g_calc = NULL;
|
||||
string g_prefix = "";
|
||||
|
||||
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;
|
||||
|
||||
//--- Divergence Internal Tracking Registers
|
||||
double g_last_rsi_lo = WRONG_VALUE;
|
||||
double g_last_prc_lo = WRONG_VALUE;
|
||||
int g_last_bar_lo = -1;
|
||||
|
||||
double g_last_rsi_hi = WRONG_VALUE;
|
||||
double g_last_prc_hi = WRONG_VALUE;
|
||||
int g_last_bar_hi = -1;
|
||||
|
||||
int g_last_proc_pivot_bar = -1;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Clean Chart Graphical Objects with Isolated Namespace |
|
||||
//+------------------------------------------------------------------+
|
||||
void CleanUp()
|
||||
{
|
||||
ObjectsDeleteAll(0, g_prefix);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom Indicator Initialization |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
g_prefix = StringFormat("CWRSI_%I64d_", ChartID());
|
||||
CleanUp();
|
||||
|
||||
g_data_ready = false;
|
||||
g_data_synced = false;
|
||||
g_htf_count = 0;
|
||||
g_last_htf_time = 0;
|
||||
|
||||
g_last_rsi_lo = WRONG_VALUE;
|
||||
g_last_prc_lo = WRONG_VALUE;
|
||||
g_last_bar_lo = -1;
|
||||
g_last_rsi_hi = WRONG_VALUE;
|
||||
g_last_prc_hi = WRONG_VALUE;
|
||||
g_last_bar_hi = -1;
|
||||
g_last_proc_pivot_bar = -1;
|
||||
|
||||
// 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. Setup Single Clean Buffer
|
||||
SetIndexBuffer(0, BufferWRSI, INDICATOR_DATA);
|
||||
ArraySetAsSeries(BufferWRSI, false);
|
||||
ArrayInitialize(BufferWRSI, 50.0);
|
||||
|
||||
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorRSI);
|
||||
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthRSI);
|
||||
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
||||
|
||||
// 3. Initialize Core Calculator Engine
|
||||
g_calc = new CChaosWeightedRSI_Calculator();
|
||||
if(CheckPointer(g_calc) == POINTER_INVALID ||
|
||||
!g_calc.Init(InpRSILength, InpDisorderLength, InpSensitivity, InpPriceSource))
|
||||
{
|
||||
Print("Critical Error: Failed to initialize CChaosWeightedRSI_Calculator.");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
string ha_str = (InpPriceSource <= PRICE_HA_CLOSE) ? " HA" : "";
|
||||
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
|
||||
string name = StringFormat("Chaos Weighted RSI%s%s(%d,%d)", ha_str, tf_str, InpRSILength, InpDisorderLength);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, name);
|
||||
|
||||
// 4. Background Timer for MTF synchronization
|
||||
if(g_is_mtf_mode)
|
||||
EventSetTimer(1);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom Indicator Deinitialization |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(g_is_mtf_mode)
|
||||
EventKillTimer();
|
||||
|
||||
CleanUp();
|
||||
|
||||
if(CheckPointer(g_calc) != POINTER_INVALID)
|
||||
{
|
||||
delete g_calc;
|
||||
g_calc = NULL;
|
||||
}
|
||||
|
||||
ChartRedraw(0);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Process Non-Repainting Divergences with Absolute Time Coordinates |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessDivergences(const int total_bars, const int prev_calc,
|
||||
const datetime &t_arr[], const double &h_arr[], const double &l_arr[],
|
||||
const double &rsi_arr[])
|
||||
{
|
||||
if(!InpShowDivLines)
|
||||
return;
|
||||
|
||||
int d = InpDivStrength;
|
||||
int subwin = ChartWindowFind();
|
||||
if(subwin < 0)
|
||||
return;
|
||||
|
||||
int max_eval = total_bars - d - 1;
|
||||
int min_eval = MathMax(d * 2, (prev_calc > 0 ? prev_calc - d - 2 : d * 2));
|
||||
|
||||
if(prev_calc == 0)
|
||||
{
|
||||
g_last_proc_pivot_bar = -1;
|
||||
g_last_bar_lo = -1;
|
||||
g_last_bar_hi = -1;
|
||||
g_last_rsi_lo = WRONG_VALUE;
|
||||
g_last_rsi_hi = WRONG_VALUE;
|
||||
g_last_prc_lo = WRONG_VALUE;
|
||||
g_last_prc_hi = WRONG_VALUE;
|
||||
}
|
||||
|
||||
for(int bar = min_eval; bar <= max_eval; bar++)
|
||||
{
|
||||
if(bar <= g_last_proc_pivot_bar)
|
||||
continue;
|
||||
|
||||
int pBar = bar;
|
||||
double rsi_val = rsi_arr[pBar];
|
||||
if(rsi_val == EMPTY_VALUE)
|
||||
continue;
|
||||
|
||||
// 1. Pivot Low Inspection
|
||||
bool is_p_low = true;
|
||||
for(int j = 1; j <= d; j++)
|
||||
{
|
||||
if(rsi_arr[pBar - j] <= rsi_val || rsi_arr[pBar + j] < rsi_val)
|
||||
{
|
||||
is_p_low = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(is_p_low)
|
||||
{
|
||||
if(g_last_bar_lo != -1 && (pBar - g_last_bar_lo <= 120))
|
||||
{
|
||||
// Regular Bullish Divergence: Lower Price Low + Higher RSI Low
|
||||
if(rsi_val > g_last_rsi_lo && l_arr[pBar] < g_last_prc_lo)
|
||||
{
|
||||
string line_name = StringFormat("%sBL_%I64d", g_prefix, (long)t_arr[pBar]);
|
||||
ObjectCreate(0, line_name, OBJ_TREND, subwin, t_arr[g_last_bar_lo], g_last_rsi_lo, t_arr[pBar], rsi_val);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_COLOR, InpBullDivColor);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_STYLE, STYLE_DOT);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_WIDTH, 1);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_RAY_RIGHT, false);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_SELECTABLE, false);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_SELECTED, false);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_HIDDEN, true);
|
||||
}
|
||||
}
|
||||
g_last_rsi_lo = rsi_val;
|
||||
g_last_prc_lo = l_arr[pBar];
|
||||
g_last_bar_lo = pBar;
|
||||
}
|
||||
|
||||
// 2. Pivot High Inspection
|
||||
bool is_p_high = true;
|
||||
for(int j = 1; j <= d; j++)
|
||||
{
|
||||
if(rsi_arr[pBar - j] >= rsi_val || rsi_arr[pBar + j] > rsi_val)
|
||||
{
|
||||
is_p_high = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(is_p_high)
|
||||
{
|
||||
if(g_last_bar_hi != -1 && (pBar - g_last_bar_hi <= 120))
|
||||
{
|
||||
// Regular Bearish Divergence: Higher Price High + Lower RSI High
|
||||
if(rsi_val < g_last_rsi_hi && h_arr[pBar] > g_last_prc_hi)
|
||||
{
|
||||
string line_name = StringFormat("%sSL_%I64d", g_prefix, (long)t_arr[pBar]);
|
||||
ObjectCreate(0, line_name, OBJ_TREND, subwin, t_arr[g_last_bar_hi], g_last_rsi_hi, t_arr[pBar], rsi_val);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_COLOR, InpBearDivColor);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_STYLE, STYLE_DOT);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_WIDTH, 1);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_RAY_RIGHT, false);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_SELECTABLE, false);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_SELECTED, false);
|
||||
ObjectSetInteger(0, line_name, OBJPROP_HIDDEN, true);
|
||||
}
|
||||
}
|
||||
g_last_rsi_hi = rsi_val;
|
||||
g_last_prc_hi = h_arr[pBar];
|
||||
g_last_bar_hi = pBar;
|
||||
}
|
||||
|
||||
g_last_proc_pivot_bar = bar;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| 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 = MathMax(InpRSILength, InpDisorderLength) + InpDivStrength * 2 + 5;
|
||||
if(rates_total < required_bars || !g_calc)
|
||||
return 0;
|
||||
|
||||
// Force chronological indexing
|
||||
ArraySetAsSeries(time, false);
|
||||
ArraySetAsSeries(open, false);
|
||||
ArraySetAsSeries(high, false);
|
||||
ArraySetAsSeries(low, false);
|
||||
ArraySetAsSeries(close, false);
|
||||
|
||||
//===================================================================
|
||||
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
|
||||
//===================================================================
|
||||
if(!g_is_mtf_mode)
|
||||
{
|
||||
// 1. Compute Chaos-Weighted RSI with Strict State Preservation
|
||||
g_calc.Calculate(rates_total, prev_calculated, open, high, low, close, BufferWRSI, InpHistoryBars);
|
||||
|
||||
// 2. Process Native Chart Divergences
|
||||
ProcessDivergences(rates_total, prev_calculated, time, high, low, BufferWRSI);
|
||||
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//===================================================================
|
||||
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
|
||||
//===================================================================
|
||||
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);
|
||||
|
||||
// A) HTF Bar Closure / Startup: Perform full history sync once
|
||||
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, 2000);
|
||||
|
||||
if(ArraySize(h_time) != g_htf_count)
|
||||
{
|
||||
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_res_wrsi, 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_res_wrsi, false);
|
||||
}
|
||||
|
||||
MqlRates htf_bulk_rates[];
|
||||
if(CopyRates(_Symbol, g_calc_timeframe, 0, g_htf_count, htf_bulk_rates) != g_htf_count)
|
||||
{
|
||||
g_data_ready = false;
|
||||
return 0;
|
||||
}
|
||||
|
||||
for(int i = 0; i < g_htf_count; i++)
|
||||
{
|
||||
h_time[i] = htf_bulk_rates[i].time;
|
||||
h_open[i] = htf_bulk_rates[i].open;
|
||||
h_high[i] = htf_bulk_rates[i].high;
|
||||
h_low[i] = htf_bulk_rates[i].low;
|
||||
h_close[i] = htf_bulk_rates[i].close;
|
||||
}
|
||||
|
||||
// Compute HTF Pure WRSI on HTF Series
|
||||
g_calc.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_wrsi, InpHistoryBars);
|
||||
g_data_ready = true;
|
||||
|
||||
// TWO-POINTER CHRONOLOGICAL SWEEP (Zero API calls, Nanosecond Execution!)
|
||||
int htf_ptr = 0;
|
||||
datetime oldest_htf = h_time[0];
|
||||
|
||||
for(int i = 0; i < rates_total; i++)
|
||||
{
|
||||
datetime t = time[i];
|
||||
if(t < oldest_htf)
|
||||
{
|
||||
BufferWRSI[i] = 50.0;
|
||||
continue;
|
||||
}
|
||||
|
||||
while(htf_ptr + 1 < g_htf_count && h_time[htf_ptr + 1] <= t)
|
||||
htf_ptr++;
|
||||
|
||||
BufferWRSI[i] = h_res_wrsi[htf_ptr];
|
||||
}
|
||||
|
||||
// TRUE MTF DIVERGENCES: Evaluated strictly in the clean, unstepped HTF domain!
|
||||
// Uses true HTF Highs/Lows and anchors lines directly to HTF timestamps!
|
||||
ProcessDivergences(g_htf_count, 0, h_time, h_high, h_low, h_res_wrsi);
|
||||
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
if(!g_data_ready)
|
||||
return 0;
|
||||
|
||||
// B) LIVE TICK FAST-PATH: HTF bar did not close. Update forming candle in RAM!
|
||||
int live_idx = g_htf_count - 1;
|
||||
if(live_idx >= required_bars)
|
||||
{
|
||||
MqlRates htf_rate[1];
|
||||
if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
|
||||
{
|
||||
h_time[live_idx] = htf_rate[0].time;
|
||||
h_open[live_idx] = htf_rate[0].open;
|
||||
h_high[live_idx] = htf_rate[0].high;
|
||||
h_low[live_idx] = htf_rate[0].low;
|
||||
h_close[live_idx] = htf_rate[0].close;
|
||||
|
||||
g_calc.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_wrsi, InpHistoryBars);
|
||||
}
|
||||
}
|
||||
|
||||
// Instant Binary Search for Forming Block Start
|
||||
int first_bar_of_forming_htf = ArrayBsearch(time, htf_time_current);
|
||||
if(first_bar_of_forming_htf < 0)
|
||||
first_bar_of_forming_htf = 0;
|
||||
if(time[first_bar_of_forming_htf] < htf_time_current && first_bar_of_forming_htf < rates_total - 1)
|
||||
first_bar_of_forming_htf++;
|
||||
|
||||
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
if(start > first_bar_of_forming_htf)
|
||||
start = first_bar_of_forming_htf;
|
||||
|
||||
// Vectorized Assignment across forming block
|
||||
double wrsi_val = h_res_wrsi[live_idx];
|
||||
|
||||
for(int i = start; i < rates_total; i++)
|
||||
{
|
||||
BufferWRSI[i] = wrsi_val;
|
||||
}
|
||||
|
||||
// Note: MTF Divergences require confirmed pivots (d bars in the past),
|
||||
// hence they execute deterministically on HTF bar closure (Mode 2A). Zero CPU churn on live ticks!
|
||||
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| OnTimer Event Handler (Data Synchronization Daemon) |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTimer()
|
||||
{
|
||||
int required_bars = MathMax(InpRSILength, InpDisorderLength) + InpDivStrength * 2 + 5;
|
||||
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user