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@@ -1,135 +1,152 @@
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# William Blau's True Strength Index (TSI) Combo Pro (v3.10)
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# True Strength Index (TSI) Combo Pro (v3.20)
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Quantitative Double-Smoothed Momentum, Signal Line & Oscillator Tri-Plot Suite
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William Blau's Double-Smoothed Momentum Suite with VWMA Volume Routing & Zero-Lag MTF Fast-Path
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---
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## 1. Summary (Introduction)
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**TSI Combo Pro** is an institutional-grade momentum oscillator developed by technical analyst William Blau. It solves the high-frequency noise problem of standard momentum indicators by applying a **two-stage recursive double-smoothing algorithm** to both directional price momentum and absolute price momentum.
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**TSI Combo Pro (v3.20)** is an institutional-grade momentum oscillator implementing William Blau's complete **True Strength Index (TSI)** tri-plot suite.
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Unlike single-smoothed oscillators (such as traditional RSI or Rate of Change), **TSI eliminates false noise whipsaws while preserving responsive trend inflection turning points**. The "Combo" edition unifies three essential momentum perspectives into a single subwindow:
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While conventional single-smoothed momentum indicators (such as Rate of Change, Momentum, or standard MACD) suffer from persistent high-frequency noise and false breakout whipsaws, **TSI applies a dual-stage Exponential Moving Average cascade (Double-Smoothing) to both directional price changes and absolute price changes**.
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1. **Main TSI Line:** The normalized, double-smoothed momentum curve oscillating around the $0.0$ baseline within theoretical bounds of $-100.0$ to $+100.0$.
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2. **Signal Trigger Line:** A smoothed moving average of the TSI line used for precise entry and exit timing.
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3. **Oscillator Histogram:** A MACD-style difference histogram ($\text{TSI} - \text{Signal}$) displaying instantaneous momentum acceleration and deceleration.
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By normalizing double-smoothed price change against double-smoothed absolute volatility, TSI generates a bounded, responsive momentum curve that reflects true institutional capital drive without lag-induced phase distortion.
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In high-density multi-chart workspaces—such as layouts operating **14 active chart windows with MTF TSI running in Subwindow 1**—legacy implementations cause severe UI freezing due to repetitive `iBarShift` queries and multi-step data copying. **Version 3.20 Enterprise Edition** eliminates this latency via a **Unified Atomic Data Pipeline** and **Zero-Lag MTF Fast-Path**.
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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│ TSI COMBO TRI-PLOT SUITE │
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├──────────────────────┬────────────────────────┬────────────────────────┤
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│ Output Plot │ Color Code │ Core Role │
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├──────────────────────┼────────────────────────┼────────────────────────┤
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│ Oscillator Histogram │ clrSilver (Width:1) │ Momentum Acceleration │
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│ Main TSI Line │ clrDodgerBlue (Width:2)│ Double-Smoothed Trend │
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│ Signal Trigger Line │ clrOrangeRed (Width:1) │ Smoothed Crossover Line│
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└──────────────────────┴────────────────────────┴────────────────────────┘
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│ TSI PRO ARCHITECTURAL EVOLUTION │
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├────────────────────────────────────────────────────────────────────────┤
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│ │
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│ LEGACY ENGINE (v3.10): │
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│ ┌──────────────────────────────────────────────────────────────┐ │
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│ │ • 6 separate Copy API calls on every live MTF tick │ │
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│ │ • Up to 500 iBarShift API calls per tick in forming blocks │ │
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│ │ • Multi-step historical copy with dynamic array allocations │ │
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│ │ • UI Thread Saturation across 14 active chart windows │ │
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│ └──────────────────────────────────────────────────────────────┘ │
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│ │ │
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│ ▼ OPTIMIZED │
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│ ENTERPRISE ENGINE (v3.20): │
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│ ┌──────────────────────────────────────────────────────────────┐ │
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│ │ • 1 Atomic CopyRates call per live MTF tick (-83.3% API) │ │
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│ │ • 0 iBarShift calls on live ticks (ArrayBsearch Fast-Path) │ │
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│ │ • Single-call atomic historical HTF rate synchronization │ │
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│ │ • 5 Embedded Incremental Moving Average Engines in O(1) │ │
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│ └──────────────────────────────────────────────────────────────┘ │
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│ │
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└────────────────────────────────────────────────────────────────────────┘
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```
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### Key Capabilities
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* **Double-Smoothed Momentum Engine:** Eradicates high-frequency market noise through two sequential moving average filters.
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* **Full Volume-Weighted (VWMA) Support:** Integrates real trade volume and tick volume across Slow, Fast, and Signal smoothing stages.
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* **Unified 2026 MTF Framework:** Higher-timeframe TSI curves (e.g., H1 or H4) map onto lower-timeframe execution charts (M1, M5, M15) with flat, non-warping steps via `DataSync_Tools.mqh`.
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* **Synthetic Heikin Ashi Support:** Fully compatible with filtered Heikin Ashi price series via `CTSICalculator_HA` composition.
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* **Dynamic 6-Level Grid:** Fully customizable horizontal thresholds ($\pm 25.0, \pm 37.5, \pm 50.0$).
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- **Complete Tri-Plot Momentum Suite:** Concurrently outputs the main **TSI Line** (Plot 2), smoothed **Signal Line** (Plot 3), and the differential **Oscillator Histogram** (Plot 1).
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- **Double-Smoothed Momentum Engine:** Filters out market microstructure noise without the destructive phase delay typical of long-period single moving averages.
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- **Full VWMA Volume Support:** Supports 8 moving average algorithms (including Volume-Weighted VWMA) across slow, fast, and signal smoothing stages.
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- **Zero-Lag MTF Fast-Path:** Higher-timeframe TSI curves project as non-warping steps via `DataSync_Tools.mqh` with zero `iBarShift` overhead on live ticks.
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- **Synthetic Heikin Ashi Support:** Direct composition with `CHeikinAshi_Calculator` for filtered price momentum evaluation.
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---
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## 2. Mathematical Foundations & Double-Smoothing Mechanics
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## 2. Mathematical Foundations & Double-Smoothing Momentum Theory
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```text
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RAW PRICE CHANGE: Momentum = Price(t) - Price(t - 1)
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ABSOLUTE CHANGE: |Momentum| = |Price(t) - Price(t - 1)|
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│
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▼
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Stage 1: Slow MA Smoothing over Period P_Slow (e.g. 25 EMA)
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EMA1_M = MA( Momentum, Period = Slow )
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EMA1_Abs = MA( |Momentum|, Period = Slow )
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│
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▼
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Stage 2: Fast MA Smoothing over Period P_Fast (e.g. 13 EMA)
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EMA2_M = MA( EMA1_M, Period = Fast )
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EMA2_Abs = MA( EMA1_Abs, Period = Fast )
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│
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▼
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TSI = [ EMA2_M / EMA2_Abs ] × 100
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│
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▼
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Signal Line = MA( TSI, Period = P_Signal )
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Oscillator Hist = TSI - Signal Line
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Raw Price (P_t) ──▶ Momentum: m_t = P_t - P_{t-1} and |m_t|
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│
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▼
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Stage 1: Slow Smoothing ──▶ EMA( m_t, SlowP ) and EMA( |m_t|, SlowP )
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│
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▼
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Stage 2: Fast Smoothing ──▶ EMA_2( m_t, FastP ) and EMA_2( |m_t|, FastP )
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│
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▼
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TSI Ratio = 100 · [ EMA_2( m_t ) / EMA_2( |m_t| ) ]
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│
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┌───────────────┴───────────────┐
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▼ ▼
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Signal Line = EMA( TSI, SignalP ) Oscillator = TSI - Signal
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```
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### 2.1. Raw Momentum & Absolute Momentum
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$$\Delta P_t = P_t - P_{t-1}$$
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$$|\Delta P_t| = |P_t - P_{t-1}|$$
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Given input price series $P_t$ (Standard or Heikin Ashi):
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$$m_t = P_t - P_{t-1}$$
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$$|m_t| = |P_t - P_{t-1}|$$
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---
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### 2.2. Stage 1: First Smoothing (Slow Period: $P_{\text{slow}}$)
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### 2.2. Stage 1: First Smoothing (Slow MA)
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The raw momentum and absolute momentum are smoothed independently using the selected moving average algorithm (`InpSlowMAType`, typically EMA or VWMA):
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$$\text{SmoothMtm}_{1, t} = \text{MA}(m, P_{\text{slow}}, \text{InpSlowMAType})_t$$
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$$\text{SmoothAbs}_{1, t} = \text{MA}(|m|, P_{\text{slow}}, \text{InpSlowMAType})_t$$
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The 1-period momentum is smoothed over lookback period $P_{\text{Slow}} = \text{InpSlowPeriod}$:
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$$\text{EMA1}_M(t) = \mathcal{MA}\left( \Delta P, \text{Period} = P_{\text{Slow}}, \text{Type} = \text{InpSlowMAType} \right)$$
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$$\text{EMA1}_{|\Delta P|}(t) = \mathcal{MA}\left( |\Delta P|, \text{Period} = P_{\text{Slow}}, \text{Type} = \text{InpSlowMAType} \right)$$
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### 2.3. Stage 2: Second Smoothing (Fast Period: $P_{\text{fast}}$)
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---
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The first-stage smoothed series are smoothed a second time using `InpFastMAType`:
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$$\text{DoubleMtm}_{2, t} = \text{MA}(\text{SmoothMtm}_1, P_{\text{fast}}, \text{InpFastMAType})_t$$
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$$\text{DoubleAbs}_{2, t} = \text{MA}(\text{SmoothAbs}_1, P_{\text{fast}}, \text{InpFastMAType})_t$$
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### 2.3. Stage 2: Second Smoothing (Fast MA)
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### 2.4. Normalized True Strength Index ($\text{TSI}_t$)
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The first smoothed result is smoothed a second time over period $P_{\text{Fast}} = \text{InpFastPeriod}$:
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$$\text{EMA2}_M(t) = \mathcal{MA}\left( \text{EMA1}_M, \text{Period} = P_{\text{Fast}}, \text{Type} = \text{InpFastMAType} \right)$$
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$$\text{EMA2}_{|\Delta P|}(t) = \mathcal{MA}\left( \text{EMA1}_{|\Delta P|}, \text{Period} = P_{\text{Fast}}, \text{Type} = \text{InpFastMAType} \right)$$
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---
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### 2.4. The True Strength Index (TSI) Equation
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$$\text{TSI}_t = \begin{cases} \left( \frac{\text{EMA2}_M(t)}{\text{EMA2}_{|\Delta P|}(t)} \right) \times 100, & \text{if } \text{EMA2}_{|\Delta P|}(t) > 10^{-9} \\ 0.0, & \text{otherwise} \end{cases}$$
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---
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$$\text{TSI}_t = \begin{cases} \frac{\text{DoubleMtm}_{2, t}}{\text{DoubleAbs}_{2, t}} \cdot 100, & \text{if } \text{DoubleAbs}_{2, t} > 10^{-9} \\ 0.0, & \text{otherwise} \end{cases}$$
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*The resulting TSI curve is bounded between $[-100.0, +100.0]$, oscillating symmetrically around the $0.0$ equilibrium centerline.*
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### 2.5. Signal Line & Oscillator Difference
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$$\text{Signal}_t = \mathcal{MA}\left( \text{TSI}, \text{Period} = \text{InpSignalPeriod}, \text{Type} = \text{InpSignalMAType} \right)$$
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$$\text{Signal}_t = \text{MA}(\text{TSI}, P_{\text{signal}}, \text{InpSignalMAType})_t$$
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$$\text{Oscillator}_t = \text{TSI}_t - \text{Signal}_t$$
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---
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## 3. MQL5 Architecture & Engineering Standards
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### 2.6. Symmetrical 6-Level Indicator Matrix
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| Level Value | Level Name | Market Momentum Regime | Institutional Interpretation |
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| :---: | :---: | :--- | :--- |
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| **+50.0** | **Bullish Wall (Extreme Climax)** | Parabolic momentum exhaustion ceiling. | Climax exhaustion; fade breakout longs; take profit. |
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| **+37.5** | **Bullish Extreme** | Strong directional markup phase active. | Healthy trend acceleration; hold long positions. |
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| **+25.0** | **Bullish Warning** | Initial bullish expansion threshold. | Bullish momentum established above baseline. |
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| **0.0** | **Equilibrium Baseline** | Centerline inflection ($m_t$ net zero). | Directional pivot: $>0$ Bullish bias, $<0$ Bearish bias. |
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| **-25.0** | **Bearish Warning** | Initial bearish markdown threshold. | Bearish momentum established below baseline. |
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| **-37.5** | **Bearish Extreme** | Strong directional markdown phase active. | Healthy trend acceleration; hold short positions. |
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| **-50.0** | **Bearish Wall (Extreme Climax)** | Capitulation liquidation floor. | Capitulation exhaustion; fade breakdown shorts. |
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---
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## 3. MQL5 Architecture & Computational Benchmarking
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```text
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┌────────────────────────────────────────────────────────┐
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│ TSI_Calculator.mqh │
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│ (Core Math: Double-Smoothed Momentum & Volume Engine)│
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├──────────────────────────┬─────────────────────────────┤
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│ MovingAverage_Engine │ Composition Engine │
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│ • 4 Momentum MAs │ • CHeikinAshi_Calculator │
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│ • 1 Signal Line MA │ • Full VWMA Routing │
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└──────────────────────────┴─────────────────────────────┘
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│ Outputs TSI, Signal & Osc in O(1)
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│ (5 Embedded Incremental Moving Average Engines) │
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└──────────────────────────┬─────────────────────────────┘
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│ Delivers TSI, Signal & Osc in O(1)
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▼
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┌────────────────────────────────────────────────────────┐
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│ TSI_Combo_Pro.mq5 │
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│ (Unified Wrapper: Native Timeframe & MTF Engine) │
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│ TSI_Combo_Pro.mq5 │
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│ (Unified Native & Zero-Lag MTF Fast-Path) │
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├──────────────────────────┬─────────────────────────────┤
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│ Direct Mode (O(1)) │ Synchronized MTF Pipeline │
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│ • Current Timeframe │ • DataSync_Tools Daemon │
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│ • 3 Output Plots │ • Staircase Flat-Force │
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│ Buffer Layer (3) │ Centralized Framework │
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│ • BufferOsc (Plot 1) │ • DataSync_Tools.mqh │
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│ • BufferTSI (Plot 2) │ • Atomic CopyRates MTF │
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│ • BufferSignal(Plot 3) │ • Binary Search Snapping │
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└──────────────────────────┴─────────────────────────────┘
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```
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1. **Integrated 5-Engine Composition:** `CTSICalculator` orchestrates four internal `CMovingAverageCalculator` engines for momentum double-smoothing plus a fifth engine for signal line generation.
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2. **Full VWMA Volume Routing:** When `VWMA` is selected for Slow, Fast, or Signal smoothing, volume arrays (`h_vol[]` in MTF and `g_double_volume[]` in Native) are dynamically routed through all smoothing pipelines.
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3. **2026 MTF Framework with Staircase Solution:**
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* Asynchronous 1-second timer daemon (`OnTimerUpdate`) ensures higher-timeframe data synchronization without UI lag.
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* Dynamic staircase anchor (`first_bar_of_forming_htf`) synchronizes all lower-timeframe sub-bars belonging to the active higher-timeframe candle.
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### Engineering Benchmark: Legacy (v3.10) vs. Enterprise (v3.20)
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| Metric | Legacy Implementation (v3.10) | Enterprise Refactor (v3.20) | Net Optimization |
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| :--- | :---: | :---: | :---: |
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| **MTF Live-Tick `iBarShift`** | Up to 500 calls per tick | **0 calls on live ticks (`ArrayBsearch`)** | **Complete Zero-Lag** |
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| **MTF Data Copy Calls** | 6 separate calls per tick | **1 atomic `CopyRates` query** | **-83.3% API Overhead** |
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| **Historical HTF Copy Calls** | 6 separate calls + alloc | **1 bulk `CopyRates` call** | **Instantaneous Bulk Sync** |
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| **Pointer Safety** | Slow `CheckPointer()` on ticks | **Fast `if(!g_calculator)` Guard** | **Optimized Branching** |
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| **Multi-Window Scalability** | Noticeable UI lag on 14 charts | **Silky-smooth execution on >14 charts** | **Enterprise Certified** |
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---
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@@ -137,37 +154,37 @@ $$\text{Oscillator}_t = \text{TSI}_t - \text{Signal}_t$$
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### Timeframe Settings
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* `InpTimeframe` (*default: `PERIOD_CURRENT`*): Calculation timeframe. When set to `PERIOD_CURRENT`, it operates in native zero-lag mode. When set to a higher timeframe (e.g., `PERIOD_H1`, `PERIOD_D1`), it activates the synchronized MTF engine.
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- `InpTimeframe` (*default: `PERIOD_CURRENT`*): Calculation timeframe. Set to `PERIOD_CURRENT` for native zero-lag execution, or choose a higher timeframe (e.g., `PERIOD_M5`, `PERIOD_H1`) to activate the synchronized MTF engine.
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### TSI Core Settings
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* `InpSlowPeriod` (*default: `25`*): Lookback period ($P_{\text{Slow}}$) for the first smoothing stage.
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* `InpSlowMAType` (*default: `EMA`*): Smoothing algorithm for Stage 1 (`SMA`, `EMA`, `SMMA`, `LWMA`, `TMA`, `DEMA`, `TEMA`, `VWMA`).
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* `InpFastPeriod` (*default: `13`*): Lookback period ($P_{\text{Fast}}$) for the second smoothing stage.
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* `InpFastMAType` (*default: `EMA`*): Smoothing algorithm for Stage 2.
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* `InpSourcePrice` (*default: `PRICE_CLOSE_STD`*): Price series source (Supports all 7 Standard and 7 Heikin Ashi modes).
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- `InpSlowPeriod` (*default: `25`*): Lookback period for first-stage momentum smoothing ($P_{\text{slow}}$).
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- `InpSlowMAType` (*default: `EMA`*): Moving average algorithm applied to the first smoothing stage (Supports SMA, EMA, VWMA, etc.).
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- `InpFastPeriod` (*default: `13`*): Lookback period for second-stage momentum smoothing ($P_{\text{fast}}$).
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- `InpFastMAType` (*default: `EMA`*): Moving average algorithm applied to the second smoothing stage.
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- `InpSourcePrice` (*default: `PRICE_CLOSE_STD`*): Applied price series source. Supports all 7 Standard and 7 Heikin Ashi modes (`PRICE_HA_CLOSE`, `PRICE_HA_TYPICAL`, etc.).
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### Signal Line Settings
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* `InpSignalPeriod` (*default: `13`*): Smoothing period for the Signal line.
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* `InpSignalMAType` (*default: `EMA`*): Smoothing method for Signal line.
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- `InpSignalPeriod` (*default: `13`*): Lookback period for smoothing the TSI line into the Signal line ($P_{\text{signal}}$).
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- `InpSignalMAType` (*default: `EMA`*): Moving average algorithm applied to the signal line.
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### Indicator Levels
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* `InpLevelWallHigh` (*default: `50.0`*): Extreme overbought climax level.
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* `InpLevelExtrHigh` (*default: `37.5`*): Strong trend overbought level.
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* `InpLevelOverbought` (*default: `25.0`*): Overbought warning threshold.
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* `InpLevelOversold` (*default: `-25.0`*): Oversold warning threshold.
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* `InpLevelExtrLow` (*default: `-37.5`*): Strong trend oversold level.
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* `InpLevelWallLow` (*default: `-50.0`*): Extreme oversold climax level.
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* `InpLevelColor` (*default: `clrSilver`*): Color of horizontal level lines.
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* `InpLevelStyle` (*default: `STYLE_DOT`*): Line style of horizontal level lines.
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- `InpLevelWallHigh` (*default: `50.0`*): Extreme Climax Overbought ceiling.
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- `InpLevelExtrHigh` (*default: `37.5`*): Strong Trend Overbought threshold.
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- `InpLevelOverbought` (*default: `25.0`*): Overbought Warning threshold.
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- `InpLevelOversold` (*default: `-25.0`*): Oversold Warning threshold.
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- `InpLevelExtrLow` (*default: `-37.5`*): Strong Trend Oversold threshold.
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- `InpLevelWallLow` (*default: `-50.0`*): Extreme Climax Oversold floor.
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- `InpLevelColor` (*default: `clrSilver`*): Color of horizontal level lines.
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- `InpLevelStyle` (*default: `STYLE_DOT`*): Line style of horizontal level lines.
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### Visual Settings
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* `InpColorTSI` (*default: `clrDodgerBlue`*): TSI line color (Width: 2, Solid).
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* `InpColorSignal` (*default: `clrOrangeRed`*): Signal line color (Width: 1, Solid).
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* `InpColorOsc` (*default: `clrSilver`*): Histogram difference color (Width: 1, Solid).
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- `InpColorTSI` / `InpStyleTSI` / `InpWidthTSI`: Visual styling for the main TSI line (Default: `clrDodgerBlue`, `STYLE_SOLID`, `2`).
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- `InpColorSignal` / `InpStyleSignal` / `InpWidthSignal`: Visual styling for the Signal line (Default: `clrOrangeRed`, `STYLE_SOLID`, `1`).
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- `InpColorOsc` / `InpStyleOsc` / `InpWidthOsc`: Visual styling for the Oscillator histogram (Default: `clrSilver`, `STYLE_SOLID`, `1`).
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---
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@@ -176,41 +193,171 @@ $$\text{Oscillator}_t = \text{TSI}_t - \text{Signal}_t$$
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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||||
│ TSI COMBO TRADING PLAYBOOKS │
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│ TSI COMBO QUANTITATIVE PLAYBOOKS │
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├────────────────────────────────────────────────────────────────────────┤
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│ 1. Centerline Regime Cross: TSI > 0 = Bullish Macro Trend Dominance. │
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│ TSI < 0 = Bearish Macro Trend Dominance. │
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│ 2. Signal Line Crossover: TSI crosses Signal line in direction of │
|
||||
│ macro baseline (0.0 level). │
|
||||
│ 3. Histogram Divergence: Histogram contracting while TSI is beyond │
|
||||
│ ±25 / ±37.5 signals early exhaustion. │
|
||||
│ 1. Zero-Line Centerline Cross: Structural trend bias confirmation when │
|
||||
│ TSI crosses strictly above/below 0.0. │
|
||||
│ 2. Signal Line Momentum Cross: Fast continuation entries when TSI │
|
||||
│ crosses Signal in the direction of bias │
|
||||
│ 3. Climax Wall Reversal Fade: Fade statistical exhaustion when TSI │
|
||||
│ exceeds ±37.5 / ±50.0 and hooks back. │
|
||||
└────────────────────────────────────────────────────────────────────────┘
|
||||
|
||||
```
|
||||
|
||||
### 5.1. The 0.0 Centerline Macro Regime Filter
|
||||
### 5.1. Zero-Line Centerline Inflection (Structural Trend Bias)
|
||||
|
||||
* **Bullish Dominance:** When `TSI > 0.0`, double-smoothed upward price changes exceed downward changes. Only seek long continuation setups.
|
||||
* **Bearish Dominance:** When `TSI < 0.0`, double-smoothed downward price changes dominate. Only seek short continuation setups.
|
||||
- **Bullish Bias Confirmation:**
|
||||
- TSI line crosses strictly **above the 0.0 centerline**.
|
||||
- **Meaning:** Double-smoothed positive price changes exceed negative price changes across both lookback horizons.
|
||||
- **Execution:** Focus exclusively on Long setups on the execution chart.
|
||||
- **Bearish Bias Confirmation:**
|
||||
- TSI line crosses strictly **below the 0.0 centerline**. Focus exclusively on Short setups.
|
||||
|
||||
### 5.2. Trend-Following Signal Line Crossovers (TSI / Signal)
|
||||
### 5.2. Signal Line Momentum Crossover (Continuation Edge)
|
||||
|
||||
* **Bullish Trend Trigger:** `TSI > 0.0` AND `TSI` crosses **above Signal Line** while the Histogram expands positively $\rightarrow$ High-probability long trend entry.
|
||||
* **Bearish Trend Trigger:** `TSI < 0.0` AND `TSI` crosses **below Signal Line** while the Histogram expands negatively $\rightarrow$ High-probability short trend entry.
|
||||
- **Bullish Setup:**
|
||||
1. TSI line is holding above the 0.0 centerline (Bullish structural bias).
|
||||
2. A minor pullback causes the Oscillator histogram to dip toward or slightly below zero.
|
||||
3. TSI crosses back strictly **above the Signal Line** while holding $> 0.0$ $\rightarrow$ **Enter Long**, placing stop loss below the recent local swing low.
|
||||
- **Bearish Setup:**
|
||||
1. TSI line is holding below the 0.0 centerline.
|
||||
2. Pullback rally brings TSI near the Signal line.
|
||||
3. TSI crosses strictly **below the Signal Line** while holding $< 0.0$ $\rightarrow$ **Enter Short**.
|
||||
|
||||
### 5.3. Multi-Timeframe Macro Confluence
|
||||
### 5.3. Parabolic Climax & Wall Exhaustion Fade ($\pm 37.5 \dots \pm 50.0$)
|
||||
|
||||
* Attach an **H1-calculated TSI Combo** onto an **M5 execution chart**.
|
||||
* **Rule:** Only take M5 long pullback entries when **H1 TSI is above 0.0 AND above its H1 Signal line**.
|
||||
- **Overbought Climax Fade:**
|
||||
- TSI surges beyond **$+37.5$** or reaches the **$+50.0$ Wall Level**.
|
||||
- The Oscillator histogram peaks and begins declining, followed by TSI crossing **below the Signal Line** $\rightarrow$ Scale out of long positions; enter mean-reversion counter-trend shorts targeting the 0.0 centerline.
|
||||
- **Oversold Capitulation Fade:**
|
||||
- TSI flushes below **$-37.5$** or hits **$-50.0$**.
|
||||
- Oscillator histogram hooks upward, and TSI crosses **above the Signal Line** $\rightarrow$ Cover short positions; enter long bounce trades.
|
||||
|
||||
---
|
||||
|
||||
## 6. Indicator Buffer Map (For Developers & EA Integration)
|
||||
|
||||
| Buffer Index | Name | Type | Description |
|
||||
| :---: | :---: | :--- | :--- |
|
||||
| **0** | `BufferOsc` | `INDICATOR_DATA` | Histogram Difference Plot ($\text{TSI} - \text{Signal}$) |
|
||||
| **1** | `BufferTSI` | `INDICATOR_DATA` | Main True Strength Index (TSI) Line |
|
||||
| **2** | `BufferSignal` | `INDICATOR_DATA` | Smoothed Signal Trigger Line |
|
||||
### Buffer Allocation
|
||||
|
||||
*All buffers strictly maintain non-series chronological order (`ArraySetAsSeries = false`), ensuring instant compatibility with Expert Advisors and scanner dashboards via `iCustom()`.*
|
||||
| Buffer Index | Name | Type | Visual Plot | Description |
|
||||
| :---: | :---: | :---: | :---: | :--- |
|
||||
| **0** | `BufferOsc` | `INDICATOR_DATA` | Plot 1 (`DRAW_HISTOGRAM`) | Differential Oscillator ($\text{TSI} - \text{Signal}$). |
|
||||
| **1** | `BufferTSI` | `INDICATOR_DATA` | Plot 2 (`DRAW_LINE`) | Main Double-Smoothed True Strength Index line. |
|
||||
| **2** | `BufferSignal` | `INDICATOR_DATA` | Plot 3 (`DRAW_LINE`) | Smoothed Signal Line. |
|
||||
|
||||
*All buffers strictly maintain non-series chronological order (`ArraySetAsSeries = false`), ensuring direct compatibility with automated Expert Advisors via `iCustom()`.*
|
||||
|
||||
---
|
||||
|
||||
### MQL5 EA Integration Interface Template
|
||||
|
||||
```mql5
|
||||
//+------------------------------------------------------------------+
|
||||
//| EA_TSI_Combo_Interface.mq5 |
|
||||
//| Copyright 2026, xxxxxxxx|
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2026, xxxxxxxx"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
//--- EA Inputs
|
||||
input group "=== TSI Combo Filter Parameters ==="
|
||||
input ENUM_TIMEFRAMES InpTSITimeframe = PERIOD_CURRENT; // Timeframe
|
||||
input int InpSlowPeriod = 25; // Slow Period
|
||||
input int InpFastPeriod = 13; // Fast Period
|
||||
input int InpSignalPeriod = 13; // Signal Period
|
||||
|
||||
//--- Global Indicator Handle
|
||||
int g_tsi_handle = INVALID_HANDLE;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
if(g_tsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(g_tsi_handle);
|
||||
|
||||
// Instantiate handle to TSI_Combo_Pro via iCustom
|
||||
g_tsi_handle = iCustom(_Symbol,
|
||||
InpTSITimeframe,
|
||||
"TSI_Combo_Pro",
|
||||
InpTSITimeframe,
|
||||
InpSlowPeriod, EMA,
|
||||
InpFastPeriod, EMA,
|
||||
0, // Standard Candle Source
|
||||
InpSignalPeriod, EMA);
|
||||
|
||||
if(g_tsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
PrintFormat("EA Error: Failed to create handle for TSI_Combo_Pro. Error: %d", GetLastError());
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
Print("EA Success: TSI_Combo_Pro handle initialized successfully.");
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(g_tsi_handle != INVALID_HANDLE)
|
||||
{
|
||||
IndicatorRelease(g_tsi_handle);
|
||||
g_tsi_handle = INVALID_HANDLE;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Query completed closed candle (Shift = 1) and previous candle (Shift = 2)
|
||||
double tsi_vals[2], signal_vals[2], osc_vals[1];
|
||||
ArraySetAsSeries(tsi_vals, true); // Index 0 = Shift 1, Index 1 = Shift 2
|
||||
ArraySetAsSeries(signal_vals, true);
|
||||
ArraySetAsSeries(osc_vals, true);
|
||||
|
||||
if(CopyBuffer(g_tsi_handle, 1, 1, 2, tsi_vals) < 2 || // Buffer 1 = TSI Line
|
||||
CopyBuffer(g_tsi_handle, 2, 1, 2, signal_vals) < 2 || // Buffer 2 = Signal Line
|
||||
CopyBuffer(g_tsi_handle, 0, 1, 1, osc_vals) < 1) // Buffer 0 = Oscillator
|
||||
{
|
||||
return; // Data synchronizing
|
||||
}
|
||||
|
||||
double tsi_bar1 = tsi_vals[0];
|
||||
double sig_bar1 = signal_vals[0];
|
||||
double osc_bar1 = osc_vals[0];
|
||||
|
||||
// Quantitative Momentum Regimes
|
||||
bool is_bullish_bias = (tsi_bar1 > 0.0);
|
||||
bool is_bearish_bias = (tsi_bar1 < 0.0);
|
||||
bool is_overbought = (tsi_bar1 >= 25.0);
|
||||
bool is_oversold = (tsi_bar1 <= -25.0);
|
||||
bool is_climax_high = (tsi_bar1 >= 37.5);
|
||||
bool is_climax_low = (tsi_bar1 <= -37.5);
|
||||
|
||||
// Momentum Crossover Signals
|
||||
bool signal_crossed_up = (tsi_vals[1] <= signal_vals[1] && tsi_vals[0] > signal_vals[0]);
|
||||
bool signal_crossed_down = (tsi_vals[1] >= signal_vals[1] && tsi_vals[0] < signal_vals[0]);
|
||||
|
||||
// Telemetry Output
|
||||
Comment(StringFormat("TSI Combo Telemetry [Bar 1]:\n"
|
||||
"TSI: %.2f | Signal: %.2f | Osc: %.2f\n"
|
||||
"Structural Bias: %s | State: %s\n"
|
||||
"Crossover Signals -> Buy: %s | Sell: %s",
|
||||
tsi_bar1, sig_bar1, osc_bar1,
|
||||
is_bullish_bias ? "BULLISH (> 0.0)" : (is_bearish_bias ? "BEARISH (< 0.0)" : "EQUILIBRIUM"),
|
||||
is_climax_high ? "CLIMAX HIGH (>= 37.5)" :
|
||||
(is_climax_low ? "CLIMAX LOW (<= -37.5)" :
|
||||
(is_overbought ? "OVERBOUGHT (>= 25)" :
|
||||
(is_oversold ? "OVERSOLD (<= -25)" : "NORMAL RANGE"))),
|
||||
(signal_crossed_up && is_bullish_bias) ? "TRIGGERED (Bullish Cross)" : "NO",
|
||||
(signal_crossed_down && is_bearish_bias) ? "TRIGGERED (Bearish Cross)" : "NO"));
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
```
|
||||
|
||||
Reference in New Issue
Block a user