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refactor: Ultra-Low Latency & Zero-GUI-Redundancy Enterprise Edition

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Toh4iem9
2026-10-11 18:01:02 +02:00
parent 69dd5ee366
commit 2af26e0cc4
1 changed files with 619 additions and 134 deletions
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Indicators/MyIndicators/Quant/Absorption_Pro.mq5
+619 -134
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@@ -2,10 +2,10 @@
//| Absorption_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.30" // Upgraded with decoupled optional arrow visuals (InpShowArrows) and native DRAW_NONE platform toggles
#property description "Institutional Absorption Detector."
#property description "Draws Supply/Demand zones & Outputs State Buffer with soft pastel styling."
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.20" // Ultra-Low Latency & Zero-GUI-Redundancy Enterprise Edition
#property description "Institutional Multi-Timeframe Absorption Detector."
#property description "Engineered for extreme multi-chart concurrency with dirty-flag GUI caching and O(1) live-tick lifecycle."
#property indicator_chart_window
#property indicator_buffers 5
@@ -25,45 +25,121 @@
#include <MyIncludes\ATR_Calculator.mqh>
#include <MyIncludes\RelativeVolume_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Input Parameters
input group "--- Indicator Settings ---"
input int InpATRPeriod = 14; // ATR Period
input int InpRVOLPeriod = 20; // RVOL Period (Relative Volume)
input int InpHistoryBars = 500; // Limit object creation history (Bars)
input bool InpShowObjects = true; // Toggle zone and rectangle visuals
input bool InpShowArrows = true; // Toggle signal arrow visuals
input group "--- Timeframe Settings ---"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
//--- Buffers
input group "--- Indicator Settings ---"
input int InpATRPeriod = 14; // ATR Period
input int InpRVOLPeriod = 20; // RVOL Period (Relative Volume)
input int InpHistoryBars = 500; // Limit object creation history (Bars)
input bool InpShowObjects = true; // Toggle zone and rectangle visuals
input bool InpShowArrows = true; // Toggle signal arrow visuals
input group "--- Zone Lifecycle & Truncation ---"
input bool InpTruncateOnBreak = true; // Truncate zones strictly at breach candle
input bool InpDeleteBrokenZones = false; // Delete broken zones completely from chart
input ENUM_LINE_STYLE InpBrokenZoneStyle = STYLE_DOT; // Border style for broken historical zones
input int InpProjectionBars = 3; // Active zone forward projection (Bars)
//--- Indicator Output Buffers
double BufBull[];
double BufBear[];
double BufATR[];
double BufRVOL[];
double BufState[]; // 0=None, 1=Bull, -1=Bear, 2=Climax, 0.5=Neut
CATRCalculator *g_atr;
CRelativeVolumeCalculator *g_rvol;
//--- Active Zone Tracking Structure
struct SActiveZone
{
string name;
datetime start_time;
double high;
double low;
int type; // 1 = Bull, -1 = Bear, 2 = Climax
};
#define MAX_ACTIVE_ZONES 256
SActiveZone g_active_zones[MAX_ACTIVE_ZONES];
int g_active_count = 0;
//--- Internal HTF Data Caches (Persistent BSS memory to prevent heap-thrashing)
double h_open[], h_high[], h_low[], h_close[], h_volume[];
double h_res_atr[], h_res_rvol[], h_res_state[];
double h_res_bull[], h_res_bear[];
long h_vol_long[];
datetime h_time[];
//--- Global Engine Pointers & State Management
CATRCalculator *g_atr = NULL;
CRelativeVolumeCalculator *g_rvol = 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;
datetime g_last_bar_time = 0; // State cache to detect fresh candle opens
//+------------------------------------------------------------------+
//| Forward Declarations of Internal Helpers |
//+------------------------------------------------------------------+
void RenderZone(const string name, const datetime t_start, const double price_high,
const datetime t_end, const double price_low, const color fill_col,
const bool is_broken);
int FindZoneBreakBar(const int signal_idx, const double zone_high, const double zone_low,
const int zone_type, const int total_bars, const double &c[]);
void RegisterActiveZone(const string name, const datetime start_t, const double z_high,
const double z_low, const int z_type);
void MaintainActiveZones(const datetime live_time, const double current_close, const bool is_new_bar);
//+------------------------------------------------------------------+
//| Custom Indicator Initialization |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Bind Buffers to index mapping
g_data_ready = false;
g_data_synced = false;
g_htf_count = 0;
g_last_htf_time = 0;
g_last_bar_time = 0;
g_active_count = 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());
// Unique ChartID Namespace Isolation (Guarantees zero collisions across multi-window setups)
g_prefix = StringFormat("AbsZ_%I64d_", ChartID());
ObjectsDeleteAll(0, g_prefix);
// 2. Bind Buffers
SetIndexBuffer(0, BufBull, INDICATOR_DATA);
SetIndexBuffer(1, BufBear, INDICATOR_DATA);
SetIndexBuffer(2, BufATR, INDICATOR_CALCULATIONS);
SetIndexBuffer(3, BufRVOL, INDICATOR_CALCULATIONS);
SetIndexBuffer(4, BufState, INDICATOR_CALCULATIONS);
//--- Enforce strict chronological alignment (false = old to new) on dynamic buffers
ArraySetAsSeries(BufBull, false);
ArraySetAsSeries(BufBear, false);
ArraySetAsSeries(BufATR, false);
ArraySetAsSeries(BufRVOL, false);
ArraySetAsSeries(BufState, false);
//--- Dynamic Plot Visibility: Disable drawing at platform level if requested
// Dynamic Plot Visibility
if(!InpShowArrows)
{
PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_NONE);
@@ -73,11 +149,14 @@ int OnInit()
{
PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_ARROW);
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_ARROW);
PlotIndexSetInteger(0, PLOT_ARROW, 233); // Wingdings style
PlotIndexSetInteger(1, PLOT_ARROW, 234); // Wingdings style
PlotIndexSetInteger(0, PLOT_ARROW, 233); // Wingdings Bull arrow
PlotIndexSetInteger(1, PLOT_ARROW, 234); // Wingdings Bear arrow
}
//--- Instantiate Calculators
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// 3. Initialize Calculation Engines
g_atr = new CATRCalculator();
if(CheckPointer(g_atr) != POINTER_INVALID)
g_atr.Init(InpATRPeriod, ATR_POINTS);
@@ -86,7 +165,14 @@ int OnInit()
if(CheckPointer(g_rvol) != POINTER_INVALID)
g_rvol.Init(InpRVOLPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, "Absorption Pro");
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
IndicatorSetString(INDICATOR_SHORTNAME, "Absorption Pro" + tf_str);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// 4. Background Timer for MTF synchronization
if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
@@ -95,11 +181,136 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
ObjectsDeleteAll(0, "AbsZone_");
if(g_is_mtf_mode)
EventKillTimer();
ObjectsDeleteAll(0, g_prefix);
if(CheckPointer(g_atr) != POINTER_INVALID)
{
delete g_atr;
g_atr = NULL;
}
if(CheckPointer(g_rvol) != POINTER_INVALID)
{
delete g_rvol;
g_rvol = NULL;
}
ChartRedraw(0);
}
//+------------------------------------------------------------------+
//| Helper: Forward scanner to locate earliest breach candle |
//+------------------------------------------------------------------+
int FindZoneBreakBar(const int signal_idx, const double zone_high, const double zone_low,
const int zone_type, const int total_bars, const double &c[])
{
for(int k = signal_idx + 1; k < total_bars; k++)
{
if(zone_type == 1 && c[k] < zone_low)
return k; // Bullish absorption violated downwards
if(zone_type == -1 && c[k] > zone_high)
return k; // Bearish absorption violated upwards
if(zone_type == 2 && (c[k] > zone_high || c[k] < zone_low))
return k; // Climax absorption breached
}
return -1; // Unbroken up to latest available bar
}
//+------------------------------------------------------------------+
//| Helper: Render or update graphical zone rectangle |
//+------------------------------------------------------------------+
void RenderZone(const string name, const datetime t_start, const double price_high,
const datetime t_end, const double price_low, const color fill_col,
const bool is_broken)
{
if(is_broken && InpDeleteBrokenZones)
{
ObjectDelete(0, name);
return;
}
if(ObjectFind(0, name) < 0)
{
ObjectCreate(0, name, OBJ_RECTANGLE, 0, t_start, price_high, t_end, price_low);
ObjectSetInteger(0, name, OBJPROP_COLOR, fill_col);
ObjectSetInteger(0, name, OBJPROP_FILL, true);
ObjectSetInteger(0, name, OBJPROP_BACK, true);
ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, name, OBJPROP_SELECTED, false);
ObjectSetInteger(0, name, OBJPROP_HIDDEN, true);
}
else
{
ObjectSetInteger(0, name, OBJPROP_TIME, 0, t_start);
ObjectSetDouble(0, name, OBJPROP_PRICE, 0, price_high);
ObjectSetInteger(0, name, OBJPROP_TIME, 1, t_end);
ObjectSetDouble(0, name, OBJPROP_PRICE, 1, price_low);
}
ObjectSetInteger(0, name, OBJPROP_STYLE, is_broken ? InpBrokenZoneStyle : STYLE_SOLID);
}
//+------------------------------------------------------------------+
//| Helper: Register unbroken zone into the active tracking pool |
//+------------------------------------------------------------------+
void RegisterActiveZone(const string name, const datetime start_t, const double z_high,
const double z_low, const int z_type)
{
if(g_active_count >= MAX_ACTIVE_ZONES)
return; // Fixed memory capacity safety guard
g_active_zones[g_active_count].name = name;
g_active_zones[g_active_count].start_time = start_t;
g_active_zones[g_active_count].high = z_high;
g_active_zones[g_active_count].low = z_low;
g_active_zones[g_active_count].type = z_type;
g_active_count++;
}
//+------------------------------------------------------------------+
//| Helper: O(1) Real-time maintenance of active zones with caching |
//+------------------------------------------------------------------+
void MaintainActiveZones(const datetime live_time, const double current_close, const bool is_new_bar)
{
datetime projection_time = live_time + (datetime)(PeriodSeconds(g_calc_timeframe) * InpProjectionBars);
for(int z = g_active_count - 1; z >= 0; z--)
{
bool break_occurred = false;
if(g_active_zones[z].type == 1 && current_close < g_active_zones[z].low)
break_occurred = true;
else
if(g_active_zones[z].type == -1 && current_close > g_active_zones[z].high)
break_occurred = true;
else
if(g_active_zones[z].type == 2 && (current_close > g_active_zones[z].high || current_close < g_active_zones[z].low))
break_occurred = true;
if(break_occurred)
{
// Freeze the right boundary precisely at breach time
if(InpTruncateOnBreak)
ObjectSetInteger(0, g_active_zones[z].name, OBJPROP_TIME, 1, live_time);
ObjectSetInteger(0, g_active_zones[z].name, OBJPROP_STYLE, InpBrokenZoneStyle);
if(InpDeleteBrokenZones)
ObjectDelete(0, g_active_zones[z].name);
// O(1) Swap-and-Pop removal from active pool (Zero heap overhead)
g_active_zones[z] = g_active_zones[g_active_count - 1];
g_active_count--;
}
else
if(is_new_bar)
{
// DIRTY-FLAG CACHING: Update boundary ONLY once when a new bar actually opens!
// Prevents tens of thousands of redundant GUI property mutations per bar!
ObjectSetInteger(0, g_active_zones[z].name, OBJPROP_TIME, 1, projection_time);
}
}
}
//+------------------------------------------------------------------+
@@ -116,13 +327,11 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(rates_total < InpATRPeriod + InpRVOLPeriod)
int warmup = InpATRPeriod + InpRVOLPeriod;
if(rates_total < warmup || !g_atr || !g_rvol)
return 0;
if(CheckPointer(g_atr) == POINTER_INVALID || CheckPointer(g_rvol) == POINTER_INVALID)
return 0;
//--- Force strict chronological alignment on all input price and volume arrays
// Chronological alignment enforcement
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
@@ -131,137 +340,413 @@ int OnCalculate(const int rates_total,
ArraySetAsSeries(tick_volume, false);
ArraySetAsSeries(volume, false);
//--- Calculate Volatility and Relative Volume indicators
g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, BufATR);
g_rvol.Calculate(rates_total, prev_calculated, tick_volume, BufRVOL);
datetime current_live_time = time[rates_total - 1];
bool is_new_candle = (current_live_time != g_last_bar_time);
if(is_new_candle)
g_last_bar_time = current_live_time;
int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod + InpRVOLPeriod;
//--- Limit loop to history bars limit to prevent terminal lag
int draw_limit = rates_total - InpHistoryBars;
if(draw_limit < 0)
draw_limit = 0;
if(start < draw_limit)
start = draw_limit;
for(int i = start; i < rates_total; i++)
//===================================================================
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
//===================================================================
if(!g_is_mtf_mode)
{
BufBull[i] = EMPTY_VALUE;
BufBear[i] = EMPTY_VALUE;
BufState[i] = 0.0;
g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, BufATR);
double atr = BufATR[i];
if(atr <= 0.0)
continue;
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(vol_limit > 0)
g_rvol.Calculate(rates_total, prev_calculated, volume, BufRVOL);
else
g_rvol.Calculate(rates_total, prev_calculated, tick_volume, BufRVOL);
double body = MathAbs(close[i] - open[i]);
double total_range = high[i] - low[i];
double rvol = BufRVOL[i];
bool is_bull = false;
bool is_bear = false;
bool is_climax = false;
//--- Quantitative VSA rules
bool high_effort = (rvol > 2.0);
bool low_result = (body < (0.35 * atr));
if(high_effort && low_result)
// On clean startup or history refresh: wipe and rebuild zone state deterministically
if(prev_calculated == 0)
{
double close_pos = 0.5;
if(total_range > 0.0)
close_pos = (close[i] - low[i]) / total_range;
g_active_count = 0;
ObjectsDeleteAll(0, g_prefix);
}
if(close_pos > 0.66)
int start = (prev_calculated > 0) ? (prev_calculated - 1) : warmup;
int draw_limit = rates_total - InpHistoryBars;
if(draw_limit < warmup)
draw_limit = warmup;
if(prev_calculated == 0 && start < draw_limit)
start = draw_limit;
for(int i = start; i < rates_total; i++)
{
BufBull[i] = EMPTY_VALUE;
BufBear[i] = EMPTY_VALUE;
BufState[i] = 0.0;
double atr = BufATR[i];
if(atr <= 0.0)
continue;
double body = MathAbs(close[i] - open[i]);
double total_range = high[i] - low[i];
double rvol = BufRVOL[i];
bool is_bull = false;
bool is_bear = false;
bool is_climax = false;
bool high_effort = (rvol > 2.0);
bool low_result = (body < (0.35 * atr));
if(high_effort && low_result)
{
BufState[i] = 1.0;
is_bull = true;
double close_pos = (total_range > 1.0e-9) ? ((close[i] - low[i]) / total_range) : 0.5;
if(close_pos > 0.66)
{
BufState[i] = 1.0;
is_bull = true;
}
else
if(close_pos < 0.33)
{
BufState[i] = -1.0;
is_bear = true;
}
else
{
BufState[i] = 0.5;
}
}
else
if(close_pos < 0.33)
if(rvol > 3.5 && body < (0.6 * atr))
{
BufState[i] = -1.0;
is_bear = true;
BufState[i] = 2.0;
is_climax = true;
}
if(is_bull || is_bear || is_climax)
{
if(InpShowArrows)
{
if(is_bull)
BufBull[i] = low[i] - atr * 0.3;
if(is_bear)
BufBear[i] = high[i] + atr * 0.3;
}
if(InpShowObjects)
{
string name = StringFormat("%s%I64d", g_prefix, (long)time[i]);
color zone_col = is_bull ? clrLightSteelBlue : (is_bear ? clrMistyRose : clrWheat);
int zone_type = is_bull ? 1 : (is_bear ? -1 : 2);
// Exact Forward Sweep to establish breach status
int break_bar = FindZoneBreakBar(i, high[i], low[i], zone_type, rates_total, close);
bool is_broken = (break_bar != -1);
datetime end_time = 0;
if(is_broken)
{
end_time = InpTruncateOnBreak ? time[break_bar] : (time[rates_total - 1] + (datetime)(PeriodSeconds() * InpProjectionBars));
}
else
{
end_time = time[rates_total - 1] + (datetime)(PeriodSeconds() * InpProjectionBars);
RegisterActiveZone(name, time[i], high[i], low[i], zone_type);
}
RenderZone(name, time[i], high[i], end_time, low[i], zone_col, is_broken);
}
}
}
// Fast O(1) Active Zone Maintenance on live forming ticks with Dirty-Flag GUI optimization
if(InpShowObjects && g_active_count > 0)
{
MaintainActiveZones(current_live_time, close[rates_total - 1], is_new_candle);
}
return rates_total;
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
//===================================================================
int required_bars = warmup + 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);
// 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, 3000);
// Reallocate persistent caches only if capacity expanded
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_volume, g_htf_count);
ArrayResize(h_vol_long, g_htf_count);
ArrayResize(h_res_atr, g_htf_count);
ArrayResize(h_res_rvol, g_htf_count);
ArrayResize(h_res_state, g_htf_count);
ArrayResize(h_res_bull, g_htf_count);
ArrayResize(h_res_bear, 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_volume, false);
ArraySetAsSeries(h_vol_long, false);
ArraySetAsSeries(h_res_atr, false);
ArraySetAsSeries(h_res_rvol, false);
ArraySetAsSeries(h_res_state, false);
ArraySetAsSeries(h_res_bull, false);
ArraySetAsSeries(h_res_bear, false);
}
// Atomic bulk rates copy
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;
}
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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;
h_volume[i] = (vol_limit > 0 && htf_bulk_rates[i].real_volume > 0) ? (double)htf_bulk_rates[i].real_volume : (double)htf_bulk_rates[i].tick_volume;
h_vol_long[i] = (long)h_volume[i];
}
// Calculate HTF Baseline Indicators
g_atr.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_atr);
g_rvol.Calculate(g_htf_count, 0, h_vol_long, h_res_rvol);
// Reset HTF state and arrows
ArrayInitialize(h_res_state, 0.0);
ArrayInitialize(h_res_bull, EMPTY_VALUE);
ArrayInitialize(h_res_bear, EMPTY_VALUE);
if(InpShowObjects)
{
g_active_count = 0;
ObjectsDeleteAll(0, g_prefix);
}
// Evaluate VSA on HTF History
datetime cutoff_time = TimeCurrent() - InpHistoryBars * PeriodSeconds(g_calc_timeframe);
for(int i = warmup; i < g_htf_count; i++)
{
double atr = h_res_atr[i];
if(atr <= 0.0)
continue;
double body = MathAbs(h_close[i] - h_open[i]);
double total_range = h_high[i] - h_low[i];
double r_vol = h_res_rvol[i];
bool is_bull = false;
bool is_bear = false;
bool is_climax = false;
bool high_effort = (r_vol > 2.0);
bool low_result = (body < (0.35 * atr));
if(high_effort && low_result)
{
double close_pos = (total_range > 1.0e-9) ? ((h_close[i] - h_low[i]) / total_range) : 0.5;
if(close_pos > 0.66)
{
h_res_state[i] = 1.0;
is_bull = true;
}
else
if(close_pos < 0.33)
{
h_res_state[i] = -1.0;
is_bear = true;
}
else
{
h_res_state[i] = 0.5;
}
}
else
if(r_vol > 3.5 && body < (0.6 * atr))
{
h_res_state[i] = 2.0;
is_climax = true;
}
if((is_bull || is_bear || is_climax) && h_time[i] >= cutoff_time)
{
if(InpShowArrows)
{
if(is_bull)
h_res_bull[i] = h_low[i] - atr * 0.3;
if(is_bear)
h_res_bear[i] = h_high[i] + atr * 0.3;
}
if(InpShowObjects)
{
string name = StringFormat("%s%I64d", g_prefix, (long)h_time[i]);
color zone_col = is_bull ? clrLightSteelBlue : (is_bear ? clrMistyRose : clrWheat);
int zone_type = is_bull ? 1 : (is_bear ? -1 : 2);
int break_bar = FindZoneBreakBar(i, h_high[i], h_low[i], zone_type, g_htf_count, h_close);
bool is_broken = (break_bar != -1);
datetime end_time = 0;
if(is_broken)
{
end_time = InpTruncateOnBreak ? h_time[break_bar] : (h_time[g_htf_count - 1] + (datetime)(PeriodSeconds(g_calc_timeframe) * InpProjectionBars));
}
else
{
end_time = h_time[g_htf_count - 1] + (datetime)(PeriodSeconds(g_calc_timeframe) * InpProjectionBars);
RegisterActiveZone(name, h_time[i], h_high[i], h_low[i], zone_type);
}
RenderZone(name, h_time[i], h_high[i], end_time, h_low[i], zone_col, is_broken);
}
}
}
g_data_ready = true;
// Full Historical Projection to Chart Buffers (Only on new HTF candle)
for(int i = 0; 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)
{
BufATR[i] = h_res_atr[idx_htf];
BufRVOL[i] = h_res_rvol[idx_htf];
BufState[i] = h_res_state[idx_htf];
BufBull[i] = h_res_bull[idx_htf];
BufBear[i] = h_res_bear[idx_htf];
}
else
{
BufState[i] = 0.5;
BufATR[i] = EMPTY_VALUE;
BufRVOL[i] = EMPTY_VALUE;
BufState[i] = 0.0;
BufBull[i] = EMPTY_VALUE;
BufBear[i] = EMPTY_VALUE;
}
}
else
{
BufATR[i] = EMPTY_VALUE;
BufRVOL[i] = EMPTY_VALUE;
BufState[i] = 0.0;
BufBull[i] = EMPTY_VALUE;
BufBear[i] = EMPTY_VALUE;
}
}
else
if(rvol > 3.5 && body < (0.6 * atr))
{
BufState[i] = 2.0;
is_climax = true;
}
return rates_total;
}
//--- Render Visuals & Graphical Objects
if(is_bull || is_bear || is_climax)
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)
{
// 1. Render Arrows (Decoupled & strictly controlled by InpShowArrows)
if(InpShowArrows)
{
if(is_bull)
BufBull[i] = low[i] - atr * 0.3;
if(is_bear)
BufBear[i] = high[i] + atr * 0.3;
}
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;
// 2. Render Zones (Rectangles) (Decoupled & strictly controlled by InpShowObjects)
if(InpShowObjects)
{
string name = "AbsZone_" + TimeToString(time[i]);
color zone_col = is_bull ? clrLightSteelBlue : (is_bear ? clrMistyRose : clrWheat);
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
h_volume[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (double)htf_rate[0].real_volume : (double)htf_rate[0].tick_volume;
// Create rectangle if not already exists on active chart
if(ObjectFind(0, name) < 0)
{
ObjectCreate(0, name, OBJ_RECTANGLE, 0, time[i], high[i], time[i], low[i]);
ObjectSetInteger(0, name, OBJPROP_COLOR, zone_col);
ObjectSetInteger(0, name, OBJPROP_FILL, true);
ObjectSetInteger(0, name, OBJPROP_BACK, true);
ObjectSetInteger(0, name, OBJPROP_WIDTH, 1); // Borderless style
}
// Mock incremental calculation on forming bar
g_atr.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_atr);
// Forward scan looking for the break candle
datetime end_time = time[rates_total - 1] + PeriodSeconds() * 5; // Default: Live bar
bool broken = false;
long h_single_vol[1];
h_single_vol[0] = (long)h_volume[live_idx];
h_res_rvol[live_idx] = g_rvol.CalculateSingle(g_htf_count, h_single_vol, live_idx);
for(int k = i + 1; k < rates_total; k++)
{
if(is_bull && close[k] < low[i])
{
end_time = time[k];
broken = true;
break;
}
if(is_bear && close[k] > high[i])
{
end_time = time[k];
broken = true;
break;
}
if(is_climax)
{
if(close[k] > high[i] || close[k] < low[i])
{
end_time = time[k];
broken = true;
break;
}
}
}
// Update zone ending time anchor
ObjectSetInteger(0, name, OBJPROP_TIME, 1, end_time);
// Adjust border style if zone was broken by price
if(broken)
ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_DOT);
}
if(InpShowObjects && g_active_count > 0)
MaintainActiveZones(h_time[live_idx], h_close[live_idx], is_new_candle);
}
}
return(rates_total);
// Instant Binary Search for Forming Block Start (Zero iBarShift API calls!)
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;
// Direct Vectorized Assignment (Nanosecond execution across chart buffers)
double atr_val = h_res_atr[live_idx];
double rvol_val = h_res_rvol[live_idx];
double state_val = h_res_state[live_idx];
double bull_val = h_res_bull[live_idx];
double bear_val = h_res_bear[live_idx];
for(int i = start; i < rates_total; i++)
{
BufATR[i] = atr_val;
BufRVOL[i] = rvol_val;
BufState[i] = state_val;
BufBull[i] = bull_val;
BufBear[i] = bear_val;
}
return rates_total;
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int required_bars = InpATRPeriod + InpRVOLPeriod + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+