diff --git a/Indicators/MyIndicators/Quant/VolatilityRegime_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/VolatilityRegime_MTF_Pro.mq5 index 1f15635..6f0fab8 100644 --- a/Indicators/MyIndicators/Quant/VolatilityRegime_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Quant/VolatilityRegime_MTF_Pro.mq5 @@ -3,9 +3,9 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.00" +#property version "1.20" // Optimized with Forming LTF Block Flat-Force and OnTimer Guard #property description "Volatility Regime (Multi-Timeframe)." -#property description "Displays Higher Timeframe ATR Ratio (Fast/Slow)." +#property description "Displays Higher Timeframe ATR Ratio (Fast/Slow) cleanly without live-bar warping." #property indicator_separate_window #property indicator_buffers 2 @@ -36,21 +36,46 @@ input double InpThreshold = 1.0; // Expansion Threshold double BufRatio[]; double BufColor[]; -//--- Internal HTF Data +//--- Internal HTF Data Caches double h_open[], h_high[], h_low[], h_close[]; datetime h_time[]; -double h_atr_f[], h_atr_s[]; // HTF ATR results -double h_res[]; // HTF Ratio result +double h_atr_f[], h_atr_s[]; // HTF ATR results cached +double h_res[]; // HTF Ratio results cached +//--- Global HTF State Tracking CATRCalculator *g_atr_fast; CATRCalculator *g_atr_slow; +datetime g_last_htf_time = 0; +int g_htf_count = 0; +bool g_data_ready = false; +bool g_data_synced = false; + +//+------------------------------------------------------------------+ +//| EnsureHTFDataReady | +//+------------------------------------------------------------------+ +bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) + { + ResetLastError(); + if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) + { + SymbolSelect(symbol, true); + } + datetime times[]; + int copied = CopyTime(symbol, timeframe, 0, required_bars, times); + return (copied >= required_bars); + } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ int OnInit() { + g_data_ready = false; + g_data_synced = false; + g_last_htf_time = 0; + g_htf_count = 0; + if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) { Print("Warning: Target Timeframe should be > Current Timeframe."); @@ -59,30 +84,37 @@ int OnInit() SetIndexBuffer(0, BufRatio, INDICATOR_DATA); SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); + ArraySetAsSeries(BufRatio, false); + ArraySetAsSeries(BufColor, false); + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); - string name = StringFormat("VolaRegime MTF %s(%d/%d)", tf_name, InpPeriodFast, InpPeriodSlow); + string name = StringFormat("VolaRegime MTs %s(%d/%d)", tf_name, InpPeriodFast, InpPeriodSlow); IndicatorSetString(INDICATOR_SHORTNAME, name); IndicatorSetInteger(INDICATOR_DIGITS, 2); g_atr_fast = new CATRCalculator(); - if(!g_atr_fast.Init(InpPeriodFast, ATR_POINTS)) + if(CheckPointer(g_atr_fast) == POINTER_INVALID || !g_atr_fast.Init(InpPeriodFast, ATR_POINTS)) return INIT_FAILED; g_atr_slow = new CATRCalculator(); - if(!g_atr_slow.Init(InpPeriodSlow, ATR_POINTS)) + if(CheckPointer(g_atr_slow) == POINTER_INVALID || !g_atr_slow.Init(InpPeriodSlow, ATR_POINTS)) return INIT_FAILED; +//--- Initialize 1-second timer for weekend/async chart refreshes + EventSetTimer(1); + return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ -//| | +//| Deinit | //+------------------------------------------------------------------+ void OnDeinit(const int r) { - if(CheckPointer(g_atr_fast)==POINTER_DYNAMIC) + EventKillTimer(); + if(CheckPointer(g_atr_fast) != POINTER_INVALID) delete g_atr_fast; - if(CheckPointer(g_atr_slow)==POINTER_DYNAMIC) + if(CheckPointer(g_atr_slow) != POINTER_INVALID) delete g_atr_slow; } @@ -100,52 +132,115 @@ int OnCalculate(const int rates_total, const long &volume[], const int &spread[]) { -// 1. Fetch HTF Data - int htf_bars = iBars(_Symbol, InpTimeframe); - if(htf_bars < InpPeriodSlow + 10) - return 0; - - int count = MathMin(htf_bars, 3000); - - ArraySetAsSeries(h_time, false); - ArraySetAsSeries(h_open, false); - ArraySetAsSeries(h_high, false); - ArraySetAsSeries(h_low, false); - ArraySetAsSeries(h_close, false); - - if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count) - return 0; - if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count) - return 0; - if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count) - return 0; - if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count) - return 0; - if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count) - return 0; - -// 2. Calc on HTF - if(ArraySize(h_atr_f) != count) +//--- Ensure target timeframe history is ready + int required_bars = InpPeriodSlow + 10; + if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) { - ArrayResize(h_atr_f, count); - ArrayResize(h_atr_s, count); - ArrayResize(h_res, count); + g_data_synced = false; + return 0; // Wait for next tick to let history load } - g_atr_fast.Calculate(count, 0, h_open, h_high, h_low, h_close, h_atr_f); - g_atr_slow.Calculate(count, 0, h_open, h_high, h_low, h_close, h_atr_s); + g_data_synced = true; - for(int i=0; i 0) - h_res[i] = h_atr_f[i] / h_atr_s[i]; - else - h_res[i] = 1.0; + g_last_htf_time = htf_time_current; + + int htf_bars = iBars(_Symbol, InpTimeframe); + if(htf_bars < required_bars) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); + + 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_atr_f, g_htf_count); + ArrayResize(h_atr_s, g_htf_count); + ArrayResize(h_res, g_htf_count); + + if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count || + CopyOpen(_Symbol, InpTimeframe, 0, g_htf_count, h_open) != g_htf_count || + CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count || + CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count || + CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + //--- Calculate ATR on HTF (Closed bars and forming bar initialized) + g_atr_fast.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_atr_f); + g_atr_slow.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_atr_s); + + for(int i = 0; i < g_htf_count; i++) + { + if(h_atr_s[i] > 0) + h_res[i] = h_atr_f[i] / h_atr_s[i]; + else + h_res[i] = 1.0; + } + + g_data_ready = true; } -// 3. Map to Current Chart + if(!g_data_ready) + return 0; + +//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick! + int live_idx = g_htf_count - 1; + if(live_idx >= InpPeriodSlow) + { + double o[1], h[1], l[1], c[1]; + int shift = iBarShift(_Symbol, InpTimeframe, htf_time_current, false); + if(shift >= 0 && + CopyOpen(_Symbol, InpTimeframe, shift, 1, o) == 1 && + CopyHigh(_Symbol, InpTimeframe, shift, 1, h) == 1 && + CopyLow(_Symbol, InpTimeframe, shift, 1, l) == 1 && + CopyClose(_Symbol, InpTimeframe, shift, 1, c) == 1) + { + h_open[live_idx] = o[0]; + h_high[live_idx] = h[0]; + h_low[live_idx] = l[0]; + h_close[live_idx] = c[0]; + + // Incremental recalculation on the live index (O(1) tick performance) + g_atr_fast.Calculate(g_htf_count, live_idx, h_open, h_high, h_low, h_close, h_atr_f); + g_atr_slow.Calculate(g_htf_count, live_idx, h_open, h_high, h_low, h_close, h_atr_s); + + if(h_atr_s[live_idx] > 0) + h_res[live_idx] = h_atr_f[live_idx] / h_atr_s[live_idx]; + else + h_res[live_idx] = 1.0; + } + } + +//--- 3. FIXED: 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! int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + int first_bar_of_forming_htf = rates_total - 1; + while(first_bar_of_forming_htf > 0 && + iBarShift(_Symbol, InpTimeframe, time[first_bar_of_forming_htf], false) == 0) + { + first_bar_of_forming_htf--; + } + first_bar_of_forming_htf++; // This is the start of the forming step on lower TF chart + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +//--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick) for(int i = start; i < rates_total; i++) { datetime t = time[i]; @@ -153,27 +248,49 @@ int OnCalculate(const int rates_total, if(shift_htf >= 0) { - int idx_htf = count - 1 - shift_htf; - - if(idx_htf >= 0 && idx_htf < count) + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) { double val = h_res[idx_htf]; BufRatio[i] = val; // Color Logic if(val >= InpThreshold) - BufColor[i] = 1.0; // Lime + BufColor[i] = 1.0; // Lime (Volatility Expanding / Active Market) else - BufColor[i] = 0.0; // Gray + BufColor[i] = 0.0; // Gray (Volatility Contracting / Sleeping Market) } else { BufRatio[i] = EMPTY_VALUE; + BufColor[i] = 0.0; } } + else + { + BufRatio[i] = EMPTY_VALUE; + BufColor[i] = 0.0; + } } return(rates_total); } + +//+------------------------------------------------------------------+ +//| OnTimer | +//| Handles loading checks and force-redraws | +//+------------------------------------------------------------------+ +void OnTimer() + { + if(!g_data_synced) + { + int required_bars = InpPeriodSlow + 5; + if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+