From 32d25b5003071b54cb9f753975b731067c594fb2 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sat, 28 Feb 2026 00:28:47 +0100
Subject: [PATCH] new files added

---
 .../MyIndicators/Quant/AutoCorr_MTF_Pro.mq5   | 147 ++++++++++++++++++
 1 file changed, 147 insertions(+)
 create mode 100644 Indicators/MyIndicators/Quant/AutoCorr_MTF_Pro.mq5

diff --git a/Indicators/MyIndicators/Quant/AutoCorr_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/AutoCorr_MTF_Pro.mq5
new file mode 100644
index 0000000..b76bda7
--- /dev/null
+++ b/Indicators/MyIndicators/Quant/AutoCorr_MTF_Pro.mq5
@@ -0,0 +1,147 @@
+//+------------------------------------------------------------------+
+//|                                             AutoCorr_MTF_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00"
+#property description "Lag-1 Autocorrelation (Multi-Timeframe)."
+#property description "Displays HTF Serial Correlation regime."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+
+// Plot: Histogram
+#property indicator_label1  "AC MTF"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+// Colors: MeanRev(Red), Random(Gray), Trend(Green)
+#property indicator_color1  clrCrimson, clrGray, clrSpringGreen
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\Autocorrelation_Calculator.mqh>
+
+//--- Parameters
+input ENUM_TIMEFRAMES   InpTimeframe   = PERIOD_H1;    // Target Timeframe
+input int               InpPeriod      = 20;           // Window Size
+input double            InpThreshold   = 0.1;          // Significance Threshold
+
+//--- Buffers
+double BufAC[];
+double BufCol[];
+
+//--- Internal HTF Data
+double h_open[], h_high[], h_low[], h_close[];
+datetime h_time[];
+double h_res[]; // Result
+
+CAutocorrelationCalculator *g_calc;
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
+     {
+      Print("Warning: Target Timeframe should be > Current Timeframe.");
+     }
+
+   SetIndexBuffer(0, BufAC, INDICATOR_DATA);
+   SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
+
+   string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
+   string name = StringFormat("AutoCorr MTF %s(%d)", tf_name, InpPeriod);
+   IndicatorSetString(INDICATOR_SHORTNAME, name);
+
+   g_calc = new CAutocorrelationCalculator();
+   if(!g_calc.Init(InpPeriod))
+      return INIT_FAILED;
+
+   return(INIT_SUCCEEDED);
+  }
+
+void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; }
+
+//+------------------------------------------------------------------+
+//| Calculate                                                        |
+//+------------------------------------------------------------------+
+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[])
+  {
+// 1. Fetch HTF Data
+   int htf_bars = iBars(_Symbol, InpTimeframe);
+   if(htf_bars < InpPeriod + 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_res) != count)
+      ArrayResize(h_res, count);
+   g_calc.Calculate(count, 0, PRICE_CLOSE, h_open, h_high, h_low, h_close, h_res); // Assuming Price Close logic inside
+// Note: Calculator Calculate method updated in prev steps to utilize PRICE_TYPE but logic copies to internal buffer.
+// Correct call signature check in v2.0 calculator: Calculate(total, prev, price_type, o, h, l, c, out)
+
+// 3. Map to Current Chart
+   int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+   for(int i = start; i < rates_total; i++)
+     {
+      datetime t = time[i];
+      int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false);
+
+      if(shift_htf >= 0)
+        {
+         int idx_htf = count - 1 - shift_htf;
+
+         if(idx_htf >= 0 && idx_htf < count)
+           {
+            double val = h_res[idx_htf];
+            BufAC[i] = val;
+
+            // Color Logic
+            if(val > InpThreshold)
+               BufCol[i] = 2.0; // Green
+            else
+               if(val < -InpThreshold)
+                  BufCol[i] = 0.0; // Red
+               else
+                  BufCol[i] = 1.0; // Gray
+           }
+         else
+           {
+            BufAC[i] = EMPTY_VALUE;
+           }
+        }
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+