diff --git a/Indicators/MyIndicators/MovingAverage_MTF_Pro.mq5 b/Indicators/MyIndicators/MovingAverage_MTF_Pro.mq5 index b5c6d92..2ba67e6 100644 --- a/Indicators/MyIndicators/MovingAverage_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/MovingAverage_MTF_Pro.mq5 @@ -1,11 +1,10 @@ //+------------------------------------------------------------------+ //| MovingAverage_MTF_Pro.mq5 | //| Copyright 2025, xxxxxxxx| -//| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" -#property version "1.00" -#property description "Multi-Timeframe (MTF) Universal Moving Average (SMA, EMA, SMMA, LWMA)." +#property version "1.10" // Optimized for incremental MTF calculation +#property description "Multi-Timeframe (MTF) Universal Moving Average." #property indicator_chart_window #property indicator_buffers 1 @@ -27,18 +26,25 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; //--- Indicator Buffers --- double BufferMA_MTF[]; +//--- Internal Buffer for HTF Calculation (Must be global to persist state) +double BufferMA_HTF_Internal[]; + //--- Global variables --- CMovingAverageCalculator *g_calculator; bool g_is_mtf_mode = false; ENUM_TIMEFRAMES g_calc_timeframe; +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { +//--- Resolve Timeframe g_calc_timeframe = InpUpperTimeframe; if(g_calc_timeframe == PERIOD_CURRENT) g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); +//--- Validation if(g_calc_timeframe < Period()) { Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe."); @@ -46,10 +52,12 @@ int OnInit() } g_is_mtf_mode = (g_calc_timeframe > Period()); +//--- Buffer Mapping SetIndexBuffer(0, BufferMA_MTF, INDICATOR_DATA); ArraySetAsSeries(BufferMA_MTF, false); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); +//--- Initialize Calculator if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator = new CMovingAverageCalculator_HA(); else @@ -61,6 +69,7 @@ int OnInit() return(INIT_FAILED); } +//--- Set Short Name string ma_name = EnumToString(InpMAType); StringToUpper(ma_name); string short_name; @@ -71,7 +80,6 @@ int OnInit() IndicatorSetString(INDICATOR_SHORTNAME, short_name); PlotIndexSetString(0, PLOT_LABEL, short_name); - PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); @@ -79,57 +87,123 @@ int OnInit() } //+------------------------------------------------------------------+ -void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } +//| Deinitialization | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + +// Free internal memory + ArrayFree(BufferMA_HTF_Internal); + } //+------------------------------------------------------------------+ -int OnCalculate(const int rates_total, const int, 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[]) +//| Calculation function | +//+------------------------------------------------------------------+ +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[]) { if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID) return 0; ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; +//================================================================ +// MTF MODE +//================================================================ if(g_is_mtf_mode) { - // --- MTF Mode --- + //--- 1. Get HTF Bars Count int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT); if(htf_rates_total < InpPeriod) return 0; + //--- 2. Manage HTF State (Incremental Logic) + static int htf_prev_calculated = 0; + + // Reset if chart was reset + if(prev_calculated == 0) + htf_prev_calculated = 0; + + //--- 3. Fetch HTF Data + // We copy the full history for data integrity, but the Calculator will optimize the math. + // Copying simple arrays is fast in MT5. datetime htf_time[]; double htf_open[], htf_high[], htf_low[], htf_close[]; - if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 || CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 || - CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 || CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 || + + // Only copy if we have new data or need full recalc + // For robustness, we copy full range, but we could optimize this further. + // Given the Engine optimization, copying is acceptable. + if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 || + CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 || + CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 || + CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 || CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0) return 0; - double htf_ma_buffer[]; - ArrayResize(htf_ma_buffer, htf_rates_total); - g_calculator.Calculate(htf_rates_total, price_type, htf_open, htf_high, htf_low, htf_close, htf_ma_buffer); + //--- 4. Resize Internal Buffer + if(ArraySize(BufferMA_HTF_Internal) != htf_rates_total) + ArrayResize(BufferMA_HTF_Internal, htf_rates_total); - ArraySetAsSeries(htf_ma_buffer, true); - ArraySetAsSeries(time, true); - ArraySetAsSeries(BufferMA_MTF, true); + //--- 5. Calculate on HTF (Optimized) + // Pass htf_prev_calculated so the engine skips already calculated bars! + g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferMA_HTF_Internal); - for(int i = 0; i < rates_total; i++) + // Update state + htf_prev_calculated = htf_rates_total; + + //--- 6. Map to Current Timeframe (Optimized Loop) + // We need to access time[] as series for iBarShift usually, but let's stick to linear mapping + // Standard iBarShift works with time. + + ArraySetAsSeries(htf_time, true); // HTF time as series for search? No, CopyTime is non-series by default. + ArraySetAsSeries(BufferMA_HTF_Internal, true); // Set as series to match iBarShift index logic (0 is newest) + ArraySetAsSeries(time, true); // Current time as series + ArraySetAsSeries(BufferMA_MTF, true); // Output as series + + // Determine where to start mapping + int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total; + // We iterate backwards from newest (0) to limit + + for(int i = 0; i < limit; i++) { - int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i]); - if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0) - BufferMA_MTF[i] = htf_ma_buffer[htf_bar_shift]; + // Find which HTF bar corresponds to the current bar time + int htf_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false); + + if(htf_shift >= 0 && htf_shift < htf_rates_total) + { + // BufferMA_HTF_Internal is set as series, so htf_shift (0=newest) works directly + BufferMA_MTF[i] = BufferMA_HTF_Internal[htf_shift]; + } else + { BufferMA_MTF[i] = EMPTY_VALUE; + } } - ArraySetAsSeries(BufferMA_MTF, false); + // Restore array indexing to default (false) + ArraySetAsSeries(BufferMA_HTF_Internal, false); ArraySetAsSeries(time, false); + ArraySetAsSeries(BufferMA_MTF, false); } +//================================================================ +// CURRENT TIMEFRAME MODE +//================================================================ else { - // --- Current Timeframe Mode --- - g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferMA_MTF); + // Direct calculation with optimization + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferMA_MTF); } return(rates_total); } //+------------------------------------------------------------------+ -//+------------------------------------------------------------------+