From 378060ed4ba9081a3ad63ed26bda55bc4e18f017 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 23 Jun 2026 12:45:12 +0200 Subject: [PATCH] refactor: Optimized with Forming LTF Block Flat-Force, OnTimer Guard and Heikin Ashi support --- .../MyIndicators/Quant/LinReg_R2_MTF_Pro.mq5 | 257 +++++++++++++----- 1 file changed, 194 insertions(+), 63 deletions(-) diff --git a/Indicators/MyIndicators/Quant/LinReg_R2_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/LinReg_R2_MTF_Pro.mq5 index 747ee7a..76f52e3 100644 --- a/Indicators/MyIndicators/Quant/LinReg_R2_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Quant/LinReg_R2_MTF_Pro.mq5 @@ -3,9 +3,9 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.00" -#property description "R-Squared & Slope (Multi-Timeframe)." -#property description "Measures Trend Quality of higher timeframe." +#property version "1.20" // Optimized with Forming LTF Block Flat-Force, OnTimer Guard and Heikin Ashi support +#property description "Linear Regression R-Squared & Slope (Multi-Timeframe)." +#property description "Measures Trend Quality of higher timeframe cleanly without live-bar warping." #property indicator_separate_window #property indicator_buffers 4 @@ -27,57 +27,108 @@ #property indicator_style1 STYLE_SOLID #property indicator_width1 2 -// Plot 2: Slope (Optional Line - Hidden by default usually, but useful) -// Let's keep it visible or accessible +// Plot 2: Slope (Hidden on chart, shown in Data Window) #property indicator_label2 "Slope MTF" -#property indicator_type2 DRAW_NONE // Hidden by default, data window only +#property indicator_type2 DRAW_NONE #property indicator_color2 clrGold #include //--- Parameters -input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Timeframe -input int InpPeriod = 20; // Regression Period +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M5; // Target Higher Timeframe +input int InpPeriod = 20; // Regression Period input double InpTrendLevel = 0.7; // Strong Trend Level (R2) +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Applied Price //--- Buffers double BufR2[]; double BufColors[]; double BufSlope[]; -double BufForecast[]; // Placeholder for calc +double BufForecast[]; // Helper calculation buffer (No Plot) -//--- Internal HTF Data +//--- Internal HTF Data Caches double h_open[], h_high[], h_low[], h_close[]; -double h_s[], h_r2[], h_f[]; // HTF Results +double h_s[], h_r2[], h_f[]; // HTF Results cached datetime h_time[]; +//--- Global HTF State Tracking CLinearRegressionCalculator *g_calc; +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() { - if(InpTimeframe <= Period() && InpTimeframe!=PERIOD_CURRENT) + 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 for proper MTF usage."); - SetIndexBuffer(0, BufR2, INDICATOR_DATA); - SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX); - SetIndexBuffer(2, BufSlope, INDICATOR_DATA); + SetIndexBuffer(0, BufR2, INDICATOR_DATA); + SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufSlope, INDICATOR_DATA); // Map to INDICATOR_DATA for Data Window visibility SetIndexBuffer(3, BufForecast, INDICATOR_CALCULATIONS); - string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); - string name = StringFormat("R2 MTF %s(%d)", tf_name, InpPeriod); - IndicatorSetString(INDICATOR_SHORTNAME, name); + ArraySetAsSeries(BufR2, false); + ArraySetAsSeries(BufColors, false); + ArraySetAsSeries(BufSlope, false); + ArraySetAsSeries(BufForecast, false); - g_calc = new CLinearRegressionCalculator(); - if(!g_calc.Init(InpPeriod)) +//--- Configure dynamic calculator based on price source (Heikin Ashi support) + bool use_ha = (InpSourcePrice <= PRICE_HA_CLOSE); + if(use_ha) + g_calc = new CLinearRegressionCalculator_HA(); + else + g_calc = new CLinearRegressionCalculator(); + + if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod)) return INIT_FAILED; +//--- Shortname generation + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); + string short_name = StringFormat("R2 MTF %s(%d%s)", tf_name, InpPeriod, (use_ha ? " HA" : "")); + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + PlotIndexSetString(0, PLOT_LABEL, "R2 MTF"); + PlotIndexSetString(1, PLOT_LABEL, "Slope MTF"); + IndicatorSetInteger(INDICATOR_DIGITS, 3); + +//--- Initialize 1-second timer for weekend/async chart refreshes + EventSetTimer(1); + return(INIT_SUCCEEDED); } -void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; } +//+------------------------------------------------------------------+ +//| Deinit | +//+------------------------------------------------------------------+ +void OnDeinit(const int r) + { + EventKillTimer(); + if(CheckPointer(g_calc) != POINTER_INVALID) + delete g_calc; + } //+------------------------------------------------------------------+ //| Calculate | @@ -93,46 +144,103 @@ 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 < InpPeriod + 1) - return 0; - - int count = MathMin(htf_bars, 3000); - -// Set to Non-Series (Chronological) - 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_s) != count) +//--- Ensure target timeframe history is ready + int required_bars = InpPeriod + 10; + if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) { - ArrayResize(h_s, count); - ArrayResize(h_r2, count); - ArrayResize(h_f, count); + g_data_synced = false; + return 0; // Wait for next tick to let history load } -// Running Calculator on HTF Arrays -// Note: CalcState expects OHLC - g_calc.CalculateState(count, 0, h_open, h_high, h_low, h_close, PRICE_CLOSE, h_s, h_r2, h_f); + g_data_synced = true; -// 3. Map to Current Chart +//--- Convert custom HA price mapping back to standard ENUM_APPLIED_PRICE + ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; + +//--- 1. Check if a new HTF bar has formed + datetime htf_time_current = iTime(_Symbol, InpTimeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); + + if(htf_updated || prev_calculated == 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_s, g_htf_count); + ArrayResize(h_r2, g_htf_count); + ArrayResize(h_f, 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 regression states on HTF (Closed bars and forming bar initialized) + g_calc.CalculateState(g_htf_count, 0, h_open, h_high, h_low, h_close, price_type, h_s, h_r2, h_f); + + g_data_ready = true; + } + + 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 >= InpPeriod) + { + 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_calc.CalculateState(g_htf_count, live_idx, h_open, h_high, h_low, h_close, price_type, h_s, h_r2, h_f); + } + } + +//--- 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]; @@ -140,34 +248,57 @@ 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 r2 = h_r2[idx_htf]; double sl = h_s[idx_htf]; - BufR2[i] = r2; + BufR2[i] = r2; BufSlope[i] = sl; // Color Logic if(r2 >= InpTrendLevel) - BufColors[i] = 2.0; // Lime (Strong) + BufColors[i] = 2.0; // Index 2: Lime (Strong Trend) else if(r2 <= 0.3) - BufColors[i] = 0.0; // Gray (Chop) + BufColors[i] = 0.0; // Index 0: Gray (Neutral Noise / Range) else - BufColors[i] = 1.0; // Orange (Weak) + BufColors[i] = 1.0; // Index 1: Orange (Weak Trend / Transition) } else { - BufR2[i] = EMPTY_VALUE; + BufR2[i] = EMPTY_VALUE; BufSlope[i] = EMPTY_VALUE; + BufColors[i] = 0.0; } } + else + { + BufR2[i] = EMPTY_VALUE; + BufSlope[i] = EMPTY_VALUE; + BufColors[i] = 0.0; + } } return(rates_total); } + +//+------------------------------------------------------------------+ +//| OnTimer | +//| Handles loading checks and force-redraws | +//+------------------------------------------------------------------+ +void OnTimer() + { + if(!g_data_synced) + { + int required_bars = InpPeriod + 5; + if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+