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refactor: Upgraded with dynamic high-performance Standard/MTF support

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Toh4iem9
2026-08-18 14:32:18 +02:00
parent e5020bc7d0
commit 3d450d9372
1 changed files with 222 additions and 19 deletions
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Indicators/MyIndicators/SMI_Pro.mq5
+222 -19
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| SMI_Pro.mq5|
//| Copyright 2025, xxxxxxxx|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "3.01" // Optimized for incremental calculation
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Upgraded with dynamic high-performance Standard/MTF support
#property description "Professional Stochastic Momentum Index (SMI) with a signal line and"
#property description "selectable candle source (Standard or Heikin Ashi)."
@@ -38,6 +38,7 @@
//--- Include the calculator engine ---
#include <MyIncludes\SMI_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
//--- Enum for selecting the candle source for calculation ---
enum ENUM_CANDLE_SOURCE
@@ -47,6 +48,10 @@ enum ENUM_CANDLE_SOURCE
};
//--- Input Parameters ---
input group "--- Timeframe Settings ---"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe
input group "--- SMI Settings ---"
input int InpLengthK = 10; // %K Length
input int InpLengthD = 3; // %D Length (for double smoothing)
input int InpLengthEMA = 3; // EMA Length (for signal line)
@@ -56,45 +61,88 @@ input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD;
double BufferSMI[];
double BufferSignal[];
//--- Global calculator object (as a base class pointer) ---
//--- Internal HTF Data Caches
double h_open[], h_high[], h_low[], h_close[];
double h_res_smi[], h_res_sig[];
datetime h_time[];
//--- Global Objects & Synchronizer State
CSMICalculator *g_calculator;
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;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Map the buffers and set as non-timeseries
g_data_ready = false;
g_data_synced = false;
g_htf_count = 0;
g_last_htf_time = 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_FAILED);
}
g_is_mtf_mode = (g_calc_timeframe > Period());
//--- 2. Map the buffers and set as non-timeseries
SetIndexBuffer(0, BufferSMI, INDICATOR_DATA);
SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
ArraySetAsSeries(BufferSMI, false);
ArraySetAsSeries(BufferSignal, false);
//--- Dynamically create the appropriate calculator instance
//--- 3. Factory Logic for Heikin Ashi price routing
switch(InpCandleSource)
{
case CANDLE_HEIKIN_ASHI:
g_calculator = new CSMICalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SMI HA(%d,%d,%d)", InpLengthK, InpLengthD, InpLengthEMA));
break;
default: // CANDLE_STANDARD
g_calculator = new CSMICalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SMI(%d,%d,%d)", InpLengthK, InpLengthD, InpLengthEMA));
break;
}
//--- Check if creation was successful and initialize
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpLengthK, InpLengthD, InpLengthEMA))
{
Print("Failed to create or initialize SMI Calculator object.");
Print("Critical Error: Failed to create or initialize SMI Calculator object.");
return(INIT_FAILED);
}
//--- Set indicator display properties
IndicatorSetInteger(INDICATOR_DIGITS, 2);
//--- 4. Dynamic Setup of Indicator Shortname and Plots
string type = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SMI%s%s(%d,%d,%d)", type, tf_str, InpLengthK, InpLengthD, InpLengthEMA));
//--- Drawing offset configuration
int smi_draw_begin = InpLengthK + InpLengthD + InpLengthD - 3;
int sig_draw_begin = smi_draw_begin + InpLengthEMA - 1;
if(g_is_mtf_mode)
{
smi_draw_begin = 0;
sig_draw_begin = 0;
}
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, smi_draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, smi_draw_begin + InpLengthEMA - 1);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, sig_draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
//--- 5. Initialize Background Synchronization Timer Daemon (Only if MTF is active)
if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
@@ -104,16 +152,16 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- Free the calculator object to prevent memory leaks
EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function. |
//| Custom indicator calculation function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated, // <--- Now used!
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
@@ -123,14 +171,169 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
int required_bars = InpLengthK + InpLengthD + InpLengthD + InpLengthEMA + 10;
if(rates_total < required_bars)
return 0;
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
//--- Delegate calculation with prev_calculated optimization
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close,
BufferSMI, BufferSignal);
//--- Force chronological indexing on current timeframe arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
//===================================================================
// MODE 1: Current Timeframe calculation (Standard ultra-high speed)
//===================================================================
if(!g_is_mtf_mode)
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferSMI, BufferSignal);
return(rates_total);
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (Warp-free step synchronization)
//===================================================================
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
{
g_data_synced = false;
return 0; // Wait for next tick to let history synchronize
}
g_data_synced = true;
//--- Check if a new HTF candle has opened
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 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, g_calc_timeframe);
if(htf_bars < required_bars)
{
g_data_ready = false;
return 0;
}
g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent memory overload
// Resize all HTF caching arrays
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_res_smi, g_htf_count);
ArrayResize(h_res_sig, g_htf_count);
// Force chronological structure on high-level arrays
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_res_smi, false);
ArraySetAsSeries(h_res_sig, false);
// Copy basic pricing data
if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count)
{
g_data_ready = false;
return 0;
}
//--- Calculate core indicators directly on high timeframe (Initial setup)
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_smi, h_res_sig);
g_data_ready = true;
}
if(!g_data_ready)
return 0;
//--- 5. Real-Time Update for the active forming HTF candle (Index: g_htf_count - 1) on every tick
int live_idx = g_htf_count - 1;
if(live_idx >= required_bars)
{
double o[1], h[1], l[1], c[1];
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
if(shift >= 0 &&
CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
CopyClose(_Symbol, g_calc_timeframe, 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];
// Stateful, O(1) mock update for the live bar
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_smi, h_res_sig);
}
}
//--- 6. Warp-free step force (Staircase Solution anchor determination)
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, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
{
first_bar_of_forming_htf--;
}
first_bar_of_forming_htf++; // Anchor set to start of current HTF period block
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
//--- 7. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity)
for(int i = start; 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)
{
BufferSMI[i] = h_res_smi[idx_htf];
BufferSignal[i] = h_res_sig[idx_htf];
}
else
{
BufferSMI[i] = EMPTY_VALUE;
BufferSignal[i] = EMPTY_VALUE;
}
}
else
{
BufferSMI[i] = EMPTY_VALUE;
BufferSignal[i] = EMPTY_VALUE;
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler |
//+------------------------------------------------------------------+
void OnTimer()
{
//--- Delegate asynchronous history checking and forced redraws to DataSync daemon using correct lookback period
int required_bars = InpLengthK + InpLengthD + InpLengthD + InpLengthEMA + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+