diff --git a/Indicators/MyIndicators/Quant/LinReg_Slope_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/LinReg_Slope_MTF_Pro.mq5 new file mode 100644 index 0000000..ab692b6 --- /dev/null +++ b/Indicators/MyIndicators/Quant/LinReg_Slope_MTF_Pro.mq5 @@ -0,0 +1,374 @@ +//+------------------------------------------------------------------+ +//| LinReg_Slope_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.01" // Increased decimal digits precision to show micro-pip fluctuations in MTF Data Window +#property description "Multi-Timeframe (MTF) Linear Regression Slope." +#property description "Displays HTF Linear Regression Slope on current chart cleanly without live-bar warping." + +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 + +//--- Levels (Zero line gravity pivot) +#property indicator_level1 0.0 +#property indicator_levelcolor clrSilver +#property indicator_levelstyle STYLE_DOT + +//--- Plot 1: Slope Histogram (Swapped Bull/Bear Thermal Palette) +#property indicator_label1 "Slope MTF" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Colors: 0 = Neutral (Gray), 1 = Bullish (MediumSeaGreen), 2 = Bearish (Tomato) +#property indicator_color1 clrGray, clrMediumSeaGreen, clrTomato +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +#include + +enum ENUM_CANDLE_SOURCE + { + SOURCE_STANDARD, + SOURCE_HEIKIN_ASHI + }; + +//--- Input Parameters --- +input group "Timeframe Settings" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe + +input group "Slope Settings" +input int InpPeriod = 20; // Observation Period (N) +input ENUM_CANDLE_SOURCE InpSource = SOURCE_STANDARD; // Candle Source +input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; // Applied Price (Standard Mode) + +//--- Buffers +double BufferSlope_MTF[]; +double BufferColors_MTF[]; + +//--- Internal HTF Data Caches +double h_res_slope[]; // HTF Slope Results cached +double h_res_r2[]; // HTF R2 Results cached +double h_res_f[]; // HTF Forecast Results cached +datetime h_time[]; // HTF Time index +double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data + +//--- Global variables --- +CLinearRegressionCalculator *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; + +//+------------------------------------------------------------------+ +//| 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); + } + +//+------------------------------------------------------------------+ +//| OnInit | +//+------------------------------------------------------------------+ +int OnInit() + { + g_data_ready = false; + g_data_synced = false; + g_htf_count = 0; + g_last_htf_time = 0; + +//--- 1. Resolve Timeframe + g_calc_timeframe = InpTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); + + if(g_calc_timeframe < Period()) + { + PrintFormat("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. Setup Buffers + SetIndexBuffer(0, BufferSlope_MTF, INDICATOR_DATA); + SetIndexBuffer(1, BufferColors_MTF, INDICATOR_COLOR_INDEX); + ArraySetAsSeries(BufferSlope_MTF, false); + ArraySetAsSeries(BufferColors_MTF, false); + + PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); + +//--- 3. Initialize Calculator (Factory Logic) + bool use_ha = (InpSource == SOURCE_HEIKIN_ASHI); + if(use_ha) + g_calculator = new CLinearRegressionCalculator_HA(); + else + g_calculator = new CLinearRegressionCalculator(); + + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod)) + { + Print("Failed to create or initialize Linear Regression Calculator object."); + return(INIT_FAILED); + } + +//--- 4. Set Shortname + string type = use_ha ? " HA" : ""; + string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("LinReg Slope%s%s(%d)", type, tf_str, InpPeriod)); + +// Draw begin logic + int draw_begin = InpPeriod; + if(g_is_mtf_mode) + draw_begin = 0; + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); + +//--- FIXED: Set dynamic decimal digits to match symbol precision + 2 (EURUSD = 7 digits) to show micro-pip details + IndicatorSetInteger(INDICATOR_DIGITS, _Digits + 2); + +//--- Initialize 1-second timer for weekend/async chart refreshes (Only if MTF mode is active) + if(g_is_mtf_mode) + EventSetTimer(1); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| OnDeinit | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + EventKillTimer(); + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + } + +//+------------------------------------------------------------------+ +//| OnCalculate | +//+------------------------------------------------------------------+ +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) + return(0); + + if(CheckPointer(g_calculator) == POINTER_INVALID) + return(0); + +//--- Force strict chronological indexing for state-safety on input price arrays + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + + ENUM_APPLIED_PRICE price_type = (InpSource == SOURCE_HEIKIN_ASHI) ? + (ENUM_APPLIED_PRICE)(-(int)InpSource) : + (ENUM_APPLIED_PRICE)InpSource; + +//================================================================ +// MODE 1: Current Timeframe (Standard) +//================================================================ + if(!g_is_mtf_mode) + { + double s[], r2[], f[]; + ArrayResize(s, rates_total); + ArrayResize(r2, rates_total); + ArrayResize(f, rates_total); + + g_calculator.CalculateState(rates_total, prev_calculated, open, high, low, close, InpPrice, s, r2, f); + + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod; + for(int i = start_index; i < rates_total; i++) + { + double sl = s[i]; + BufferSlope_MTF[i] = sl; + if(sl > 0.0) + BufferColors_MTF[i] = 1.0; + else + if(sl < 0.0) + BufferColors_MTF[i] = 2.0; + else + BufferColors_MTF[i] = 0.0; + } + return(rates_total); + } + +//================================================================ +// MODE 2: Multi-Timeframe (MTF Engine) +//================================================================ + +//--- Ensure target timeframe history is ready + int required_bars = InpPeriod + 10; + if(!EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; // Wait for next tick to let history load + } + + g_data_synced = true; + +//--- 1. Check if a new HTF bar has formed + 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); + + 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_slope, g_htf_count); + ArrayResize(h_res_r2, g_htf_count); + ArrayResize(h_res_f, g_htf_count); + + // Force chronological array alignment on HTF caches after resize + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + + 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 Slope states on HTF (Closed bars and forming bar initialized) + g_calculator.CalculateState(g_htf_count, 0, h_open, h_high, h_low, h_close, InpPrice, h_res_slope, h_res_r2, h_res_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, 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]; + + // Incremental recalculation on the live HTF index in O(1) + // Passed g_htf_count as prev_calculated to preserve state safety + g_calculator.CalculateState(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, InpPrice, h_res_slope, h_res_r2, h_res_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, g_calc_timeframe, 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]; + 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) + { + double sl = h_res_slope[idx_htf]; + BufferSlope_MTF[i] = sl; + + // Color Logic + if(sl > 0.0) + BufferColors_MTF[i] = 1.0; // Index 1: Green (Bullish) + else + if(sl < 0.0) + BufferColors_MTF[i] = 2.0; // Index 2: Red (Bearish) + else + BufferColors_MTF[i] = 0.0; // Index 0: Gray (Neutral) + } + else + { + BufferSlope_MTF[i] = EMPTY_VALUE; + BufferColors_MTF[i] = 0.0; + } + } + else + { + BufferSlope_MTF[i] = EMPTY_VALUE; + BufferColors_MTF[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, g_calc_timeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } +//+------------------------------------------------------------------+