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refactor: Fixed index-0 fallback symbol dependency

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This commit is contained in:
Toh4iem9
2026-06-16 16:44:48 +02:00
parent 3773fdbaad
commit 408d2be331
1 changed files with 12 additions and 8 deletions
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Indicators/MyIndicators/Quant/PairsTrading_Pro.mq5
+12 -8
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@@ -3,9 +3,9 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.20" // Upgraded with dynamic VWAP-style anchored resets
#property version "1.21" // Fixed index-0 fallback symbol dependency
#property description "Universal Dynamic & Anchored Cointegration (Z-Score) Monitor."
#property description "Supports Session, Weekly and Monthly anchored spread calculations."
#property description "Default: Brent (UKOIL) vs WTI (USOIL) relative value trader."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
@@ -153,6 +153,10 @@ int OnCalculate(const int rates_total,
g_data_synced = true;
//--- FIXED: Retrieve chart-independent default close values for index-0 fallbacks
double default_close_A = iClose(InpSymbolA, _Period, 0);
double default_close_B = iClose(InpSymbolB, _Period, 0);
//--- 1. Advanced Bar-Time Synchronization & Alignment Loop (O(1) incremental)
ArrayResize(g_sync_close_A, rates_total);
ArrayResize(g_sync_close_B, rates_total);
@@ -168,20 +172,20 @@ int OnCalculate(const int rates_total,
if(shift_A >= 0)
g_sync_close_A[i] = iClose(InpSymbolA, _Period, shift_A);
else
g_sync_close_A[i] = (i > 0) ? g_sync_close_A[i-1] : close[i];
g_sync_close_A[i] = (i > 0) ? g_sync_close_A[i-1] : default_close_A; // FIXED: chart-independent fallback
// Sync Symbol B Price
int shift_B = iBarShift(InpSymbolB, _Period, time[i], false);
if(shift_B >= 0)
g_sync_close_B[i] = iClose(InpSymbolB, _Period, shift_B);
else
g_sync_close_B[i] = (i > 0) ? g_sync_close_B[i-1] : close[i];
g_sync_close_B[i] = (i > 0) ? g_sync_close_B[i-1] : default_close_B; // FIXED: chart-independent fallback
}
//--- 2. Calculate the dynamic OLS Cointegration Z-Score
int calc_start = (prev_calculated == 0) ? 1 : prev_calculated - 1;
if(calc_start < 1)
calc_start = 1;
//--- 2. Calculate the rolling OLS Cointegration Z-Score
int calc_start = (prev_calculated == 0) ? InpLookback : prev_calculated - 1;
if(calc_start < InpLookback)
calc_start = InpLookback;
for(int i = calc_start; i < rates_total; i++)
{