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feat: Clean Candle-Source (Standard/HA) Architecture
This commit is contained in:
Toh4iem9
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//+------------------------------------------------------------------+
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//| DSS_Bressert_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "3.20" // Enterprise Refactor: Clean Candle Source & Decoupled Smoothings
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#property description "Walter Bressert's Double Smoothed Stochastic (DSS) with Decoupled Multi-Method Smoothings."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 2
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#property indicator_minimum 0.0
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#property indicator_maximum 100.0
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#property indicator_level1 10.0
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#property indicator_level2 20.0
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#property indicator_level3 50.0
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#property indicator_level4 80.0
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#property indicator_level5 90.0
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: DSS Bressert Main Line
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#property indicator_label1 "DSS"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Signal Line
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrCoral
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#property indicator_style2 STYLE_SOLID
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#property indicator_width1 1
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//--- Included Engines & Core Tools
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#include <MyIncludes\DSS_Bressert_Calculator.mqh>
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#include <MyIncludes\DataSync_Tools.mqh>
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//--- Input Parameters ---
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
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input group "--- Stochastic Core Settings ---"
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input int InpStochPeriod = 10; // Stochastic Lookback Period (P)
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input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Candle Source (Standard / HA)
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Stage 1 Smoothing (FastK1 -> Y) ---"
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input int InpSmoothPeriod1 = 3; // 1st Smoothing Period (S1)
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input ENUM_MA_TYPE InpSmoothMAType1 = EMA; // 1st Smoothing MA Type (Supports VWMA)
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Stage 2 Smoothing (FastK2 -> DSS) ---"
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input int InpSmoothPeriod2 = 3; // 2nd Smoothing Period (S2)
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input ENUM_MA_TYPE InpSmoothMAType2 = EMA; // 2nd Smoothing MA Type (Supports VWMA)
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input group "--- Signal Line Settings ---"
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input int InpSignalPeriod = 3; // Signal Line Period
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input ENUM_MA_TYPE InpSignalMAType = EMA; // Signal Line MA Type (Supports VWMA)
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input group "--- Visual Settings ---"
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input color InpColorDSS = clrDodgerBlue; // DSS Line Color
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input ENUM_LINE_STYLE InpStyleDSS = STYLE_SOLID; // DSS Line Style
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input int InpWidthDSS = 2; // DSS Line Width
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input color InpColorSignal = clrCoral; // Signal Line Color
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input ENUM_LINE_STYLE InpStyleSignal = STYLE_SOLID; // Signal Line Style
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input int InpWidthSignal = 1; // Signal Line Width
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//--- Indicator Buffers ---
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double BufferDSS[];
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double BufferSignal[];
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//--- Internal HTF Data Caches
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double h_open[], h_high[], h_low[], h_close[];
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long h_volume[];
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double h_res_dss[], h_res_signal[];
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datetime h_time[];
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//--- Global Objects & State Management
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CDSSBressertCalculator *g_calculator = NULL;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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//+------------------------------------------------------------------+
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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// 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return(INIT_PARAMETERS_INCORRECT);
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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// 2. Bind Buffers
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SetIndexBuffer(0, BufferDSS, INDICATOR_DATA);
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SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
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ArraySetAsSeries(BufferDSS, false);
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ArraySetAsSeries(BufferSignal, false);
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ArrayInitialize(BufferDSS, EMPTY_VALUE);
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ArrayInitialize(BufferSignal, EMPTY_VALUE);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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// Configure Visuals
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorDSS);
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PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleDSS);
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PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthDSS);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorSignal);
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PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleSignal);
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PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthSignal);
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// 3. Initialize Core DSS Bressert Calculator Engine
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g_calculator = new CDSSBressertCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpStochPeriod, InpSmoothPeriod1, InpSmoothMAType1, InpSmoothPeriod2, InpSmoothMAType2, InpSignalPeriod, InpSignalMAType, InpCandleSource))
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{
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Print("Critical Error: Failed to initialize Modular DSS Bressert Calculator.");
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return(INIT_FAILED);
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}
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string ha_tag = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : "";
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string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
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string short_name = StringFormat("DSS Bressert%s%s(%d|%d %s,%d %s|%d %s)",
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ha_tag, tf_str, InpStochPeriod,
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InpSmoothPeriod1, EnumToString(InpSmoothMAType1),
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InpSmoothPeriod2, EnumToString(InpSmoothMAType2),
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InpSignalPeriod, EnumToString(InpSignalMAType));
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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PlotIndexSetString(0, PLOT_LABEL, "DSS");
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PlotIndexSetString(1, PLOT_LABEL, "Signal");
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int draw_begin = g_calculator.GetWarmupBars() + 5;
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if(g_is_mtf_mode)
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draw_begin = 0;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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// 4. Initialize Background Synchronization Timer (Only for MTF mode)
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if(g_is_mtf_mode)
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(g_is_mtf_mode)
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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delete g_calculator;
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g_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Calculation Loop |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total <= g_calculator.GetWarmupBars() || !g_calculator)
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return 0;
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// Force chronological indexing
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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bool use_vwma = (InpSmoothMAType1 == VWMA || InpSmoothMAType2 == VWMA || InpSignalMAType == VWMA);
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//===================================================================
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// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
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//===================================================================
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if(!g_is_mtf_mode)
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{
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if(use_vwma)
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{
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(vol_limit > 0)
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferDSS, BufferSignal);
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else
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferDSS, BufferSignal);
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}
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else
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{
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferDSS, BufferSignal);
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}
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return rates_total;
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}
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//===================================================================
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// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
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//===================================================================
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int required_bars = g_calculator.GetWarmupBars() + 10;
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if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
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{
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g_data_synced = false;
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return 0;
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}
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g_data_synced = true;
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datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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// A) HTF Bar Closure / Startup: Perform full history sync once
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars < required_bars)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000);
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// Resize all HTF caching arrays
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_volume, g_htf_count);
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ArrayResize(h_res_dss, g_htf_count);
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ArrayResize(h_res_signal, g_htf_count);
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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ArraySetAsSeries(h_volume, false);
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ArraySetAsSeries(h_res_dss, false);
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ArraySetAsSeries(h_res_signal, false);
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// Atomic bulk rates copy
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MqlRates htf_bulk_rates[];
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if(CopyRates(_Symbol, g_calc_timeframe, 0, g_htf_count, htf_bulk_rates) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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for(int i = 0; i < g_htf_count; i++)
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{
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h_time[i] = htf_bulk_rates[i].time;
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h_open[i] = htf_bulk_rates[i].open;
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h_high[i] = htf_bulk_rates[i].high;
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h_low[i] = htf_bulk_rates[i].low;
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h_close[i] = htf_bulk_rates[i].close;
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h_volume[i] = (vol_limit > 0 && htf_bulk_rates[i].real_volume > 0) ? (long)htf_bulk_rates[i].real_volume : (long)htf_bulk_rates[i].tick_volume;
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}
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// Compute HTF DSS Values across history
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if(use_vwma)
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g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_volume, h_res_dss, h_res_signal);
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else
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g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_dss, h_res_signal);
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g_data_ready = true;
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// Full Historical Projection to Chart Buffers (Only on new HTF candle)
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for(int i = 0; i < rates_total; i++)
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{
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datetime t = time[i];
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int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
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if(shift_htf >= 0)
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{
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int idx_htf = g_htf_count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < g_htf_count)
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{
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BufferDSS[i] = h_res_dss[idx_htf];
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BufferSignal[i] = h_res_signal[idx_htf];
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}
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else
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{
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BufferDSS[i] = EMPTY_VALUE;
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BufferSignal[i] = EMPTY_VALUE;
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}
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}
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else
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{
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BufferDSS[i] = EMPTY_VALUE;
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BufferSignal[i] = EMPTY_VALUE;
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}
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}
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return rates_total;
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}
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if(!g_data_ready)
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return 0;
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// B) LIVE TICK FAST-PATH: HTF bar did not close. Update strictly forming block!
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int live_idx = g_htf_count - 1;
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if(live_idx >= required_bars)
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{
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MqlRates htf_rate[1];
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if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
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{
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h_time[live_idx] = htf_rate[0].time;
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h_open[live_idx] = htf_rate[0].open;
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h_high[live_idx] = htf_rate[0].high;
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h_low[live_idx] = htf_rate[0].low;
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h_close[live_idx] = htf_rate[0].close;
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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h_volume[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (long)htf_rate[0].real_volume : (long)htf_rate[0].tick_volume;
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// Mock update strictly on forming candle
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if(use_vwma)
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g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_volume, h_res_dss, h_res_signal);
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else
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g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_dss, h_res_signal);
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}
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}
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// Instant Binary Search for Forming Block Start (Zero iBarShift API calls!)
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int first_bar_of_forming_htf = ArrayBsearch(time, htf_time_current);
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if(first_bar_of_forming_htf < 0)
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first_bar_of_forming_htf = 0;
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if(time[first_bar_of_forming_htf] < htf_time_current && first_bar_of_forming_htf < rates_total - 1)
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first_bar_of_forming_htf++;
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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if(start > first_bar_of_forming_htf)
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start = first_bar_of_forming_htf;
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// Direct Vectorized Assignment (Zero API calls, Nanosecond Execution across 2 buffers)
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double dss_val = h_res_dss[live_idx];
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double sig_val = h_res_signal[live_idx];
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for(int i = start; i < rates_total; i++)
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{
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BufferDSS[i] = dss_val;
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BufferSignal[i] = sig_val;
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//| OnTimer Event Handler (Data Synchronization Daemon) |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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int required_bars = g_calculator.GetWarmupBars() + 10;
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CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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