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refactor: Added Live Spread Fallback and Scale Guard for custom timeframes (e.g. M3)

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Toh4iem9
2026-07-16 15:46:48 +02:00
parent 837681c30a
commit 49d53edcab
1 changed files with 62 additions and 27 deletions
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Indicators/MyIndicators/Quant/SpreadCost_Pro.mq5
+62 -27
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@@ -3,7 +3,7 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.01" // Fixed Point conversion logic
#property version "1.03" // Added Live Spread Fallback and Scale Guard for custom timeframes (e.g. M3)
#property description "Relative Spread Cost Indicator."
#property description "Shows Spread as a percentage of Volatility (ATR)."
@@ -20,8 +20,8 @@
//--- Plot: Cost Histogram
#property indicator_label1 "Spread Cost %"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
// Color Index: 0=Cheap(Green), 1=Normal(Gray), 2=Expensive(Red)
#property indicator_color1 clrLime, clrGray, clrRed
// Color Index: 0=Cheap(MediumSeaGreen), 1=Normal(Silver), 2=Expensive(Crimson)
#property indicator_color1 clrMediumSeaGreen, clrSilver, clrCrimson
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
@@ -40,35 +40,43 @@ double BufColors[];
CATRCalculator *g_atr;
//+------------------------------------------------------------------+
//| Init |
//| Custom Indicator Initialization |
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexBuffer(0, BufCost, INDICATOR_DATA);
//--- Bind buffers to index mapping
SetIndexBuffer(0, BufCost, INDICATOR_DATA);
SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
//--- Enforce strict chronological safety (false = old to new)
ArraySetAsSeries(BufCost, false);
ArraySetAsSeries(BufColors, false);
//--- Scale Guard: Fix indicator minimum to prevent separate window collapse on 0.0 values
//IndicatorSetDouble(INDICATOR_MINIMUM, 0.0);
string name = StringFormat("SpreadCost(ATR%d)", InpATRPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, name);
IndicatorSetInteger(INDICATOR_DIGITS, 1); // Display as 15.2 %
g_atr = new CATRCalculator();
if(!g_atr.Init(InpATRPeriod, ATR_POINTS))
if(CheckPointer(g_atr) == POINTER_INVALID || !g_atr.Init(InpATRPeriod, ATR_POINTS))
return INIT_FAILED;
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Deinit |
//| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
if(CheckPointer(g_atr) == POINTER_DYNAMIC)
if(CheckPointer(g_atr) != POINTER_INVALID)
delete g_atr;
}
//+------------------------------------------------------------------+
//| Calculate |
//| Custom Indicator Calculation Loop |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -81,58 +89,85 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(rates_total < InpATRPeriod)
{
Print("SpreadCost Error: Not enough bars. Total: ", rates_total, " Required: ", InpATRPeriod);
return 0;
}
// DEBUG: Check spread data quality (only once per bar to avoid spam)
if(CheckPointer(g_atr) == POINTER_INVALID)
return 0;
//--- Force strict chronological alignment on all price and spread input arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ArraySetAsSeries(spread, false);
//--- Query the live real-time spread as a fallback for custom timeframes (e.g. M3)
int current_spread = (int)SymbolInfoInteger(_Symbol, SYMBOL_SPREAD);
//--- DEBUG: Check spread data quality (only once per bar to avoid log spam)
static datetime last_print = 0;
if(time[rates_total-1] != last_print)
if(time[rates_total - 1] != last_print)
{
double test_spread = (double)spread[rates_total-1];
PrintFormat("DEBUG [%s %s]: Bars=%d, Spread[Last]=%.1f, Point=%.5f",
_Symbol, EnumToString(Period()), rates_total, test_spread, Point());
last_print = time[rates_total-1];
double test_spread = (double)spread[rates_total - 1];
PrintFormat("DEBUG [%s %s]: Bars=%d, Spread[Last]=%.1f, LiveSpread=%d, Point=%.5f",
_Symbol, EnumToString(Period()), rates_total, test_spread, current_spread, Point());
last_print = time[rates_total - 1];
}
// 1. Calculate ATR (Returns Price Value, e.g. 50.5)
//--- 1. Calculate ATR (Returns Price Value)
double atr_buf[];
g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf);
int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod;
//--- CRITICAL SAFEGUARD: Prevent fatal out-of-range crashes during history synchronization
if(ArraySize(atr_buf) < rates_total)
{
return 0; // Exit safely, wait for the next tick
}
// Pre-fetch Point value (Processor efficiency)
int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod;
double pt = Point();
//--- 2. Calculate Spread relative cost
for(int i = start; i < rates_total; i++)
{
double current_atr_price = atr_buf[i];
// spread[] is in Points (Integer). Convert to Price.
// Example: Index Spread = 20 points. Point = 0.5. Spread Value = 10.0
double current_spread_price = (double)spread[i] * pt;
// Extract spread from array
double sp = (double)spread[i];
if(current_atr_price > 0.000001)
// FALLBACK LOGIC: If historical spread on the active forming bar is 0, use live spread
if(i == rates_total - 1 && sp == 0.0 && current_spread > 0)
{
// Formula: (Spread Value / ATR Value) * 100
sp = (double)current_spread;
}
// Convert integer spread Points to real Price Difference
double current_spread_price = sp * pt;
if(current_atr_price > 1.0e-9)
{
// Cost Ratio Formula: (Spread Price / ATR Price) * 100.0
double cost_pct = (current_spread_price / current_atr_price) * 100.0;
BufCost[i] = cost_pct;
if(cost_pct <= InpCheapLevel)
BufColors[i] = 0.0;
BufColors[i] = 0.0; // Cheap (MediumSeaGreen)
else
if(cost_pct >= InpExpensiveLevel)
BufColors[i] = 2.0;
BufColors[i] = 2.0; // Expensive (Crimson)
else
BufColors[i] = 1.0;
BufColors[i] = 1.0; // Normal (Silver)
}
else
{
BufCost[i] = 0.0;
BufColors[i] = 1.0; // Fallback to normal
}
}