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

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Toh4iem9
2026-08-18 10:44:47 +02:00
parent 55007faae2
commit 5021ff0162
1 changed files with 243 additions and 27 deletions
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Indicators/MyIndicators/StochRSI_Slow_Pro.mq5
+243 -27
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| StochRSI_Slow_Pro.mq5|
//| Copyright 2025, xxxxxxxx|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "3.20" // Refactored to use MovingAverage_Engine
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.30" // Upgraded with dynamic high-performance Standard/MTF support
#property description "Professional Slow Stochastic RSI with selectable MA types and"
#property description "price source (Standard or Heikin Ashi)."
@@ -35,16 +35,20 @@
//--- Include the calculator engine ---
#include <MyIncludes\StochRSI_Slow_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
//--- Input Parameters ---
input group "--- Timeframe Settings ---"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe
input group "Stochastic RSI Settings"
input int InpRSIPeriod = 14;
input int InpKPeriod = 14;
input int InpSlowingPeriod = 3;
input int InpDPeriod = 3;
input group "MA & Price Settings"
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
// UPDATED: Use ENUM_MA_TYPE
input ENUM_MA_TYPE InpSlowingMAType = SMA;
input ENUM_MA_TYPE InpDMAType = SMA;
@@ -52,56 +56,113 @@ input ENUM_MA_TYPE InpDMAType = SMA;
double BufferK[];
double BufferD[];
//--- Global calculator object ---
//--- Internal HTF Data Caches
double h_open[], h_high[], h_low[], h_close[];
double h_res_k[], h_res_d[];
datetime h_time[];
//--- Global Objects & Synchronizer State
CStochRSI_Slow_Calculator *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. |
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
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. Bind buffers to index mapping
SetIndexBuffer(0, BufferK, INDICATOR_DATA);
SetIndexBuffer(1, BufferD, INDICATOR_DATA);
//--- Force strict chronological alignment (false = old to new)
ArraySetAsSeries(BufferK, false);
ArraySetAsSeries(BufferD, false);
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CStochRSI_Slow_Calculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("StochRSI Slow HA(%d,%d)", InpRSIPeriod, InpKPeriod));
}
else
{
g_calculator = new CStochRSI_Slow_Calculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("StochRSI Slow(%d,%d)", InpRSIPeriod, InpKPeriod));
}
bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpRSIPeriod, InpKPeriod, InpSlowingPeriod, InpSlowingMAType, InpDPeriod, InpDMAType))
//--- 3. Initialize Physical StochRSI Calculator
if(is_ha)
g_calculator = new CStochRSI_Slow_Calculator_HA();
else
g_calculator = new CStochRSI_Slow_Calculator();
if(CheckPointer(g_calculator) == POINTER_INVALID)
{
Print("Failed to create or initialize StochRSI Slow Calculator object.");
Print("Critical Error: Failed to allocate StochRSI Calculator memory.");
return(INIT_FAILED);
}
IndicatorSetInteger(INDICATOR_DIGITS, 2);
if(!g_calculator.Init(InpRSIPeriod, InpKPeriod, InpSlowingPeriod, InpSlowingMAType, InpDPeriod, InpDMAType))
{
Print("Critical Error: Failed to initialize StochRSI Calculator.");
return(INIT_FAILED);
}
//--- 4. Dynamic Setup of Indicator Shortname and Plots
string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
string short_name = StringFormat("StochRSI Slow%s%s(%d, %d)",
is_ha ? " HA" : "",
tf_str,
InpRSIPeriod,
InpKPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
//--- Drawing offset configuration
int draw_begin_k = InpRSIPeriod + InpKPeriod + InpSlowingPeriod - 3;
int draw_begin_d = draw_begin_k + InpDPeriod - 1;
if(g_is_mtf_mode)
{
draw_begin_k = 0;
draw_begin_d = 0;
}
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin_k);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin_d);
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);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function |
//| Custom Indicator Calculation Loop |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -114,18 +175,173 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
int required_bars = InpRSIPeriod + InpKPeriod + InpSlowingPeriod + InpDPeriod + 5;
if(rates_total < required_bars)
return 0;
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- Force chronological indexing on current timeframe arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferK, BufferD);
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
(ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) :
(ENUM_APPLIED_PRICE)InpSourcePrice;
//===================================================================
// 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, price_type, BufferK, BufferD);
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_k, g_htf_count);
ArrayResize(h_res_d, 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_k, false);
ArraySetAsSeries(h_res_d, 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, price_type, h_res_k, h_res_d);
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, price_type, h_res_k, h_res_d);
}
}
//--- 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)
{
BufferK[i] = h_res_k[idx_htf];
BufferD[i] = h_res_d[idx_htf];
}
else
{
BufferK[i] = EMPTY_VALUE;
BufferD[i] = EMPTY_VALUE;
}
}
else
{
BufferK[i] = EMPTY_VALUE;
BufferD[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 = InpRSIPeriod + InpKPeriod + InpSlowingPeriod + InpDPeriod + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+