diff --git a/Indicators/MyIndicators/Authors/Ehlers/4_Channels_and_Bands/Laguerre_Channel_MTF_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/4_Channels_and_Bands/Laguerre_Channel_MTF_Pro.mq5 new file mode 100644 index 0000000..e62b409 --- /dev/null +++ b/Indicators/MyIndicators/Authors/Ehlers/4_Channels_and_Bands/Laguerre_Channel_MTF_Pro.mq5 @@ -0,0 +1,351 @@ +//+------------------------------------------------------------------+ +//| Laguerre_Channel_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // Dynamic Multi-Timeframe Laguerre Channel with flat-force step-alignment +#property description "Multi-Timeframe (MTF) John Ehlers' Laguerre Channel (Keltner Concept)." +#property description "Displays HTF Laguerre baseline and ATR bands cleanly on current chart without live-bar warping." + +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 3 + +//--- Plot 1: Upper Band +#property indicator_label1 "Upper Band MTF" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrMediumPurple +#property indicator_style1 STYLE_DOT +#property indicator_width1 1 + +//--- Plot 2: Lower Band +#property indicator_label2 "Lower Band MTF" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrMediumPurple +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Plot 3: Middle Band (Laguerre) +#property indicator_label3 "Laguerre MTF" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrCrimson +#property indicator_style3 STYLE_SOLID +#property indicator_width3 1 + +//--- Include the calculator engine --- +#include + +//--- Input Parameters --- +input group "Timeframe Settings" +input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Higher Timeframe + +input group "Laguerre Settings" +input double InpGamma = 0.7; // Gamma (0.0 - 1.0) +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +input group "Channel (ATR) Settings" +input int InpAtrPeriod = 14; // ATR Period +input double InpMultiplier = 2.0; // ATR Multiplier +input ENUM_ATR_SOURCE InpAtrSource = ATR_SOURCE_STANDARD; // ATR Source Price + +//--- Indicator Buffers --- +double BufferUpper_MTF[]; +double BufferLower_MTF[]; +double BufferMiddle_MTF[]; + +//--- Internal HTF Data Caches +double h_res_mid[]; // HTF Middle Results cached +double h_res_up[]; // HTF Upper Results cached +double h_res_lo[]; // HTF Lower Results cached +datetime h_time[]; // HTF Time index +double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data + +//--- Global variables --- +CLaguerreChannelCalculator *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 = InpUpperTimeframe; + 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, BufferUpper_MTF, INDICATOR_DATA); + SetIndexBuffer(1, BufferLower_MTF, INDICATOR_DATA); + SetIndexBuffer(2, BufferMiddle_MTF, INDICATOR_DATA); + ArraySetAsSeries(BufferUpper_MTF, false); + ArraySetAsSeries(BufferLower_MTF, false); + ArraySetAsSeries(BufferMiddle_MTF, false); + + PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE); + +//--- 3. Initialize Calculator + if(InpSourcePrice <= PRICE_HA_CLOSE) + g_calculator = new CLaguerreChannelCalculator_HA(); + else + g_calculator = new CLaguerreChannelCalculator(); + + if(CheckPointer(g_calculator) == POINTER_INVALID || + !g_calculator.Init(InpGamma, InpAtrPeriod, InpMultiplier, InpAtrSource)) + { + Print("Failed to create or initialize Laguerre Channel Calculator object."); + return(INIT_FAILED); + } + +//--- 4. Set Shortname + string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; + string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Laguerre Ch%s%s(%.2f, ATR %d)", type, tf_str, InpGamma, InpAtrPeriod)); + +// Draw begin logic + int draw_begin = InpAtrPeriod; + if(g_is_mtf_mode) + draw_begin = 0; + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, g_is_mtf_mode ? 0 : 2); + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- 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); + + ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? + (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : + (ENUM_APPLIED_PRICE)InpSourcePrice; + +//================================================================ +// MODE 1: Current Timeframe (Standard) +//================================================================ + if(!g_is_mtf_mode) + { + g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, + BufferMiddle_MTF, BufferUpper_MTF, BufferLower_MTF); + return(rates_total); + } + +//================================================================ +// MODE 2: Multi-Timeframe (MTF Engine) +//================================================================ + +//--- Ensure target timeframe history is ready + int required_bars = InpAtrPeriod + 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_mid, g_htf_count); + ArrayResize(h_res_up, g_htf_count); + ArrayResize(h_res_lo, g_htf_count); + + 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 Laguerre Channel on HTF (Closed bars and forming bar initialized) + g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, price_type, + h_res_mid, h_res_up, h_res_lo); + + 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 >= InpAtrPeriod) + { + 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.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, price_type, + h_res_mid, h_res_up, h_res_lo); + } + } + +//--- 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) + { + BufferMiddle_MTF[i] = h_res_mid[idx_htf]; + BufferUpper_MTF[i] = h_res_up[idx_htf]; + BufferLower_MTF[i] = h_res_lo[idx_htf]; + } + else + { + BufferMiddle_MTF[i] = EMPTY_VALUE; + BufferUpper_MTF[i] = EMPTY_VALUE; + BufferLower_MTF[i] = EMPTY_VALUE; + } + } + else + { + BufferMiddle_MTF[i] = EMPTY_VALUE; + BufferUpper_MTF[i] = EMPTY_VALUE; + BufferLower_MTF[i] = EMPTY_VALUE; + } + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| OnTimer | +//| Handles loading checks and force-redraws | +//+------------------------------------------------------------------+ +void OnTimer() + { + if(!g_data_synced) + { + int required_bars = InpAtrPeriod + 5; + if(EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+