diff --git a/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/LScore_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/LScore_Pro.mq5 new file mode 100644 index 0000000..e88f95c --- /dev/null +++ b/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/LScore_Pro.mq5 @@ -0,0 +1,246 @@ +//+------------------------------------------------------------------+ +//| LScore_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // Fully optimized Laguerre Z-Score with dynamic level support +#property description "Statistical Laguerre Z-Score (L-Score) Oscillator with dynamic Signal Line." +#property description "Displays deviations from John Ehlers' Laguerre Filter in Sigma units." + +#property indicator_separate_window +#property indicator_buffers 3 +#property indicator_plots 2 + +//--- Plot 1: L-Score Histogram (Swapped Bull/Bear Thermal Palette) +#property indicator_label1 "L-Score" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Palette Configuration: +// 0: Noise/Neutral (Gray) +// 1: Bullish Flow (LightSkyBlue) +// 2: Bullish Climax (DeepSkyBlue) +// 3: Bearish Flow (Coral) +// 4: Bearish Climax (OrangeRed) +#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- Plot 2: Optional Signal Line +#property indicator_label2 "Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrFireBrick +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +#include +#include + +//--- Input Parameters --- +input group "Laguerre Baseline Settings" +input double InpGamma = 0.5; // Laguerre Gamma (0.0 to 1.0) +input ENUM_APPLIED_PRICE_HA_ALL InpPrice = PRICE_CLOSE_STD; // Price Source + +input group "Volatility Settings" +input int InpPeriod = 20; // Sigma Lookback Period (N) + +input group "Signal Line Settings" +input bool InpShowSignal = true; // Show Signal Line? +input int InpSignalPeriod= 5; // Signal Line Period +input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type + +input group "Indicator Levels" +input double InpLevelFlowHigh = 2.0; // High Warning Level (Bullish Flow) +input double InpLevelFlowLow = -2.0; // Low Warning Level (Bearish Flow) +input double InpLevelClimaxHigh = 2.5; // High Climax Level (Bullish Climax) +input double InpLevelClimaxLow = -2.5; // Low Climax Level (Bearish Climax) +input double InpLevelExtremeHigh= 3.0; // High Exhaustion Level +input double InpLevelExtremeLow = -3.0; // Low Exhaustion Level +input color InpLevelColor = clrSilver; // Levels Color +input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style + +//--- Buffers --- +double BufferL[]; +double BufferColors[]; +double BufferSignal[]; + +//--- Volume Cache to support Volume-Weighted types (VWMA) on custom arrays +double g_double_volume[]; + +//--- Global Calculator Objects --- +CLScoreCalculator *g_calculator; +CMovingAverageCalculator *g_signal_calculator; + +//+------------------------------------------------------------------+ +//| OnInit | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- Bind Buffers + SetIndexBuffer(0, BufferL, INDICATOR_DATA); + SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufferSignal, INDICATOR_DATA); + + ArraySetAsSeries(BufferL, false); + ArraySetAsSeries(BufferColors, false); + ArraySetAsSeries(BufferSignal, false); + +//--- Dynamically configure horizontal levels to support custom input parameters + IndicatorSetInteger(INDICATOR_LEVELS, 6); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow); + + IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor); + IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle); + +//--- Configure Core L-Score Calculator (Detects Heikin Ashi dynamically) + bool is_ha = (InpPrice <= PRICE_HA_CLOSE); + g_calculator = new CLScoreCalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpGamma, InpPeriod, is_ha)) + { + Print("Error: Failed to initialize L-Score Calculator Engine."); + return INIT_FAILED; + } + +//--- Configure Optional Signal Line Calculator + if(InpShowSignal) + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetString(1, PLOT_LABEL, "Signal"); + + g_signal_calculator = new CMovingAverageCalculator(); + if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType)) + { + Print("Error: Failed to initialize Signal Line Calculator."); + return INIT_FAILED; + } + } + else + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + PlotIndexSetString(1, PLOT_LABEL, NULL); + } + +//--- Dynamically set the indicator short name + string short_name = ""; + if(InpShowSignal) + { + string sig_name = EnumToString(InpSignalType); + StringToUpper(sig_name); + short_name = StringFormat("LScore%s(%.2f, %d) %s(%d)", + (is_ha ? " HA" : ""), InpGamma, InpPeriod, sig_name, InpSignalPeriod); + } + else + { + short_name = StringFormat("LScore%s(%.2f, %d)", (is_ha ? " HA" : ""), InpGamma, InpPeriod); + } + + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + PlotIndexSetString(0, PLOT_LABEL, "L-Score"); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| OnDeinit | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + if(CheckPointer(g_signal_calculator) != POINTER_INVALID) + delete g_signal_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 < InpPeriod + 5) + return 0; + + if(CheckPointer(g_calculator) == POINTER_INVALID) + return 0; + + ENUM_APPLIED_PRICE price_type = (InpPrice <= PRICE_HA_CLOSE) ? + (ENUM_APPLIED_PRICE)(-(int)InpPrice) : + (ENUM_APPLIED_PRICE)InpPrice; + +//--- Force standard chronological indexing for state-safety + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + +//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + +//--- Convert long volume to double cache array in O(1) incrementally (Required for Signal Line calculation) + ArrayResize(g_double_volume, rates_total); + int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + if(volume_limit > 0) + { + for(int i = start_sync; i < rates_total; i++) + g_double_volume[i] = (double)volume[i]; + } + else + { + for(int i = start_sync; i < rates_total; i++) + g_double_volume[i] = (double)tick_volume[i]; + } + +//--- 1. Calculate L-Score using embedded Laguerre engine + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferL); + +//--- 2. Calculate Optional Signal Line on top of L-Score values + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferL, g_double_volume, BufferSignal, InpPeriod - 1); + } + +//--- 3. Apply Dynamic 5-Zone Swapped Thermal Coloring Logic (O(1) incremental) + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + for(int i = start_index; i < rates_total; i++) + { + double l_val = BufferL[i]; + + // Dynamic 5-Zone Thermal Coloring mapped to user-defined level parameters: + // L_val > ClimaxHigh -> DeepSkyBlue Climax (Exhaustion) + // L_val > FlowHigh -> LightSkyBlue Flow (Momentum) + // L_val < ClimaxLow -> OrangeRed Climax (Exhaustion) + // L_val < FlowLow -> Coral Flow (Momentum) + // Else -> Gray Neutral (Noise Zone) + if(l_val > InpLevelClimaxHigh) + BufferColors[i] = 2.0; + else + if(l_val > InpLevelFlowHigh) + BufferColors[i] = 1.0; + else + if(l_val < InpLevelClimaxLow) + BufferColors[i] = 4.0; + else + if(l_val < InpLevelFlowLow) + BufferColors[i] = 3.0; + else + BufferColors[i] = 0.0; + } + + return(rates_total); + } +//+------------------------------------------------------------------+