diff --git a/Indicators/MyIndicators/Quant/PairsTrading_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/PairsTrading_MTF_Pro.mq5 index 91d8b4b..e16157a 100644 --- a/Indicators/MyIndicators/Quant/PairsTrading_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Quant/PairsTrading_MTF_Pro.mq5 @@ -3,14 +3,14 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.11" // Fixed h_time, new_period and array-index variables in MTF Z-Score +#property version "1.20" // Refactored with single comparison symbol and hybrid block-copy alignment #property description "Universal Dynamic & Anchored Cointegration (Z-Score) Monitor." #property description "Displays Higher Timeframe Cointegration Z-Score directly on lower TF chart." #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 1 -//--- FIXED: Standardized window limits to prevent single-spike scale squishing! +//--- Standardized window limits to prevent single-spike scale squishing! #property indicator_minimum -3.5 #property indicator_maximum 3.5 @@ -51,13 +51,12 @@ enum ENUM_ANCHOR_PERIOD }; //--- Input Parameters -input string InpSymbolA = "UKOIL"; // Symbol A (e.g. UKOIL or BRENT) -input string InpSymbolB = "USOIL"; // Symbol B (Benchmark, e.g. USOIL or WTI) +input string InpSecondSymbol = "USOIL"; // Comparison Symbol (Symbol B) input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M5; // Target Higher Timeframe (Recommended: Higher than Chart) input ENUM_ANCHOR_PERIOD InpAnchor = ANCHOR_NONE; // Dynamic Anchored Reset Period -input int InpLookback = 120; // Rolling Window size (Used if Anchor = NONE) -input string InpCustomStart = "09:00"; // Custom Session Start (HH:MM, Broker Time) -input string InpCustomEnd = "18:00"; // Custom Session End (HH:MM, Broker Time) +input int InpLookback = 120; // Rolling Window size (Used if Anchor = NONE) +input string InpCustomStart = "09:00"; // Custom Session Start (HH:MM, Broker Time) +input string InpCustomEnd = "18:00"; // Custom Session End (HH:MM, Broker Time) //--- Buffers double ExtZScoreBuffer[]; @@ -130,6 +129,16 @@ int OnInit() g_htf_count = 0; g_htf_anchor_start = 0; +//--- Verify if the secondary comparison symbol exists in broker offerings + bool is_custom = false; + if(!SymbolExist(InpSecondSymbol, is_custom)) + { + string err_msg = StringFormat("PairsTrading MTF Error: Symbol '%s' does not exist in your broker's database!", InpSecondSymbol); + Alert(err_msg); + Print(err_msg); + return(INIT_FAILED); + } + SetIndexBuffer(0, ExtZScoreBuffer, INDICATOR_DATA); SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX); @@ -153,7 +162,7 @@ int OnInit() string anchor_name = EnumToString(InpAnchor); string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); string short_name = StringFormat("PairsTrade MTF(%s vs %s, %s, %s)", - InpSymbolA, InpSymbolB, tf_name, + _Symbol, InpSecondSymbol, tf_name, (InpAnchor == ANCHOR_NONE ? (string)InpLookback : StringSubstr(anchor_name, 7))); IndicatorSetString(INDICATOR_SHORTNAME, short_name); @@ -175,7 +184,7 @@ int OnInit() //+------------------------------------------------------------------+ void OnDeinit(const int reason) { - if(CheckPointer(g_calc) == POINTER_DYNAMIC) + if(CheckPointer(g_calc) != POINTER_INVALID) delete g_calc; } @@ -198,8 +207,8 @@ int OnCalculate(const int rates_total, required_bars = 1000; // Need larger history depth for monthly/weekly/custom anchors //--- Ensure both symbol histories are fully loaded on the HTF in the terminal - if(!EnsureHTFDataReady(InpSymbolA, InpTimeframe, required_bars) || - !EnsureHTFDataReady(InpSymbolB, InpTimeframe, required_bars)) + if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars) || + !EnsureHTFDataReady(InpSecondSymbol, InpTimeframe, required_bars)) { g_data_ready = false; return 0; // Wait for next tick to let history load @@ -233,21 +242,22 @@ int OnCalculate(const int rates_total, return 0; } - //--- 2. High-Performance Linear Price Alignment on the HTF Timeline - double default_close_A = iClose(InpSymbolA, InpTimeframe, 0); - double default_close_B = iClose(InpSymbolB, InpTimeframe, 0); + //--- 2. High-Performance Hybrid Price Alignment on the HTF Timeline + //--- Step A: Copy chart native symbol close prices via ultra-fast block copy + if(CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close_A) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + //--- Step B: Sync comparison symbol prices via time-aligned fallback loop + double default_close_B = iClose(InpSecondSymbol, InpTimeframe, 0); for(int j = 0; j < g_htf_count; j++) { - int shift_A = iBarShift(InpSymbolA, InpTimeframe, h_time[j], false); - if(shift_A >= 0) - h_close_A[j] = iClose(InpSymbolA, InpTimeframe, shift_A); - else - h_close_A[j] = (j > 0) ? h_close_A[j-1] : default_close_A; - - int shift_B = iBarShift(InpSymbolB, InpTimeframe, h_time[j], false); + int shift_B = iBarShift(InpSecondSymbol, InpTimeframe, h_time[j], false); if(shift_B >= 0) - h_close_B[j] = iClose(InpSymbolB, InpTimeframe, shift_B); + h_close_B[j] = iClose(InpSecondSymbol, InpTimeframe, shift_B); else h_close_B[j] = (j > 0) ? h_close_B[j-1] : default_close_B; } @@ -296,14 +306,14 @@ int OnCalculate(const int rates_total, TimeToStruct(h_time[j], dt_curr); TimeToStruct(h_time[j-1], dt_prev); if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year) - htf_new_period = true; // FIXED: corrected typo from new_period + htf_new_period = true; break; } case ANCHOR_CUSTOM_SESSION: { MqlDateTime dt_curr, dt_prev; - TimeToStruct(h_time[j], dt_curr); // FIXED: aligned strictly to HTF times - TimeToStruct(h_time[j-1], dt_prev); // FIXED: aligned strictly to HTF times + TimeToStruct(h_time[j], dt_curr); + TimeToStruct(h_time[j-1], dt_prev); int min_curr = dt_curr.hour * 60 + dt_curr.min; int min_prev = dt_prev.hour * 60 + dt_prev.min; int start_min = g_start_hour * 60 + g_start_min; @@ -353,12 +363,12 @@ int OnCalculate(const int rates_total, double single_c_A[1], single_c_B[1]; // Synchronized live price copying from the forming HTF bar 0 - int shift_A = iBarShift(InpSymbolA, InpTimeframe, htf_time_current, false); - int shift_B = iBarShift(InpSymbolB, InpTimeframe, htf_time_current, false); + int shift_A = iBarShift(_Symbol, InpTimeframe, htf_time_current, false); + int shift_B = iBarShift(InpSecondSymbol, InpTimeframe, htf_time_current, false); if(shift_A >= 0 && shift_B >= 0 && - CopyClose(InpSymbolA, InpTimeframe, shift_A, 1, single_c_A) == 1 && - CopyClose(InpSymbolB, InpTimeframe, shift_B, 1, single_c_B) == 1) + CopyClose(_Symbol, InpTimeframe, shift_A, 1, single_c_A) == 1 && + CopyClose(InpSecondSymbol, InpTimeframe, shift_B, 1, single_c_B) == 1) { h_close_A[live_idx] = single_c_A[0]; h_close_B[live_idx] = single_c_B[0];