gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-11-02 11:16:15 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Unified Native & MTF Release with Full VWMA Volume Routing

Browse Source
This commit is contained in:
Toh4iem9
2026-09-03 22:28:50 +02:00
parent 5c1172caf3
commit 5e295f3e6f
1 changed files with 326 additions and 44 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Indicators/MyIndicators/MACD_Pro.mq5
+326 -44
View File
@@ -3,19 +3,18 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "4.00" // Updated to use unified V4 calculator
#property description "Professional MACD with selectable MA types and price source"
#property description "(Standard and Heikin Ashi)."
#property version "5.00" // Unified Native & MTF Release with Full VWMA Volume Routing
#property description "Gerald Appel's MACD with Native & MTF Support, VWMA Volume Routing, and Heikin Ashi."
//--- Indicator Window and Plot Properties ---
#property indicator_separate_window
#property indicator_buffers 3 // Histogram, MACD Line, Signal Line
#property indicator_buffers 3
#property indicator_plots 3
//--- Plot 1: MACD Histogram
#property indicator_label1 "Histogram"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrSilver
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- Plot 2: MACD Line
@@ -23,7 +22,7 @@
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrDodgerBlue
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
#property indicator_width2 2
//--- Plot 3: Signal Line
#property indicator_label3 "Signal"
@@ -32,77 +31,165 @@
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//--- Include the calculator engine ---
//--- Included Engines & Core Tools
#include <MyIncludes\MACD_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Input Parameters ---
input int InpFastPeriod = 12;
input int InpSlowPeriod = 26;
input int InpSignalPeriod = 9;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input ENUM_MA_TYPE InpSourceMAType = EMA; // MA Type for Fast and Slow lines
input ENUM_MA_TYPE InpSignalMAType = EMA; // MA Type for Signal line
input group "--- Timeframe Settings ---"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
input group "--- MACD Core Settings ---"
input int InpFastPeriod = 12; // Fast MA Period
input int InpSlowPeriod = 26; // Slow MA Period
input int InpSignalPeriod = 9; // Signal MA Period
input ENUM_MA_TYPE InpSourceMAType = EMA; // Fast/Slow MA Type (Supports VWMA)
input ENUM_MA_TYPE InpSignalMAType = EMA; // Signal Line MA Type (Supports VWMA)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
input group "--- Visual Settings - MACD Line ---"
input color InpColorMACD = clrDodgerBlue; // MACD Line Color
input ENUM_LINE_STYLE InpStyleMACD = STYLE_SOLID; // MACD Line Style
input int InpWidthMACD = 2; // MACD Line Width
input group "--- Visual Settings - Signal Line ---"
input color InpColorSignal = clrOrangeRed; // Signal Line Color
input ENUM_LINE_STYLE InpStyleSignal = STYLE_SOLID; // Signal Line Style
input int InpWidthSignal = 1; // Signal Line Width
input group "--- Visual Settings - Histogram ---"
input color InpColorHist = clrSilver; // Histogram Color
input ENUM_LINE_STYLE InpStyleHist = STYLE_SOLID; // Histogram Style
input int InpWidthHist = 1; // Histogram Width
//--- Indicator Buffers ---
double BufferMACD_Histogram[];
double BufferMACDLine[];
double BufferSignalLine[];
//--- Global calculator object ---
CMACDCalculator *g_calculator;
//--- Internal HTF Data Caches (Chronological Arrays)
double h_open[], h_high[], h_low[], h_close[];
double h_vol[];
double h_res_macd[], h_res_signal[], h_res_hist[];
datetime h_time[];
//--- Global Objects & State Management
CMACDCalculator *g_calculator = NULL;
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 |
//+------------------------------------------------------------------+
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_PARAMETERS_INCORRECT;
}
g_is_mtf_mode = (g_calc_timeframe > Period());
// 2. Bind Buffers
SetIndexBuffer(0, BufferMACD_Histogram, INDICATOR_DATA);
SetIndexBuffer(1, BufferMACDLine, INDICATOR_DATA);
SetIndexBuffer(2, BufferSignalLine, INDICATOR_DATA);
ArraySetAsSeries(BufferMACD_Histogram, false);
ArraySetAsSeries(BufferMACDLine, false);
ArraySetAsSeries(BufferSignalLine, false);
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CMACDCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MACD Pro HA(%d,%d,%d)", InpFastPeriod, InpSlowPeriod, InpSignalPeriod));
}
else
{
g_calculator = new CMACDCalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MACD Pro(%d,%d,%d)", InpFastPeriod, InpSlowPeriod, InpSignalPeriod));
}
ArrayInitialize(BufferMACD_Histogram, 0.0);
ArrayInitialize(BufferMACDLine, EMPTY_VALUE);
ArrayInitialize(BufferSignalLine, EMPTY_VALUE);
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpFastPeriod, InpSlowPeriod, InpSignalPeriod, InpSourceMAType, InpSignalMAType))
{
Print("Failed to create or initialize MACD Calculator object.");
return(INIT_FAILED);
}
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// 3. Dynamic Visual Styling
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorHist);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleHist);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthHist);
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorMACD);
PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleMACD);
PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthMACD);
PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpColorSignal);
PlotIndexSetInteger(2, PLOT_LINE_STYLE, InpStyleSignal);
PlotIndexSetInteger(2, PLOT_LINE_WIDTH, InpWidthSignal);
int slow_period = MathMax(InpFastPeriod, InpSlowPeriod);
int macd_line_draw_begin = slow_period - 1;
int signal_draw_begin = slow_period + InpSignalPeriod - 2;
if(g_is_mtf_mode)
signal_draw_begin = 0;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, signal_draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, macd_line_draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, (g_is_mtf_mode ? 0 : slow_period - 1));
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, signal_draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// 4. Initialize Core Calculator Engine
if(InpSourcePrice <= PRICE_HA_CLOSE)
g_calculator = new CMACDCalculator_HA();
else
g_calculator = new CMACDCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpFastPeriod, InpSlowPeriod, InpSignalPeriod, InpSourceMAType, InpSignalMAType, InpSourcePrice))
{
Print("Critical Error: Failed to initialize MACD Calculator.");
return INIT_FAILED;
}
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("MACD Pro%s%s(%d,%d,%d)",
ha_tag, tf_str,
InpFastPeriod, InpSlowPeriod, InpSignalPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
// 5. Initialize Background Synchronization Timer (Only for MTF mode)
if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function. |
//| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(g_is_mtf_mode)
EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID)
{
delete g_calculator;
g_calculator = NULL;
}
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function |
//| Custom Indicator Calculation Loop |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -115,18 +202,213 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(CheckPointer(g_calculator) == POINTER_INVALID)
int warmup = MathMax(InpFastPeriod, InpSlowPeriod) + InpSignalPeriod;
if(rates_total < warmup || 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
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ArraySetAsSeries(tick_volume, false);
ArraySetAsSeries(volume, false);
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferMACDLine, BufferSignalLine, BufferMACD_Histogram);
//===================================================================
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
//===================================================================
if(!g_is_mtf_mode)
{
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(volume_limit > 0)
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume,
BufferMACDLine, BufferSignalLine, BufferMACD_Histogram);
else
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume,
BufferMACDLine, BufferSignalLine, BufferMACD_Histogram);
return(rates_total);
return rates_total;
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
//===================================================================
int required_bars = warmup + 10;
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
{
g_data_synced = false;
return 0;
}
g_data_synced = true;
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);
// 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_vol, g_htf_count);
ArrayResize(h_res_macd, g_htf_count);
ArrayResize(h_res_signal, g_htf_count);
ArrayResize(h_res_hist, g_htf_count);
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_vol, false);
ArraySetAsSeries(h_res_macd, false);
ArraySetAsSeries(h_res_signal, false);
ArraySetAsSeries(h_res_hist, false);
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;
}
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(vol_limit > 0)
{
long temp_vol[];
if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
{
for(int i = 0; i < g_htf_count; i++)
h_vol[i] = (double)temp_vol[i];
}
}
else
{
long temp_vol[];
if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
{
for(int i = 0; i < g_htf_count; i++)
h_vol[i] = (double)temp_vol[i];
}
}
// Compute HTF MACD Values with Volume Routing
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_vol,
h_res_macd, h_res_signal, h_res_hist);
g_data_ready = true;
}
if(!g_data_ready)
return 0;
// 5. Stateful live-bar update for active forming HTF candle
int live_idx = g_htf_count - 1;
if(live_idx >= required_bars)
{
double o[1], h[1], l[1], c[1];
datetime t_bar[1];
long v[1];
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
if(shift >= 0 &&
CopyTime(_Symbol, g_calc_timeframe, shift, 1, t_bar) == 1 &&
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_time[live_idx] = t_bar[0];
h_open[live_idx] = o[0];
h_high[live_idx] = h[0];
h_low[live_idx] = l[0];
h_close[live_idx] = c[0];
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(vol_limit > 0 && CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
h_vol[live_idx] = (double)v[0];
else
if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
h_vol[live_idx] = (double)v[0];
// Mock update on live bar with volume
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_vol,
h_res_macd, h_res_signal, h_res_hist);
}
}
// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution)
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++;
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
// 7. Chronological Mapping Loop to Chart Timeframe (3 Buffers)
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)
{
BufferMACD_Histogram[i] = h_res_hist[idx_htf];
BufferMACDLine[i] = h_res_macd[idx_htf];
BufferSignalLine[i] = h_res_signal[idx_htf];
}
else
{
BufferMACD_Histogram[i] = 0.0;
BufferMACDLine[i] = EMPTY_VALUE;
BufferSignalLine[i] = EMPTY_VALUE;
}
}
else
{
BufferMACD_Histogram[i] = 0.0;
BufferMACDLine[i] = EMPTY_VALUE;
BufferSignalLine[i] = EMPTY_VALUE;
}
}
return rates_total;
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int warmup = MathMax(InpFastPeriod, InpSlowPeriod) + InpSignalPeriod;
int required_bars = warmup + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+