diff --git a/Indicators/MyIndicators/Chandelier_Exit_Oscillator_Pro.mq5 b/Indicators/MyIndicators/Chandelier_Exit_Oscillator_Pro.mq5 index bb0567d..d0fbc67 100644 --- a/Indicators/MyIndicators/Chandelier_Exit_Oscillator_Pro.mq5 +++ b/Indicators/MyIndicators/Chandelier_Exit_Oscillator_Pro.mq5 @@ -3,24 +3,37 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.00" // First unified Standard & MTF Chandelier Distance Oscillator release +#property version "1.10" // Upgraded with 5-zone dynamic thermal coloring and Signal MA line #property description "Charles LeBeau Chandelier Exit Distance (Volatility Momentum) Oscillator." #property description "Measures the distance between Price and Stop Line in ATR (Sigma) units." #property indicator_separate_window -#property indicator_buffers 2 -#property indicator_plots 1 +#property indicator_buffers 3 +#property indicator_plots 2 //--- Plot 1: Chandelier Distance (Color Histogram) #property indicator_label1 "Chandelier Distance" #property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_style1 STYLE_SOLID #property indicator_width1 2 -// Index 0: Bullish (clrDodgerBlue), Index 1: Bearish (clrTomato) -#property indicator_color1 clrDodgerBlue, clrTomato +// Swapped 5-Zone Thermal Color Palette (Corrected Polarity) +// Index 0: Neutral (Gray), 1: Bull Flow (LightSkyBlue), 2: Bull Climax (DeepSkyBlue), 3: Bear Flow (Coral), 4: Bear Climax (OrangeRed) +#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed + +//--- Plot 2: Dynamic Signal Line +#property indicator_label2 "Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrFireBrick +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +//--- Constant Levels (Set up on dynamic init) +#property indicator_minimum -5.0 +#property indicator_maximum 5.0 //--- Included Engines & Core Tools #include +#include #include // Centralized MTF synchronization daemon //--- Input Parameters --- @@ -29,20 +42,40 @@ input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Tar input group "--- Chandelier Settings ---" input int InpAtrPeriod = 22; // ATR & Extreme Lookback Period -input double InpMultiplier = 3.0; // ATR Multiplier +input double InpMultiplier = 3.0; // ATR Multiplier (Bands Ceiling) input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Supports HA) +input group "--- Signal Line Settings ---" +input bool InpShowSignal = true; // Show Signal Line? +input int InpSignalPeriod = 5; // Signal Period +input ENUM_MA_TYPE InpSignalType = EMA; // Signal MA Type (Supports VWMA) + +input group "--- Indicator Levels ---" +input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow) +input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow) +input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax) +input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax) +input double InpLevelExtremeHigh= 2.5; // High Exhaustion Level +input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level +input color InpLevelColor = clrSilver; // Levels Color +input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style + //--- Visual Indicator Buffers --- double BufferOsc[]; double BufferColor[]; +double BufferSignal[]; + +//--- Volume Cache (Used on Current Timeframe Mode) +double g_double_volume[]; //--- Internal HTF Data Caches -double h_open[], h_high[], h_low[], h_close[]; -double h_res_osc[], h_res_color[]; +double h_open[], h_high[], h_low[], h_close[], h_volume[]; +double h_res_osc[], h_res_color[], h_res_signal[]; datetime h_time[]; //--- Global Objects & Synchronizer State CChandelierExitOscillatorCalculator *g_calculator; +CMovingAverageCalculator *g_signal_calculator; bool g_is_mtf_mode = false; ENUM_TIMEFRAMES g_calc_timeframe; @@ -75,47 +108,88 @@ int OnInit() g_is_mtf_mode = (g_calc_timeframe > Period()); //--- 2. Bind buffers to index mapping - SetIndexBuffer(0, BufferOsc, INDICATOR_DATA); - SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX); + SetIndexBuffer(0, BufferOsc, INDICATOR_DATA); + SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufferSignal, INDICATOR_DATA); //--- Force strict chronological alignment (false = old to new) - ArraySetAsSeries(BufferOsc, false); - ArraySetAsSeries(BufferColor, false); + ArraySetAsSeries(BufferOsc, false); + ArraySetAsSeries(BufferColor, false); + ArraySetAsSeries(BufferSignal, false); + +//--- Setup EMPTY_VALUE fallback for signal line + PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); + +//--- 3. Dynamically configure horizontal levels to support custom inputs + 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); + +// Adjust separate window boundaries dynamically to match the configured Multiplier + IndicatorSetDouble(INDICATOR_MINIMUM, -InpMultiplier - 0.5); + IndicatorSetDouble(INDICATOR_MAXIMUM, InpMultiplier + 0.5); bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE); -//--- 3. Initialize Physical Chandelier Oscillator Calculator +//--- 4. Initialize Physical Chandelier Oscillator Calculator g_calculator = new CChandelierExitOscillatorCalculator(); - if(CheckPointer(g_calculator) == POINTER_INVALID) + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpAtrPeriod, InpMultiplier, is_ha)) { - Print("Critical Error: Failed to allocate Chandelier Oscillator Calculator memory."); + Print("Critical Error: Failed to create or initialize Chandelier Oscillator Calculator."); return(INIT_FAILED); } - if(!g_calculator.Init(InpAtrPeriod, InpMultiplier, is_ha)) +//--- 5. Initialize Physical Signal MA Calculator + if(InpShowSignal) { - Print("Critical Error: Failed to initialize Chandelier Oscillator Calculator."); - return(INIT_FAILED); + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); + g_signal_calculator = new CMovingAverageCalculator(); + if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType)) + { + Print("Critical Error: Failed to initialize Signal Line Calculator."); + return(INIT_FAILED); + } + } + else + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + } + +//--- 6. Dynamic Setup of Indicator Shortname + string sig_str = ""; + if(InpShowSignal) + { + string sig_name = EnumToString(InpSignalType); + StringToUpper(sig_name); + sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod); } -//--- 4. Dynamic Setup of Indicator Shortname string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; - string short_name = StringFormat("Chandelier Osc%s%s(%d, %.1f)", + string short_name = StringFormat("Chandelier Osc%s%s(%d, %.1f)%s", is_ha ? " HA" : "", tf_str, InpAtrPeriod, - InpMultiplier); + InpMultiplier, + sig_str); IndicatorSetString(INDICATOR_SHORTNAME, short_name); + IndicatorSetInteger(INDICATOR_DIGITS, 2); //--- Drawing offset configuration - int draw_begin = InpAtrPeriod + 5; + int draw_begin = InpAtrPeriod + InpSignalPeriod + 5; if(g_is_mtf_mode) draw_begin = 0; // Handled dynamically in mapped buffers PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); - IndicatorSetInteger(INDICATOR_DIGITS, 2); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); -//--- 5. Initialize Background Synchronization Timer Daemon (Only if MTF is active) +//--- 7. Initialize Background Synchronization Timer Daemon (Only if MTF is active) if(g_is_mtf_mode) EventSetTimer(1); @@ -130,6 +204,8 @@ void OnDeinit(const int reason) EventKillTimer(); if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; + if(CheckPointer(g_signal_calculator) != POINTER_INVALID) + delete g_signal_calculator; } //+------------------------------------------------------------------+ @@ -146,7 +222,7 @@ int OnCalculate(const int rates_total, const long &volume[], const int &spread[]) { - int required_bars = InpAtrPeriod + 15; + int required_bars = InpAtrPeriod + InpSignalPeriod + 10; if(rates_total < required_bars) return 0; @@ -160,17 +236,66 @@ int OnCalculate(const int rates_total, ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); - 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, - BufferOsc, BufferColor); + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(ArraySize(g_double_volume) != rates_total) + { + ArrayResize(g_double_volume, rates_total); + ArraySetAsSeries(g_double_volume, false); + } + + 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 Chandelier Oscillator values + g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferOsc); + + // 2. Calculate Signal MA on top of Oscillator + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + if(InpSignalType == VWMA) + g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferOsc, g_double_volume, BufferSignal, InpAtrPeriod); + else + g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferOsc, BufferSignal, InpAtrPeriod); + } + else + { + for(int i = start_sync; i < rates_total; i++) + BufferSignal[i] = EMPTY_VALUE; + } + + // 3. Dynamic 5-Zone Swapped Thermal Color Classification + for(int i = start_sync; i < rates_total; i++) + { + double osc_val = BufferOsc[i]; + if(osc_val > InpLevelClimaxHigh) + BufferColor[i] = 2.0; // Bull Climax (DeepSkyBlue) + else + if(osc_val > InpLevelFlowHigh) + BufferColor[i] = 1.0; // Bull Flow (LightSkyBlue) + else + if(osc_val < InpLevelClimaxLow) + BufferColor[i] = 4.0; // Bear Climax (OrangeRed) + else + if(osc_val < InpLevelFlowLow) + BufferColor[i] = 3.0; // Bear Flow (Coral) + else + BufferColor[i] = 0.0; // Neutral (Gray) + } + return(rates_total); } @@ -203,22 +328,26 @@ int OnCalculate(const int rates_total, 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_osc, g_htf_count); - ArrayResize(h_res_color, g_htf_count); + 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_volume, g_htf_count); + ArrayResize(h_res_osc, g_htf_count); + ArrayResize(h_res_color, g_htf_count); + ArrayResize(h_res_signal, 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_osc, false); - ArraySetAsSeries(h_res_color, false); + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + ArraySetAsSeries(h_volume, false); + ArraySetAsSeries(h_res_osc, false); + ArraySetAsSeries(h_res_color, false); + ArraySetAsSeries(h_res_signal, false); // Copy basic pricing data if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count || @@ -231,8 +360,57 @@ int OnCalculate(const int rates_total, 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, h_res_osc, h_res_color); + // Copy and extract proper volume types + 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_volume[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_volume[i] = (double)temp_vol[i]; + } + } + + //--- Calculate HTF core Chandelier Oscillator + g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_osc); + + //--- Calculate HTF Signal MA + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + if(InpSignalType == VWMA) + g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_osc, h_volume, h_res_signal, InpAtrPeriod); + else + g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_osc, h_res_signal, InpAtrPeriod); + } + + //--- Calculate HTF dynamic coloring + for(int i = 0; i < g_htf_count; i++) + { + double osc_val = h_res_osc[i]; + if(osc_val > InpLevelClimaxHigh) + h_res_color[i] = 2.0; + else + if(osc_val > InpLevelFlowHigh) + h_res_color[i] = 1.0; + else + if(osc_val < InpLevelClimaxLow) + h_res_color[i] = 4.0; + else + if(osc_val < InpLevelFlowLow) + h_res_color[i] = 3.0; + else + h_res_color[i] = 0.0; + } g_data_ready = true; } @@ -245,6 +423,7 @@ int OnCalculate(const int rates_total, if(live_idx >= required_bars) { double o[1], h[1], l[1], c[1]; + long v[1]; int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); if(shift >= 0 && CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 && @@ -257,8 +436,43 @@ int OnCalculate(const int rates_total, 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, h_res_osc, h_res_color); + long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(vol_limit > 0) + { + if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_volume[live_idx] = (double)v[0]; + } + else + { + if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_volume[live_idx] = (double)v[0]; + } + + // Stateful, O(1) mock update for the live HTF bar + g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_osc); + + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + if(InpSignalType == VWMA) + g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_osc, h_volume, h_res_signal, InpAtrPeriod); + else + g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_osc, h_res_signal, InpAtrPeriod); + } + + double osc_val = h_res_osc[live_idx]; + if(osc_val > InpLevelClimaxHigh) + h_res_color[live_idx] = 2.0; + else + if(osc_val > InpLevelFlowHigh) + h_res_color[live_idx] = 1.0; + else + if(osc_val < InpLevelClimaxLow) + h_res_color[live_idx] = 4.0; + else + if(osc_val < InpLevelFlowLow) + h_res_color[live_idx] = 3.0; + else + h_res_color[live_idx] = 0.0; } } @@ -287,19 +501,22 @@ int OnCalculate(const int rates_total, int idx_htf = g_htf_count - 1 - shift_htf; if(idx_htf >= 0 && idx_htf < g_htf_count) { - BufferOsc[i] = h_res_osc[idx_htf]; - BufferColor[i] = h_res_color[idx_htf]; + BufferOsc[i] = h_res_osc[idx_htf]; + BufferColor[i] = h_res_color[idx_htf]; + BufferSignal[i] = InpShowSignal ? h_res_signal[idx_htf] : EMPTY_VALUE; } else { - BufferOsc[i] = EMPTY_VALUE; - BufferColor[i] = 0.0; + BufferOsc[i] = EMPTY_VALUE; + BufferColor[i] = 0.0; + BufferSignal[i] = EMPTY_VALUE; } } else { - BufferOsc[i] = EMPTY_VALUE; + BufferOsc[i] = EMPTY_VALUE; BufferColor[i] = 0.0; + BufferSignal[i] = EMPTY_VALUE; } }