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refactor: Upgraded with 5-zone dynamic thermal coloring and Signal MA line

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Toh4iem9
2026-08-01 16:39:40 +02:00
parent 563d826674
commit 5f85c3647f
1 changed files with 271 additions and 54 deletions
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Indicators/MyIndicators/Chandelier_Exit_Oscillator_Pro.mq5
+271 -54
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@@ -3,24 +3,37 @@
//| Copyright 2026, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "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 "Charles LeBeau Chandelier Exit Distance (Volatility Momentum) Oscillator."
#property description "Measures the distance between Price and Stop Line in ATR (Sigma) units." #property description "Measures the distance between Price and Stop Line in ATR (Sigma) units."
#property indicator_separate_window #property indicator_separate_window
#property indicator_buffers 2 #property indicator_buffers 3
#property indicator_plots 1 #property indicator_plots 2
//--- Plot 1: Chandelier Distance (Color Histogram) //--- Plot 1: Chandelier Distance (Color Histogram)
#property indicator_label1 "Chandelier Distance" #property indicator_label1 "Chandelier Distance"
#property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_SOLID
#property indicator_width1 2 #property indicator_width1 2
// Index 0: Bullish (clrDodgerBlue), Index 1: Bearish (clrTomato) // Swapped 5-Zone Thermal Color Palette (Corrected Polarity)
#property indicator_color1 clrDodgerBlue, clrTomato // 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 //--- Included Engines & Core Tools
#include <MyIncludes\Chandelier_Exit_Oscillator_Calculator.mqh> #include <MyIncludes\Chandelier_Exit_Oscillator_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon #include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
//--- Input Parameters --- //--- Input Parameters ---
@@ -29,20 +42,40 @@ input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Tar
input group "--- Chandelier Settings ---" input group "--- Chandelier Settings ---"
input int InpAtrPeriod = 22; // ATR & Extreme Lookback Period 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 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 --- //--- Visual Indicator Buffers ---
double BufferOsc[]; double BufferOsc[];
double BufferColor[]; double BufferColor[];
double BufferSignal[];
//--- Volume Cache (Used on Current Timeframe Mode)
double g_double_volume[];
//--- Internal HTF Data Caches //--- Internal HTF Data Caches
double h_open[], h_high[], h_low[], h_close[]; double h_open[], h_high[], h_low[], h_close[], h_volume[];
double h_res_osc[], h_res_color[]; double h_res_osc[], h_res_color[], h_res_signal[];
datetime h_time[]; datetime h_time[];
//--- Global Objects & Synchronizer State //--- Global Objects & Synchronizer State
CChandelierExitOscillatorCalculator *g_calculator; CChandelierExitOscillatorCalculator *g_calculator;
CMovingAverageCalculator *g_signal_calculator;
bool g_is_mtf_mode = false; bool g_is_mtf_mode = false;
ENUM_TIMEFRAMES g_calc_timeframe; ENUM_TIMEFRAMES g_calc_timeframe;
@@ -75,47 +108,88 @@ int OnInit()
g_is_mtf_mode = (g_calc_timeframe > Period()); g_is_mtf_mode = (g_calc_timeframe > Period());
//--- 2. Bind buffers to index mapping //--- 2. Bind buffers to index mapping
SetIndexBuffer(0, BufferOsc, INDICATOR_DATA); SetIndexBuffer(0, BufferOsc, INDICATOR_DATA);
SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX); SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX);
SetIndexBuffer(2, BufferSignal, INDICATOR_DATA);
//--- Force strict chronological alignment (false = old to new) //--- Force strict chronological alignment (false = old to new)
ArraySetAsSeries(BufferOsc, false); ArraySetAsSeries(BufferOsc, false);
ArraySetAsSeries(BufferColor, 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); bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
//--- 3. Initialize Physical Chandelier Oscillator Calculator //--- 4. Initialize Physical Chandelier Oscillator Calculator
g_calculator = new CChandelierExitOscillatorCalculator(); 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); 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."); PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
return(INIT_FAILED); 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 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" : "", is_ha ? " HA" : "",
tf_str, tf_str,
InpAtrPeriod, InpAtrPeriod,
InpMultiplier); InpMultiplier,
sig_str);
IndicatorSetString(INDICATOR_SHORTNAME, short_name); IndicatorSetString(INDICATOR_SHORTNAME, short_name);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
//--- Drawing offset configuration //--- Drawing offset configuration
int draw_begin = InpAtrPeriod + 5; int draw_begin = InpAtrPeriod + InpSignalPeriod + 5;
if(g_is_mtf_mode) if(g_is_mtf_mode)
draw_begin = 0; // Handled dynamically in mapped buffers draw_begin = 0; // Handled dynamically in mapped buffers
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); 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) if(g_is_mtf_mode)
EventSetTimer(1); EventSetTimer(1);
@@ -130,6 +204,8 @@ void OnDeinit(const int reason)
EventKillTimer(); EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID) if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator; 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 long &volume[],
const int &spread[]) const int &spread[])
{ {
int required_bars = InpAtrPeriod + 15; int required_bars = InpAtrPeriod + InpSignalPeriod + 10;
if(rates_total < required_bars) if(rates_total < required_bars)
return 0; return 0;
@@ -160,17 +236,66 @@ int OnCalculate(const int rates_total,
ArraySetAsSeries(low, false); ArraySetAsSeries(low, false);
ArraySetAsSeries(close, 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) // MODE 1: Current Timeframe calculation (Standard ultra-high speed)
//=================================================================== //===================================================================
if(!g_is_mtf_mode) if(!g_is_mtf_mode)
{ {
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
BufferOsc, BufferColor); 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); 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 g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent memory overload
// Resize all HTF caching arrays // Resize all HTF caching arrays
ArrayResize(h_time, g_htf_count); ArrayResize(h_time, g_htf_count);
ArrayResize(h_open, g_htf_count); ArrayResize(h_open, g_htf_count);
ArrayResize(h_high, g_htf_count); ArrayResize(h_high, g_htf_count);
ArrayResize(h_low, g_htf_count); ArrayResize(h_low, g_htf_count);
ArrayResize(h_close, g_htf_count); ArrayResize(h_close, g_htf_count);
ArrayResize(h_res_osc, g_htf_count); ArrayResize(h_volume, g_htf_count);
ArrayResize(h_res_color, 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 // Force chronological structure on high-level arrays
ArraySetAsSeries(h_time, false); ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false); ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false); ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false); ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false); ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_res_osc, false); ArraySetAsSeries(h_volume, false);
ArraySetAsSeries(h_res_color, false); ArraySetAsSeries(h_res_osc, false);
ArraySetAsSeries(h_res_color, false);
ArraySetAsSeries(h_res_signal, false);
// Copy basic pricing data // Copy basic pricing data
if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count || 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; return 0;
} }
//--- Calculate core indicators directly on high timeframe (Initial setup) // Copy and extract proper volume types
g_calculator.Calculate(g_htf_count, 0, 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)
{
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; g_data_ready = true;
} }
@@ -245,6 +423,7 @@ int OnCalculate(const int rates_total,
if(live_idx >= required_bars) if(live_idx >= required_bars)
{ {
double o[1], h[1], l[1], c[1]; double o[1], h[1], l[1], c[1];
long v[1];
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
if(shift >= 0 && if(shift >= 0 &&
CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 && 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_low[live_idx] = l[0];
h_close[live_idx] = c[0]; h_close[live_idx] = c[0];
// Stateful, O(1) mock update for the live bar long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_osc, h_res_color); 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; int idx_htf = g_htf_count - 1 - shift_htf;
if(idx_htf >= 0 && idx_htf < g_htf_count) if(idx_htf >= 0 && idx_htf < g_htf_count)
{ {
BufferOsc[i] = h_res_osc[idx_htf]; BufferOsc[i] = h_res_osc[idx_htf];
BufferColor[i] = h_res_color[idx_htf]; BufferColor[i] = h_res_color[idx_htf];
BufferSignal[i] = InpShowSignal ? h_res_signal[idx_htf] : EMPTY_VALUE;
} }
else else
{ {
BufferOsc[i] = EMPTY_VALUE; BufferOsc[i] = EMPTY_VALUE;
BufferColor[i] = 0.0; BufferColor[i] = 0.0;
BufferSignal[i] = EMPTY_VALUE;
} }
} }
else else
{ {
BufferOsc[i] = EMPTY_VALUE; BufferOsc[i] = EMPTY_VALUE;
BufferColor[i] = 0.0; BufferColor[i] = 0.0;
BufferSignal[i] = EMPTY_VALUE;
} }
} }