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Toh4iem9
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//+------------------------------------------------------------------+
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//| ZScore_MTF_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.01" // Fixed buffer variable naming mismatch in mapping loop
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#property description "Statistical Z-Score Oscillator (Multi-Timeframe) with dynamic Signal Line."
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#property description "Displays HTF deviations from any selected Moving Average in Sigma units cleanly."
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 2
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//--- Institutional Levels Configuration (6 Sigma boundaries)
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#property indicator_level1 2.0
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#property indicator_level2 -2.0
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#property indicator_level3 2.5
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#property indicator_level4 -2.5
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#property indicator_level5 3.0
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#property indicator_level6 -3.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: Z-Score Histogram (Swapped Bull/Bear Thermal Palette)
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#property indicator_label1 "Z-Score MTF"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Swapped Palette:
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// 0: Noise/Neutral (Gray)
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// 1: Bullish Flow (LightSkyBlue)
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// 2: Bullish Climax (DeepSkyBlue)
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// 3: Bearish Flow (Coral)
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// 4: Bearish Climax (OrangeRed)
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#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Optional Signal Line (Wyckoff Reversal Trigger)
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrFireBrick
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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#include <MyIncludes\ZScore_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//--- Input Parameters ---
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe
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input int InpPeriod = 20; // Z-Score Lookback Period
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input ENUM_MA_TYPE InpMAType = SMA; // Z-Score MA Type
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input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; // Z-Score Applied Price
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//--- Signal Line Parameters
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input bool InpShowSignal = true; // Show Signal Line?
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input int InpSignalPeriod= 5; // Signal Line Period
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input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type
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//--- Buffers ---
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double BufferZ[];
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double BufferColors[];
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double BufferSignal[];
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//--- Internal HTF Data Caches
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double h_res[], h_sig[]; // HTF Results cached
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datetime h_time[];
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double h_open[], h_high[], h_low[], h_close[];
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long h_vol[]; // HTF raw volume cache
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double h_vol_double[]; // HTF volume cast to double to support VWMA Signal line
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//--- Global HTF State Tracking
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CZScoreCalculator *g_calculator;
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CMovingAverageCalculator *g_signal_calculator;
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datetime g_last_htf_time = 0;
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int g_htf_count = 0;
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bool g_data_ready = false;
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bool g_data_synced = false;
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//+------------------------------------------------------------------+
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//| EnsureHTFDataReady |
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//+------------------------------------------------------------------+
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bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars)
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{
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ResetLastError();
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if(!SymbolInfoInteger(symbol, SYMBOL_SELECT))
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{
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SymbolSelect(symbol, true);
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}
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datetime times[];
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int copied = CopyTime(symbol, timeframe, 0, required_bars, times);
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return (copied >= required_bars);
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}
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_data_ready = false;
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g_data_synced = false;
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g_last_htf_time = 0;
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g_htf_count = 0;
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if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
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{
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Print("Warning: Target Timeframe should be > Current Timeframe.");
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}
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//--- Bind Buffers
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SetIndexBuffer(0, BufferZ, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferSignal, INDICATOR_DATA);
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ArraySetAsSeries(BufferZ, false);
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ArraySetAsSeries(BufferColors, false);
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ArraySetAsSeries(BufferSignal, false);
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//--- Configure Core Z-Score Calculator
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g_calculator = new CZScoreCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType))
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{
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Print("Error: Failed to initialize ZScore Calculator Engine.");
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return INIT_FAILED;
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}
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//--- Configure Optional Signal Line Calculator
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if(InpShowSignal)
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{
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// Explicitly restore DRAW_LINE & Label in case it was previously disabled
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
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PlotIndexSetString(1, PLOT_LABEL, "Signal");
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g_signal_calculator = new CMovingAverageCalculator();
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if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
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{
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Print("Error: Failed to initialize Signal Line Calculator Engine.");
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return INIT_FAILED;
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}
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}
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else
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{
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// Set DRAW_NONE and clear Label to fully purge it from the MT5 Data Window
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetString(1, PLOT_LABEL, NULL);
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}
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//--- Dynamically set the indicator short name
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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string ma_name = EnumToString(InpMAType);
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StringToUpper(ma_name);
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string short_name = "";
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if(InpShowSignal)
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{
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string sig_name = EnumToString(InpSignalType);
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StringToUpper(sig_name);
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short_name = StringFormat("ZScore MTF %s(%d, %s) %s(%d)", tf_name, InpPeriod, ma_name, sig_name, InpSignalPeriod);
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}
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else
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{
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short_name = StringFormat("ZScore MTF %s(%d, %s)", tf_name, InpPeriod, ma_name);
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}
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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PlotIndexSetString(0, PLOT_LABEL, "Z-Score MTF");
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PlotIndexSetString(1, PLOT_LABEL, "Signal MTF");
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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//--- Initialize 1-second timer for weekend/async chart refreshes
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
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delete g_signal_calculator;
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- Ensure target timeframe history is ready
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int required_bars = InpPeriod + 10;
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if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
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{
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g_data_synced = false;
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return 0; // Wait for next tick to let history load
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}
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g_data_synced = true;
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//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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//--- 1. Check if a new HTF bar has formed
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datetime htf_time_current = iTime(_Symbol, InpTimeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, InpTimeframe);
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if(htf_bars < required_bars)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000);
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_vol, g_htf_count);
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ArrayResize(h_vol_double, g_htf_count);
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ArrayResize(h_res, g_htf_count);
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ArrayResize(h_sig, g_htf_count);
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if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count ||
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CopyOpen(_Symbol, InpTimeframe, 0, g_htf_count, h_open) != g_htf_count ||
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CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count ||
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CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count ||
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CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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// High-Performance dynamic volume routing on the HTF Timeline
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int copied_vol = 0;
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if(volume_limit > 0)
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copied_vol = CopyRealVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol);
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else
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copied_vol = CopyTickVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol);
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if(copied_vol != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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// Convert HTF volume cache to double precision
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for(int j = 0; j < g_htf_count; j++)
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h_vol_double[j] = (double)h_vol[j];
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// Calculate Core Z-Score on HTF (Closed bars and forming bar initialized)
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if(volume_limit > 0)
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g_calculator.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res);
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else
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g_calculator.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res);
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// Calculate Optional Signal Line on HTF
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if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
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{
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g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res, h_vol_double, h_sig, InpPeriod - 1);
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}
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g_data_ready = true;
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}
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if(!g_data_ready)
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return 0;
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//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick!
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int live_idx = g_htf_count - 1;
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if(live_idx >= InpPeriod)
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{
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double o[1], h[1], l[1], c[1];
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long vol[1];
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int shift = iBarShift(_Symbol, InpTimeframe, htf_time_current, false);
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if(shift >= 0 &&
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CopyOpen(_Symbol, InpTimeframe, shift, 1, o) == 1 &&
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CopyHigh(_Symbol, InpTimeframe, shift, 1, h) == 1 &&
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CopyLow(_Symbol, InpTimeframe, shift, 1, l) == 1 &&
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CopyClose(_Symbol, InpTimeframe, shift, 1, c) == 1)
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{
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h_open[live_idx] = o[0];
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h_high[live_idx] = h[0];
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h_low[live_idx] = l[0];
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h_close[live_idx] = c[0];
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// Copy live volume dynamically
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int copied = 0;
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if(volume_limit > 0)
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copied = CopyRealVolume(_Symbol, InpTimeframe, shift, 1, vol);
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else
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copied = CopyTickVolume(_Symbol, InpTimeframe, shift, 1, vol);
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if(copied == 1)
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{
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h_vol[live_idx] = vol[0];
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h_vol_double[live_idx] = (double)vol[0];
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}
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// Incremental recalculation on the live HTF index in O(1)
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if(volume_limit > 0)
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g_calculator.Calculate(g_htf_count, g_htf_count, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res);
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else
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g_calculator.Calculate(g_htf_count, g_htf_count, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res);
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// Recalculate Signal Line on HTF live index
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if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
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{
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g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res, h_vol_double, h_sig, InpPeriod - 1);
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}
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}
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}
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//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar
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//--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick!
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int first_bar_of_forming_htf = rates_total - 1;
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while(first_bar_of_forming_htf > 0 &&
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iBarShift(_Symbol, InpTimeframe, time[first_bar_of_forming_htf], false) == 0)
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{
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first_bar_of_forming_htf--;
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}
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first_bar_of_forming_htf++; // This is the start of the forming step on lower TF chart
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if(start > first_bar_of_forming_htf)
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start = first_bar_of_forming_htf;
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//--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick)
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for(int i = start; i < rates_total; i++)
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{
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datetime t = time[i];
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int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false);
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if(shift_htf >= 0)
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{
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int idx_htf = g_htf_count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < g_htf_count)
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{
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double z = h_res[idx_htf];
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BufferZ[i] = z; // FIXED: Corrected buffer array name
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if(InpShowSignal)
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BufferSignal[i] = h_sig[idx_htf]; // FIXED: Corrected buffer array name
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else
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BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name
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// Swapped 5-Zone Color Logic (Blue for Bullish, Red/Coral for Bearish)
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if(z >= 2.5)
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BufferColors[i] = 2.0; // FIXED: Corrected buffer array name (Index 2: DeepSkyBlue Climax)
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else
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if(z >= 2.0)
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BufferColors[i] = 1.0; // FIXED: Corrected buffer array name (Index 1: LightSkyBlue Flow)
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else
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if(z <= -2.5)
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BufferColors[i] = 4.0; // FIXED: Corrected buffer array name (Index 4: OrangeRed Climax)
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else
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if(z <= -2.0)
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BufferColors[i] = 3.0; // FIXED: Corrected buffer array name (Index 3: Coral Flow)
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else
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BufferColors[i] = 0.0; // FIXED: Corrected buffer array name (Index 0: Gray Neutral)
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}
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else
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{
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BufferZ[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name
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BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name
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BufferColors[i] = 0.0; // FIXED: Corrected buffer array name
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}
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}
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else
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{
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BufferZ[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name
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BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name
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BufferColors[i] = 0.0; // FIXED: Corrected buffer array name
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| OnTimer |
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//| Handles loading checks and force-redraws |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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if(!g_data_synced)
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{
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int required_bars = InpPeriod + 5;
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if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
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{
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g_data_synced = true;
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ChartRedraw(); // Force MT5 to invoke OnCalculate
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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