From 6196410079cf16892cdbf8cbcebc1d7b59472325 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 24 Jun 2026 12:59:06 +0200 Subject: [PATCH] new files added --- .../MyIndicators/Quant/ZScore_MTF_Pro.mq5 | 416 ++++++++++++++++++ 1 file changed, 416 insertions(+) create mode 100644 Indicators/MyIndicators/Quant/ZScore_MTF_Pro.mq5 diff --git a/Indicators/MyIndicators/Quant/ZScore_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/ZScore_MTF_Pro.mq5 new file mode 100644 index 0000000..eead172 --- /dev/null +++ b/Indicators/MyIndicators/Quant/ZScore_MTF_Pro.mq5 @@ -0,0 +1,416 @@ +//+------------------------------------------------------------------+ +//| ZScore_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.01" // Fixed buffer variable naming mismatch in mapping loop +#property description "Statistical Z-Score Oscillator (Multi-Timeframe) with dynamic Signal Line." +#property description "Displays HTF deviations from any selected Moving Average in Sigma units cleanly." + +#property indicator_separate_window +#property indicator_buffers 3 +#property indicator_plots 2 + +//--- Institutional Levels Configuration (6 Sigma boundaries) +#property indicator_level1 2.0 +#property indicator_level2 -2.0 +#property indicator_level3 2.5 +#property indicator_level4 -2.5 +#property indicator_level5 3.0 +#property indicator_level6 -3.0 +#property indicator_levelcolor clrSilver +#property indicator_levelstyle STYLE_DOT + +//--- Plot 1: Z-Score Histogram (Swapped Bull/Bear Thermal Palette) +#property indicator_label1 "Z-Score MTF" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Swapped Palette: +// 0: Noise/Neutral (Gray) +// 1: Bullish Flow (LightSkyBlue) +// 2: Bullish Climax (DeepSkyBlue) +// 3: Bearish Flow (Coral) +// 4: Bearish Climax (OrangeRed) +#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- Plot 2: Optional Signal Line (Wyckoff Reversal Trigger) +#property indicator_label2 "Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrFireBrick +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +#include +#include + +//--- Input Parameters --- +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe +input int InpPeriod = 20; // Z-Score Lookback Period +input ENUM_MA_TYPE InpMAType = SMA; // Z-Score MA Type +input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; // Z-Score Applied Price + +//--- Signal Line Parameters +input bool InpShowSignal = true; // Show Signal Line? +input int InpSignalPeriod= 5; // Signal Line Period +input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type + +//--- Buffers --- +double BufferZ[]; +double BufferColors[]; +double BufferSignal[]; + +//--- Internal HTF Data Caches +double h_res[], h_sig[]; // HTF Results cached +datetime h_time[]; +double h_open[], h_high[], h_low[], h_close[]; +long h_vol[]; // HTF raw volume cache +double h_vol_double[]; // HTF volume cast to double to support VWMA Signal line + +//--- Global HTF State Tracking +CZScoreCalculator *g_calculator; +CMovingAverageCalculator *g_signal_calculator; +datetime g_last_htf_time = 0; +int g_htf_count = 0; +bool g_data_ready = false; +bool g_data_synced = false; + +//+------------------------------------------------------------------+ +//| EnsureHTFDataReady | +//+------------------------------------------------------------------+ +bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) + { + ResetLastError(); + if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) + { + SymbolSelect(symbol, true); + } + datetime times[]; + int copied = CopyTime(symbol, timeframe, 0, required_bars, times); + return (copied >= required_bars); + } + +//+------------------------------------------------------------------+ +//| OnInit | +//+------------------------------------------------------------------+ +int OnInit() + { + g_data_ready = false; + g_data_synced = false; + g_last_htf_time = 0; + g_htf_count = 0; + + if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) + { + Print("Warning: Target Timeframe should be > Current Timeframe."); + } + +//--- Bind Buffers + SetIndexBuffer(0, BufferZ, INDICATOR_DATA); + SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufferSignal, INDICATOR_DATA); + + ArraySetAsSeries(BufferZ, false); + ArraySetAsSeries(BufferColors, false); + ArraySetAsSeries(BufferSignal, false); + +//--- Configure Core Z-Score Calculator + g_calculator = new CZScoreCalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType)) + { + Print("Error: Failed to initialize ZScore Calculator Engine."); + return INIT_FAILED; + } + +//--- Configure Optional Signal Line Calculator + if(InpShowSignal) + { + // Explicitly restore DRAW_LINE & Label in case it was previously disabled + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetString(1, PLOT_LABEL, "Signal"); + + g_signal_calculator = new CMovingAverageCalculator(); + if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType)) + { + Print("Error: Failed to initialize Signal Line Calculator Engine."); + return INIT_FAILED; + } + } + else + { + // Set DRAW_NONE and clear Label to fully purge it from the MT5 Data Window + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + PlotIndexSetString(1, PLOT_LABEL, NULL); + } + +//--- Dynamically set the indicator short name + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); + string ma_name = EnumToString(InpMAType); + StringToUpper(ma_name); + + string short_name = ""; + if(InpShowSignal) + { + string sig_name = EnumToString(InpSignalType); + StringToUpper(sig_name); + short_name = StringFormat("ZScore MTF %s(%d, %s) %s(%d)", tf_name, InpPeriod, ma_name, sig_name, InpSignalPeriod); + } + else + { + short_name = StringFormat("ZScore MTF %s(%d, %s)", tf_name, InpPeriod, ma_name); + } + + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + PlotIndexSetString(0, PLOT_LABEL, "Z-Score MTF"); + PlotIndexSetString(1, PLOT_LABEL, "Signal MTF"); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + +//--- Initialize 1-second timer for weekend/async chart refreshes + EventSetTimer(1); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| OnDeinit | +//+------------------------------------------------------------------+ +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; + } + +//+------------------------------------------------------------------+ +//| OnCalculate | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { +//--- Ensure target timeframe history is ready + int required_bars = InpPeriod + 10; + if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) + { + g_data_synced = false; + return 0; // Wait for next tick to let history load + } + + g_data_synced = true; + +//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + +//--- 1. Check if a new HTF bar has formed + datetime htf_time_current = iTime(_Symbol, InpTimeframe, 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, InpTimeframe); + if(htf_bars < required_bars) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); + + 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_vol_double, g_htf_count); + + ArrayResize(h_res, g_htf_count); + ArrayResize(h_sig, g_htf_count); + + if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count || + CopyOpen(_Symbol, InpTimeframe, 0, g_htf_count, h_open) != g_htf_count || + CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count || + CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count || + CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // High-Performance dynamic volume routing on the HTF Timeline + int copied_vol = 0; + if(volume_limit > 0) + copied_vol = CopyRealVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol); + else + copied_vol = CopyTickVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol); + + if(copied_vol != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // Convert HTF volume cache to double precision + for(int j = 0; j < g_htf_count; j++) + h_vol_double[j] = (double)h_vol[j]; + + // Calculate Core Z-Score on HTF (Closed bars and forming bar initialized) + if(volume_limit > 0) + g_calculator.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res); + else + g_calculator.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res); + + // Calculate Optional Signal Line on HTF + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res, h_vol_double, h_sig, InpPeriod - 1); + } + + g_data_ready = true; + } + + if(!g_data_ready) + return 0; + +//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick! + int live_idx = g_htf_count - 1; + if(live_idx >= InpPeriod) + { + double o[1], h[1], l[1], c[1]; + long vol[1]; + int shift = iBarShift(_Symbol, InpTimeframe, htf_time_current, false); + if(shift >= 0 && + CopyOpen(_Symbol, InpTimeframe, shift, 1, o) == 1 && + CopyHigh(_Symbol, InpTimeframe, shift, 1, h) == 1 && + CopyLow(_Symbol, InpTimeframe, shift, 1, l) == 1 && + CopyClose(_Symbol, InpTimeframe, shift, 1, c) == 1) + { + h_open[live_idx] = o[0]; + h_high[live_idx] = h[0]; + h_low[live_idx] = l[0]; + h_close[live_idx] = c[0]; + + // Copy live volume dynamically + int copied = 0; + if(volume_limit > 0) + copied = CopyRealVolume(_Symbol, InpTimeframe, shift, 1, vol); + else + copied = CopyTickVolume(_Symbol, InpTimeframe, shift, 1, vol); + + if(copied == 1) + { + h_vol[live_idx] = vol[0]; + h_vol_double[live_idx] = (double)vol[0]; + } + + // Incremental recalculation on the live HTF index in O(1) + if(volume_limit > 0) + g_calculator.Calculate(g_htf_count, g_htf_count, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res); + else + g_calculator.Calculate(g_htf_count, g_htf_count, InpPrice, h_open, h_high, h_low, h_close, h_vol, h_res); + + // Recalculate Signal Line on HTF live index + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res, h_vol_double, h_sig, InpPeriod - 1); + } + } + } + +//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar +//--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick! + 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, InpTimeframe, time[first_bar_of_forming_htf], false) == 0) + { + first_bar_of_forming_htf--; + } + first_bar_of_forming_htf++; // This is the start of the forming step on lower TF chart + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +//--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick) + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) + { + double z = h_res[idx_htf]; + + BufferZ[i] = z; // FIXED: Corrected buffer array name + + if(InpShowSignal) + BufferSignal[i] = h_sig[idx_htf]; // FIXED: Corrected buffer array name + else + BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name + + // Swapped 5-Zone Color Logic (Blue for Bullish, Red/Coral for Bearish) + if(z >= 2.5) + BufferColors[i] = 2.0; // FIXED: Corrected buffer array name (Index 2: DeepSkyBlue Climax) + else + if(z >= 2.0) + BufferColors[i] = 1.0; // FIXED: Corrected buffer array name (Index 1: LightSkyBlue Flow) + else + if(z <= -2.5) + BufferColors[i] = 4.0; // FIXED: Corrected buffer array name (Index 4: OrangeRed Climax) + else + if(z <= -2.0) + BufferColors[i] = 3.0; // FIXED: Corrected buffer array name (Index 3: Coral Flow) + else + BufferColors[i] = 0.0; // FIXED: Corrected buffer array name (Index 0: Gray Neutral) + } + else + { + BufferZ[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name + BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name + BufferColors[i] = 0.0; // FIXED: Corrected buffer array name + } + } + else + { + BufferZ[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name + BufferSignal[i] = EMPTY_VALUE; // FIXED: Corrected buffer array name + BufferColors[i] = 0.0; // FIXED: Corrected buffer array name + } + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| OnTimer | +//| Handles loading checks and force-redraws | +//+------------------------------------------------------------------+ +void OnTimer() + { + if(!g_data_synced) + { + int required_bars = InpPeriod + 5; + if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+