mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,270 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Autocorrelation_MTF_Pro.mq5 |
|
||||
//| Copyright 2026, xxxxxxxx|
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2026, xxxxxxxx"
|
||||
#property version "1.20" // Optimized with Forming LTF Block Flat-Force mechanism
|
||||
#property description "Lag-1 Autocorrelation (Multi-Timeframe)."
|
||||
#property description "Displays Higher Timeframe Serial Correlation regime cleanly without live-bar warping."
|
||||
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 1
|
||||
|
||||
// Plot: Histogram
|
||||
#property indicator_label1 "Autocorrelation MTF"
|
||||
#property indicator_type1 DRAW_COLOR_HISTOGRAM
|
||||
// Colors: MeanRev(Red), Random(Gray), Trend(Green)
|
||||
#property indicator_color1 clrCrimson, clrGray, clrSpringGreen
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
#include <MyIncludes\Autocorrelation_Calculator.mqh>
|
||||
|
||||
//--- Parameters
|
||||
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M5; // Target Higher Timeframe
|
||||
input int InpPeriod = 20; // Window Size
|
||||
input double InpThreshold = 0.1; // Significance Threshold
|
||||
input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; // Applied Price
|
||||
|
||||
//--- Buffers
|
||||
double BufAC[];
|
||||
double BufCol[];
|
||||
|
||||
//--- Internal HTF Data Caches
|
||||
double h_open[], h_high[], h_low[], h_close[];
|
||||
datetime h_time[];
|
||||
double h_res[]; // HTF calculation results cached
|
||||
|
||||
//--- Global HTF State Tracking
|
||||
CAutocorrelationCalculator *g_calc;
|
||||
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.");
|
||||
}
|
||||
|
||||
SetIndexBuffer(0, BufAC, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
|
||||
|
||||
ArraySetAsSeries(BufAC, false);
|
||||
ArraySetAsSeries(BufCol, false);
|
||||
|
||||
string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
|
||||
string name = StringFormat("Autocorrelation MTF %s(%d)", tf_name, InpPeriod);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, name);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 3);
|
||||
|
||||
g_calc = new CAutocorrelationCalculator();
|
||||
if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod))
|
||||
{
|
||||
Print("Error: Failed to initialize Autocorrelation Calculator Engine.");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//--- Initialize 1-second timer for weekend/async chart refreshes
|
||||
EventSetTimer(1);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| OnDeinit |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int r)
|
||||
{
|
||||
EventKillTimer();
|
||||
if(CheckPointer(g_calc) != POINTER_INVALID)
|
||||
delete g_calc;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| 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;
|
||||
|
||||
//--- 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_res, 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;
|
||||
}
|
||||
|
||||
//--- Calculate Autocorrelation on HTF (Closed bars and forming bar initialized)
|
||||
g_calc.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_res);
|
||||
|
||||
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 + 1)
|
||||
{
|
||||
double o[1], h[1], l[1], c[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];
|
||||
|
||||
// Incremental recalculation on the live index (O(1) tick performance)
|
||||
g_calc.Calculate(g_htf_count, live_idx, InpPrice, h_open, h_high, h_low, h_close, h_res);
|
||||
}
|
||||
}
|
||||
|
||||
//--- 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 val = h_res[idx_htf];
|
||||
BufAC[i] = val;
|
||||
|
||||
// Color Logic
|
||||
if(val > InpThreshold)
|
||||
BufCol[i] = 2.0; // Green (Momentum / Trend)
|
||||
else
|
||||
if(val < -InpThreshold)
|
||||
BufCol[i] = 0.0; // Red (Mean Reversion)
|
||||
else
|
||||
BufCol[i] = 1.0; // Gray (Random Noise)
|
||||
}
|
||||
else
|
||||
{
|
||||
BufAC[i] = EMPTY_VALUE;
|
||||
BufCol[i] = 1.0;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
BufAC[i] = EMPTY_VALUE;
|
||||
BufCol[i] = 1.0;
|
||||
}
|
||||
}
|
||||
|
||||
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
|
||||
}
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user