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Toh4iem9
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//+------------------------------------------------------------------+
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//| Autocorrelation_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 "1.20" // Optimized with Forming LTF Block Flat-Force mechanism
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#property description "Lag-1 Autocorrelation (Multi-Timeframe)."
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#property description "Displays Higher Timeframe Serial Correlation regime cleanly without live-bar warping."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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// Plot: Histogram
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#property indicator_label1 "Autocorrelation MTF"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Colors: MeanRev(Red), Random(Gray), Trend(Green)
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#property indicator_color1 clrCrimson, clrGray, clrSpringGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\Autocorrelation_Calculator.mqh>
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//--- Parameters
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M5; // Target Higher Timeframe
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input int InpPeriod = 20; // Window Size
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input double InpThreshold = 0.1; // Significance Threshold
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input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; // Applied Price
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//--- Buffers
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double BufAC[];
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double BufCol[];
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//--- Internal HTF Data Caches
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double h_open[], h_high[], h_low[], h_close[];
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datetime h_time[];
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double h_res[]; // HTF calculation results cached
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//--- Global HTF State Tracking
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CAutocorrelationCalculator *g_calc;
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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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SetIndexBuffer(0, BufAC, INDICATOR_DATA);
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SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
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ArraySetAsSeries(BufAC, false);
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ArraySetAsSeries(BufCol, false);
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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string name = StringFormat("Autocorrelation MTF %s(%d)", tf_name, InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 3);
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g_calc = new CAutocorrelationCalculator();
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if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod))
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{
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Print("Error: Failed to initialize Autocorrelation Calculator Engine.");
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return INIT_FAILED;
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}
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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 r)
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{
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EventKillTimer();
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if(CheckPointer(g_calc) != POINTER_INVALID)
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delete g_calc;
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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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//--- 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_res, 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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//--- Calculate Autocorrelation on HTF (Closed bars and forming bar initialized)
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g_calc.Calculate(g_htf_count, 0, InpPrice, h_open, h_high, h_low, h_close, h_res);
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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 + 1)
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{
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double o[1], h[1], l[1], c[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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// Incremental recalculation on the live index (O(1) tick performance)
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g_calc.Calculate(g_htf_count, live_idx, InpPrice, h_open, h_high, h_low, h_close, h_res);
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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 val = h_res[idx_htf];
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BufAC[i] = val;
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// Color Logic
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if(val > InpThreshold)
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BufCol[i] = 2.0; // Green (Momentum / Trend)
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else
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if(val < -InpThreshold)
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BufCol[i] = 0.0; // Red (Mean Reversion)
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else
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BufCol[i] = 1.0; // Gray (Random Noise)
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}
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else
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{
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BufAC[i] = EMPTY_VALUE;
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BufCol[i] = 1.0;
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}
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}
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else
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{
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BufAC[i] = EMPTY_VALUE;
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BufCol[i] = 1.0;
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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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