gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-01 22:57:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Refactored with dynamic MA Signal Line and volume integration

Browse Source
This commit is contained in:
Toh4iem9
2026-06-21 17:01:19 +02:00
parent 986de5026a
commit 6a84be7c09
1 changed files with 86 additions and 29 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/EScore_Pro.mq5
+86 -29
View File
@@ -3,7 +3,7 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.10" // Added EMA Signal Line to filter out noise
#property version "1.20" // Refactored with dynamic MA Signal Line and volume integration
#property description "Professional E-Score (Ehlers Smoother Z-Score)."
#property description "5-Zone logic: Neutral, Flow (Bull/Bear), Extreme (Bull/Bear)"
#property indicator_separate_window
@@ -31,31 +31,41 @@
//--- Plot 2: Smoothed Signal Line (Filters high-frequency noise)
#property indicator_label2 "Signal"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrGold
#property indicator_color2 clrFireBrick
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
#include <MyIncludes\EScore_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- Input Parameters
input ENUM_SMOOTHER_TYPE InpSmootherType = SUPERSMOOTHER; // Underlying Smoother
input ENUM_SMOOTHER_TYPE InpSmootherType = SUPERSMOOTHER; // Underlying Smoother
input int InpPeriod = 20; // Volatility Lookback
input int InpSignalPeriod = 5; // Signal Line Smoothing (EMA)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Source Price
//--- Signal Line Parameters (Dynamic MA Engine Integration)
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 ExtEScoreBuffer[];
double ExtColorsBuffer[];
double ExtSignalBuffer[]; // New Signal Line Buffer
double ExtSignalBuffer[];
//--- Global Engine
CEScoreCalculator *g_calc;
//--- Volume Cache to support Volume-Weighted types (VWMA) on custom arrays
double g_double_volume[];
//--- Global Engines
CEScoreCalculator *g_calc;
CMovingAverageCalculator *g_signal_calculator;
//+------------------------------------------------------------------+
//| OnInit |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Bind Buffers
SetIndexBuffer(0, ExtEScoreBuffer, INDICATOR_DATA);
SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX);
SetIndexBuffer(2, ExtSignalBuffer, INDICATOR_DATA);
@@ -64,12 +74,8 @@ int OnInit()
ArraySetAsSeries(ExtColorsBuffer, false);
ArraySetAsSeries(ExtSignalBuffer, false);
string name = (InpSmootherType == SUPERSMOOTHER) ? "SuperSmoother" : "UltimateSmoother";
string short_name = StringFormat("E-Score Pro (%s, %d, %d)", name, InpPeriod, InpSignalPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
//--- Configure Core E-Score Calculator
bool use_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
g_calc = new CEScoreCalculator();
if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod, InpSmootherType, use_ha))
{
@@ -77,6 +83,46 @@ int OnInit()
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 name = (InpSmootherType == SUPERSMOOTHER) ? "SuperSmoother" : "UltimateSmoother";
string short_name = "";
if(InpShowSignal)
{
string sig_name = EnumToString(InpSignalType);
StringToUpper(sig_name);
short_name = StringFormat("E-Score Pro (%s, %d) %s(%d)", name, InpPeriod, sig_name, InpSignalPeriod);
}
else
{
short_name = StringFormat("E-Score Pro (%s, %d)", name, InpPeriod);
}
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
PlotIndexSetString(0, PLOT_LABEL, "E-Score");
IndicatorSetInteger(INDICATOR_DIGITS, 2);
return(INIT_SUCCEEDED);
}
@@ -85,8 +131,10 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(CheckPointer(g_calc) == POINTER_DYNAMIC)
if(CheckPointer(g_calc) != POINTER_INVALID)
delete g_calc;
if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
delete g_signal_calculator;
}
//+------------------------------------------------------------------+
@@ -107,24 +155,42 @@ int OnCalculate(const int rates_total,
return 0;
// Convert custom HA price mapping back to standard ENUM_APPLIED_PRICE
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- Convert long volume to double cache array in O(1) incrementally
ArrayResize(g_double_volume, rates_total);
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(volume_limit > 0)
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)volume[i];
}
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)tick_volume[i];
}
//--- 1. Calculate Core Mathematical Values (O(1) Engine)
g_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, ExtEScoreBuffer);
//--- 2. Calculate Signal Line (Exponential Smoothing of E-Score)
//--- 2. Calculate Optional Signal Line on top of E-Score values (Handles VWMA dynamically)
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
{
// Source start index is 'InpPeriod' since E-Score before that index is empty/unstable
g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, ExtEScoreBuffer, g_double_volume, ExtSignalBuffer, InpPeriod);
}
//--- 3. Apply 5-Zone Color Mapping Loop (O(1) incremental)
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
double pr = 2.0 / (double)(InpSignalPeriod + 1.0);
for(int i = start; i < rates_total; i++)
{
double v = ExtEScoreBuffer[i];
//--- 5-Zone Color Mapping Loop
//--- 5-Zone Color Mapping
if(v >= 2.0)
ExtColorsBuffer[i] = 2.0; // Bull Extreme (Hot) -> OrangeRed
else
@@ -138,15 +204,6 @@ int OnCalculate(const int rates_total,
ExtColorsBuffer[i] = 3.0; // Bear Flow (Cooling) -> LightSkyBlue
else
ExtColorsBuffer[i] = 0.0; // Noise -> Gray
//--- EMA Calculation for Signal Line
if(i == 0)
ExtSignalBuffer[i] = v;
else
if(i < InpPeriod)
ExtSignalBuffer[i] = v; // Seed period
else
ExtSignalBuffer[i] = v * pr + ExtSignalBuffer[i-1] * (1.0 - pr);
}
return(rates_total);