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refactor: Optimized with Forming LTF Block Flat-Force, OnTimer Guard and Heikin Ashi support

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Toh4iem9
2026-06-24 01:20:31 +02:00
parent abc51dca4f
commit 753ffdbb0c
1 changed files with 172 additions and 67 deletions
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Indicators/MyIndicators/Quant/VHF_MTF_Pro.mq5
+172 -67
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@@ -3,9 +3,9 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00"
#property version "1.20" // Optimized with Forming LTF Block Flat-Force, OnTimer Guard and Heikin Ashi support
#property description "Vertical Horizontal Filter (Multi-Timeframe)."
#property description "Displays HTF Trend Intensity on current chart."
#property description "Displays HTF Trend Intensity on current chart cleanly without live-bar warping."
#property indicator_separate_window
#property indicator_buffers 2
@@ -27,56 +27,92 @@
#include <MyIncludes\VHF_Calculator.mqh>
//--- Input Parameters
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Timeframe
input int InpPeriod = 28; // VHF Period
input ENUM_VHF_MODE InpMode = VHF_MODE_CLOSE_ONLY;
input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE;
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe
input int InpPeriod = 28; // VHF Period
input ENUM_VHF_MODE InpMode = VHF_MODE_CLOSE_ONLY; // VHF Search Mode
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Applied Price
//--- Buffers (Visual)
double BufVHF[];
double BufColor[];
//--- Internal arrays for HTF data
//--- Internal HTF Data Caches
double h_vhf[]; // Calculated VHF on HTF
datetime h_time[]; // HTF Time index
double h_open[], h_high[], h_low[], h_close[];
//--- Calculator
//--- Global HTF State Tracking
CVHFCalculator *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);
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
int OnInit()
{
g_data_ready = false;
g_data_synced = false;
g_last_htf_time = 0;
g_htf_count = 0;
// Validate Timeframe
if(InpTimeframe <= Period())
if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
{
if(InpTimeframe != Period()) // Only warn if strictly smaller
Print("Warning: Target Timeframe should be > Current Timeframe for MTF mode.");
Print("Warning: Target Timeframe should be > Current Timeframe for MTF mode.");
}
SetIndexBuffer(0, BufVHF, INDICATOR_DATA);
SetIndexBuffer(0, BufVHF, INDICATOR_DATA);
SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX);
ArraySetAsSeries(BufVHF, false);
ArraySetAsSeries(BufColor, false);
//--- Configure dynamic calculator based on price source (Heikin Ashi support)
bool use_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
if(use_ha)
g_calc = new CVHFCalculator_HA();
else
g_calc = new CVHFCalculator();
if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod, InpMode))
return INIT_FAILED;
string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
string name = StringFormat("VHF MTF %s(%d)", tf_name, InpPeriod);
string name = StringFormat("VHF MTF %s(%d%s)", tf_name, InpPeriod, (use_ha ? " HA" : ""));
IndicatorSetString(INDICATOR_SHORTNAME, name);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
g_calc = new CVHFCalculator();
if(!g_calc.Init(InpPeriod, InpMode))
return INIT_FAILED;
//--- Initialize 1-second timer for weekend/async chart refreshes
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//| OnDeinit |
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
if(CheckPointer(g_calc)==POINTER_DYNAMIC)
EventKillTimer();
if(CheckPointer(g_calc) != POINTER_INVALID)
delete g_calc;
}
@@ -94,52 +130,100 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
// 1. Determine require bars on HTF
int htf_bars = iBars(_Symbol, InpTimeframe);
if(htf_bars < InpPeriod)
//--- 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;
//--- Convert custom HA price mapping back to standard ENUM_APPLIED_PRICE
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- 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_vhf, 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 VHF on HTF (Closed bars and forming bar initialized)
g_calc.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_vhf);
g_data_ready = true;
}
if(!g_data_ready)
return 0;
// Sync logic: Fetch all needed HTF data
// Optimization: Don't re-allocate if not needed, but Arrays for Copy need handling.
// Dynamic resizing handled by Copy functions generally.
//--- 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];
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];
// Standard MTF Pattern:
// A. Copy HTF OHLC
// B. Calculate Indicator on HTF Arrays
// C. Loop Current Chart and Map Time -> HTF Index -> Value
// Incremental recalculation on the live HTF index (O(1) tick performance)
g_calc.Calculate(g_htf_count, live_idx, price_type, h_open, h_high, h_low, h_close, h_vhf);
}
}
// A. Copy
// We fetch 'htf_bars' or a limit. Let's fetch last 2000 HTF bars for performance.
int count = MathMin(htf_bars, 3000);
// Using ArraySetAsSeries = false (Oldest first) for Calculator compatibility
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count)
return 0;
if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count)
return 0;
if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count)
return 0;
if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count)
return 0;
if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count)
return 0;
// B. Calculate on HTF
if(ArraySize(h_vhf) != count)
ArrayResize(h_vhf, count);
g_calc.Calculate(count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vhf);
// C. Map to Current Chart
// Optimization: Only update from prev_calculated
//--- 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];
@@ -147,31 +231,52 @@ int OnCalculate(const int rates_total,
if(shift_htf >= 0)
{
// Convert Series Shift to Array Index
int idx_htf = count - 1 - shift_htf;
if(idx_htf >= 0 && idx_htf < count)
int idx_htf = g_htf_count - 1 - shift_htf;
if(idx_htf >= 0 && idx_htf < g_htf_count)
{
double val = h_vhf[idx_htf];
BufVHF[i] = val;
// Color Logic
// Color Logic (Chop, Trending, Strong Trend)
if(val > 0.40)
BufColor[i] = 2.0;
BufColor[i] = 2.0; // Index 2: Gold (Strong Trend)
else
if(val > 0.30)
BufColor[i] = 1.0;
BufColor[i] = 1.0; // Index 1: DodgerBlue (Trend Start / Moderate)
else
BufColor[i] = 0.0;
BufColor[i] = 0.0; // Index 0: Gray (Neutral / Chop Range)
}
else
{
BufVHF[i] = EMPTY_VALUE;
BufVHF[i] = EMPTY_VALUE;
BufColor[i] = 0.0;
}
}
else
{
BufVHF[i] = EMPTY_VALUE;
BufColor[i] = 0.0;
}
}
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
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+