diff --git a/Indicators/MyIndicators/Quant/VHF_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/VHF_MTF_Pro.mq5 index 88c12ed..b7317ff 100644 --- a/Indicators/MyIndicators/Quant/VHF_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Quant/VHF_MTF_Pro.mq5 @@ -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 //--- 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 + } + } + } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+