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refactor: Multi-Instance Namespace Isolation & Subwindow Auto-Binding

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Toh4iem9
2026-10-25 10:17:28 +01:00
parent 2ed581864d
commit 76f2197008
1 changed files with 288 additions and 101 deletions
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Indicators/MyIndicators/ChaosWeightedRSI_Pro.mq5
+246 -59
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@@ -3,13 +3,13 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.30" // Enterprise Edition: True MTF-Space Divergences & Zero-Lag Chronological Projection
#property description "Chaos Weighted RSI with Fractal Dimension Modulation & Clean Divergence Trendlines."
#property description "Features authentic Higher Timeframe divergence detection projected seamlessly onto execution charts."
#property version "2.50" // Enterprise Edition: Multi-Instance Namespace Isolation & Subwindow Auto-Binding
#property description "Chaos Weighted RSI with Central Fractal Engine & Clean MTF Subwindow Trendlines."
#property description "Features authentic Higher Timeframe divergence detection with persistent timeframe-switch rendering."
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_buffers 2
#property indicator_plots 2
// Horizontal Visual Levels Declarations
#property indicator_level1 70.0
@@ -27,7 +27,15 @@
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
// Plot 2: Optional Moving Average Signal Line
#property indicator_label2 "Signal Line"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrMagenta
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
#include <MyIncludes\ChaosWeightedRSI_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Input Parameters
@@ -45,23 +53,43 @@ input group "=== Visuals ==="
input color InpColorRSI = clrDodgerBlue; // RSI Line Color
input int InpWidthRSI = 2; // RSI Line Width
input group "=== Signal Line Settings ==="
input bool InpShowSignal = false; // Display Signal Line (Optional)
input int InpSignalPeriod = 9; // Signal Smoothing Period
input ENUM_MA_TYPE InpSignalType = EMA; // Signal Line MA Type (Engine Standard)
input color InpColorSignal = clrMagenta; // Signal Line Color (Universal Contrast)
input ENUM_LINE_STYLE InpStyleSignal = STYLE_SOLID; // Signal Line Style
input int InpWidthSignal = 2; // Signal Line Width
input group "=== Divergence Settings ==="
input bool InpShowDivLines = true; // Draw Divergence Lines in Subwindow
input int InpDivStrength = 15; // Divergence Pivot Strength (Confirm Bars)
input color InpBullDivColor = clrMediumSeaGreen; // Bullish Divergence Line Color
input color InpBearDivColor = clrCrimson; // Bearish Divergence Line Color
//--- Visual Indicator Buffer (Single Pure Line)
input group "=== Multi-Instance Settings ==="
input int InpInstanceID = 1; // Unique Instance ID (for multiple indicators on 1 chart)
//--- Visual Indicator Buffers
double BufferWRSI[];
double BufferSignal[];
//--- Volume Cache (For Engine Calculation)
double g_double_volume[];
//--- Internal HTF Data Caches (Chronological Arrays)
double h_open[], h_high[], h_low[], h_close[];
long h_tick_vol[], h_vol[];
double h_double_vol[];
double h_res_wrsi[];
double h_res_sig[];
datetime h_time[];
//--- Global Engine Pointers & State Management
CChaosWeightedRSI_Calculator *g_calc = NULL;
CMovingAverageCalculator *g_signal_calculator = NULL;
string g_prefix = "";
string g_indicator_shortname = "";
bool g_is_mtf_mode = false;
ENUM_TIMEFRAMES g_calc_timeframe;
@@ -69,6 +97,7 @@ bool g_data_ready = false;
bool g_data_synced = false;
int g_htf_count = 0;
datetime g_last_htf_time = 0;
bool g_divergences_ready = false; // State-guard for timeframe-switch resilience
//--- Divergence Internal Tracking Registers
double g_last_rsi_lo = WRONG_VALUE;
@@ -81,6 +110,41 @@ int g_last_bar_hi = -1;
int g_last_proc_pivot_bar = -1;
//+------------------------------------------------------------------+
//| Resilient Indicator Subwindow Locator |
//+------------------------------------------------------------------+
int GetIndicatorSubwindow()
{
// 1. Try finding by unique shortname
if(g_indicator_shortname != "")
{
int subwin = ChartWindowFind(0, g_indicator_shortname);
if(subwin >= 0)
return subwin;
}
// 2. Fallback: Search all chart subwindows for matching indicator name fragment
int total_windows = (int)ChartGetInteger(0, CHART_WINDOWS_TOTAL);
for(int w = 1; w < total_windows; w++)
{
int total_indicators = ChartIndicatorsTotal(0, w);
for(int i = 0; i < total_indicators; i++)
{
string ind_name = ChartIndicatorName(0, w, i);
if(StringFind(ind_name, "Chaos Weighted RSI") >= 0 || (g_indicator_shortname != "" && ind_name == g_indicator_shortname))
return w;
}
}
// 3. Fallback: Return subwindow matching instance ID if available
if(total_windows > InpInstanceID)
return InpInstanceID;
if(total_windows > 1)
return 1;
return -1;
}
//+------------------------------------------------------------------+
//| Clean Chart Graphical Objects with Isolated Namespace |
//+------------------------------------------------------------------+
@@ -89,27 +153,26 @@ void CleanUp()
ObjectsDeleteAll(0, g_prefix);
}
//+------------------------------------------------------------------+
//| Reset Divergence State Registers |
//+------------------------------------------------------------------+
void ResetDivergenceRegisters()
{
g_last_proc_pivot_bar = -1;
g_last_bar_lo = -1;
g_last_bar_hi = -1;
g_last_rsi_lo = WRONG_VALUE;
g_last_rsi_hi = WRONG_VALUE;
g_last_prc_lo = WRONG_VALUE;
g_last_prc_hi = WRONG_VALUE;
g_divergences_ready = false;
}
//+------------------------------------------------------------------+
//| Custom Indicator Initialization |
//+------------------------------------------------------------------+
int OnInit()
{
g_prefix = StringFormat("CWRSI_%I64d_", ChartID());
CleanUp();
g_data_ready = false;
g_data_synced = false;
g_htf_count = 0;
g_last_htf_time = 0;
g_last_rsi_lo = WRONG_VALUE;
g_last_prc_lo = WRONG_VALUE;
g_last_bar_lo = -1;
g_last_rsi_hi = WRONG_VALUE;
g_last_prc_hi = WRONG_VALUE;
g_last_bar_hi = -1;
g_last_proc_pivot_bar = -1;
// 1. Resolve Timeframe and validate direction
g_calc_timeframe = InpTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
@@ -123,18 +186,61 @@ int OnInit()
}
g_is_mtf_mode = (g_calc_timeframe > Period());
// 2. Setup Single Clean Buffer
// 2. Build Fully Isolated Deterministic Instance Namespace
g_prefix = StringFormat("CWRSI_%I64d_%s_%d_%d_%d_",
ChartID(),
EnumToString(g_calc_timeframe),
InpRSILength,
InpDisorderLength,
InpInstanceID);
CleanUp();
g_data_ready = false;
g_data_synced = false;
g_htf_count = 0;
g_last_htf_time = 0;
ResetDivergenceRegisters();
// 3. Setup Buffers & Chronological Indexing
SetIndexBuffer(0, BufferWRSI, INDICATOR_DATA);
SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
ArraySetAsSeries(BufferWRSI, false);
ArraySetAsSeries(BufferSignal, false);
ArrayInitialize(BufferWRSI, 50.0);
ArrayInitialize(BufferSignal, EMPTY_VALUE);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorRSI);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthRSI);
// Configure Signal Line Visibility & Style
if(!InpShowSignal)
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
}
else
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorSignal);
PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleSignal);
PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthSignal);
g_signal_calculator = new CMovingAverageCalculator();
if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
{
Print("Critical Error: Failed to initialize CMovingAverageCalculator for Signal Line.");
return INIT_FAILED;
}
}
IndicatorSetInteger(INDICATOR_DIGITS, 2);
// 3. Initialize Core Calculator Engine
// 4. Initialize Core Calculator Engine
g_calc = new CChaosWeightedRSI_Calculator();
if(CheckPointer(g_calc) == POINTER_INVALID ||
!g_calc.Init(InpRSILength, InpDisorderLength, InpSensitivity, InpPriceSource))
@@ -145,10 +251,11 @@ int OnInit()
string ha_str = (InpPriceSource <= PRICE_HA_CLOSE) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string name = StringFormat("Chaos Weighted RSI%s%s(%d,%d)", ha_str, tf_str, InpRSILength, InpDisorderLength);
IndicatorSetString(INDICATOR_SHORTNAME, name);
string inst_str = (InpInstanceID > 1) ? StringFormat(" #%d", InpInstanceID) : "";
g_indicator_shortname = StringFormat("Chaos Weighted RSI%s%s(%d,%d)%s", ha_str, tf_str, InpRSILength, InpDisorderLength, inst_str);
IndicatorSetString(INDICATOR_SHORTNAME, g_indicator_shortname);
// 4. Background Timer for MTF synchronization
// 5. Background Timer for MTF synchronization
if(g_is_mtf_mode)
EventSetTimer(1);
@@ -170,6 +277,11 @@ void OnDeinit(const int reason)
delete g_calc;
g_calc = NULL;
}
if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
{
delete g_signal_calculator;
g_signal_calculator = NULL;
}
ChartRedraw(0);
}
@@ -177,31 +289,23 @@ void OnDeinit(const int reason)
//+------------------------------------------------------------------+
//| Process Non-Repainting Divergences with Absolute Time Coordinates |
//+------------------------------------------------------------------+
void ProcessDivergences(const int total_bars, const int prev_calc,
bool ProcessDivergences(const int total_bars, const int prev_calc,
const datetime &t_arr[], const double &h_arr[], const double &l_arr[],
const double &rsi_arr[])
{
if(!InpShowDivLines)
return;
return true;
int d = InpDivStrength;
int subwin = ChartWindowFind();
int subwin = GetIndicatorSubwindow();
if(subwin < 0)
return;
return false;
int max_eval = total_bars - d - 1;
int min_eval = MathMax(d * 2, (prev_calc > 0 ? prev_calc - d - 2 : d * 2));
int min_eval = MathMax(d * 2, (prev_calc > 0 && g_divergences_ready ? prev_calc - d - 2 : d * 2));
if(prev_calc == 0)
{
g_last_proc_pivot_bar = -1;
g_last_bar_lo = -1;
g_last_bar_hi = -1;
g_last_rsi_lo = WRONG_VALUE;
g_last_rsi_hi = WRONG_VALUE;
g_last_prc_lo = WRONG_VALUE;
g_last_prc_hi = WRONG_VALUE;
}
if(prev_calc == 0 || !g_divergences_ready)
ResetDivergenceRegisters();
for(int bar = min_eval; bar <= max_eval; bar++)
{
@@ -228,7 +332,7 @@ void ProcessDivergences(const int total_bars, const int prev_calc,
{
if(g_last_bar_lo != -1 && (pBar - g_last_bar_lo <= 120))
{
// Regular Bullish Divergence: Lower Price Low + Higher RSI Low
// Regular Bullish Divergence
if(rsi_val > g_last_rsi_lo && l_arr[pBar] < g_last_prc_lo)
{
string line_name = StringFormat("%sBL_%I64d", g_prefix, (long)t_arr[pBar]);
@@ -262,7 +366,7 @@ void ProcessDivergences(const int total_bars, const int prev_calc,
{
if(g_last_bar_hi != -1 && (pBar - g_last_bar_hi <= 120))
{
// Regular Bearish Divergence: Higher Price High + Lower RSI High
// Regular Bearish Divergence
if(rsi_val < g_last_rsi_hi && h_arr[pBar] > g_last_prc_hi)
{
string line_name = StringFormat("%sSL_%I64d", g_prefix, (long)t_arr[pBar]);
@@ -283,6 +387,9 @@ void ProcessDivergences(const int total_bars, const int prev_calc,
g_last_proc_pivot_bar = bar;
}
g_divergences_ready = true;
return true;
}
//+------------------------------------------------------------------+
@@ -299,7 +406,8 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
int required_bars = MathMax(InpRSILength, InpDisorderLength) + InpDivStrength * 2 + 5;
int warmup = g_calc ? g_calc.GetWarmupBars() : 25;
int required_bars = warmup + InpDivStrength * 2 + 5;
if(rates_total < required_bars || !g_calc)
return 0;
@@ -309,17 +417,58 @@ int OnCalculate(const int rates_total,
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ArraySetAsSeries(tick_volume, false);
ArraySetAsSeries(volume, false);
//===================================================================
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
//===================================================================
if(!g_is_mtf_mode)
{
// 1. Compute Chaos-Weighted RSI with Strict State Preservation
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(ArraySize(g_double_volume) != rates_total)
{
ArrayResize(g_double_volume, rates_total);
ArraySetAsSeries(g_double_volume, false);
}
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
if(volume_limit > 0)
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)volume[i];
}
else
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)tick_volume[i];
}
// 1. Compute Chaos-Weighted RSI
g_calc.Calculate(rates_total, prev_calculated, open, high, low, close, BufferWRSI, InpHistoryBars);
// 2. Process Native Chart Divergences
ProcessDivergences(rates_total, prev_calculated, time, high, low, BufferWRSI);
int actual_start = warmup;
if(InpHistoryBars > 0 && prev_calculated == 0)
{
int limit_start = rates_total - InpHistoryBars;
if(limit_start > actual_start)
actual_start = limit_start;
}
// 2. Compute Optional Signal MA Line
if(InpShowSignal && g_signal_calculator != NULL)
{
g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferWRSI, g_double_volume, BufferSignal, actual_start);
}
else
{
for(int i = start_sync; i < rates_total; i++)
BufferSignal[i] = EMPTY_VALUE;
}
// 3. Process Native Chart Divergences
if(ProcessDivergences(rates_total, prev_calculated, time, high, low, BufferWRSI))
ChartRedraw(0);
return rates_total;
}
@@ -327,7 +476,8 @@ int OnCalculate(const int rates_total,
//===================================================================
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
//===================================================================
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
int required_bars_mtf = required_bars + 10;
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars_mtf))
{
g_data_synced = false;
return 0;
@@ -339,12 +489,12 @@ int OnCalculate(const int rates_total,
bool htf_updated = (htf_time_current != g_last_htf_time);
// A) HTF Bar Closure / Startup: Perform full history sync once
if(htf_updated || prev_calculated == 0)
if(htf_updated || prev_calculated == 0 || !g_divergences_ready)
{
g_last_htf_time = htf_time_current;
int htf_bars = iBars(_Symbol, g_calc_timeframe);
if(htf_bars < required_bars)
if(htf_bars < required_bars_mtf)
{
g_data_ready = false;
return 0;
@@ -359,14 +509,22 @@ int OnCalculate(const int rates_total,
ArrayResize(h_high, g_htf_count);
ArrayResize(h_low, g_htf_count);
ArrayResize(h_close, g_htf_count);
ArrayResize(h_tick_vol, g_htf_count);
ArrayResize(h_vol, g_htf_count);
ArrayResize(h_double_vol, g_htf_count);
ArrayResize(h_res_wrsi, g_htf_count);
ArrayResize(h_res_sig, g_htf_count);
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_tick_vol, false);
ArraySetAsSeries(h_vol, false);
ArraySetAsSeries(h_double_vol, false);
ArraySetAsSeries(h_res_wrsi, false);
ArraySetAsSeries(h_res_sig, false);
}
MqlRates htf_bulk_rates[];
@@ -383,10 +541,21 @@ int OnCalculate(const int rates_total,
h_high[i] = htf_bulk_rates[i].high;
h_low[i] = htf_bulk_rates[i].low;
h_close[i] = htf_bulk_rates[i].close;
h_tick_vol[i] = htf_bulk_rates[i].tick_volume;
h_vol[i] = (long)htf_bulk_rates[i].real_volume;
h_double_vol[i] = (h_vol[i] > 0) ? (double)h_vol[i] : (double)h_tick_vol[i];
}
// Compute HTF Pure WRSI on HTF Series
g_calc.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_wrsi, InpHistoryBars);
// Compute HTF Signal Line via Unified Engine
if(InpShowSignal && g_signal_calculator != NULL)
{
int htf_actual_start = (InpHistoryBars > 0) ? MathMax(warmup, g_htf_count - InpHistoryBars) : warmup;
g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_wrsi, h_double_vol, h_res_sig, htf_actual_start);
}
g_data_ready = true;
// TWO-POINTER CHRONOLOGICAL SWEEP (Zero API calls, Nanosecond Execution!)
@@ -399,6 +568,7 @@ int OnCalculate(const int rates_total,
if(t < oldest_htf)
{
BufferWRSI[i] = 50.0;
BufferSignal[i] = EMPTY_VALUE;
continue;
}
@@ -406,11 +576,12 @@ int OnCalculate(const int rates_total,
htf_ptr++;
BufferWRSI[i] = h_res_wrsi[htf_ptr];
BufferSignal[i] = (InpShowSignal && h_res_sig[htf_ptr] != EMPTY_VALUE) ? h_res_sig[htf_ptr] : EMPTY_VALUE;
}
// TRUE MTF DIVERGENCES: Evaluated strictly in the clean, unstepped HTF domain!
// Uses true HTF Highs/Lows and anchors lines directly to HTF timestamps!
ProcessDivergences(g_htf_count, 0, h_time, h_high, h_low, h_res_wrsi);
// TRUE MTF DIVERGENCES: With resilient retry until confirmed drawn
if(ProcessDivergences(g_htf_count, 0, h_time, h_high, h_low, h_res_wrsi))
ChartRedraw(0);
return rates_total;
}
@@ -420,7 +591,7 @@ int OnCalculate(const int rates_total,
// B) LIVE TICK FAST-PATH: HTF bar did not close. Update forming candle in RAM!
int live_idx = g_htf_count - 1;
if(live_idx >= required_bars)
if(live_idx >= required_bars_mtf)
{
MqlRates htf_rate[1];
if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
@@ -430,8 +601,17 @@ int OnCalculate(const int rates_total,
h_high[live_idx] = htf_rate[0].high;
h_low[live_idx] = htf_rate[0].low;
h_close[live_idx] = htf_rate[0].close;
h_tick_vol[live_idx] = htf_rate[0].tick_volume;
h_vol[live_idx] = (long)htf_rate[0].real_volume;
h_double_vol[live_idx] = (h_vol[live_idx] > 0) ? (double)h_vol[live_idx] : (double)h_tick_vol[live_idx];
g_calc.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_wrsi, InpHistoryBars);
if(InpShowSignal && g_signal_calculator != NULL)
{
int htf_actual_start = (InpHistoryBars > 0) ? MathMax(warmup, g_htf_count - InpHistoryBars) : warmup;
g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_wrsi, h_double_vol, h_res_sig, htf_actual_start);
}
}
}
@@ -448,14 +628,20 @@ int OnCalculate(const int rates_total,
// Vectorized Assignment across forming block
double wrsi_val = h_res_wrsi[live_idx];
double sig_val = InpShowSignal ? h_res_sig[live_idx] : EMPTY_VALUE;
for(int i = start; i < rates_total; i++)
{
BufferWRSI[i] = wrsi_val;
BufferSignal[i] = sig_val;
}
// Note: MTF Divergences require confirmed pivots (d bars in the past),
// hence they execute deterministically on HTF bar closure (Mode 2A). Zero CPU churn on live ticks!
// Retry divergence rendering on live ticks if window indexing was delayed during TF switch
if(!g_divergences_ready)
{
if(ProcessDivergences(g_htf_count, 0, h_time, h_high, h_low, h_res_wrsi))
ChartRedraw(0);
}
return rates_total;
}
@@ -465,8 +651,9 @@ int OnCalculate(const int rates_total,
//+------------------------------------------------------------------+
void OnTimer()
{
int required_bars = MathMax(InpRSILength, InpDisorderLength) + InpDivStrength * 2 + 5;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
int warmup = g_calc ? g_calc.GetWarmupBars() : 25;
int required_bars_mtf = warmup + InpDivStrength * 2 + 15;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars_mtf, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+