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https://github.com/softwaredevelop/mql5.git
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refactor: Refactored with step-blocking Flat-Force mapping and background OnTimer Guard
This commit is contained in:
Toh4iem9
@@ -1,9 +1,9 @@
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//+------------------------------------------------------------------+
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//| Ehlers_Smoother_MTF_Pro.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "1.10" // Optimized for incremental MTF calculation
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.20" // Refactored with step-blocking Flat-Force mapping and background OnTimer Guard
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#property description "Multi-Timeframe (MTF) version of John Ehlers' Smoothers."
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#property indicator_chart_window
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@@ -18,44 +18,75 @@
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#include <MyIncludes\Ehlers_Smoother_Calculator.mqh>
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//--- Input Parameters ---
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input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_CURRENT;
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input ENUM_SMOOTHER_TYPE InpSmootherType = SUPERSMOOTHER;
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input int InpPeriod = 20;
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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input group "Timeframe Settings"
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input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Higher Timeframe
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input group "Smoother Settings"
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input ENUM_SMOOTHER_TYPE InpSmootherType = SUPERSMOOTHER; // Smoother Type
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input int InpPeriod = 20; // Smoothing Period
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
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//--- Indicator Buffers ---
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double BufferFilterMTF[];
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//--- Internal Buffer for HTF Calculation (Must be global to persist state)
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double BufferFilter_HTF_Internal[];
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//--- Internal HTF Data Caches
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double h_res_smooth[]; // HTF Results cached
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datetime h_time[]; // HTF Time index
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double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data
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//--- Global variables ---
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CEhlersSmootherCalculator *g_calculator;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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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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//--- Resolve Timeframe
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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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//--- 1. Resolve Timeframe
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g_calc_timeframe = InpUpperTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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//--- Validation
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//--- 2. Validation
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if(g_calc_timeframe < Period())
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{
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Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe.");
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Print("Error: Target timeframe must be >= current timeframe.");
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return(INIT_FAILED);
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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//--- Buffer Mapping
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//--- 3. Buffer Mapping
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SetIndexBuffer(0, BufferFilterMTF, INDICATOR_DATA);
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ArraySetAsSeries(BufferFilterMTF, false);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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//--- Initialize Calculator
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//--- 4. Initialize Calculator
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string name = (InpSmootherType == SUPERSMOOTHER) ? "SuperSmoother" : "UltimateSmoother";
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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g_calculator = new CEhlersSmootherCalculator_HA();
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@@ -73,25 +104,31 @@ int OnInit()
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else
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("%s(%d)", name, InpPeriod));
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 3);
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int draw_begin = InpPeriod;
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if(g_is_mtf_mode)
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draw_begin = 0;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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//--- Initialize 1-second timer for weekend/async chart refreshes (Only if MTF mode is active)
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if(g_is_mtf_mode)
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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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void OnDeinit(const int reason)
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{
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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// Free internal memory
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ArrayFree(BufferFilter_HTF_Internal);
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}
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated, // <--- Now used!
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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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@@ -101,81 +138,173 @@ int OnCalculate(const int rates_total,
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
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if(rates_total < 4)
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return 0;
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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//--- Force strict chronological indexing for state-safety on input price arrays
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
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//================================================================
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// MTF MODE
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// MODE 1: Current Timeframe (Standard)
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//================================================================
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if(g_is_mtf_mode)
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if(!g_is_mtf_mode)
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{
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//--- 1. Get HTF Bars Count
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int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT);
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if(htf_rates_total < InpPeriod + 3)
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return 0;
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilterMTF);
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return(rates_total);
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}
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//--- 2. Manage HTF State (Incremental Logic)
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static int htf_prev_calculated = 0;
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//================================================================
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// MODE 2: Multi-Timeframe (MTF Engine)
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//================================================================
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// Reset if chart was reset
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if(prev_calculated == 0)
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htf_prev_calculated = 0;
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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, g_calc_timeframe, 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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//--- 3. Fetch HTF Data
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datetime htf_time[];
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double htf_open[], htf_high[], htf_low[], htf_close[];
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g_data_synced = true;
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if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
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CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
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CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
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CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0)
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return 0;
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//--- 1. Check if a new HTF bar has formed
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datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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//--- 4. Resize Internal Buffer
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if(ArraySize(BufferFilter_HTF_Internal) != htf_rates_total)
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ArrayResize(BufferFilter_HTF_Internal, htf_rates_total);
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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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//--- 5. Calculate on HTF (Optimized)
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// Pass htf_prev_calculated so the engine skips already calculated bars!
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g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferFilter_HTF_Internal);
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// Update state
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htf_prev_calculated = htf_rates_total;
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//--- 6. Map to Current Timeframe (Optimized Loop)
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ArraySetAsSeries(htf_time, true);
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ArraySetAsSeries(BufferFilter_HTF_Internal, true);
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(BufferFilterMTF, true);
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// Determine where to start mapping
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int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
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for(int i = 0; i < limit; i++)
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars < required_bars)
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{
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int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
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if(htf_bar_shift >= 0 && htf_bar_shift < htf_rates_total)
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BufferFilterMTF[i] = BufferFilter_HTF_Internal[htf_bar_shift];
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else
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BufferFilterMTF[i] = EMPTY_VALUE;
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g_data_ready = false;
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return 0;
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}
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ArraySetAsSeries(BufferFilterMTF, false);
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(BufferFilter_HTF_Internal, false);
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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_smooth, g_htf_count);
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// Force chronological array alignment on HTF caches after resize
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
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CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
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CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
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CopyClose(_Symbol, g_calc_timeframe, 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 Smoother on HTF (Closed bars and forming bar initialized)
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g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_smooth);
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g_data_ready = true;
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}
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//================================================================
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// CURRENT TIMEFRAME MODE
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//================================================================
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else
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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 >= 4)
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{
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// Direct calculation with optimization
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilterMTF);
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double o[1], h[1], l[1], c[1];
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int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
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if(shift >= 0 &&
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CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
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CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
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CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
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CopyClose(_Symbol, g_calc_timeframe, 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 HTF index in O(1)
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// Passed g_htf_count as prev_calculated to preserve state safety (IIR coefficient protection)
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g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_smooth);
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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, g_calc_timeframe, 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, g_calc_timeframe, 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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BufferFilterMTF[i] = h_res_smooth[idx_htf];
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}
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else
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{
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BufferFilterMTF[i] = EMPTY_VALUE;
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}
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}
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else
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{
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BufferFilterMTF[i] = EMPTY_VALUE;
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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, g_calc_timeframe, 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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