From 7d6711f971f6f38345ec31914a2424c6b4e285b9 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 1 Jul 2026 11:39:49 +0200 Subject: [PATCH] refactor: Refactored with step-blocking Flat-Force mapping and background OnTimer Guard --- .../1_Smoothers/Ehlers_Smoother_MTF_Pro.mq5 | 277 +++++++++++++----- 1 file changed, 203 insertions(+), 74 deletions(-) diff --git a/Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Ehlers_Smoother_MTF_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Ehlers_Smoother_MTF_Pro.mq5 index 599c944..f0c103e 100644 --- a/Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Ehlers_Smoother_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Ehlers/1_Smoothers/Ehlers_Smoother_MTF_Pro.mq5 @@ -1,9 +1,9 @@ //+------------------------------------------------------------------+ //| Ehlers_Smoother_MTF_Pro.mq5 | -//| Copyright 2025, xxxxxxxx| +//| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ -#property copyright "Copyright 2025, xxxxxxxx" -#property version "1.10" // Optimized for incremental MTF calculation +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.20" // Refactored with step-blocking Flat-Force mapping and background OnTimer Guard #property description "Multi-Timeframe (MTF) version of John Ehlers' Smoothers." #property indicator_chart_window @@ -18,44 +18,75 @@ #include //--- Input Parameters --- -input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_CURRENT; -input ENUM_SMOOTHER_TYPE InpSmootherType = SUPERSMOOTHER; -input int InpPeriod = 20; -input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; +input group "Timeframe Settings" +input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Higher Timeframe + +input group "Smoother Settings" +input ENUM_SMOOTHER_TYPE InpSmootherType = SUPERSMOOTHER; // Smoother Type +input int InpPeriod = 20; // Smoothing Period +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source //--- Indicator Buffers --- double BufferFilterMTF[]; -//--- Internal Buffer for HTF Calculation (Must be global to persist state) -double BufferFilter_HTF_Internal[]; +//--- Internal HTF Data Caches +double h_res_smooth[]; // HTF Results cached +datetime h_time[]; // HTF Time index +double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data //--- Global variables --- CEhlersSmootherCalculator *g_calculator; bool g_is_mtf_mode = false; ENUM_TIMEFRAMES g_calc_timeframe; +bool g_data_ready = false; +bool g_data_synced = false; +int g_htf_count = 0; +datetime g_last_htf_time = 0; +//+------------------------------------------------------------------+ +//| 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); + } + +//+------------------------------------------------------------------+ +//| OnInit | //+------------------------------------------------------------------+ int OnInit() { -//--- Resolve Timeframe + g_data_ready = false; + g_data_synced = false; + g_last_htf_time = 0; + g_htf_count = 0; + +//--- 1. Resolve Timeframe g_calc_timeframe = InpUpperTimeframe; if(g_calc_timeframe == PERIOD_CURRENT) g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); -//--- Validation +//--- 2. Validation if(g_calc_timeframe < Period()) { - Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe."); + Print("Error: Target timeframe must be >= current timeframe."); return(INIT_FAILED); } g_is_mtf_mode = (g_calc_timeframe > Period()); -//--- Buffer Mapping +//--- 3. Buffer Mapping SetIndexBuffer(0, BufferFilterMTF, INDICATOR_DATA); ArraySetAsSeries(BufferFilterMTF, false); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); -//--- Initialize Calculator +//--- 4. Initialize Calculator string name = (InpSmootherType == SUPERSMOOTHER) ? "SuperSmoother" : "UltimateSmoother"; if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator = new CEhlersSmootherCalculator_HA(); @@ -73,25 +104,31 @@ int OnInit() else IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("%s(%d)", name, InpPeriod)); - PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 3); + int draw_begin = InpPeriod; + if(g_is_mtf_mode) + draw_begin = 0; + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); +//--- Initialize 1-second timer for weekend/async chart refreshes (Only if MTF mode is active) + if(g_is_mtf_mode) + EventSetTimer(1); + return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ void OnDeinit(const int reason) { + EventKillTimer(); if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; - -// Free internal memory - ArrayFree(BufferFilter_HTF_Internal); } //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, - const int prev_calculated, // <--- Now used! + const int prev_calculated, const datetime &time[], const double &open[], const double &high[], @@ -101,81 +138,173 @@ int OnCalculate(const int rates_total, const long &volume[], const int &spread[]) { - if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID) + if(rates_total < 4) return 0; + if(CheckPointer(g_calculator) == POINTER_INVALID) + return 0; + +//--- Force strict chronological indexing for state-safety on input price arrays + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; //================================================================ -// MTF MODE +// MODE 1: Current Timeframe (Standard) //================================================================ - if(g_is_mtf_mode) + if(!g_is_mtf_mode) { - //--- 1. Get HTF Bars Count - int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT); - if(htf_rates_total < InpPeriod + 3) - return 0; + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilterMTF); + return(rates_total); + } - //--- 2. Manage HTF State (Incremental Logic) - static int htf_prev_calculated = 0; +//================================================================ +// MODE 2: Multi-Timeframe (MTF Engine) +//================================================================ - // Reset if chart was reset - if(prev_calculated == 0) - htf_prev_calculated = 0; +//--- Ensure target timeframe history is ready + int required_bars = InpPeriod + 10; + if(!EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; // Wait for next tick to let history load + } - //--- 3. Fetch HTF Data - datetime htf_time[]; - double htf_open[], htf_high[], htf_low[], htf_close[]; + g_data_synced = true; - if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 || - CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 || - CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 || - CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 || - CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0) - return 0; +//--- 1. Check if a new HTF bar has formed + datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); - //--- 4. Resize Internal Buffer - if(ArraySize(BufferFilter_HTF_Internal) != htf_rates_total) - ArrayResize(BufferFilter_HTF_Internal, htf_rates_total); + if(htf_updated || prev_calculated == 0) + { + g_last_htf_time = htf_time_current; - //--- 5. Calculate on HTF (Optimized) - // Pass htf_prev_calculated so the engine skips already calculated bars! - g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferFilter_HTF_Internal); - - // Update state - htf_prev_calculated = htf_rates_total; - - //--- 6. Map to Current Timeframe (Optimized Loop) - ArraySetAsSeries(htf_time, true); - ArraySetAsSeries(BufferFilter_HTF_Internal, true); - ArraySetAsSeries(time, true); - ArraySetAsSeries(BufferFilterMTF, true); - - // Determine where to start mapping - int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total; - - for(int i = 0; i < limit; i++) + int htf_bars = iBars(_Symbol, g_calc_timeframe); + if(htf_bars < required_bars) { - int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false); - if(htf_bar_shift >= 0 && htf_bar_shift < htf_rates_total) - BufferFilterMTF[i] = BufferFilter_HTF_Internal[htf_bar_shift]; - else - BufferFilterMTF[i] = EMPTY_VALUE; + g_data_ready = false; + return 0; } - ArraySetAsSeries(BufferFilterMTF, false); - ArraySetAsSeries(time, false); - ArraySetAsSeries(BufferFilter_HTF_Internal, false); + 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_res_smooth, g_htf_count); + + // Force chronological array alignment on HTF caches after resize + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + + if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count || + CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count || + CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count || + CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count || + CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + //--- Calculate Smoother on HTF (Closed bars and forming bar initialized) + g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_smooth); + + g_data_ready = true; } -//================================================================ -// CURRENT TIMEFRAME MODE -//================================================================ - else + + if(!g_data_ready) + return 0; + +//--- 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 >= 4) { - // Direct calculation with optimization - g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferFilterMTF); + double o[1], h[1], l[1], c[1]; + int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); + if(shift >= 0 && + CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 && + CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 && + CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 && + CopyClose(_Symbol, g_calc_timeframe, 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]; + + // Incremental recalculation on the live HTF index in O(1) + // Passed g_htf_count as prev_calculated to preserve state safety (IIR coefficient protection) + g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_smooth); + } + } + +//--- 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, g_calc_timeframe, 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]; + int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) + { + BufferFilterMTF[i] = h_res_smooth[idx_htf]; + } + else + { + BufferFilterMTF[i] = EMPTY_VALUE; + } + } + else + { + BufferFilterMTF[i] = EMPTY_VALUE; + } } return(rates_total); } + +//+------------------------------------------------------------------+ +//| OnTimer | +//| Handles loading checks and force-redraws | +//+------------------------------------------------------------------+ +void OnTimer() + { + if(!g_data_synced) + { + int required_bars = InpPeriod + 5; + if(EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } //+------------------------------------------------------------------+