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refactor: Upgraded with strict chronological sorting safeguards and pointer guards

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This commit is contained in:
Toh4iem9
2026-07-01 12:41:55 +02:00
parent ffc3f61603
commit 82019bfa7f
1 changed files with 21 additions and 13 deletions
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Indicators/MyIndicators/Authors/Ehlers/4_Channels_and_Bands/Ehlers_Bands_Pro.mq5
+21 -13
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| Ehlers_Bands_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "1.10" // Optimized for incremental calculation
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.20" // Upgraded with strict chronological sorting safeguards and pointer guards
#property description "Ehlers Bands with a selectable smoother (SuperSmoother or UltimateSmoother)."
#property indicator_chart_window
@@ -28,10 +28,11 @@
#include <MyIncludes\Ehlers_Bands_Calculator.mqh>
//--- Input Parameters ---
input group "Smoother Settings"
input ENUM_SMOOTHER_TYPE InpCenterlineType = SUPERSMOOTHER; // Centerline smoother type
input int InpPeriod = 20;
input double InpMultiplier = 2.0; // Default to 2.0 like standard Bollinger Bands
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input int InpPeriod = 20; // Smoothing Period
input double InpMultiplier = 2.0; // Deviation Multiplier
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
//--- Indicator Buffers ---
double BufferUpper[], BufferLower[], BufferMiddle[];
@@ -85,7 +86,7 @@ void OnDeinit(const int reason)
//| Custom indicator calculation function |
//+------------------------------------------------------------------+
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[],
@@ -95,14 +96,22 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(rates_total < InpPeriod)
return 0;
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- 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;
//--- Delegate calculation with prev_calculated optimization
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferUpper, BufferLower, BufferMiddle);
@@ -110,4 +119,3 @@ int OnCalculate(const int rates_total,
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+