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refactor: Upgraded with dynamic high-performance Standard/MTF support
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Toh4iem9
@@ -1,9 +1,9 @@
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//+------------------------------------------------------------------+
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//| StochasticSlow_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 "3.00" // Refactored to use MovingAverage_Engine
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "3.10" // Upgraded with dynamic high-performance Standard/MTF support
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#property description "Professional Slow Stochastic with selectable MA types and"
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#property description "candle source (Standard or Heikin Ashi)."
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@@ -35,6 +35,7 @@
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//--- Include the calculator engine ---
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#include <MyIncludes\StochasticSlow_Calculator.mqh>
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#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
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//--- Enum for selecting the candle source for calculation ---
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enum ENUM_CANDLE_SOURCE
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@@ -44,12 +45,14 @@ enum ENUM_CANDLE_SOURCE
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};
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//--- Input Parameters ---
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe
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input group "--- Stochastic Settings ---"
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input int InpKPeriod = 5;
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input int InpSlowingPeriod = 3;
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// UPDATED: Use ENUM_MA_TYPE
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input ENUM_MA_TYPE InpSlowingMAType = SMA;
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input int InpDPeriod = 3;
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// UPDATED: Use ENUM_MA_TYPE
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input ENUM_MA_TYPE InpDMAType = SMA;
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input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD;
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@@ -57,40 +60,90 @@ input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD;
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double BufferK[];
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double BufferD[];
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//--- Global calculator object ---
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//--- Internal HTF Data Caches
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double h_open[], h_high[], h_low[], h_close[];
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double h_res_k[], h_res_d[];
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datetime h_time[];
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//--- Global Objects & Synchronizer State
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CStochasticSlowCalculator *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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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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//--- 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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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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//--- 2. Bind buffers to index mapping
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SetIndexBuffer(0, BufferK, INDICATOR_DATA);
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SetIndexBuffer(1, BufferD, INDICATOR_DATA);
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//--- Force strict chronological alignment (false = old to new)
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ArraySetAsSeries(BufferK, false);
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ArraySetAsSeries(BufferD, false);
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//--- 3. Factory Logic for Heikin Ashi price routing
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switch(InpCandleSource)
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{
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case CANDLE_HEIKIN_ASHI:
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g_calculator = new CStochasticSlowCalculator_HA();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SlowStoch HA(%d,%d,%d)", InpKPeriod, InpSlowingPeriod, InpDPeriod));
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break;
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default:
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g_calculator = new CStochasticSlowCalculator();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SlowStoch(%d,%d,%d)", InpKPeriod, InpSlowingPeriod, InpDPeriod));
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break;
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}
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpKPeriod, InpSlowingPeriod, InpSlowingMAType, InpDPeriod, InpDMAType))
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{
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Print("Failed to create or initialize Slow Stochastic Calculator object.");
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Print("Critical Error: Failed to create or initialize Slow Stochastic Calculator object.");
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return(INIT_FAILED);
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}
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//--- 4. Dynamic Setup of Indicator Shortname and Plots
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string type = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : "";
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string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SlowStoch%s%s(%d,%d,%d)", type, tf_str, InpKPeriod, InpSlowingPeriod, InpDPeriod));
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//--- Drawing offset configuration
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int draw_begin_k = InpKPeriod + InpSlowingPeriod - 2;
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int draw_begin_d = InpKPeriod + InpSlowingPeriod + InpDPeriod - 3;
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if(g_is_mtf_mode)
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{
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draw_begin_k = 0;
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draw_begin_d = 0;
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}
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin_k);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin_d);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpKPeriod + InpSlowingPeriod - 2);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpKPeriod + InpSlowingPeriod + InpDPeriod - 3);
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//--- 5. Initialize Background Synchronization Timer Daemon (Only if MTF 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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@@ -100,6 +153,7 @@ int OnInit()
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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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}
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@@ -118,12 +172,169 @@ 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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int required_bars = InpKPeriod + InpSlowingPeriod + InpDPeriod + 5;
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if(rates_total < required_bars)
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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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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferK, BufferD);
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//--- Force chronological indexing on current timeframe 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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//===================================================================
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// MODE 1: Current Timeframe calculation (Standard ultra-high speed)
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//===================================================================
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if(!g_is_mtf_mode)
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{
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferK, BufferD);
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return(rates_total);
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}
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//===================================================================
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// MODE 2: Multi-Timeframe Engine (Warp-free step synchronization)
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//===================================================================
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if(!CDataSync::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 synchronize
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}
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g_data_synced = true;
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//--- Check if a new HTF candle has opened
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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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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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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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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent memory overload
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// Resize all HTF caching arrays
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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_k, g_htf_count);
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ArrayResize(h_res_d, g_htf_count);
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// Force chronological structure on high-level arrays
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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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ArraySetAsSeries(h_res_k, false);
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ArraySetAsSeries(h_res_d, false);
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// Copy basic pricing data
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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 core indicators directly on high timeframe (Initial setup)
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g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_k, h_res_d);
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g_data_ready = true;
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}
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if(!g_data_ready)
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return 0;
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//--- 5. Real-Time Update for the active forming HTF candle (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 >= required_bars)
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{
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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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// Stateful, O(1) mock update for the live bar
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g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_k, h_res_d);
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}
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}
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//--- 6. Warp-free step force (Staircase Solution anchor determination)
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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++; // Anchor set to start of current HTF period block
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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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//--- 7. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity)
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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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BufferK[i] = h_res_k[idx_htf];
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BufferD[i] = h_res_d[idx_htf];
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}
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else
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{
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BufferK[i] = EMPTY_VALUE;
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BufferD[i] = EMPTY_VALUE;
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}
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}
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else
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{
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BufferK[i] = EMPTY_VALUE;
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BufferD[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 Event Handler |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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//--- Delegate asynchronous history checking and forced redraws to DataSync daemon using correct lookback period
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int required_bars = InpKPeriod + InpSlowingPeriod + InpDPeriod + 10;
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CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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