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https://github.com/softwaredevelop/mql5.git
synced 2026-08-08 10:07:45 +00:00
refactor: Refactored with state-safe caching and step-blocking Flat-Force mapping
This commit is contained in:
Toh4iem9
+225
-59
@@ -3,9 +3,9 @@
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00"
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#property version "1.10" // Refactored with state-safe caching and step-blocking Flat-Force mapping
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#property description "Ehlers Bands (Multi-Timeframe)."
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#property description "Displays Higher Timeframe Bands on Current Chart."
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#property description "Displays Higher Timeframe Bands on Current Chart cleanly without live-bar warping."
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#property indicator_chart_window
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#property indicator_buffers 3
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@@ -36,7 +36,10 @@
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#include <MyIncludes\Ehlers_Bands_Calculator.mqh>
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//--- Input Parameters
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input group "Timeframe Settings"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Timeframe
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input group "Smoother Settings"
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input ENUM_SMOOTHER_TYPE InpCenterlineType = SUPERSMOOTHER; // Centerline Type
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input int InpPeriod = 20; // Period
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input double InpMultiplier = 2.0; // Deviation Multiplier
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@@ -47,40 +50,99 @@ double BufUpper[];
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double BufLower[];
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double BufMiddle[];
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//--- Internal HTF Data
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double h_open[], h_high[], h_low[], h_close[];
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datetime h_time[];
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double h_up[], h_lo[], h_mid[]; // Calculated HTF results
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//--- Internal HTF Data Caches
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double h_res_mid[]; // HTF Middle results cached
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double h_res_up[]; // HTF Upper results cached
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double h_res_lo[]; // HTF Lower results cached
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datetime h_time[];
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double h_open[], h_high[], h_low[], h_close[];
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//--- Calculator
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CEhlersBandsCalculator *g_calc;
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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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//| Init |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
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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
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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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//--- 2. Validation
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if(g_calc_timeframe < Period())
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{
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Print("Warning: Target Timeframe should be > Current 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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SetIndexBuffer(0, BufUpper, INDICATOR_DATA);
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SetIndexBuffer(1, BufLower, INDICATOR_DATA);
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SetIndexBuffer(2, BufMiddle, INDICATOR_DATA);
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ArraySetAsSeries(BufUpper, false);
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ArraySetAsSeries(BufLower, false);
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ArraySetAsSeries(BufMiddle, false);
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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string name = StringFormat("Ehlers Bands MTF %s(%d,%.1f)", tf_name, InpPeriod, InpMultiplier);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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// Factory Logic for HA support
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//--- 3. Initialize Calculator
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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g_calc = new CEhlersBandsCalculator_HA();
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else
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g_calc = new CEhlersBandsCalculator();
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if(!g_calc.Init(InpPeriod, InpMultiplier, InpCenterlineType))
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return INIT_FAILED;
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if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod, InpMultiplier, InpCenterlineType))
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{
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Print("Failed to initialize Ehlers Bands Calculator.");
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return(INIT_FAILED);
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}
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string tf_name = StringSubstr(EnumToString(g_calc_timeframe), 7);
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string name = StringFormat("Ehlers Bands MTF %s(%d,%.1f)", tf_name, InpPeriod, InpMultiplier);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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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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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(2, 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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@@ -90,7 +152,8 @@ int OnInit()
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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if(CheckPointer(g_calc)==POINTER_DYNAMIC)
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EventKillTimer();
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if(CheckPointer(g_calc) != POINTER_INVALID)
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delete g_calc;
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}
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@@ -108,68 +171,149 @@ 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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// 1. Fetch HTF Data
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int htf_bars = iBars(_Symbol, InpTimeframe);
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if(htf_bars < InpPeriod + 10)
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return 0;
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if(rates_total < 2)
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return(0);
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// Limit history to optimized size (e.g. visible chart + buffer)
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int count = MathMin(htf_bars, 3000);
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if(CheckPointer(g_calc) == POINTER_INVALID)
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return(0);
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// Set to Non-Series (Chronological) for Calculator compatibility
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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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//--- 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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if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count)
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return 0;
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if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count)
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return 0;
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if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count)
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return 0;
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if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count)
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return 0;
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if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count)
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return 0;
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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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// 2. Calc on HTF
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if(ArraySize(h_up) != count)
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//================================================================
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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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{
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ArrayResize(h_up, count);
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ArrayResize(h_lo, count);
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ArrayResize(h_mid, count);
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g_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufUpper, BufLower, BufMiddle);
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return(rates_total);
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}
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// Determine Price Type for Calculator
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ENUM_APPLIED_PRICE price_type;
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
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else
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price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
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//================================================================
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// MODE 2: Multi-Timeframe (MTF Engine)
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//================================================================
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// Run Calculator on full HTF block
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g_calc.Calculate(count, 0, price_type, h_open, h_high, h_low, h_close, h_up, h_lo, h_mid);
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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. Map to Current Chart
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g_data_synced = true;
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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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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);
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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_mid, g_htf_count);
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ArrayResize(h_res_up, g_htf_count);
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ArrayResize(h_res_lo, 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_calc.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_up, h_res_lo, h_res_mid);
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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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//--- 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 >= InpPeriod)
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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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// 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
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g_calc.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_up, h_res_lo, h_res_mid);
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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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// Find which HTF bar covers this time 't'
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int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false);
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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 = count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < count)
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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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BufUpper[i] = h_up[idx_htf];
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BufLower[i] = h_lo[idx_htf];
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BufMiddle[i] = h_mid[idx_htf];
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BufUpper[i] = h_res_up[idx_htf];
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BufLower[i] = h_res_lo[idx_htf];
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BufMiddle[i] = h_res_mid[idx_htf];
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}
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else
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{
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@@ -178,9 +322,31 @@ int OnCalculate(const int rates_total,
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BufMiddle[i] = EMPTY_VALUE;
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}
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}
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else
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{
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BufUpper[i] = EMPTY_VALUE;
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BufLower[i] = EMPTY_VALUE;
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BufMiddle[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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