mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
@@ -0,0 +1,54 @@
|
||||
# Hull Moving Average (HMA) MTF Pro
|
||||
|
||||
## 1. Summary (Introduction)
|
||||
|
||||
The `HMA_MTF_Pro` is a multi-timeframe (MTF) version of the Hull Moving Average. This indicator calculates the HMA on a **higher, user-selected timeframe** and projects its extremely responsive, low-lag trendline onto the current, lower-timeframe chart.
|
||||
|
||||
This allows traders to visualize the underlying trend from a broader perspective. The higher-timeframe HMA acts as a superior dynamic benchmark for support, resistance, and overall market direction, leveraging Alan Hull's formula to reduce lag while maintaining smoothness.
|
||||
|
||||
The indicator is highly versatile: if the user selects the current chart's timeframe, it functions identically to the standard `HMA_Pro` indicator. It also fully supports both **standard** and **Heikin Ashi** price data.
|
||||
|
||||
## 2. Mathematical Foundations and Calculation Logic
|
||||
|
||||
The underlying calculation is identical to the standard HMA, utilizing three separate Weighted Moving Averages (WMAs) to eliminate lag. The key innovation here is the multi-timeframe application.
|
||||
|
||||
### Calculation Steps (Algorithm)
|
||||
|
||||
1. **Fetch Higher Timeframe Data:** The indicator retrieves the OHLC price data for the user-selected higher timeframe (`htf`).
|
||||
2. **Calculate HMA on the Higher Timeframe:** The complete multi-stage HMA calculation (WMA(n/2), WMA(n), WMA(sqrt(n))) is performed using the `htf` price data.
|
||||
3. **Project to Current Chart:** The calculated `htf` HMA values are mapped to the current chart, creating a characteristic "step-like" line that represents the higher timeframe's trend.
|
||||
|
||||
## 3. MQL5 Implementation Details
|
||||
|
||||
* **Self-Contained and Robust:** This indicator is fully self-contained and does not depend on any external indicator files (`iCustom`). It directly fetches the required higher-timeframe price data using built-in `Copy...` functions for maximum stability.
|
||||
|
||||
* **Modular Calculation Engine (`HMA_Calculator.mqh`):** The indicator reuses the exact same calculation engine as the standard `HMA_Pro`. This ensures mathematical consistency across all versions.
|
||||
|
||||
* **Optimized Incremental Calculation (O(1)):**
|
||||
Unlike basic MTF indicators that recalculate the entire history on every tick, this indicator employs a sophisticated incremental algorithm:
|
||||
* **HTF State Tracking:** It tracks the calculation state of the higher timeframe separately (`g_htf_prev_calculated`).
|
||||
* **Persistent Buffers:** The internal buffers for the higher timeframe (including the intermediate `Raw HMA`) are maintained globally, preserving the state between ticks.
|
||||
* **Efficient Mapping:** The projection loop only updates the bars corresponding to the new data.
|
||||
* This ensures the indicator remains lightweight and high-performance even on heavy load.
|
||||
|
||||
* **Dual-Mode Logic:** The `OnCalculate` function contains a smart branching logic.
|
||||
* If a higher timeframe is selected, it performs the optimized MTF data fetching and projection process.
|
||||
* If the current timeframe is selected, it bypasses the MTF logic and functions identically to the standard `HMA_Pro`.
|
||||
|
||||
## 4. Parameters
|
||||
|
||||
* **Upper Timeframe (`InpUpperTimeframe`):** The higher timeframe on which the HMA will be calculated. If set to `PERIOD_CURRENT`, the indicator will run on the current chart's timeframe.
|
||||
* **HMA Period (`InpPeriodHMA`):** The main lookback period for the indicator. (Default: `14`).
|
||||
* **Applied Price (`InpSourcePrice`):** The source price for the calculation (Standard or Heikin Ashi).
|
||||
|
||||
## 5. Usage and Interpretation
|
||||
|
||||
The MTF version of HMA is an exceptionally powerful tool for multi-timeframe trend analysis.
|
||||
|
||||
* **Major Trend Filter:** The slope and position of the MTF HMA line provide a clear view of the dominant market condition.
|
||||
* If the price is consistently above a **rising** MTF HMA, the market is in a strong uptrend.
|
||||
* If the price is consistently below a **falling** MTF HMA, the market is in a strong downtrend.
|
||||
|
||||
* **Dynamic Support and Resistance:** The MTF HMA line acts as a strong support/resistance level. Because HMA is so responsive, it often hugs the price action closely, providing tight dynamic stops.
|
||||
|
||||
* **Early Reversal Warning:** A turn in the MTF HMA line (e.g., from rising to falling) is often one of the earliest reliable signals that the higher timeframe trend is changing.
|
||||
Reference in New Issue
Block a user