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Toh4iem9
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//+------------------------------------------------------------------+
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//| DMIStochastic_MTF_Pro.mq5 |
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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" // Dynamic Multi-Timeframe DMI Stochastic with flat-force step-alignment
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#property description "Barbara Star's DMI Stochastic Oscillator (Multi-Timeframe)."
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#property description "Displays HTF DMI Stochastic %K and %D lines cleanly without live-bar warping."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 2
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#property indicator_level1 10.0
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#property indicator_level2 20.0
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#property indicator_level3 50.0
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#property indicator_level4 80.0
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#property indicator_level5 90.0
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#property indicator_levelstyle STYLE_DOT
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#property indicator_minimum 0
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#property indicator_maximum 100
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//--- Plot 1: DMI Stoch %K (Main line)
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#property indicator_label1 "%K MTF"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: DMI Stoch %D (Signal line)
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#property indicator_label2 "%D MTF"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrCoral
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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#include <MyIncludes\DMIStochastic_Calculator.mqh>
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//--- Input Parameters ---
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input group "Timeframe Settings"
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input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Higher Timeframe
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input group "DMI Stochastic Settings"
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input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Candle source
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input ENUM_DMI_OSC_TYPE InpOscType = OSC_PDI_MINUS_NDI; // Oscillator Formula
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input int InpDMIPeriod = 10; // DMI Period
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input int InpFastKPeriod = 10; // Stochastic %K Period
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input int InpSlowKPeriod = 3; // Stochastic %K Slowing
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input ENUM_MA_TYPE InpStochMethod = SMA; // MA Method for %K
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input int InpSmoothPeriod = 3; // Stochastic %D Period (Signal)
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input ENUM_MA_TYPE InpSignalMethod = SMA; // MA Method for %D
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//--- Buffers
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double BufferK_MTF[];
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double BufferD_MTF[];
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//--- Internal HTF Data Caches
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double h_res_k[]; // HTF Slow K Results cached
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double h_res_d[]; // HTF Signal D Results cached
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datetime h_time[]; // HTF Time index
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double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data
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long h_vol[]; // HTF raw volume cache
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//--- Global variables ---
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CDMIStochasticCalculator *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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//| 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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//| OnInit |
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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
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g_calc_timeframe = InpUpperTimeframe;
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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("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. Setup Buffers
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SetIndexBuffer(0, BufferK_MTF, INDICATOR_DATA);
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SetIndexBuffer(1, BufferD_MTF, INDICATOR_DATA);
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ArraySetAsSeries(BufferK_MTF, false);
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ArraySetAsSeries(BufferD_MTF, false);
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//--- 3. Initialize Calculator (Factory Logic)
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if(InpCandleSource == CANDLE_HEIKIN_ASHI)
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{
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g_calculator = new CDMIStochasticCalculator_HA();
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}
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else
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{
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g_calculator = new CDMIStochasticCalculator();
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}
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpDMIPeriod, InpFastKPeriod, InpSlowKPeriod, InpSmoothPeriod, InpStochMethod, InpSignalMethod, InpOscType))
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{
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Print("Failed to create or initialize DMI Stochastic Calculator.");
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return(INIT_FAILED);
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}
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//--- 4. Set Shortname
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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("DMI Stoch%s%s(%d,%d,%d,%d)", type, tf_str, InpDMIPeriod, InpFastKPeriod, InpSlowKPeriod, InpSmoothPeriod));
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// Draw begin logic
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int draw_begin = InpDMIPeriod + InpFastKPeriod + InpSlowKPeriod + InpSmoothPeriod - 2;
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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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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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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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//+------------------------------------------------------------------+
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//| OnDeinit |
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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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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < 2)
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return(0);
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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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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(volume_limit > 0)
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferK_MTF, BufferD_MTF);
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else
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferK_MTF, BufferD_MTF);
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return(rates_total);
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}
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//================================================================
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// MODE 2: Multi-Timeframe (MTF Engine)
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//================================================================
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//--- Ensure target timeframe history is ready
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int required_bars = InpDMIPeriod + InpFastKPeriod + InpSlowKPeriod + InpSmoothPeriod + 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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g_data_synced = true;
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//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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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_vol, 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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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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// High-Performance dynamic volume routing on the HTF Timeline
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int copied_vol = 0;
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if(volume_limit > 0)
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copied_vol = CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_vol);
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else
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copied_vol = CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_vol);
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if(copied_vol != 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 DMI Stochastic on HTF (Closed bars and forming bar initialized)
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g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_vol, 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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//--- 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 >= InpDMIPeriod + InpFastKPeriod - 1)
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{
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double o[1], h[1], l[1], c[1];
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long vol[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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// Copy live volume dynamically
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int copied = 0;
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if(volume_limit > 0)
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copied = CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, vol);
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else
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copied = CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, vol);
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if(copied == 1)
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{
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h_vol[live_idx] = vol[0];
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}
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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 (wilder's smoothing)
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g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_vol, h_res_k, h_res_d);
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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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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_MTF[i] = h_res_k[idx_htf];
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BufferD_MTF[i] = h_res_d[idx_htf];
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}
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else
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{
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BufferK_MTF[i] = EMPTY_VALUE;
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BufferD_MTF[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_MTF[i] = EMPTY_VALUE;
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BufferD_MTF[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 = InpDMIPeriod + InpFastKPeriod + InpSlowKPeriod + InpSmoothPeriod + 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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//+------------------------------------------------------------------+
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Reference in New Issue
Block a user