From bdedae907d08cc3285aa6e9d30ea82d6a253f64a Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 19 Jul 2026 21:03:27 +0200 Subject: [PATCH] new files added --- .../2_Oscillators/Butterworth_Slope_Pro.mq5 | 438 ++++++++++++++++++ 1 file changed, 438 insertions(+) create mode 100644 Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Butterworth_Slope_Pro.mq5 diff --git a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Butterworth_Slope_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Butterworth_Slope_Pro.mq5 new file mode 100644 index 0000000..0614023 --- /dev/null +++ b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Butterworth_Slope_Pro.mq5 @@ -0,0 +1,438 @@ +//+------------------------------------------------------------------+ +//| Butterworth_Slope_Pro.mq5| +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // First unified Standard & MTF Butterworth Slope release +#property description "Slope derivative of John Ehlers' Higher-Order Butterworth Filter." +#property description "Features standard & MTF support with a 5-zone momentum color palette." + +#property indicator_separate_window +#property indicator_buffers 3 +#property indicator_plots 2 + +//--- Plot 1: Butterworth Slope (Color Histogram) +#property indicator_label1 "Butterworth Slope" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 +// Palette mapping: 0=Gray, 1=MediumSeaGreen, 2=PaleGreen, 3=Crimson, 4=LightCoral +#property indicator_color1 clrGray, clrMediumSeaGreen, clrPaleGreen, clrCrimson, clrLightCoral + +//--- Plot 2: Optional Signal MA Line (Continuous Line) +#property indicator_label2 "Signal MA" +#property indicator_type2 DRAW_LINE +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 +#property indicator_color2 clrMaroon + +//--- Constant levels +//#property indicator_level1 0.0 +//#property indicator_levelcolor clrSilver +//#property indicator_levelstyle STYLE_DOT + +//--- Included Engines & Core Tools +#include +#include +#include // Centralized MTF synchronization daemon + +//--- Input Parameters --- +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe + +input group "--- Butterworth Settings ---" +input int InpPeriod = 20; // Critical Period +input ENUM_BUTTERWORTH_POLES InpPoles = POLES_TWO; // Number of poles (2 or 3) +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source +input double InpThreshold = 0.00005; // Slope Neutral Threshold + +input group "--- Signal MA Settings ---" +input bool InpShowSignal = true; // Show Signal MA Line? +input int InpSignalPeriod = 5; // Signal MA Period +input ENUM_MA_TYPE InpSignalType = EMA; // Signal MA Type (Supports VWMA) + +//--- Visual Indicator Buffers --- +double BufferSlope[]; +double BufferSlopeColor[]; +double BufferSignalMA[]; + +//--- Volume Cache (Used on Current Timeframe Mode) +double g_double_volume[]; + +//--- Internal HTF Data Caches +double h_open[], h_high[], h_low[], h_close[], h_volume[]; +double h_res_slope[], h_res_color[], h_res_signal[]; +datetime h_time[]; + +//--- Global Objects & Synchronizer State +CButterworthSlopeCalculator *g_calculator; +CMovingAverageCalculator *g_ma_calc; + +bool g_is_mtf_mode = false; +ENUM_TIMEFRAMES g_calc_timeframe; +bool g_data_ready = false; +bool g_data_synced = false; +int g_htf_count = 0; +datetime g_last_htf_time = 0; + +//+------------------------------------------------------------------+ +//| Custom Indicator Initialization | +//+------------------------------------------------------------------+ +int OnInit() + { + g_data_ready = false; + g_data_synced = false; + g_htf_count = 0; + g_last_htf_time = 0; + +//--- 1. Resolve Timeframe and validate direction + g_calc_timeframe = InpTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); + + if(g_calc_timeframe < Period()) + { + PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).", + EnumToString(g_calc_timeframe), EnumToString(Period())); + return(INIT_FAILED); + } + g_is_mtf_mode = (g_calc_timeframe > Period()); + +//--- 2. Bind buffers to index mapping + SetIndexBuffer(0, BufferSlope, INDICATOR_DATA); + SetIndexBuffer(1, BufferSlopeColor, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufferSignalMA, INDICATOR_DATA); + +//--- Force strict chronological alignment (false = old to new) + ArraySetAsSeries(BufferSlope, false); + ArraySetAsSeries(BufferSlopeColor, false); + ArraySetAsSeries(BufferSignalMA, false); + +//--- Setup EMPTY_VALUE fallback + PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); + + bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE); + +//--- 3. Initialize Physical Slope Calculator + g_calculator = new CButterworthSlopeCalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpPoles, is_ha)) + { + Print("Critical Error: Failed to create or initialize Butterworth Slope Calculator."); + return(INIT_FAILED); + } + +//--- 4. Initialize Physical Signal MA Calculator + g_ma_calc = new CMovingAverageCalculator(); + if(CheckPointer(g_ma_calc) == POINTER_INVALID || !g_ma_calc.Init(InpSignalPeriod, InpSignalType)) + { + Print("Critical Error: Failed to create or initialize Signal MA Calculator."); + return(INIT_FAILED); + } + +//--- 5. Dynamic Setup of Indicator Shortname and Plots + string sig_str = ""; + if(InpShowSignal) + { + string sig_name = EnumToString(InpSignalType); + StringToUpper(sig_name); + sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod); + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); + } + else + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + } + + string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; + string short_name = StringFormat("Butterworth Slope%s%s(%d, P%d)%s", + is_ha ? " HA" : "", + tf_str, + InpPeriod, + (int)InpPoles, + sig_str); + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + +//--- Drawing offset configuration + int draw_begin = InpPeriod + InpSignalPeriod + 5; + if(g_is_mtf_mode) + draw_begin = 0; // Handled dynamically in mapped buffers + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); + IndicatorSetInteger(INDICATOR_DIGITS, _Digits + 2); + +//--- 6. Initialize Background Synchronization Timer Daemon (Only if MTF is active) + if(g_is_mtf_mode) + EventSetTimer(1); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom Indicator Deinitialization | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + EventKillTimer(); + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + if(CheckPointer(g_ma_calc) != POINTER_INVALID) + delete g_ma_calc; + } + +//+------------------------------------------------------------------+ +//| Custom Indicator Calculation Loop | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + int required_bars = InpPeriod + InpSignalPeriod + 10; + if(rates_total < required_bars) + return 0; + + if(CheckPointer(g_calculator) == POINTER_INVALID || CheckPointer(g_ma_calc) == POINTER_INVALID) + return 0; + +//--- Force chronological indexing on current timeframe 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; + +//=================================================================== +// MODE 1: Current Timeframe calculation (Standard ultra-high speed) +//=================================================================== + if(!g_is_mtf_mode) + { + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(ArraySize(g_double_volume) != rates_total) + { + ArrayResize(g_double_volume, rates_total); + ArraySetAsSeries(g_double_volume, false); + } + + int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0; + if(volume_limit > 0) + { + for(int i = start_sync; i < rates_total; i++) + g_double_volume[i] = (double)volume[i]; + } + else + { + for(int i = start_sync; i < rates_total; i++) + g_double_volume[i] = (double)tick_volume[i]; + } + + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, + BufferSlope, BufferSlopeColor, InpThreshold); + + if(InpShowSignal) + g_ma_calc.CalculateOnArray(rates_total, prev_calculated, BufferSlope, g_double_volume, BufferSignalMA, 2); + else + { + for(int i = start_sync; i < rates_total; i++) + BufferSignalMA[i] = EMPTY_VALUE; + } + + return(rates_total); + } + +//=================================================================== +// MODE 2: Multi-Timeframe Engine (Warp-free step synchronization) +//=================================================================== + if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; // Wait for next tick to let history synchronize + } + + g_data_synced = true; + +//--- Check if a new HTF candle has opened + datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); + + if(htf_updated || prev_calculated == 0) + { + g_last_htf_time = htf_time_current; + + int htf_bars = iBars(_Symbol, g_calc_timeframe); + if(htf_bars < required_bars) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent memory overload + + // Resize all HTF caching arrays + ArrayResize(h_time, g_htf_count); + ArrayResize(h_open, g_htf_count); + ArrayResize(h_high, g_htf_count); + ArrayResize(h_low, g_htf_count); + ArrayResize(h_close, g_htf_count); + ArrayResize(h_volume, g_htf_count); + ArrayResize(h_res_slope, g_htf_count); + ArrayResize(h_res_color, g_htf_count); + ArrayResize(h_res_signal, g_htf_count); + + // Force chronological structure on high-level arrays + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + ArraySetAsSeries(h_volume, false); + ArraySetAsSeries(h_res_slope, false); + ArraySetAsSeries(h_res_color, false); + ArraySetAsSeries(h_res_signal, false); + + // Copy basic pricing data + if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count || + CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count || + CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count || + CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count || + CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // Copy and extract proper volume types + long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(vol_limit > 0) + { + long temp_vol[]; + if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) + { + for(int i = 0; i < g_htf_count; i++) + h_volume[i] = (double)temp_vol[i]; + } + } + else + { + long temp_vol[]; + if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) + { + for(int i = 0; i < g_htf_count; i++) + h_volume[i] = (double)temp_vol[i]; + } + } + + //--- Calculate HTF core Butterworth Slope + g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_slope, h_res_color, InpThreshold); + g_ma_calc.CalculateOnArray(g_htf_count, 0, h_res_slope, h_volume, h_res_signal, 2); + + g_data_ready = true; + } + + if(!g_data_ready) + return 0; + +//--- 5. Real-Time Update for the active forming HTF candle (Index: g_htf_count - 1) on every tick + int live_idx = g_htf_count - 1; + if(live_idx >= required_bars) + { + double o[1], h[1], l[1], c[1]; + long v[1]; + int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); + if(shift >= 0 && + CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 && + CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 && + CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 && + CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1) + { + h_open[live_idx] = o[0]; + h_high[live_idx] = h[0]; + h_low[live_idx] = l[0]; + h_close[live_idx] = c[0]; + + long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(vol_limit > 0) + { + if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_volume[live_idx] = (double)v[0]; + } + else + { + if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_volume[live_idx] = (double)v[0]; + } + + // Stateful, O(1) mock update for the live HTF bar + g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_slope, h_res_color, InpThreshold); + g_ma_calc.CalculateOnArray(g_htf_count, g_htf_count, h_res_slope, h_volume, h_res_signal, 2); + } + } + +//--- 6. Warp-free step force (Staircase Solution anchor determination) + int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + int first_bar_of_forming_htf = rates_total - 1; + while(first_bar_of_forming_htf > 0 && + iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0) + { + first_bar_of_forming_htf--; + } + first_bar_of_forming_htf++; // Anchor set to start of current HTF period block + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +//--- 7. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity) + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) + { + BufferSlope[i] = h_res_slope[idx_htf]; + BufferSlopeColor[i] = h_res_color[idx_htf]; + BufferSignalMA[i] = InpShowSignal ? h_res_signal[idx_htf] : EMPTY_VALUE; + } + else + { + BufferSlope[i] = EMPTY_VALUE; + BufferSlopeColor[i] = 0.0; + BufferSignalMA[i] = EMPTY_VALUE; + } + } + else + { + BufferSlope[i] = EMPTY_VALUE; + BufferSlopeColor[i] = 0.0; + BufferSignalMA[i] = EMPTY_VALUE; + } + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| OnTimer Event Handler | +//+------------------------------------------------------------------+ +void OnTimer() + { +//--- Delegate asynchronous history checking and forced redraws to DataSync daemon using correct lookback period + int required_bars = InpPeriod + InpSignalPeriod + 10; + CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+