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refactor: Unified MTF Engine Pattern

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This commit is contained in:
Toh4iem9
2025-12-18 14:18:41 +01:00
parent 6a5532e76a
commit bea5b464d8
1 changed files with 78 additions and 89 deletions
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Indicators/MyIndicators/VIDYA_MTF_Pro.mq5
+78 -89
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@@ -1,12 +1,11 @@
//+------------------------------------------------------------------+
//| VIDYA_MTF_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "2.20" // Optimized for incremental MTF calculation
#property version "2.30" // Unified MTF Engine Pattern
#property description "Multi-Timeframe (MTF) Variable Index Dynamic Average (VIDYA)."
//--- Indicator Window and Plot Properties ---
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
@@ -16,11 +15,13 @@
#property indicator_width1 2
#property indicator_label1 "VIDYA MTF"
//--- Include the calculator engine ---
#include <MyIncludes\VIDYA_Calculator.mqh>
//--- Input Parameters ---
input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_CURRENT; // Default to current timeframe
input group "Timeframe Settings"
input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1;
input group "VIDYA Settings"
input int InpPeriodCMO = 9;
input int InpPeriodEMA = 12;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
@@ -28,8 +29,10 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
//--- Indicator Buffers ---
double BufferVIDYA_MTF[];
//--- Internal Buffer for HTF Calculation (Global to persist state)
double BufferVIDYA_HTF_Internal[];
//--- MTF Globals ---
double g_htf_buffer[];
int g_htf_prev_calculated = 0;
double g_buf_open[], g_buf_high[], g_buf_low[], g_buf_close[];
//--- Global variables ---
CVIDYACalculator *g_calculator;
@@ -39,20 +42,17 @@ ENUM_TIMEFRAMES g_calc_timeframe;
//+------------------------------------------------------------------+
int OnInit()
{
// --- Determine calculation mode (MTF or Current) ---
g_calc_timeframe = InpUpperTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
if(g_calc_timeframe < Period())
{
Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe.");
Print("Error: Target timeframe must be >= current timeframe.");
return(INIT_FAILED);
}
g_is_mtf_mode = (g_calc_timeframe > Period());
// --- Standard buffer setup ---
SetIndexBuffer(0, BufferVIDYA_MTF, INDICATOR_DATA);
ArraySetAsSeries(BufferVIDYA_MTF, false);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
@@ -62,19 +62,12 @@ int OnInit()
else
g_calculator = new CVIDYACalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodCMO, InpPeriodEMA))
{
Print("Failed to create or initialize VIDYA Calculator object.");
if(!g_calculator.Init(InpPeriodCMO, InpPeriodEMA))
return(INIT_FAILED);
}
if(g_is_mtf_mode)
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA MTF(%s,%d,%d)", EnumToString(g_calc_timeframe), InpPeriodCMO, InpPeriodEMA));
else
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA(%d,%d)", InpPeriodCMO, InpPeriodEMA));
string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA%s(%d,%d)", tf_str, InpPeriodCMO, InpPeriodEMA));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodCMO + InpPeriodEMA);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
return(INIT_SUCCEEDED);
}
@@ -84,85 +77,81 @@ void OnDeinit(const int reason)
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
ArrayFree(BufferVIDYA_HTF_Internal);
}
//+------------------------------------------------------------------+
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 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[])
{
if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
if(rates_total < 2)
return 0;
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
(ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) :
(ENUM_APPLIED_PRICE)InpSourcePrice;
// --- Branching logic based on mode ---
if(g_is_mtf_mode)
if(!g_is_mtf_mode)
{
// --- MTF Mode ---
int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT);
if(htf_rates_total < InpPeriodCMO + InpPeriodEMA)
return 0;
// --- Manage HTF State (Incremental Logic) ---
static int htf_prev_calculated = 0;
if(prev_calculated == 0)
htf_prev_calculated = 0;
datetime htf_time[];
double htf_open[], htf_high[], htf_low[], htf_close[];
// Optimization: We could copy only new bars, but for safety with CopyTime/BarShift,
// copying full history on HTF is usually fast enough. The math is the bottleneck.
if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0)
{
return 0; // Data not fully ready
}
if(ArraySize(BufferVIDYA_HTF_Internal) != htf_rates_total)
ArrayResize(BufferVIDYA_HTF_Internal, htf_rates_total);
// Incremental Calculation on HTF
g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferVIDYA_HTF_Internal);
htf_prev_calculated = htf_rates_total;
// Mapping (Optimized Loop)
ArraySetAsSeries(BufferVIDYA_HTF_Internal, true);
ArraySetAsSeries(htf_time, true);
ArraySetAsSeries(time, true);
ArraySetAsSeries(BufferVIDYA_MTF, true);
int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
for(int i = 0; i < limit; i++)
{
int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0)
BufferVIDYA_MTF[i] = BufferVIDYA_HTF_Internal[htf_bar_shift];
else
BufferVIDYA_MTF[i] = EMPTY_VALUE;
}
ArraySetAsSeries(BufferVIDYA_MTF, false);
ArraySetAsSeries(time, false);
ArraySetAsSeries(BufferVIDYA_HTF_Internal, false);
}
else
{
// --- Current Timeframe Mode ---
// Incremental Calculation
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferVIDYA_MTF);
return(rates_total);
}
// --- MTF Logic ---
int htf_rates_total = iBars(_Symbol, g_calc_timeframe);
if(htf_rates_total < InpPeriodCMO + InpPeriodEMA)
return 0;
if(prev_calculated == 0)
{
g_htf_prev_calculated = 0;
ArrayInitialize(BufferVIDYA_MTF, EMPTY_VALUE);
}
if(CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_open) < 0 ||
CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_high) < 0 ||
CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_low) < 0 ||
CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_close) < 0)
{
return 0;
}
if(ArraySize(g_htf_buffer) != htf_rates_total)
ArrayResize(g_htf_buffer, htf_rates_total);
int htf_calc_start = (g_htf_prev_calculated > 0) ? g_htf_prev_calculated - 1 : 0;
g_calculator.Calculate(htf_rates_total, htf_calc_start, price_type,
g_buf_open, g_buf_high, g_buf_low, g_buf_close,
g_htf_buffer);
g_htf_prev_calculated = htf_rates_total;
// --- Mapping ---
ArraySetAsSeries(g_htf_buffer, true); // Flip for mapping
ArraySetAsSeries(time, false);
int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = limit; i < rates_total; i++)
{
int htf_index = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
if(htf_index >= 0 && htf_index < htf_rates_total)
BufferVIDYA_MTF[i] = g_htf_buffer[htf_index];
else
BufferVIDYA_MTF[i] = EMPTY_VALUE;
}
ArraySetAsSeries(g_htf_buffer, false); // Restore
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+