From bea5b464d8c5ad2a0738f72d16800ebd71d6b8ac Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Thu, 18 Dec 2025 14:18:41 +0100 Subject: [PATCH] refactor: Unified MTF Engine Pattern --- Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 | 167 ++++++++++------------ 1 file changed, 78 insertions(+), 89 deletions(-) diff --git a/Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 b/Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 index 3353869..34465e1 100644 --- a/Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/VIDYA_MTF_Pro.mq5 @@ -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 //--- 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); } //+------------------------------------------------------------------+ +//+------------------------------------------------------------------+