diff --git a/Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/DSMA_MTF_Pro.md b/Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/DSMA_MTF_Pro.md new file mode 100644 index 0000000..ac2159a --- /dev/null +++ b/Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/DSMA_MTF_Pro.md @@ -0,0 +1,56 @@ +# DSMA MTF Professional + +## 1. Summary (Introduction) + +The `DSMA_MTF_Pro` is a multi-timeframe (MTF) version of John Ehlers' Deviation Scaled Moving Average (DSMA). This indicator calculates the DSMA on a **higher, user-selected timeframe** and projects its adaptive trendline onto the current, lower-timeframe chart. + +This allows traders to visualize the underlying trend and volatility regime from a broader perspective. The higher-timeframe DSMA acts as a superior dynamic benchmark for support, resistance, and overall market direction, as it automatically adjusts its speed to the volatility conditions of that higher timeframe. + +The indicator is highly versatile: if the user selects the current chart's timeframe, it functions identically to the standard `DSMA_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 DSMA, utilizing a multi-stage filtering process (Zeros -> SuperSmoother -> RMS -> Adaptive Alpha) to dynamically adjust the smoothing factor. 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 DSMA on the Higher Timeframe:** The complete DSMA calculation (including the internal SuperSmoother and RMS logic) is performed using the `htf` price data. +3. **Project to Current Chart:** The calculated `htf` DSMA values are mapped to the current chart, creating a characteristic "step-like" line that represents the higher timeframe's adaptive 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 (`DSMA_Calculator.mqh`):** The indicator reuses the exact same calculation engine as the standard `DSMA_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 (Zeros, Filter, DSMA) are maintained globally, preserving the recursive 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 `DSMA_Pro`. + +## 4. Parameters + +* **Upper Timeframe (`InpUpperTimeframe`):** The higher timeframe on which the DSMA will be calculated. If set to `PERIOD_CURRENT`, the indicator will run on the current chart's timeframe. +* **Period (`InpPeriod`):** The "critical period" of the filter. (Default: `40`). +* **Applied Price (`InpSourcePrice`):** The source price for the calculation (Standard or Heikin Ashi). + +## 5. Usage and Interpretation + +The MTF version of DSMA is an exceptionally powerful tool for multi-timeframe trend analysis. + +* **Major Trend Filter:** The slope and position of the MTF DSMA line provide a clear view of the dominant market condition. + * If the price is consistently above a **rising** MTF DSMA, the market is in a strong uptrend. + * If the price is consistently below a **falling** MTF DSMA, the market is in a strong downtrend. + +* **Regime Identification:** + * **Steep Slope:** Indicates a trending market on the higher timeframe. + * **Flat Line:** Indicates a ranging/consolidating market on the higher timeframe. This is a strong signal to avoid trend-following entries on the lower timeframe. + +* **Dynamic Support and Resistance:** The MTF DSMA line acts as a strong support/resistance level. Because DSMA adapts to volatility, it often hugs the price action more effectively than a standard MTF moving average.