From cd1994243651154fae3fe246f0d47462094b1cda Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 29 Jun 2026 18:55:20 +0200 Subject: [PATCH] new files added --- .../5_Ehlers_Hybrids/LScore_MTF_Pro.mq5 | 526 ++++++++++++++++++ 1 file changed, 526 insertions(+) create mode 100644 Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/LScore_MTF_Pro.mq5 diff --git a/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/LScore_MTF_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/LScore_MTF_Pro.mq5 new file mode 100644 index 0000000..f1b30c8 --- /dev/null +++ b/Indicators/MyIndicators/Authors/Ehlers/5_Ehlers_Hybrids/LScore_MTF_Pro.mq5 @@ -0,0 +1,526 @@ +//+------------------------------------------------------------------+ +//| LScore_MTF_Pro.mq5| +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // Fully optimized Multi-Timeframe Laguerre Z-Score with dynamic levels +#property description "Multi-Timeframe (MTF) Statistical Laguerre Z-Score (L-Score) Oscillator." +#property description "Displays HTF Laguerre deviations cleanly directly on lower TF charts without live-bar warping." + +#property indicator_separate_window +#property indicator_buffers 3 +#property indicator_plots 2 + +//--- Plot 1: L-Score Histogram (Swapped Bull/Bear Thermal Palette) +#property indicator_label1 "L-Score MTF" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Swapped Palette: +// 0: Noise/Neutral (Gray) +// 1: Bullish Flow (LightSkyBlue) +// 2: Bullish Climax (DeepSkyBlue) +// 3: Bearish Flow (Coral) +// 4: Bearish Climax (OrangeRed) +#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- Plot 2: Optional Signal Line (Wyckoff Reversal Trigger) +#property indicator_label2 "Signal MTF" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrFireBrick +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +#include +#include + +//--- Input Parameters --- +input group "Timeframe Settings" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe + +input group "Laguerre Baseline Settings" +input double InpGamma = 0.5; // Laguerre Gamma (0.0 to 1.0) +input ENUM_APPLIED_PRICE_HA_ALL InpPrice = PRICE_CLOSE_STD; // Price Source + +input group "Volatility Settings" +input int InpPeriod = 20; // Sigma Lookback Period (N) + +input group "Signal Line Settings" +input bool InpShowSignal = true; // Show Signal Line? +input int InpSignalPeriod= 5; // Signal Line Period +input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type + +input group "Indicator Levels" +input double InpLevelFlowHigh = 2.0; // High Warning Level (Bullish Flow) +input double InpLevelFlowLow = -2.0; // Low Warning Level (Bearish Flow) +input double InpLevelClimaxHigh = 2.5; // High Climax Level (Bullish Climax) +input double InpLevelClimaxLow = -2.5; // Low Climax Level (Bearish Climax) +input double InpLevelExtremeHigh= 3.0; // High Exhaustion Level +input double InpLevelExtremeLow = -3.0; // Low Exhaustion Level +input color InpLevelColor = clrSilver; // Levels Color +input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style + +//--- Buffers --- +double BufferL_MTF[]; +double BufferColors_MTF[]; +double BufferSignal_MTF[]; + +//--- Internal HTF Data Caches +double h_res[], h_sig[]; // HTF Results cached +datetime h_time[]; +double h_open[], h_high[], h_low[], h_close[]; +long h_vol[]; // HTF raw volume cache +double h_vol_double[]; // HTF volume cast to double to support VWMA Signal line + +//--- Volume Cache to support Volume-Weighted types (VWMA) on current timeframe +double g_double_volume[]; + +//--- Global HTF State Tracking +CLScoreCalculator *g_calculator; +CMovingAverageCalculator *g_signal_calculator; +datetime g_last_htf_time = 0; +int g_htf_count = 0; +bool g_data_ready = false; +bool g_data_synced = false; + +bool g_is_mtf_mode = false; +ENUM_TIMEFRAMES g_calc_timeframe; + +//+------------------------------------------------------------------+ +//| EnsureHTFDataReady | +//+------------------------------------------------------------------+ +bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) + { + ResetLastError(); + if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) + { + SymbolSelect(symbol, true); + } + datetime times[]; + int copied = CopyTime(symbol, timeframe, 0, required_bars, times); + return (copied >= required_bars); + } + +//+------------------------------------------------------------------+ +//| OnInit | +//+------------------------------------------------------------------+ +int OnInit() + { + g_data_ready = false; + g_data_synced = false; + g_last_htf_time = 0; + g_htf_count = 0; + +//--- 1. Resolve Timeframe + g_calc_timeframe = InpTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); + + if(g_calc_timeframe < Period()) + { + PrintFormat("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. Setup Buffers + SetIndexBuffer(0, BufferL_MTF, INDICATOR_DATA); + SetIndexBuffer(1, BufferColors_MTF, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufferSignal_MTF, INDICATOR_DATA); + + ArraySetAsSeries(BufferL_MTF, false); + ArraySetAsSeries(BufferColors_MTF, false); + ArraySetAsSeries(BufferSignal_MTF, false); + +//--- 3. Dynamically configure horizontal levels to support custom input parameters + IndicatorSetInteger(INDICATOR_LEVELS, 6); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow); + + IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor); + IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle); + +//--- 4. Initialize Calculators + bool is_ha = (InpPrice <= PRICE_HA_CLOSE); + g_calculator = new CLScoreCalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpGamma, InpPeriod, is_ha)) + { + Print("Failed to initialize L-Score Calculator."); + return(INIT_FAILED); + } + + if(InpShowSignal) + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetString(1, PLOT_LABEL, "Signal MTF"); + + g_signal_calculator = new CMovingAverageCalculator(); + if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType)) + { + Print("Failed to initialize Signal Line Calculator."); + return(INIT_FAILED); + } + } + else + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + PlotIndexSetString(1, PLOT_LABEL, NULL); + } + +//--- 5. Set Shortname + string type = (InpPrice <= PRICE_HA_CLOSE) ? " HA" : ""; + string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; + string short_name = ""; + + if(InpShowSignal) + { + string sig_name = EnumToString(InpSignalType); + StringToUpper(sig_name); + short_name = StringFormat("LScore%s%s(%.2f,%d) %s(%d)", type, tf_str, InpGamma, InpPeriod, sig_name, InpSignalPeriod); + } + else + { + short_name = StringFormat("LScore%s%s(%.2f,%d)", type, tf_str, InpGamma, InpPeriod); + } + + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + PlotIndexSetString(0, PLOT_LABEL, "L-Score MTF"); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + +//--- Initialize 1-second timer for weekend/async chart refreshes (Only if MTF mode is active) + if(g_is_mtf_mode) + EventSetTimer(1); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| OnDeinit | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + EventKillTimer(); + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + if(CheckPointer(g_signal_calculator) != POINTER_INVALID) + delete g_signal_calculator; + } + +//+------------------------------------------------------------------+ +//| OnCalculate | +//+------------------------------------------------------------------+ +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) + return(0); + + if(CheckPointer(g_calculator) == POINTER_INVALID) + return(0); + + ENUM_APPLIED_PRICE price_type = (InpPrice <= PRICE_HA_CLOSE) ? + (ENUM_APPLIED_PRICE)(-(int)InpPrice) : + (ENUM_APPLIED_PRICE)InpPrice; + +//--- Force standard chronological indexing for state-safety + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + +//================================================================ +// MODE 1: Current Timeframe (Standard) +//================================================================ + if(!g_is_mtf_mode) + { + // Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + + ArrayResize(g_double_volume, rates_total); + 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]; + } + + // Calculate L-Score + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferL_MTF); + + // Calculate Signal Line + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferL_MTF, g_double_volume, BufferSignal_MTF, InpPeriod - 1); + } + + // Apply 5-Zone Swapped Thermal Coloring Logic + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; + for(int i = start_index; i < rates_total; i++) + { + double l_val = BufferL_MTF[i]; + + if(l_val > InpLevelClimaxHigh) + BufferColors_MTF[i] = 2.0; + else + if(l_val > InpLevelFlowHigh) + BufferColors_MTF[i] = 1.0; + else + if(l_val < InpLevelClimaxLow) + BufferColors_MTF[i] = 4.0; + else + if(l_val < InpLevelFlowLow) + BufferColors_MTF[i] = 3.0; + else + BufferColors_MTF[i] = 0.0; + } + + return(rates_total); + } + +//================================================================ +// MODE 2: Multi-Timeframe (MTF Engine) +//================================================================ + +//--- Ensure target timeframe history is ready + int required_bars = InpPeriod + 10; + if(!EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; // Wait for next tick to let history load + } + + g_data_synced = true; + +//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + +//--- 1. Check if a new HTF bar has formed + 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); + + 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_vol, g_htf_count); + ArrayResize(h_vol_double, g_htf_count); + + ArrayResize(h_res, g_htf_count); + ArrayResize(h_sig, g_htf_count); + + 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; + } + + // High-Performance dynamic volume routing on the HTF Timeline + int copied_vol = 0; + if(volume_limit > 0) + copied_vol = CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_vol); + else + copied_vol = CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_vol); + + if(copied_vol != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // Convert HTF volume cache to double precision + for(int j = 0; j < g_htf_count; j++) + h_vol_double[j] = (double)h_vol[j]; + + // Force chronological array alignment for calculations + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + ArraySetAsSeries(h_vol, false); + + //--- Calculate HTF L-Score (Closed bars and forming bar initialized) + g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res); + + //--- Calculate HTF Signal Line + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res, h_vol_double, h_sig, InpPeriod - 1); + } + + g_data_ready = true; + } + + if(!g_data_ready) + return 0; + +//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick! + int live_idx = g_htf_count - 1; + if(live_idx >= InpPeriod) + { + double o[1], h[1], l[1], c[1]; + long vol[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]; + + // Copy live volume dynamically + int copied = 0; + if(volume_limit > 0) + copied = CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, vol); + else + copied = CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, vol); + + if(copied == 1) + { + h_vol[live_idx] = vol[0]; + h_vol_double[live_idx] = (double)vol[0]; + } + + // Incremental recalculation on the live HTF index in O(1) + g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res); + + // Recalculate Signal Line on HTF live index + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res, h_vol_double, h_sig, InpPeriod - 1); + } + } + } + +//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar +//--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick! + 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++; // This is the start of the forming step on lower TF chart + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +//--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick) + 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) + { + double l_val = h_res[idx_htf]; + + BufferL_MTF[i] = l_val; + + if(InpShowSignal) + BufferSignal_MTF[i] = h_sig[idx_htf]; + else + BufferSignal_MTF[i] = EMPTY_VALUE; + + // Swapped 5-Zone Color Logic dynamically mapped to user-defined level parameters: + // l_val >= ClimaxHigh -> DeepSkyBlue Climax + // l_val >= FlowHigh -> LightSkyBlue Flow + // l_val <= ClimaxLow -> OrangeRed Climax + // l_val <= FlowLow -> Coral Flow + // Else -> Gray Neutral + if(l_val >= InpLevelClimaxHigh) + BufferColors_MTF[i] = 2.0; + else + if(l_val >= InpLevelFlowHigh) + BufferColors_MTF[i] = 1.0; + else + if(l_val <= InpLevelClimaxLow) + BufferColors_MTF[i] = 4.0; + else + if(l_val <= InpLevelFlowLow) + BufferColors_MTF[i] = 3.0; + else + BufferColors_MTF[i] = 0.0; + } + else + { + BufferL_MTF[i] = EMPTY_VALUE; + BufferSignal_MTF[i] = EMPTY_VALUE; + BufferColors_MTF[i] = 0.0; + } + } + else + { + BufferL_MTF[i] = EMPTY_VALUE; + BufferSignal_MTF[i] = EMPTY_VALUE; + BufferColors_MTF[i] = 0.0; + } + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| OnTimer | +//| Handles loading checks and force-redraws | +//+------------------------------------------------------------------+ +void OnTimer() + { + if(!g_data_synced) + { + int required_bars = InpPeriod + 5; + if(EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } +//+------------------------------------------------------------------+