diff --git a/Indicators/MyIndicators/Authors/Ehlers/4_Channels_and_Bands/Laguerre_Adaptive_Channel_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/4_Channels_and_Bands/Laguerre_Adaptive_Channel_Pro.mq5 new file mode 100644 index 0000000..c1642f0 --- /dev/null +++ b/Indicators/MyIndicators/Authors/Ehlers/4_Channels_and_Bands/Laguerre_Adaptive_Channel_Pro.mq5 @@ -0,0 +1,368 @@ +//+------------------------------------------------------------------+ +//| Laguerre_Adaptive_Channel_Pro.mq5| +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.10" // Upgraded with dedicated ENUM_CHANNEL_WIDTH_METHOD for strict UI safety +#property description "Volatility channel around John Ehlers' Adaptive Laguerre Filter baseline." +#property description "Supports ER, ATR, and Standard Deviation dynamic bands." + +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 3 + +//--- Plot 1: Adaptive Baseline (Keltner Median Line) +#property indicator_label1 "Adaptive Baseline" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrDodgerBlue +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 + +//--- Plot 2: Upper Volatility Band +#property indicator_label2 "Upper Band" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrSlateGray +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Plot 3: Lower Volatility Band +#property indicator_label3 "Lower Band" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrSlateGray +#property indicator_style3 STYLE_DOT +#property indicator_width3 1 + +//--- Included Engines & Core Tools +#include +#include // Centralized MTF synchronization daemon + +//--- Input Parameters --- +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe + +input group "--- Adaptive Baseline Settings ---" +input ENUM_ADAPTIVE_METHOD InpAdaptiveMethod = METHOD_EFFICIENCY_RATIO; // Adaptive Baseline Method +input int InpAdaptivePeriod = 10; // Volatility/ER/StDev Period +input double InpGammaMin = 0.136; // Minimum Gamma (Max Speed) +input double InpGammaMax = 0.882; // Maximum Gamma (Max Smooth) +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source + +input group "--- Channel Width Settings ---" +input ENUM_CHANNEL_WIDTH_METHOD InpWidthMethod = WIDTH_METHOD_ATR; // Volatility Band Method (ATR/StDev) +input int InpWidthPeriod = 10; // Volatility Band Lookback Period +input double InpMultiplier = 2.0; // Volatility Band Multiplier + +//--- Visual Indicator Buffers --- +double BufferBaseline[]; +double BufferUpper[]; +double BufferLower[]; + +//--- Internal HTF Data Caches +double h_open[], h_high[], h_low[], h_close[]; +double h_res_baseline[], h_res_upper[], h_res_lower[]; +datetime h_time[]; + +//--- Global Objects & Synchronizer State +CLaguerreAdaptiveChannelCalculator *g_calculator; + +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, BufferBaseline, INDICATOR_DATA); + SetIndexBuffer(1, BufferUpper, INDICATOR_DATA); + SetIndexBuffer(2, BufferLower, INDICATOR_DATA); + +//--- Force strict chronological alignment (false = old to new) + ArraySetAsSeries(BufferBaseline, false); + ArraySetAsSeries(BufferUpper, false); + ArraySetAsSeries(BufferLower, false); + + bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE); + +//--- 3. Initialize Physical Adaptive Channel Calculator + g_calculator = new CLaguerreAdaptiveChannelCalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID) + { + Print("Critical Error: Failed to allocate Adaptive Channel Calculator memory."); + return(INIT_FAILED); + } + + if(!g_calculator.Init(InpAdaptiveMethod, InpAdaptivePeriod, InpGammaMin, InpGammaMax, + InpWidthMethod, InpWidthPeriod, InpMultiplier, is_ha)) + { + Print("Critical Error: Failed to initialize Adaptive Channel Calculator."); + return(INIT_FAILED); + } + +//--- 4. Dynamic Setup of Indicator Shortname + string method_str = ""; + switch(InpAdaptiveMethod) + { + case METHOD_EFFICIENCY_RATIO: + method_str = "ER"; + break; + case METHOD_ATR: + method_str = "ATR"; + break; + case METHOD_STAND_DEV: + method_str = "StDev"; + break; + } + + string width_str = (InpWidthMethod == WIDTH_METHOD_ATR) ? "ATR" : "StDev"; + + string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; + string short_name = StringFormat("Laguerre Adaptive Channel%s%s(%s, %s, %.1f)", + is_ha ? " HA" : "", + tf_str, + method_str, + width_str, + InpMultiplier); + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + +//--- Drawing offset configuration + int draw_begin = MathMax(InpAdaptivePeriod * 2, InpWidthPeriod) + 10; + 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); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, draw_begin); + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + +//--- 5. 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; + } + +//+------------------------------------------------------------------+ +//| 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 = MathMax(InpAdaptivePeriod * 2, InpWidthPeriod) + 15; + if(rates_total < required_bars) + return 0; + + if(CheckPointer(g_calculator) == 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) + { + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, + BufferBaseline, BufferUpper, BufferLower); + 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_res_baseline, g_htf_count); + ArrayResize(h_res_upper, g_htf_count); + ArrayResize(h_res_lower, 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_res_baseline, false); + ArraySetAsSeries(h_res_upper, false); + ArraySetAsSeries(h_res_lower, 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; + } + + //--- Calculate core indicators directly on high timeframe (Initial setup) + g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_baseline, h_res_upper, h_res_lower); + + 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]; + 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]; + + // Stateful, O(1) mock update for the live bar + g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_baseline, h_res_upper, h_res_lower); + } + } + +//--- 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) + { + BufferBaseline[i] = h_res_baseline[idx_htf]; + BufferUpper[i] = h_res_upper[idx_htf]; + BufferLower[i] = h_res_lower[idx_htf]; + } + else + { + BufferBaseline[i] = EMPTY_VALUE; + BufferUpper[i] = EMPTY_VALUE; + BufferLower[i] = EMPTY_VALUE; + } + } + else + { + BufferBaseline[i] = EMPTY_VALUE; + BufferUpper[i] = EMPTY_VALUE; + BufferLower[i] = EMPTY_VALUE; + } + } + +//--- Return of OnCalculate + 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 = MathMax(InpAdaptivePeriod * 2, InpWidthPeriod) + 15; + CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+