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fix: Fixed: Eliminated MTF Array Out of Range in RVOL Single calculation

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This commit is contained in:
Toh4iem9
2026-10-14 22:03:20 +02:00
parent 3a82f0c89d
commit d4adf6c80f
1 changed files with 75 additions and 36 deletions
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Indicators/MyIndicators/Quant/Absorption_Pro.mq5
+75 -36
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@@ -3,9 +3,9 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.20" // Ultra-Low Latency & Zero-GUI-Redundancy Enterprise Edition
#property version "2.30" // Fixed: Eliminated MTF Array Out of Range in RVOL Single calculation
#property description "Institutional Multi-Timeframe Absorption Detector."
#property description "Engineered for extreme multi-chart concurrency with dirty-flag GUI caching and O(1) live-tick lifecycle."
#property description "Detects Volume Spread Analysis (VSA) absorption anomalies with exact zone termination upon breach."
#property indicator_chart_window
#property indicator_buffers 5
@@ -307,7 +307,6 @@ void MaintainActiveZones(const datetime live_time, const double current_close, c
if(is_new_bar)
{
// DIRTY-FLAG CACHING: Update boundary ONLY once when a new bar actually opens!
// Prevents tens of thousands of redundant GUI property mutations per bar!
ObjectSetInteger(0, g_active_zones[z].name, OBJPROP_TIME, 1, projection_time);
}
}
@@ -493,7 +492,7 @@ int OnCalculate(const int rates_total,
g_htf_count = MathMin(htf_bars, 3000);
// Reallocate persistent caches only if capacity expanded
// Reallocate persistent cache registers ONLY when capacity changes
if(ArraySize(h_time) != g_htf_count)
{
ArrayResize(h_time, g_htf_count);
@@ -642,39 +641,31 @@ int OnCalculate(const int rates_total,
g_data_ready = true;
// Full Historical Projection to Chart Buffers (Only on new HTF candle)
// Full Historical Projection to Chart Buffers (Two-Pointer Style)
int htf_ptr = 0;
datetime oldest_htf = h_time[0];
for(int i = 0; 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)
{
BufATR[i] = h_res_atr[idx_htf];
BufRVOL[i] = h_res_rvol[idx_htf];
BufState[i] = h_res_state[idx_htf];
BufBull[i] = h_res_bull[idx_htf];
BufBear[i] = h_res_bear[idx_htf];
}
else
{
BufATR[i] = EMPTY_VALUE;
BufRVOL[i] = EMPTY_VALUE;
BufState[i] = 0.0;
BufBull[i] = EMPTY_VALUE;
BufBear[i] = EMPTY_VALUE;
}
}
else
if(t < oldest_htf)
{
BufATR[i] = EMPTY_VALUE;
BufRVOL[i] = EMPTY_VALUE;
BufState[i] = 0.0;
BufBull[i] = EMPTY_VALUE;
BufBear[i] = EMPTY_VALUE;
continue;
}
while(htf_ptr + 1 < g_htf_count && h_time[htf_ptr + 1] <= t)
htf_ptr++;
BufATR[i] = h_res_atr[htf_ptr];
BufRVOL[i] = h_res_rvol[htf_ptr];
BufState[i] = h_res_state[htf_ptr];
BufBull[i] = h_res_bull[htf_ptr];
BufBear[i] = h_res_bear[htf_ptr];
}
return rates_total;
}
@@ -689,21 +680,69 @@ int OnCalculate(const int rates_total,
MqlRates htf_rate[1];
if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
{
h_time[live_idx] = htf_rate[0].time;
h_open[live_idx] = htf_rate[0].open;
h_high[live_idx] = htf_rate[0].high;
h_low[live_idx] = htf_rate[0].low;
h_close[live_idx] = htf_rate[0].close;
h_time[live_idx] = htf_rate[0].time;
h_open[live_idx] = htf_rate[0].open;
h_high[live_idx] = htf_rate[0].high;
h_low[live_idx] = htf_rate[0].low;
h_close[live_idx] = htf_rate[0].close;
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
h_volume[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (double)htf_rate[0].real_volume : (double)htf_rate[0].tick_volume;
h_volume[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (double)htf_rate[0].real_volume : (double)htf_rate[0].tick_volume;
h_vol_long[live_idx] = (long)h_volume[live_idx]; // Update forming volume in persistent cache!
// Mock incremental calculation on forming bar
g_atr.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_atr);
long h_single_vol[1];
h_single_vol[0] = (long)h_volume[live_idx];
h_res_rvol[live_idx] = g_rvol.CalculateSingle(g_htf_count, h_single_vol, live_idx);
// SAFE CALL: Passes full h_vol_long array of size g_htf_count! Zero out-of-range!
h_res_rvol[live_idx] = g_rvol.CalculateSingle(g_htf_count, h_vol_long, live_idx);
// Real-time VSA evaluation on forming HTF bar
double body_live = MathAbs(h_close[live_idx] - h_open[live_idx]);
double range_live = h_high[live_idx] - h_low[live_idx];
double atr_live = h_res_atr[live_idx];
double rvol_live = h_res_rvol[live_idx];
h_res_state[live_idx] = 0.0;
h_res_bull[live_idx] = EMPTY_VALUE;
h_res_bear[live_idx] = EMPTY_VALUE;
if(atr_live > 0.0)
{
bool is_b = false, is_s = false, is_c = false;
if(rvol_live > 2.0 && body_live < (0.35 * atr_live))
{
double c_pos = (range_live > 1.0e-9) ? ((h_close[live_idx] - h_low[live_idx]) / range_live) : 0.5;
if(c_pos > 0.66)
{
h_res_state[live_idx] = 1.0;
is_b = true;
}
else
if(c_pos < 0.33)
{
h_res_state[live_idx] = -1.0;
is_s = true;
}
else
{
h_res_state[live_idx] = 0.5;
}
}
else
if(rvol_live > 3.5 && body_live < (0.6 * atr_live))
{
h_res_state[live_idx] = 2.0;
is_c = true;
}
if(InpShowArrows)
{
if(is_b)
h_res_bull[live_idx] = h_low[live_idx] - atr_live * 0.3;
if(is_s)
h_res_bear[live_idx] = h_high[live_idx] + atr_live * 0.3;
}
}
if(InpShowObjects && g_active_count > 0)
MaintainActiveZones(h_time[live_idx], h_close[live_idx], is_new_candle);