diff --git a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Pro.mq5 index dbc75e15..42811935 100644 --- a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_Pro.mq5 @@ -2,8 +2,8 @@ //| Laguerre_RSI_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ -#property copyright "Copyright 2026, xxxxxxxx" -#property version "3.00" // Unified Native & MTF Release with Dynamic Levels +#property copyright "Copyright 2026, xxxxxxxx" +#property version "3.10" // Enterprise Refactor: Zero-Lag MTF Fast-Path & Zero-Copy Memory #property description "John Ehlers' Laguerre Relative Strength Index with Native & MTF Support." #property description "Features time-warped zero-lag momentum analysis with optional smoothed signal line." @@ -26,7 +26,7 @@ #property indicator_type2 DRAW_LINE #property indicator_color2 clrLightCoral #property indicator_style2 STYLE_SOLID -#property indicator_width2 1 +#property indicator_width1 1 //--- Included Engines & Core Tools #include @@ -80,21 +80,21 @@ input int InpWidthSignal = 1; // double BufferLRSI[]; double BufferSignal[]; -//--- Internal HTF Data Caches (Chronological Arrays) +//--- Internal HTF Data Caches double h_open[], h_high[], h_low[], h_close[]; -long h_tick_vol[], h_vol[]; +long h_volume[]; double h_res_lrsi[], h_res_signal[]; datetime h_time[]; //--- Global Objects & State Management CLaguerreRSICalculator *g_calculator = NULL; -bool g_is_mtf_mode = false; +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; +bool g_data_ready = false; +bool g_data_synced = false; +int g_htf_count = 0; +datetime g_last_htf_time = 0; //+------------------------------------------------------------------+ //| Custom Indicator Initialization | @@ -182,13 +182,11 @@ int OnInit() return INIT_FAILED; } - string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; - string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : ""; + string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; + string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : ""; string sig_str = (InpDisplayMode == DISPLAY_LRSI_AND_SIGNAL) ? StringFormat(" | %s(%d)", EnumToString(InpSignalMAType), InpSignalPeriod) : ""; - string short_name = StringFormat("Laguerre RSI%s%s(γ=%.3f)%s", - ha_tag, tf_str, - InpGamma, sig_str); + string short_name = StringFormat("Laguerre RSI%s%s(γ=%.3f)%s", ha_tag, tf_str, InpGamma, sig_str); IndicatorSetString(INDICATOR_SHORTNAME, short_name); PlotIndexSetString(0, PLOT_LABEL, "Laguerre RSI"); @@ -229,7 +227,7 @@ int OnCalculate(const int rates_total, const int &spread[]) { int required_bars = InpSignalPeriod + 10; - if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID) + if(rates_total < required_bars || !g_calculator) return 0; // Force chronological indexing @@ -241,16 +239,25 @@ int OnCalculate(const int rates_total, ArraySetAsSeries(tick_volume, false); ArraySetAsSeries(volume, false); + bool use_vwma = (InpDisplayMode == DISPLAY_LRSI_AND_SIGNAL && InpSignalMAType == VWMA); + //=================================================================== // MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1)) //=================================================================== if(!g_is_mtf_mode) { - long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); - if(volume_limit > 0) - g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferLRSI, BufferSignal); + if(use_vwma) + { + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(volume_limit > 0) + g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferLRSI, BufferSignal); + else + g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferLRSI, BufferSignal); + } else - g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferLRSI, BufferSignal); + { + g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferLRSI, BufferSignal); + } if(InpDisplayMode == DISPLAY_LRSI_ONLY) { @@ -263,7 +270,7 @@ int OnCalculate(const int rates_total, } //=================================================================== -// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization) +// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path) //=================================================================== if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) { @@ -276,6 +283,7 @@ int OnCalculate(const int rates_total, datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); bool htf_updated = (htf_time_current != g_last_htf_time); +// A) HTF Bar Closure / Startup: Perform full history sync once if(htf_updated || prev_calculated == 0) { g_last_htf_time = htf_time_current; @@ -287,7 +295,7 @@ int OnCalculate(const int rates_total, return 0; } - g_htf_count = MathMin(htf_bars, 3000); + g_htf_count = MathMin(htf_bars, 3000); // Memory safeguard // Resize all HTF caching arrays ArrayResize(h_time, g_htf_count); @@ -295,8 +303,7 @@ int OnCalculate(const int rates_total, ArrayResize(h_high, g_htf_count); ArrayResize(h_low, g_htf_count); ArrayResize(h_close, g_htf_count); - ArrayResize(h_tick_vol, g_htf_count); - ArrayResize(h_vol, g_htf_count); + ArrayResize(h_volume, g_htf_count); ArrayResize(h_res_lrsi, g_htf_count); ArrayResize(h_res_signal, g_htf_count); @@ -305,114 +312,113 @@ int OnCalculate(const int rates_total, ArraySetAsSeries(h_high, false); ArraySetAsSeries(h_low, false); ArraySetAsSeries(h_close, false); - ArraySetAsSeries(h_tick_vol, false); - ArraySetAsSeries(h_vol, false); + ArraySetAsSeries(h_volume, false); ArraySetAsSeries(h_res_lrsi, false); ArraySetAsSeries(h_res_signal, false); - 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 || - CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_tick_vol) != g_htf_count) + // Atomic bulk rates copy (Single API call replaces 6 calls!) + MqlRates htf_bulk_rates[]; + if(CopyRates(_Symbol, g_calc_timeframe, 0, g_htf_count, htf_bulk_rates) != g_htf_count) { g_data_ready = false; return 0; } long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); - if(vol_limit > 0) - CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_vol); - else - ArrayCopy(h_vol, h_tick_vol, 0, 0, g_htf_count); - // Compute HTF Laguerre RSI Values - if(vol_limit > 0) - g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_vol, h_res_lrsi, h_res_signal); + for(int i = 0; i < g_htf_count; i++) + { + h_time[i] = htf_bulk_rates[i].time; + h_open[i] = htf_bulk_rates[i].open; + h_high[i] = htf_bulk_rates[i].high; + h_low[i] = htf_bulk_rates[i].low; + h_close[i] = htf_bulk_rates[i].close; + h_volume[i] = (vol_limit > 0 && htf_bulk_rates[i].real_volume > 0) ? (long)htf_bulk_rates[i].real_volume : (long)htf_bulk_rates[i].tick_volume; + } + + // Compute HTF Laguerre RSI Values across history + if(use_vwma) + g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_volume, h_res_lrsi, h_res_signal); else - g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_tick_vol, h_res_lrsi, h_res_signal); + g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_lrsi, h_res_signal); g_data_ready = true; + + // Full Historical Projection to Chart Buffers (Only on new HTF candle) + 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) + { + BufferLRSI[i] = h_res_lrsi[idx_htf]; + BufferSignal[i] = (InpDisplayMode == DISPLAY_LRSI_AND_SIGNAL) ? h_res_signal[idx_htf] : EMPTY_VALUE; + } + else + { + BufferLRSI[i] = EMPTY_VALUE; + BufferSignal[i] = EMPTY_VALUE; + } + } + else + { + BufferLRSI[i] = EMPTY_VALUE; + BufferSignal[i] = EMPTY_VALUE; + } + } + return rates_total; } if(!g_data_ready) return 0; -// 5. Stateful live-bar update for active forming HTF candle +// B) LIVE TICK FAST-PATH: HTF bar did not close. Update strictly forming block! int live_idx = g_htf_count - 1; if(live_idx >= required_bars) { - double o[1], h[1], l[1], c[1]; - long tv[1], v[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 && - CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, tv) == 1) + MqlRates htf_rate[1]; + // Single atomic API call instead of 5 separate copies! + if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 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]; - h_tick_vol[live_idx] = tv[0]; + 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); - if(vol_limit > 0 && CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) - h_vol[live_idx] = v[0]; - else - h_vol[live_idx] = tv[0]; + h_volume[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (long)htf_rate[0].real_volume : (long)htf_rate[0].tick_volume; - // Mock update on live HTF bar - if(vol_limit > 0) - g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_vol, h_res_lrsi, h_res_signal); + // Mock update strictly on forming candle + if(use_vwma) + g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_volume, h_res_lrsi, h_res_signal); else - g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_tick_vol, h_res_lrsi, h_res_signal); + g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_lrsi, h_res_signal); } } -// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution) +// Instant Binary Search for Forming Block Start (Zero iBarShift API calls!) + int first_bar_of_forming_htf = ArrayBsearch(time, htf_time_current); + if(first_bar_of_forming_htf < 0) + first_bar_of_forming_htf = 0; + if(time[first_bar_of_forming_htf] < htf_time_current && first_bar_of_forming_htf < rates_total - 1) + first_bar_of_forming_htf++; + 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++; - if(start > first_bar_of_forming_htf) start = first_bar_of_forming_htf; -// 7. Chronological Mapping Loop to Chart Timeframe (2 Buffers) +// Direct Vectorized Assignment (Zero API calls, Nanosecond Execution across 2 buffers) + double lrsi_val = h_res_lrsi[live_idx]; + double sig_val = (InpDisplayMode == DISPLAY_LRSI_AND_SIGNAL) ? h_res_signal[live_idx] : EMPTY_VALUE; + 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) - { - BufferLRSI[i] = h_res_lrsi[idx_htf]; - BufferSignal[i] = (InpDisplayMode == DISPLAY_LRSI_AND_SIGNAL) ? h_res_signal[idx_htf] : EMPTY_VALUE; - } - else - { - BufferLRSI[i] = EMPTY_VALUE; - BufferSignal[i] = EMPTY_VALUE; - } - } - else - { - BufferLRSI[i] = EMPTY_VALUE; - BufferSignal[i] = EMPTY_VALUE; - } + BufferLRSI[i] = lrsi_val; + BufferSignal[i] = sig_val; } return rates_total;