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refactor: Upgraded with dynamic volume routing to support VWMA Signal types

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This commit is contained in:
Toh4iem9
2026-06-25 10:28:40 +02:00
parent d7a47fe5f5
commit e5871e495c
1 changed files with 45 additions and 6 deletions
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Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_MTF_Pro.mq5
+45 -6
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@@ -3,7 +3,7 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.02" // Positonal compilation fix (pasted missing ENUM_LRSI_DISPLAY_MODE enum definition)
#property version "1.10" // Upgraded with dynamic volume routing to support VWMA Signal types
#property description "Multi-Timeframe (MTF) John Ehlers' Laguerre RSI."
#property description "Displays HTF Laguerre RSI and Signal Line cleanly without live-bar warping."
@@ -38,12 +38,15 @@
#include <MyIncludes\Laguerre_RSI_Calculator.mqh>
//--- FIXED: Added missing Enum definition for Display Mode ---
//--- Enum for Display Mode ---
#ifndef ENUM_LRSI_DISPLAY_MODE_DEFINED
#define ENUM_LRSI_DISPLAY_MODE_DEFINED
enum ENUM_LRSI_DISPLAY_MODE
{
DISPLAY_LRSI_ONLY,
DISPLAY_LRSI_AND_SIGNAL
};
#endif
//--- Input Parameters ---
input group "Timeframe Settings"
@@ -67,13 +70,14 @@ double h_res_rsi[]; // HTF RSI Results cached
double h_res_sig[]; // HTF Signal Results cached
datetime h_time[]; // HTF Time index
double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data
long h_vol[]; // HTF raw volume cache
//--- Global variables ---
CLaguerreRSICalculator *g_calculator;
bool g_is_mtf_mode = false;
ENUM_TIMEFRAMES g_calc_timeframe;
bool g_data_ready = false;
bool g_data_synced = false;
bool g_data_synced = false;
int g_htf_count = 0;
datetime g_last_htf_time = 0;
@@ -203,7 +207,12 @@ int OnCalculate(const int rates_total,
//================================================================
if(!g_is_mtf_mode)
{
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferLRSI_MTF, BufferSignal_MTF);
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(volume_limit > 0)
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, BufferLRSI_MTF, BufferSignal_MTF);
else
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, tick_volume, BufferLRSI_MTF, BufferSignal_MTF);
// Hide Signal if requested
if(InpDisplayMode == DISPLAY_LRSI_ONLY)
@@ -229,6 +238,9 @@ int OnCalculate(const int rates_total,
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);
@@ -251,6 +263,7 @@ 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_vol, g_htf_count);
ArrayResize(h_res_rsi, g_htf_count);
ArrayResize(h_res_sig, g_htf_count);
@@ -265,8 +278,21 @@ int OnCalculate(const int rates_total,
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;
}
//--- Calculate Laguerre RSI and Signal on HTF (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_rsi, h_res_sig);
g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_rsi, h_res_sig);
g_data_ready = true;
}
@@ -279,6 +305,7 @@ int OnCalculate(const int rates_total,
if(live_idx >= 2)
{
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 &&
@@ -291,9 +318,21 @@ int OnCalculate(const int rates_total,
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];
}
// Incremental recalculation on the live HTF index in O(1)
// Passed g_htf_count as prev_calculated to preserve state safety
g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_rsi, h_res_sig);
g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_rsi, h_res_sig);
}
}