diff --git a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_MTF_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_MTF_Pro.mq5 index 7a86f58..59e5ee6 100644 --- a/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Ehlers/2_Oscillators/Laguerre_RSI_MTF_Pro.mq5 @@ -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 -//--- 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); } }