gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-11-02 11:16:15 +00:00
Code Issues Packages Projects Releases Wiki Activity

fix: 3.10 Fixed: Weekly/Monthly Multi-Week History Depth Convergence

Browse Source
This commit is contained in:
Toh4iem9
2026-09-28 13:07:50 +02:00
parent 843d662462
commit fcc4c434a9
1 changed files with 24 additions and 18 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Indicators/MyIndicators/Quant/VScore_Dual_Widget_Pro.mq5
+24 -18
View File
@@ -3,9 +3,9 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.00" // Enterprise Refactor: Persistent O(1) Slot Engines & Atomic CopyRates
#property version "3.10" // Fixed: Weekly/Monthly Multi-Week History Depth Convergence
#property description "Dual-Timeframe Volume-Weighted Z-Score (V-Score) Chart HUD Widget."
#property description "Optimized for massive multi-window execution with zero heap allocations."
#property description "Optimized for massive multi-window execution with full multi-week statistical stability."
#property indicator_chart_window
#property indicator_buffers 0
@@ -73,7 +73,7 @@ input int InpTableX = 20;
input int InpTableY = 30; // Widget Y Offset (From Bottom)
input int InpFontSize = 9; // UI Font Size
//--- Persistent Global Engines (Zero heap allocation, zero new/delete on ticks)
//--- Persistent Global Engines
CVScoreCalculator g_calc_slot1;
CVScoreCalculator g_calc_slot2;
@@ -83,7 +83,7 @@ int g_s2_prev_calc = 0;
datetime g_s1_last_bar_time = 0;
datetime g_s2_last_bar_time = 0;
//--- Persistent Reusable Caches (Zero GC pauses)
//--- Persistent Reusable Caches
MqlRates g_s1_rates[], g_s2_rates[];
double g_s1_open[], g_s1_high[], g_s1_low[], g_s1_close[], g_s1_res[];
long g_s1_tvol[], g_s1_vol[];
@@ -101,7 +101,7 @@ double g_last_rendered_vs1 = EMPTY_VALUE;
double g_last_rendered_vs2 = EMPTY_VALUE;
//+------------------------------------------------------------------+
//| Dynamic Lookback Bar Resolver |
//| Dynamic Lookback Bar Resolver (Enhanced Multi-Week Depth) |
//+------------------------------------------------------------------+
int ResolveRequiredBars(const ENUM_TIMEFRAMES tf, const ENUM_VWAP_PERIOD reset, const int period)
{
@@ -109,6 +109,14 @@ int ResolveRequiredBars(const ENUM_TIMEFRAMES tf, const ENUM_VWAP_PERIOD reset,
if(tf_sec < 1)
tf_sec = 60;
// FIXED: Guarantee sufficient historical depth for multi-week/multi-month variance convergence
int min_depth = 500;
if(reset == PERIOD_WEEK)
min_depth = 2000; // Minimum 2000 bars for H1 ensures 12+ full historical weeks
else
if(reset == PERIOD_MONTH)
min_depth = 3000;
int anchor_bars = 100;
switch(reset)
{
@@ -116,17 +124,17 @@ int ResolveRequiredBars(const ENUM_TIMEFRAMES tf, const ENUM_VWAP_PERIOD reset,
anchor_bars = (int)(86400 / tf_sec) + 20;
break;
case PERIOD_WEEK:
anchor_bars = (int)(7 * 86400 / tf_sec) + 50;
anchor_bars = (int)(7 * 86400 / tf_sec) + 100;
break;
case PERIOD_MONTH:
anchor_bars = (int)(31 * 86400 / tf_sec) + 100;
anchor_bars = (int)(31 * 86400 / tf_sec) + 200;
break;
case PERIOD_CUSTOM_SESSION:
anchor_bars = (int)(86400 / tf_sec) + 20;
break;
}
int req = period + anchor_bars;
int req = MathMax(min_depth, period + anchor_bars);
return MathMin(req, 3000);
}
@@ -155,7 +163,7 @@ double UpdateSlotValue(CVScoreCalculator &calc,
int count = MathMin(htf_bars, required_bars);
// Single Atomic API Query (Replaces 7 separate Copy calls!)
// Single Atomic API Query
if(CopyRates(_Symbol, tf, 0, count, rates_cache) != count)
return EMPTY_VALUE;
@@ -166,7 +174,7 @@ double UpdateSlotValue(CVScoreCalculator &calc,
if(new_bar || prev_calc == 0 || ArraySize(res_cache) != count)
{
last_bar_time = current_htf_time;
prev_calc = 0; // Force full pass strictly on new HTF candle opening
prev_calc = 0; // Full pass on new candle to establish baseline
ArrayResize(open_cache, count);
ArraySetAsSeries(open_cache, false);
@@ -198,7 +206,7 @@ double UpdateSlotValue(CVScoreCalculator &calc,
}
else
{
// Fast Live Tick Path: Update only the active forming bar in RAM
// Fast Live Tick Path: Update active bar strictly in RAM
int last_idx = count - 1;
open_cache[last_idx] = rates_cache[last_idx].open;
high_cache[last_idx] = rates_cache[last_idx].high;
@@ -209,7 +217,7 @@ double UpdateSlotValue(CVScoreCalculator &calc,
time_cache[last_idx] = rates_cache[last_idx].time;
}
// Incremental O(1) Calculation (Executes strictly 1 bar on live ticks!)
// Incremental O(1) Calculation
calc.Calculate(count, prev_calc, time_cache, open_cache, high_cache, low_cache, close_cache, tvol_cache, vol_cache, res_cache);
prev_calc = count;
@@ -389,18 +397,17 @@ int OnInit()
g_prefix = StringFormat("VSDW_%I64d_", ChartID());
ObjectsDeleteAll(0, g_prefix);
// Initialize Persistent Slot Engines ONCE on Startup (Zero heap allocations on ticks!)
bool is_ha = (InpCandleSource == CANDLE_HEIKIN_ASHI);
if(InpSlot1Reset == PERIOD_CUSTOM_SESSION)
g_calc_slot1.Init(InpSlot1Period, InpCustomSessionStart, InpCustomSessionEnd, InpVolumeType, InpTzShift, is_ha, InpSlot1Period * 5);
g_calc_slot1.Init(InpSlot1Period, InpCustomSessionStart, InpCustomSessionEnd, InpVolumeType, InpTzShift, is_ha, 100);
else
g_calc_slot1.Init(InpSlot1Period, InpSlot1Reset, InpVolumeType, InpTzShift, is_ha, InpSlot1Period * 5);
g_calc_slot1.Init(InpSlot1Period, InpSlot1Reset, InpVolumeType, InpTzShift, is_ha, 100);
if(InpSlot2Reset == PERIOD_CUSTOM_SESSION)
g_calc_slot2.Init(InpSlot2Period, InpCustomSessionStart, InpCustomSessionEnd, InpVolumeType, InpTzShift, is_ha, InpSlot2Period * 5);
g_calc_slot2.Init(InpSlot2Period, InpCustomSessionStart, InpCustomSessionEnd, InpVolumeType, InpTzShift, is_ha, 100);
else
g_calc_slot2.Init(InpSlot2Period, InpSlot2Reset, InpVolumeType, InpTzShift, is_ha, InpSlot2Period * 5);
g_calc_slot2.Init(InpSlot2Period, InpSlot2Reset, InpVolumeType, InpTzShift, is_ha, 100);
RenderDashboard();
@@ -432,7 +439,6 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
// GUI Throttling: Max 5 updates per second (200ms)
ulong current_ms = GetTickCount64();
if(current_ms - g_last_update_ms >= 200)
{