//+------------------------------------------------------------------+ //| ALMA_MTF_Pro.mq5 | //| Copyright 2025, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "3.20" // Unified MTF Engine Pattern #property description "Multi-Timeframe (MTF) Arnaud Legoux Moving Average (ALMA)." #property indicator_chart_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_type1 DRAW_LINE #property indicator_color1 clrMediumVioletRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 #property indicator_label1 "ALMA MTF" //--- Include the calculator engine --- #include //--- Input Parameters --- input group "Timeframe Settings" input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Timeframe input group "ALMA Settings" input int InpAlmaPeriod = 9; // Window size (period) input double InpAlmaOffset = 0.85; // Offset (0 to 1) input double InpAlmaSigma = 6.0; // Sigma (smoothness) input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Applied price //--- Indicator Buffers --- double BufferALMA_MTF[]; //--- MTF Globals (State & Data) --- double g_htf_buffer[]; // Internal buffer for HTF calculation results int g_htf_prev_calculated = 0; double g_buf_open[], g_buf_high[], g_buf_low[], g_buf_close[]; // HTF Price Data //--- Global variables --- CALMACalculator *g_calculator; bool g_is_mtf_mode = false; ENUM_TIMEFRAMES g_calc_timeframe; //+------------------------------------------------------------------+ //| OnInit | //+------------------------------------------------------------------+ int OnInit() { //--- 1. Resolve Timeframe g_calc_timeframe = InpUpperTimeframe; if(g_calc_timeframe == PERIOD_CURRENT) g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); if(g_calc_timeframe < Period()) { PrintFormat("Error: Target timeframe (%s) must be >= current timeframe (%s).", EnumToString(g_calc_timeframe), EnumToString(Period())); return(INIT_FAILED); } g_is_mtf_mode = (g_calc_timeframe > Period()); //--- 2. Setup Buffers SetIndexBuffer(0, BufferALMA_MTF, INDICATOR_DATA); ArraySetAsSeries(BufferALMA_MTF, false); // Standard indexing PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); //--- 3. Initialize Calculator if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator = new CALMACalculator_HA(); else g_calculator = new CALMACalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpAlmaPeriod, InpAlmaOffset, InpAlmaSigma)) { Print("Failed to initialize ALMA Calculator."); return(INIT_FAILED); } //--- 4. Set Shortname string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ALMA%s%s(%d, %.2f, %.1f)", type, tf_str, InpAlmaPeriod, InpAlmaOffset, InpAlmaSigma)); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpAlmaPeriod); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| OnDeinit | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } //+------------------------------------------------------------------+ //| OnCalculate | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { if(rates_total < InpAlmaPeriod) return(0); ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; //================================================================ // MODE 1: Current Timeframe (Standard) //================================================================ if(!g_is_mtf_mode) { g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferALMA_MTF); return(rates_total); } //================================================================ // MODE 2: Multi-Timeframe (MTF Engine) //================================================================ //--- A. Get HTF Data Count int htf_rates_total = iBars(_Symbol, g_calc_timeframe); if(htf_rates_total < InpAlmaPeriod) return(0); //--- B. Reset HTF State if Full Recalculation needed if(prev_calculated == 0) { g_htf_prev_calculated = 0; ArrayInitialize(BufferALMA_MTF, EMPTY_VALUE); } //--- C. Fetch HTF Price Data if(CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_open) < 0 || CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_high) < 0 || CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_low) < 0 || CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_close) < 0) { return(0); // Data not ready } //--- D. Resize HTF Buffer if(ArraySize(g_htf_buffer) != htf_rates_total) ArrayResize(g_htf_buffer, htf_rates_total); //--- E. Calculate HTF ALMA (Incremental) // Step back 1 bar to ensure the open candle is always updated int htf_calc_start = (g_htf_prev_calculated > 0) ? g_htf_prev_calculated - 1 : 0; g_calculator.Calculate(htf_rates_total, htf_calc_start, price_type, g_buf_open, g_buf_high, g_buf_low, g_buf_close, g_htf_buffer); g_htf_prev_calculated = htf_rates_total; //--- F. Map HTF Values to Current Chart (The "Staircase") // CRITICAL: Set HTF buffer as SERIES for mapping // This aligns index 0 with the newest bar, matching iBarShift behavior. ArraySetAsSeries(g_htf_buffer, true); // Ensure 'time' array is NOT series for our loop (0 = Oldest) ArraySetAsSeries(time, false); int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0; for(int i = limit; i < rates_total; i++) { datetime current_time = time[i]; // iBarShift returns the index relative to the newest bar (0 = Newest) int htf_index = iBarShift(_Symbol, g_calc_timeframe, current_time, false); if(htf_index >= 0 && htf_index < htf_rates_total) { BufferALMA_MTF[i] = g_htf_buffer[htf_index]; } else { BufferALMA_MTF[i] = EMPTY_VALUE; } } // CRITICAL: Restore HTF buffer to non-series for next calculation cycle ArraySetAsSeries(g_htf_buffer, false); return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+