//+------------------------------------------------------------------+ //| VIDYA_MTF_Pro.mq5 | //| Copyright 2025, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "2.20" // Optimized for incremental MTF calculation #property description "Multi-Timeframe (MTF) Variable Index Dynamic Average (VIDYA)." //--- Indicator Window and Plot Properties --- #property indicator_chart_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_type1 DRAW_LINE #property indicator_color1 clrDeepSkyBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 2 #property indicator_label1 "VIDYA MTF" //--- Include the calculator engine --- #include //--- Input Parameters --- input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_CURRENT; // Default to current timeframe input int InpPeriodCMO = 9; input int InpPeriodEMA = 12; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; //--- Indicator Buffers --- double BufferVIDYA_MTF[]; //--- Internal Buffer for HTF Calculation (Global to persist state) double BufferVIDYA_HTF_Internal[]; //--- Global variables --- CVIDYACalculator *g_calculator; bool g_is_mtf_mode = false; ENUM_TIMEFRAMES g_calc_timeframe; //+------------------------------------------------------------------+ int OnInit() { // --- Determine calculation mode (MTF or Current) --- g_calc_timeframe = InpUpperTimeframe; if(g_calc_timeframe == PERIOD_CURRENT) g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); if(g_calc_timeframe < Period()) { Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe."); return(INIT_FAILED); } g_is_mtf_mode = (g_calc_timeframe > Period()); // --- Standard buffer setup --- SetIndexBuffer(0, BufferVIDYA_MTF, INDICATOR_DATA); ArraySetAsSeries(BufferVIDYA_MTF, false); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator = new CVIDYACalculator_HA(); else g_calculator = new CVIDYACalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodCMO, InpPeriodEMA)) { Print("Failed to create or initialize VIDYA Calculator object."); return(INIT_FAILED); } if(g_is_mtf_mode) IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA MTF(%s,%d,%d)", EnumToString(g_calc_timeframe), InpPeriodCMO, InpPeriodEMA)); else IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA(%d,%d)", InpPeriodCMO, InpPeriodEMA)); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodCMO + InpPeriodEMA); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; ArrayFree(BufferVIDYA_HTF_Internal); } //+------------------------------------------------------------------+ 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 < 2 || CheckPointer(g_calculator) == POINTER_INVALID) return 0; ENUM_APPLIED_PRICE price_type; if(InpSourcePrice <= PRICE_HA_CLOSE) price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); else price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; // --- Branching logic based on mode --- if(g_is_mtf_mode) { // --- MTF Mode --- int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT); if(htf_rates_total < InpPeriodCMO + InpPeriodEMA) return 0; // --- Manage HTF State (Incremental Logic) --- static int htf_prev_calculated = 0; if(prev_calculated == 0) htf_prev_calculated = 0; datetime htf_time[]; double htf_open[], htf_high[], htf_low[], htf_close[]; // Optimization: We could copy only new bars, but for safety with CopyTime/BarShift, // copying full history on HTF is usually fast enough. The math is the bottleneck. if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 || CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 || CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 || CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 || CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0) { return 0; // Data not fully ready } if(ArraySize(BufferVIDYA_HTF_Internal) != htf_rates_total) ArrayResize(BufferVIDYA_HTF_Internal, htf_rates_total); // Incremental Calculation on HTF g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferVIDYA_HTF_Internal); htf_prev_calculated = htf_rates_total; // Mapping (Optimized Loop) ArraySetAsSeries(BufferVIDYA_HTF_Internal, true); ArraySetAsSeries(htf_time, true); ArraySetAsSeries(time, true); ArraySetAsSeries(BufferVIDYA_MTF, true); int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total; for(int i = 0; i < limit; i++) { int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false); if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0) BufferVIDYA_MTF[i] = BufferVIDYA_HTF_Internal[htf_bar_shift]; else BufferVIDYA_MTF[i] = EMPTY_VALUE; } ArraySetAsSeries(BufferVIDYA_MTF, false); ArraySetAsSeries(time, false); ArraySetAsSeries(BufferVIDYA_HTF_Internal, false); } else { // --- Current Timeframe Mode --- // Incremental Calculation g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferVIDYA_MTF); } return(rates_total); } //+------------------------------------------------------------------+