//+------------------------------------------------------------------+ //| StochasticSlow_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "3.20" // Enterprise Refactor: Zero-Lag MTF Fast-Path & Fused Memory #property description "Professional Slow Stochastic with selectable MA types and" #property description "candle source (Standard or Heikin Ashi) with Native & MTF support." #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 2 #property indicator_level1 10.0 #property indicator_level2 20.0 #property indicator_level3 50.0 #property indicator_level4 80.0 #property indicator_level5 90.0 #property indicator_minimum 0.0 #property indicator_maximum 100.0 //--- Plot 1: %K line #property indicator_label1 "%K" #property indicator_type1 DRAW_LINE #property indicator_color1 clrLightSeaGreen #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- Plot 2: %D line #property indicator_label2 "%D" #property indicator_type2 DRAW_LINE #property indicator_color2 clrLightCoral #property indicator_style2 STYLE_SOLID #property indicator_width1 1 //--- Include the calculator engine --- #include #include //--- Enum for selecting the candle source --- #ifndef ENUM_CANDLE_SOURCE_DEFINED #define ENUM_CANDLE_SOURCE_DEFINED enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, // Use standard OHLC data CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data }; #endif //--- Input Parameters --- input group "--- Timeframe Settings ---" input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe input group "--- Stochastic Settings ---" input int InpKPeriod = 5; input int InpSlowingPeriod = 3; input ENUM_MA_TYPE InpSlowingMAType = SMA; input int InpDPeriod = 3; input ENUM_MA_TYPE InpDMAType = SMA; input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; //--- Indicator Buffers --- double BufferK[]; double BufferD[]; //--- Internal HTF Data Caches double h_open[], h_high[], h_low[], h_close[]; double h_res_k[], h_res_d[]; datetime h_time[]; //--- Global Objects & State Management CStochasticSlowCalculator *g_calculator = NULL; bool g_is_mtf_mode = false; ENUM_TIMEFRAMES g_calc_timeframe; bool g_data_ready = false; bool g_data_synced = false; int g_htf_count = 0; datetime g_last_htf_time = 0; //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { g_data_ready = false; g_data_synced = false; g_htf_count = 0; g_last_htf_time = 0; // 1. Resolve Timeframe and validate direction g_calc_timeframe = InpTimeframe; if(g_calc_timeframe == PERIOD_CURRENT) g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); if(g_calc_timeframe < Period()) { PrintFormat("Critical 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. Bind Buffers SetIndexBuffer(0, BufferK, INDICATOR_DATA); SetIndexBuffer(1, BufferD, INDICATOR_DATA); ArraySetAsSeries(BufferK, false); ArraySetAsSeries(BufferD, false); ArrayInitialize(BufferK, EMPTY_VALUE); ArrayInitialize(BufferD, EMPTY_VALUE); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); // 3. Factory Logic for Heikin Ashi price routing switch(InpCandleSource) { case CANDLE_HEIKIN_ASHI: g_calculator = new CStochasticSlowCalculator_HA(); break; default: g_calculator = new CStochasticSlowCalculator(); break; } if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpKPeriod, InpSlowingPeriod, InpSlowingMAType, InpDPeriod, InpDMAType)) { Print("Critical Error: Failed to create or initialize Slow Stochastic Calculator object."); return(INIT_FAILED); } // 4. Dynamic Setup of Indicator Shortname and Plots string type = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : ""; string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : ""; IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SlowStoch%s%s(%d,%d,%d)", type, tf_str, InpKPeriod, InpSlowingPeriod, InpDPeriod)); int draw_begin_k = InpKPeriod + InpSlowingPeriod - 2; int draw_begin_d = InpKPeriod + InpSlowingPeriod + InpDPeriod - 3; if(g_is_mtf_mode) { draw_begin_k = 0; draw_begin_d = 0; } PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin_k); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin_d); IndicatorSetInteger(INDICATOR_DIGITS, 2); // 5. Initialize Background Synchronization Timer (Only for MTF mode) if(g_is_mtf_mode) EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function. | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(g_is_mtf_mode) EventKillTimer(); if(CheckPointer(g_calculator) != POINTER_INVALID) { delete g_calculator; g_calculator = NULL; } } //+------------------------------------------------------------------+ //| Custom indicator calculation function | //+------------------------------------------------------------------+ 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[]) { int required_bars = InpKPeriod + InpSlowingPeriod + InpDPeriod + 5; if(rates_total < required_bars || !g_calculator) return 0; // Force chronological indexing ArraySetAsSeries(time, false); ArraySetAsSeries(open, false); ArraySetAsSeries(high, false); ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); //=================================================================== // MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1)) //=================================================================== if(!g_is_mtf_mode) { g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferK, BufferD); return rates_total; } //=================================================================== // MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path) //=================================================================== if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) { g_data_synced = false; return 0; } g_data_synced = true; datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); bool htf_updated = (htf_time_current != g_last_htf_time); // A) HTF Bar Closure / Startup: Perform full history sync once if(htf_updated || prev_calculated == 0) { g_last_htf_time = htf_time_current; int htf_bars = iBars(_Symbol, g_calc_timeframe); if(htf_bars < required_bars) { g_data_ready = false; return 0; } g_htf_count = MathMin(htf_bars, 3000); // Memory safeguard // Resize all HTF caching arrays ArrayResize(h_time, g_htf_count); ArrayResize(h_open, g_htf_count); ArrayResize(h_high, g_htf_count); ArrayResize(h_low, g_htf_count); ArrayResize(h_close, g_htf_count); ArrayResize(h_res_k, g_htf_count); ArrayResize(h_res_d, g_htf_count); ArraySetAsSeries(h_time, false); ArraySetAsSeries(h_open, false); ArraySetAsSeries(h_high, false); ArraySetAsSeries(h_low, false); ArraySetAsSeries(h_close, false); ArraySetAsSeries(h_res_k, false); ArraySetAsSeries(h_res_d, false); // Atomic bulk rates copy (Single API call replaces 5 calls!) MqlRates htf_bulk_rates[]; if(CopyRates(_Symbol, g_calc_timeframe, 0, g_htf_count, htf_bulk_rates) != g_htf_count) { g_data_ready = false; return 0; } for(int i = 0; i < g_htf_count; i++) { h_time[i] = htf_bulk_rates[i].time; h_open[i] = htf_bulk_rates[i].open; h_high[i] = htf_bulk_rates[i].high; h_low[i] = htf_bulk_rates[i].low; h_close[i] = htf_bulk_rates[i].close; } // Compute HTF Slow Stochastic Values across history g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_k, h_res_d); g_data_ready = true; // Full Historical Projection to Chart Buffers (Only on new HTF candle) for(int i = 0; i < rates_total; i++) { datetime t = time[i]; int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false); if(shift_htf >= 0) { int idx_htf = g_htf_count - 1 - shift_htf; if(idx_htf >= 0 && idx_htf < g_htf_count) { BufferK[i] = h_res_k[idx_htf]; BufferD[i] = h_res_d[idx_htf]; } else { BufferK[i] = EMPTY_VALUE; BufferD[i] = EMPTY_VALUE; } } else { BufferK[i] = EMPTY_VALUE; BufferD[i] = EMPTY_VALUE; } } return rates_total; } if(!g_data_ready) return 0; // B) LIVE TICK FAST-PATH: HTF bar did not close. Update strictly forming block! int live_idx = g_htf_count - 1; if(live_idx >= required_bars) { MqlRates htf_rate[1]; // Single atomic API call instead of 4 separate copies! if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1) { h_time[live_idx] = htf_rate[0].time; h_open[live_idx] = htf_rate[0].open; h_high[live_idx] = htf_rate[0].high; h_low[live_idx] = htf_rate[0].low; h_close[live_idx] = htf_rate[0].close; // Mock update strictly on forming candle g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_k, h_res_d); } } // Instant Binary Search for Forming Block Start (Zero iBarShift API calls!) int first_bar_of_forming_htf = ArrayBsearch(time, htf_time_current); if(first_bar_of_forming_htf < 0) first_bar_of_forming_htf = 0; if(time[first_bar_of_forming_htf] < htf_time_current && first_bar_of_forming_htf < rates_total - 1) first_bar_of_forming_htf++; int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; if(start > first_bar_of_forming_htf) start = first_bar_of_forming_htf; // Direct Vectorized Assignment (Zero API calls, Nanosecond Execution across 2 buffers) double k_val = h_res_k[live_idx]; double d_val = h_res_d[live_idx]; for(int i = start; i < rates_total; i++) { BufferK[i] = k_val; BufferD[i] = d_val; } return rates_total; } //+------------------------------------------------------------------+ //| OnTimer Event Handler (Data Synchronization Daemon) | //+------------------------------------------------------------------+ void OnTimer() { int required_bars = InpKPeriod + InpSlowingPeriod + InpDPeriod + 10; CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+