//+------------------------------------------------------------------+ //| MovingAverage_MTF_Pro.mq5 | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "2.00" // Unified MTF Engine Pattern #property description "Multi-Timeframe (MTF) Universal Moving Average." #property indicator_chart_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_label1 "MA MTF" #property indicator_type1 DRAW_LINE #property indicator_color1 clrDodgerBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 #include //--- Input Parameters --- input group "Timeframe Settings" input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Timeframe input group "MA Settings" input int InpPeriod = 20; input ENUM_MA_TYPE InpMAType = SMA; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; //--- Indicator Buffers --- double BufferMA_MTF[]; //--- MTF Globals --- double g_htf_buffer[]; // Internal buffer for HTF calculation int g_htf_prev_calculated = 0; double g_buf_open[], g_buf_high[], g_buf_low[], g_buf_close[]; // HTF Price Data //--- Global variables --- CMovingAverageCalculator *g_calculator; bool g_is_mtf_mode = false; ENUM_TIMEFRAMES g_calc_timeframe; //+------------------------------------------------------------------+ 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()) { Print("Error: Target timeframe must be >= current timeframe."); return(INIT_FAILED); } g_is_mtf_mode = (g_calc_timeframe > Period()); //--- 2. Buffer Setup SetIndexBuffer(0, BufferMA_MTF, INDICATOR_DATA); ArraySetAsSeries(BufferMA_MTF, false); // Standard indexing PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); //--- 3. Initialize Calculator if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator = new CMovingAverageCalculator_HA(); else g_calculator = new CMovingAverageCalculator(); if(!g_calculator.Init(InpPeriod, InpMAType)) return(INIT_FAILED); //--- 4. Short Name string ma_name = EnumToString(InpMAType); string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; string short_name = StringFormat("%s%s%s(%d)", ma_name, type, tf_str, InpPeriod); IndicatorSetString(INDICATOR_SHORTNAME, short_name); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } //+------------------------------------------------------------------+ 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) return 0; ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; //================================================================ // MODE 1: Current Timeframe //================================================================ if(!g_is_mtf_mode) { g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferMA_MTF); return(rates_total); } //================================================================ // MODE 2: MTF Engine //================================================================ //--- A. Get HTF Data Count int htf_rates_total = iBars(_Symbol, g_calc_timeframe); if(htf_rates_total < InpPeriod) return 0; //--- B. Reset State on Full Recalc if(prev_calculated == 0) { g_htf_prev_calculated = 0; ArrayInitialize(BufferMA_MTF, EMPTY_VALUE); } //--- C. Fetch HTF 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; } //--- D. Resize HTF Buffer if(ArraySize(g_htf_buffer) != htf_rates_total) ArrayResize(g_htf_buffer, htf_rates_total); //--- E. Calculate HTF (Incremental) 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 to Current Chart (The Staircase) // CRITICAL: Set HTF buffer as SERIES to match iBarShift (0 = Newest) ArraySetAsSeries(g_htf_buffer, true); // Ensure 'time' 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]; int htf_index = iBarShift(_Symbol, g_calc_timeframe, current_time, false); if(htf_index >= 0 && htf_index < htf_rates_total) { BufferMA_MTF[i] = g_htf_buffer[htf_index]; } else { BufferMA_MTF[i] = EMPTY_VALUE; } } // CRITICAL: Restore HTF buffer to non-series for next calculation ArraySetAsSeries(g_htf_buffer, false); return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+