//+------------------------------------------------------------------+ //| Chandelier_Exit_Oscillator_Pro.mq5| //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.10" // Upgraded with 5-zone dynamic thermal coloring and Signal MA line #property description "Charles LeBeau Chandelier Exit Distance (Volatility Momentum) Oscillator." #property description "Measures the distance between Price and Stop Line in ATR (Sigma) units." #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 2 //--- Plot 1: Chandelier Distance (Color Histogram) #property indicator_label1 "Chandelier Distance" #property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_style1 STYLE_SOLID #property indicator_width1 2 // Swapped 5-Zone Thermal Color Palette (Corrected Polarity) // Index 0: Neutral (Gray), 1: Bull Flow (LightSkyBlue), 2: Bull Climax (DeepSkyBlue), 3: Bear Flow (Coral), 4: Bear Climax (OrangeRed) #property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed //--- Plot 2: Dynamic Signal Line #property indicator_label2 "Signal" #property indicator_type2 DRAW_LINE #property indicator_color2 clrFireBrick #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- Constant Levels (Set up on dynamic init) #property indicator_minimum -5.0 #property indicator_maximum 5.0 //--- Included Engines & Core Tools #include #include #include // Centralized MTF synchronization daemon //--- Input Parameters --- input group "--- Timeframe Settings ---" input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe input group "--- Chandelier Settings ---" input int InpAtrPeriod = 22; // ATR & Extreme Lookback Period input double InpMultiplier = 3.0; // ATR Multiplier (Bands Ceiling) input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Supports HA) input group "--- Signal Line Settings ---" input bool InpShowSignal = true; // Show Signal Line? input int InpSignalPeriod = 5; // Signal Period input ENUM_MA_TYPE InpSignalType = EMA; // Signal MA Type (Supports VWMA) input group "--- Indicator Levels ---" input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow) input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow) input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax) input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax) input double InpLevelExtremeHigh= 2.5; // High Exhaustion Level input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level input color InpLevelColor = clrSilver; // Levels Color input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style //--- Visual Indicator Buffers --- double BufferOsc[]; double BufferColor[]; double BufferSignal[]; //--- Volume Cache (Used on Current Timeframe Mode) double g_double_volume[]; //--- Internal HTF Data Caches double h_open[], h_high[], h_low[], h_close[], h_volume[]; double h_res_osc[], h_res_color[], h_res_signal[]; datetime h_time[]; //--- Global Objects & Synchronizer State CChandelierExitOscillatorCalculator *g_calculator; CMovingAverageCalculator *g_signal_calculator; 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 | //+------------------------------------------------------------------+ 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 to index mapping SetIndexBuffer(0, BufferOsc, INDICATOR_DATA); SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX); SetIndexBuffer(2, BufferSignal, INDICATOR_DATA); //--- Force strict chronological alignment (false = old to new) ArraySetAsSeries(BufferOsc, false); ArraySetAsSeries(BufferColor, false); ArraySetAsSeries(BufferSignal, false); //--- Setup EMPTY_VALUE fallback for signal line PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); //--- 3. Dynamically configure horizontal levels to support custom inputs IndicatorSetInteger(INDICATOR_LEVELS, 6); IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh); IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow); IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh); IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow); IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh); IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow); IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor); IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle); // Adjust separate window boundaries dynamically to match the configured Multiplier IndicatorSetDouble(INDICATOR_MINIMUM, -InpMultiplier - 0.5); IndicatorSetDouble(INDICATOR_MAXIMUM, InpMultiplier + 0.5); bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE); //--- 4. Initialize Physical Chandelier Oscillator Calculator g_calculator = new CChandelierExitOscillatorCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpAtrPeriod, InpMultiplier, is_ha)) { Print("Critical Error: Failed to create or initialize Chandelier Oscillator Calculator."); return(INIT_FAILED); } //--- 5. Initialize Physical Signal MA Calculator if(InpShowSignal) { PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); g_signal_calculator = new CMovingAverageCalculator(); if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType)) { Print("Critical Error: Failed to initialize Signal Line Calculator."); return(INIT_FAILED); } } else { PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); } //--- 6. Dynamic Setup of Indicator Shortname string sig_str = ""; if(InpShowSignal) { string sig_name = EnumToString(InpSignalType); StringToUpper(sig_name); sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod); } string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; string short_name = StringFormat("Chandelier Osc%s%s(%d, %.1f)%s", is_ha ? " HA" : "", tf_str, InpAtrPeriod, InpMultiplier, sig_str); IndicatorSetString(INDICATOR_SHORTNAME, short_name); IndicatorSetInteger(INDICATOR_DIGITS, 2); //--- Drawing offset configuration int draw_begin = InpAtrPeriod + InpSignalPeriod + 5; if(g_is_mtf_mode) draw_begin = 0; // Handled dynamically in mapped buffers PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); //--- 7. Initialize Background Synchronization Timer Daemon (Only if MTF is active) if(g_is_mtf_mode) EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom Indicator Deinitialization | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { EventKillTimer(); if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; if(CheckPointer(g_signal_calculator) != POINTER_INVALID) delete g_signal_calculator; } //+------------------------------------------------------------------+ //| Custom Indicator Calculation Loop | //+------------------------------------------------------------------+ 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 = InpAtrPeriod + InpSignalPeriod + 10; if(rates_total < required_bars) return 0; if(CheckPointer(g_calculator) == POINTER_INVALID) return 0; //--- Force chronological indexing on current timeframe arrays ArraySetAsSeries(time, false); ArraySetAsSeries(open, false); ArraySetAsSeries(high, false); ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); //=================================================================== // MODE 1: Current Timeframe calculation (Standard ultra-high speed) //=================================================================== if(!g_is_mtf_mode) { long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); if(ArraySize(g_double_volume) != rates_total) { ArrayResize(g_double_volume, rates_total); ArraySetAsSeries(g_double_volume, false); } int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0; if(volume_limit > 0) { for(int i = start_sync; i < rates_total; i++) g_double_volume[i] = (double)volume[i]; } else { for(int i = start_sync; i < rates_total; i++) g_double_volume[i] = (double)tick_volume[i]; } // 1. Calculate Chandelier Oscillator values g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferOsc); // 2. Calculate Signal MA on top of Oscillator if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) { if(InpSignalType == VWMA) g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferOsc, g_double_volume, BufferSignal, InpAtrPeriod); else g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferOsc, BufferSignal, InpAtrPeriod); } else { for(int i = start_sync; i < rates_total; i++) BufferSignal[i] = EMPTY_VALUE; } // 3. Dynamic 5-Zone Swapped Thermal Color Classification for(int i = start_sync; i < rates_total; i++) { double osc_val = BufferOsc[i]; if(osc_val > InpLevelClimaxHigh) BufferColor[i] = 2.0; // Bull Climax (DeepSkyBlue) else if(osc_val > InpLevelFlowHigh) BufferColor[i] = 1.0; // Bull Flow (LightSkyBlue) else if(osc_val < InpLevelClimaxLow) BufferColor[i] = 4.0; // Bear Climax (OrangeRed) else if(osc_val < InpLevelFlowLow) BufferColor[i] = 3.0; // Bear Flow (Coral) else BufferColor[i] = 0.0; // Neutral (Gray) } return(rates_total); } //=================================================================== // MODE 2: Multi-Timeframe Engine (Warp-free step synchronization) //=================================================================== if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) { g_data_synced = false; return 0; // Wait for next tick to let history synchronize } g_data_synced = true; //--- Check if a new HTF candle has opened datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); bool htf_updated = (htf_time_current != g_last_htf_time); 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); // Guard rails to prevent memory overload // 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_volume, g_htf_count); ArrayResize(h_res_osc, g_htf_count); ArrayResize(h_res_color, g_htf_count); ArrayResize(h_res_signal, g_htf_count); // Force chronological structure on high-level arrays ArraySetAsSeries(h_time, false); ArraySetAsSeries(h_open, false); ArraySetAsSeries(h_high, false); ArraySetAsSeries(h_low, false); ArraySetAsSeries(h_close, false); ArraySetAsSeries(h_volume, false); ArraySetAsSeries(h_res_osc, false); ArraySetAsSeries(h_res_color, false); ArraySetAsSeries(h_res_signal, false); // Copy basic pricing data if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count || CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count || CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count || CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count || CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count) { g_data_ready = false; return 0; } // Copy and extract proper volume types long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); if(vol_limit > 0) { long temp_vol[]; if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) { for(int i = 0; i < g_htf_count; i++) h_volume[i] = (double)temp_vol[i]; } } else { long temp_vol[]; if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) { for(int i = 0; i < g_htf_count; i++) h_volume[i] = (double)temp_vol[i]; } } //--- Calculate HTF core Chandelier Oscillator g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_osc); //--- Calculate HTF Signal MA if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) { if(InpSignalType == VWMA) g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_osc, h_volume, h_res_signal, InpAtrPeriod); else g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_osc, h_res_signal, InpAtrPeriod); } //--- Calculate HTF dynamic coloring for(int i = 0; i < g_htf_count; i++) { double osc_val = h_res_osc[i]; if(osc_val > InpLevelClimaxHigh) h_res_color[i] = 2.0; else if(osc_val > InpLevelFlowHigh) h_res_color[i] = 1.0; else if(osc_val < InpLevelClimaxLow) h_res_color[i] = 4.0; else if(osc_val < InpLevelFlowLow) h_res_color[i] = 3.0; else h_res_color[i] = 0.0; } g_data_ready = true; } if(!g_data_ready) return 0; //--- 5. Real-Time Update for the active forming HTF candle (Index: g_htf_count - 1) on every tick int live_idx = g_htf_count - 1; if(live_idx >= required_bars) { double o[1], h[1], l[1], c[1]; long v[1]; int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); if(shift >= 0 && CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 && CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 && CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 && CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1) { h_open[live_idx] = o[0]; h_high[live_idx] = h[0]; h_low[live_idx] = l[0]; h_close[live_idx] = c[0]; long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); if(vol_limit > 0) { if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) h_volume[live_idx] = (double)v[0]; } else { if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) h_volume[live_idx] = (double)v[0]; } // Stateful, O(1) mock update for the live HTF bar g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_osc); if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) { if(InpSignalType == VWMA) g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_osc, h_volume, h_res_signal, InpAtrPeriod); else g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_osc, h_res_signal, InpAtrPeriod); } double osc_val = h_res_osc[live_idx]; if(osc_val > InpLevelClimaxHigh) h_res_color[live_idx] = 2.0; else if(osc_val > InpLevelFlowHigh) h_res_color[live_idx] = 1.0; else if(osc_val < InpLevelClimaxLow) h_res_color[live_idx] = 4.0; else if(osc_val < InpLevelFlowLow) h_res_color[live_idx] = 3.0; else h_res_color[live_idx] = 0.0; } } //--- 6. Warp-free step force (Staircase Solution anchor determination) int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; int first_bar_of_forming_htf = rates_total - 1; while(first_bar_of_forming_htf > 0 && iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0) { first_bar_of_forming_htf--; } first_bar_of_forming_htf++; // Anchor set to start of current HTF period block if(start > first_bar_of_forming_htf) start = first_bar_of_forming_htf; //--- 7. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity) for(int i = start; 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) { BufferOsc[i] = h_res_osc[idx_htf]; BufferColor[i] = h_res_color[idx_htf]; BufferSignal[i] = InpShowSignal ? h_res_signal[idx_htf] : EMPTY_VALUE; } else { BufferOsc[i] = EMPTY_VALUE; BufferColor[i] = 0.0; BufferSignal[i] = EMPTY_VALUE; } } else { BufferOsc[i] = EMPTY_VALUE; BufferColor[i] = 0.0; BufferSignal[i] = EMPTY_VALUE; } } return(rates_total); } //+------------------------------------------------------------------+ //| OnTimer Event Handler | //+------------------------------------------------------------------+ void OnTimer() { //--- Delegate asynchronous history checking and forced redraws to DataSync daemon using correct lookback period int required_bars = InpAtrPeriod + 15; CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+