//+------------------------------------------------------------------+ //| Chandelier_Exit_Pro.mq5| //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.00" // Unified Standard & MTF Chandelier Exit release #property description "Charles LeBeau Chandelier Exit (ATR Trailing Stop) system." #property description "Leverages ATR v3.00 and Heikin Ashi dynamic routing with non-warping MTF steps." #property indicator_chart_window #property indicator_buffers 2 #property indicator_plots 1 //--- Plot 1: Chandelier Stop Line (Color Line) #property indicator_label1 "Chandelier Stop" #property indicator_type1 DRAW_COLOR_LINE #property indicator_style1 STYLE_SOLID #property indicator_width1 1 // Index 0: Bullish (clrDodgerBlue), Index 1: Bearish (clrTomato) #property indicator_color1 clrDodgerBlue, clrTomato //--- Included Engines & Core Tools #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 input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Supports HA) //--- Visual Indicator Buffers --- double BufferStopLine[]; double BufferColor[]; //--- Internal HTF Data Caches double h_open[], h_high[], h_low[], h_close[]; double h_res_stop[], h_res_color[]; datetime h_time[]; //--- Global Objects & Synchronizer State CChandelierExitCalculator *g_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, BufferStopLine, INDICATOR_DATA); SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX); //--- Force strict chronological alignment (false = old to new) ArraySetAsSeries(BufferStopLine, false); ArraySetAsSeries(BufferColor, false); bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE); //--- 3. Initialize Physical Chandelier Calculator g_calculator = new CChandelierExitCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID) { Print("Critical Error: Failed to allocate Chandelier Exit Calculator memory."); return(INIT_FAILED); } if(!g_calculator.Init(InpAtrPeriod, InpMultiplier, is_ha)) { Print("Critical Error: Failed to initialize Chandelier Exit Calculator."); return(INIT_FAILED); } //--- 4. Dynamic Setup of Indicator Shortname string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; string short_name = StringFormat("Chandelier Exit%s%s(%d, %.1f)", is_ha ? " HA" : "", tf_str, InpAtrPeriod, InpMultiplier); IndicatorSetString(INDICATOR_SHORTNAME, short_name); //--- Drawing offset configuration int draw_begin = InpAtrPeriod + 5; if(g_is_mtf_mode) draw_begin = 0; // Handled dynamically in mapped buffers PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); //--- 5. 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; } //+------------------------------------------------------------------+ //| 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 + 15; 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); ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; //=================================================================== // MODE 1: Current Timeframe calculation (Standard ultra-high speed) //=================================================================== if(!g_is_mtf_mode) { g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferStopLine, BufferColor); 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_res_stop, g_htf_count); ArrayResize(h_res_color, 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_res_stop, false); ArraySetAsSeries(h_res_color, 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; } //--- Calculate core indicators directly on high timeframe (Initial setup) g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_stop, h_res_color); 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]; 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]; // Stateful, O(1) mock update for the live bar g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_stop, h_res_color); } } //--- 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) { BufferStopLine[i] = h_res_stop[idx_htf]; BufferColor[i] = h_res_color[idx_htf]; } else { BufferStopLine[i] = EMPTY_VALUE; BufferColor[i] = 0.0; } } else { BufferStopLine[i] = EMPTY_VALUE; BufferColor[i] = 0.0; } } 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); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+