//+------------------------------------------------------------------+ //| LinReg_Slope_MTF_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.10" // Upgraded with dynamic 5-Zone hybrid R2-based thermal color matrix (Standard aligned) #property description "Multi-Timeframe (MTF) Linear Regression Slope." #property description "Displays HTF Linear Regression Slope on current chart cleanly without live-bar warping." #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 1 //--- Plot 1: Slope Histogram (Swapped Bull/Bear Thermal Palette) #property indicator_label1 "Slope MTF" #property indicator_type1 DRAW_COLOR_HISTOGRAM // Colors: // 0 = Chop/Noise (Gray) // 1 = Bull Climax / Strong (MediumSeaGreen) // 2 = Bull Flow / Weak (PaleGreen) // 3 = Bear Climax / Strong (Crimson) // 4 = Bear Flow / Weak (LightCoral) #property indicator_color1 clrGray, clrMediumSeaGreen, clrPaleGreen, clrCrimson, clrLightCoral #property indicator_style1 STYLE_SOLID #property indicator_width1 2 #include enum ENUM_CANDLE_SOURCE { SOURCE_STANDARD, SOURCE_HEIKIN_ASHI }; //--- Input Parameters --- input group "Timeframe Settings" input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe input group "Slope Settings" input int InpPeriod = 20; // Observation Period (N) input ENUM_CANDLE_SOURCE InpSource = SOURCE_STANDARD; // Candle Source input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; // Applied Price (Standard) input double InpTrendLevel = 0.7; // Strong Trend Level (R2 Threshold) //--- Buffers double BufferSlope_MTF[]; double BufferColors_MTF[]; //--- Internal HTF Data Caches double h_res_slope[]; // HTF Slope Results cached double h_res_r2[]; // HTF R2 Results cached double h_res_f[]; // HTF Forecast Results cached datetime h_time[]; // HTF Time index double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data //--- Global variables --- CLinearRegressionCalculator *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; //+------------------------------------------------------------------+ //| EnsureHTFDataReady | //+------------------------------------------------------------------+ bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) { ResetLastError(); if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) { SymbolSelect(symbol, true); } datetime times[]; int copied = CopyTime(symbol, timeframe, 0, required_bars, times); return (copied >= required_bars); } //+------------------------------------------------------------------+ //| OnInit | //+------------------------------------------------------------------+ int OnInit() { g_data_ready = false; g_data_synced = false; g_htf_count = 0; g_last_htf_time = 0; //--- 1. Resolve Timeframe g_calc_timeframe = InpTimeframe; if(g_calc_timeframe == PERIOD_CURRENT) g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); if(g_calc_timeframe < Period()) { PrintFormat("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. Setup Buffers SetIndexBuffer(0, BufferSlope_MTF, INDICATOR_DATA); SetIndexBuffer(1, BufferColors_MTF, INDICATOR_COLOR_INDEX); ArraySetAsSeries(BufferSlope_MTF, false); ArraySetAsSeries(BufferColors_MTF, false); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); //--- 3. Initialize Calculator (Factory Logic) bool use_ha = (InpSource == SOURCE_HEIKIN_ASHI); if(use_ha) g_calculator = new CLinearRegressionCalculator_HA(); else g_calculator = new CLinearRegressionCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod)) { Print("Failed to create or initialize Linear Regression Calculator object."); return(INIT_FAILED); } //--- 4. Set Shortname string type = use_ha ? " HA" : ""; string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("LinReg Slope%s%s(%d)", type, tf_str, InpPeriod)); // Draw begin logic int draw_begin = InpPeriod; if(g_is_mtf_mode) draw_begin = 0; PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); //--- Set dynamic decimal digits to match symbol precision + 2 (EURUSD = 7 digits) to show micro-pip details IndicatorSetInteger(INDICATOR_DIGITS, _Digits + 2); //--- Initialize 1-second timer for weekend/async chart refreshes (Only if MTF mode is active) if(g_is_mtf_mode) EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| OnDeinit | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { EventKillTimer(); if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } //+------------------------------------------------------------------+ //| OnCalculate | //+------------------------------------------------------------------+ 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); if(CheckPointer(g_calculator) == POINTER_INVALID) return(0); //--- Force strict chronological indexing for state-safety on input price arrays ArraySetAsSeries(time, false); ArraySetAsSeries(open, false); ArraySetAsSeries(high, false); ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); ENUM_APPLIED_PRICE price_type = (InpSource == SOURCE_HEIKIN_ASHI) ? (ENUM_APPLIED_PRICE)(-(int)InpSource) : (ENUM_APPLIED_PRICE)InpSource; //================================================================ // MODE 1: Current Timeframe (Standard) //================================================================ if(!g_is_mtf_mode) { double s[], r2[], f[]; ArrayResize(s, rates_total); ArrayResize(r2, rates_total); ArrayResize(f, rates_total); g_calculator.CalculateState(rates_total, prev_calculated, open, high, low, close, InpPrice, s, r2, f); int start_index = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod; for(int i = start_index; i < rates_total; i++) { double r = r2[i]; double sl = s[i]; BufferSlope_MTF[i] = sl; if(r <= 0.3) { BufferColors_MTF[i] = 0.0; // Gray } else if(sl >= 0.0) { if(r >= InpTrendLevel) BufferColors_MTF[i] = 1.0; // Strong Bullish else BufferColors_MTF[i] = 2.0; // Weak Bullish } else // sl < 0.0 { if(r >= InpTrendLevel) BufferColors_MTF[i] = 3.0; // Strong Bearish else BufferColors_MTF[i] = 4.0; // Weak Bearish } } return(rates_total); } //================================================================ // MODE 2: Multi-Timeframe (MTF Engine) //================================================================ //--- Ensure target timeframe history is ready int required_bars = InpPeriod + 10; if(!EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) { g_data_synced = false; return 0; // Wait for next tick to let history load } g_data_synced = true; //--- 1. Check if a new HTF bar has formed 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); 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_slope, g_htf_count); ArrayResize(h_res_r2, g_htf_count); ArrayResize(h_res_f, g_htf_count); // Force chronological array alignment on HTF caches after resize ArraySetAsSeries(h_time, false); ArraySetAsSeries(h_open, false); ArraySetAsSeries(h_high, false); ArraySetAsSeries(h_low, false); ArraySetAsSeries(h_close, false); 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 Slope states on HTF (Closed bars and forming bar initialized) g_calculator.CalculateState(g_htf_count, 0, h_open, h_high, h_low, h_close, InpPrice, h_res_slope, h_res_r2, h_res_f); g_data_ready = true; } if(!g_data_ready) return 0; //--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick! int live_idx = g_htf_count - 1; if(live_idx >= InpPeriod) { 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]; // Incremental recalculation on the live HTF index in O(1) // Passed g_htf_count as prev_calculated to preserve state safety g_calculator.CalculateState(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, InpPrice, h_res_slope, h_res_r2, h_res_f); } } //--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar 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++; // This is the start of the forming step on lower TF chart if(start > first_bar_of_forming_htf) start = first_bar_of_forming_htf; //--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick) 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) { double r2 = h_res_r2[idx_htf]; double sl = h_res_slope[idx_htf]; BufferSlope_MTF[i] = sl; // Color Logic based on HTF direction and HTF R2 strength if(r2 <= 0.3) { BufferColors_MTF[i] = 0.0; // Index 0: Gray (Chop) } else if(sl >= 0.0) { if(r2 >= InpTrendLevel) BufferColors_MTF[i] = 1.0; // Index 1: MediumSeaGreen (Strong Bull) else BufferColors_MTF[i] = 2.0; // Index 2: PaleGreen (Weak Bull) } else { if(r2 >= InpTrendLevel) BufferColors_MTF[i] = 3.0; // Index 3: Crimson (Strong Bear) else BufferColors_MTF[i] = 4.0; // Index 4: LightCoral (Weak Bear) } } else { BufferSlope_MTF[i] = EMPTY_VALUE; BufferColors_MTF[i] = 0.0; } } else { BufferSlope_MTF[i] = EMPTY_VALUE; BufferColors_MTF[i] = 0.0; } } return(rates_total); } //+------------------------------------------------------------------+ //| OnTimer | //| Handles loading checks and force-redraws | //+------------------------------------------------------------------+ void OnTimer() { if(!g_data_synced) { int required_bars = InpPeriod + 5; if(EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) { g_data_synced = true; ChartRedraw(); // Force MT5 to invoke OnCalculate } } } //+------------------------------------------------------------------+