//+------------------------------------------------------------------+ //| MovingAverage_MTF_Pro.mq5 | //| Copyright 2025, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "1.10" // Optimized for incremental MTF calculation #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 2 #include //--- Input Parameters --- input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_CURRENT; 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[]; //--- Internal Buffer for HTF Calculation (Must be global to persist state) double BufferMA_HTF_Internal[]; //--- Global variables --- CMovingAverageCalculator *g_calculator; bool g_is_mtf_mode = false; ENUM_TIMEFRAMES g_calc_timeframe; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Resolve Timeframe g_calc_timeframe = InpUpperTimeframe; if(g_calc_timeframe == PERIOD_CURRENT) g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); //--- Validation if(g_calc_timeframe < Period()) { Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe."); return(INIT_FAILED); } g_is_mtf_mode = (g_calc_timeframe > Period()); //--- Buffer Mapping SetIndexBuffer(0, BufferMA_MTF, INDICATOR_DATA); ArraySetAsSeries(BufferMA_MTF, false); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); //--- Initialize Calculator if(InpSourcePrice <= PRICE_HA_CLOSE) g_calculator = new CMovingAverageCalculator_HA(); else g_calculator = new CMovingAverageCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType)) { Print("Failed to initialize Moving Average Calculator."); return(INIT_FAILED); } //--- Set Short Name string ma_name = EnumToString(InpMAType); StringToUpper(ma_name); string short_name; if(g_is_mtf_mode) short_name = StringFormat("%s MTF%s(%s,%d)", ma_name, (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), EnumToString(g_calc_timeframe), InpPeriod); else short_name = StringFormat("%s%s(%d)", ma_name, (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpPeriod); IndicatorSetString(INDICATOR_SHORTNAME, short_name); PlotIndexSetString(0, PLOT_LABEL, short_name); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Deinitialization | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; // Free internal memory ArrayFree(BufferMA_HTF_Internal); } //+------------------------------------------------------------------+ //| 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[]) { if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID) return 0; ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice; //================================================================ // MTF MODE //================================================================ if(g_is_mtf_mode) { //--- 1. Get HTF Bars Count int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT); if(htf_rates_total < InpPeriod) return 0; //--- 2. Manage HTF State (Incremental Logic) static int htf_prev_calculated = 0; // Reset if chart was reset if(prev_calculated == 0) htf_prev_calculated = 0; //--- 3. Fetch HTF Data // We copy the full history for data integrity, but the Calculator will optimize the math. // Copying simple arrays is fast in MT5. datetime htf_time[]; double htf_open[], htf_high[], htf_low[], htf_close[]; // Only copy if we have new data or need full recalc // For robustness, we copy full range, but we could optimize this further. // Given the Engine optimization, copying is acceptable. if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 || CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 || CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 || CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 || CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0) return 0; //--- 4. Resize Internal Buffer if(ArraySize(BufferMA_HTF_Internal) != htf_rates_total) ArrayResize(BufferMA_HTF_Internal, htf_rates_total); //--- 5. Calculate on HTF (Optimized) // Pass htf_prev_calculated so the engine skips already calculated bars! g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferMA_HTF_Internal); // Update state htf_prev_calculated = htf_rates_total; //--- 6. Map to Current Timeframe (Optimized Loop) // We need to access time[] as series for iBarShift usually, but let's stick to linear mapping // Standard iBarShift works with time. ArraySetAsSeries(htf_time, true); // HTF time as series for search? No, CopyTime is non-series by default. ArraySetAsSeries(BufferMA_HTF_Internal, true); // Set as series to match iBarShift index logic (0 is newest) ArraySetAsSeries(time, true); // Current time as series ArraySetAsSeries(BufferMA_MTF, true); // Output as series // Determine where to start mapping int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total; // We iterate backwards from newest (0) to limit for(int i = 0; i < limit; i++) { // Find which HTF bar corresponds to the current bar time int htf_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false); if(htf_shift >= 0 && htf_shift < htf_rates_total) { // BufferMA_HTF_Internal is set as series, so htf_shift (0=newest) works directly BufferMA_MTF[i] = BufferMA_HTF_Internal[htf_shift]; } else { BufferMA_MTF[i] = EMPTY_VALUE; } } // Restore array indexing to default (false) ArraySetAsSeries(BufferMA_HTF_Internal, false); ArraySetAsSeries(time, false); ArraySetAsSeries(BufferMA_MTF, false); } //================================================================ // CURRENT TIMEFRAME MODE //================================================================ else { // Direct calculation with optimization g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferMA_MTF); } return(rates_total); } //+------------------------------------------------------------------+