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//+------------------------------------------------------------------+
//| LinReg_R2_MTF_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.20" // Optimized with Forming LTF Block Flat-Force, OnTimer Guard and Heikin Ashi support
#property description "Linear Regression R-Squared & Slope (Multi-Timeframe)."
#property description "Measures Trend Quality of higher timeframe cleanly without live-bar warping."
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 2
// Levels for R2
#property indicator_level1 0.7
#property indicator_level2 0.3
#property indicator_levelcolor clrSilver
#property indicator_levelstyle STYLE_DOT
#property indicator_maximum 1.0
#property indicator_minimum 0.0
// Plot 1: R-Squared (Histogram)
#property indicator_label1 "R2 MTF"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
// Colors: Chop(Gray), Weak(Orange), Strong(Lime)
#property indicator_color1 clrGray, clrOrange, clrLime
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
// Plot 2: Slope (Hidden on chart, shown in Data Window)
#property indicator_label2 "Slope MTF"
#property indicator_type2 DRAW_NONE
#property indicator_color2 clrGold
#include <MyIncludes\LinearRegression_Calculator.mqh>
//--- Parameters
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M5; // Target Higher Timeframe
input int InpPeriod = 20; // Regression Period
input double InpTrendLevel = 0.7; // Strong Trend Level (R2)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Applied Price
//--- Buffers
double BufR2[];
double BufColors[];
double BufSlope[];
double BufForecast[]; // Helper calculation buffer (No Plot)
//--- Internal HTF Data Caches
double h_open[], h_high[], h_low[], h_close[];
double h_s[], h_r2[], h_f[]; // HTF Results cached
datetime h_time[];
//--- Global HTF State Tracking
CLinearRegressionCalculator *g_calc;
datetime g_last_htf_time = 0;
int g_htf_count = 0;
bool g_data_ready = false;
bool g_data_synced = false;
//+------------------------------------------------------------------+
//| 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);
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
int OnInit()
{
g_data_ready = false;
g_data_synced = false;
g_last_htf_time = 0;
g_htf_count = 0;
if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
Print("Warning: Target Timeframe should be > Current for proper MTF usage.");
SetIndexBuffer(0, BufR2, INDICATOR_DATA);
SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
SetIndexBuffer(2, BufSlope, INDICATOR_DATA); // Map to INDICATOR_DATA for Data Window visibility
SetIndexBuffer(3, BufForecast, INDICATOR_CALCULATIONS);
ArraySetAsSeries(BufR2, false);
ArraySetAsSeries(BufColors, false);
ArraySetAsSeries(BufSlope, false);
ArraySetAsSeries(BufForecast, false);
//--- Configure dynamic calculator based on price source (Heikin Ashi support)
bool use_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
if(use_ha)
g_calc = new CLinearRegressionCalculator_HA();
else
g_calc = new CLinearRegressionCalculator();
if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod))
return INIT_FAILED;
//--- Shortname generation
string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
string short_name = StringFormat("R2 MTF %s(%d%s)", tf_name, InpPeriod, (use_ha ? " HA" : ""));
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
PlotIndexSetString(0, PLOT_LABEL, "R2 MTF");
PlotIndexSetString(1, PLOT_LABEL, "Slope MTF");
IndicatorSetInteger(INDICATOR_DIGITS, 3);
//--- Initialize 1-second timer for weekend/async chart refreshes
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Deinit |
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
EventKillTimer();
if(CheckPointer(g_calc) != POINTER_INVALID)
delete g_calc;
}
//+------------------------------------------------------------------+
//| Calculate |
//+------------------------------------------------------------------+
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[])
{
//--- Ensure target timeframe history is ready
int required_bars = InpPeriod + 10;
if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
{
g_data_synced = false;
return 0; // Wait for next tick to let history load
}
g_data_synced = true;
//--- Convert custom HA price mapping back to standard ENUM_APPLIED_PRICE
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
//--- 1. Check if a new HTF bar has formed
datetime htf_time_current = iTime(_Symbol, InpTimeframe, 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, InpTimeframe);
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_s, g_htf_count);
ArrayResize(h_r2, g_htf_count);
ArrayResize(h_f, g_htf_count);
if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count ||
CopyOpen(_Symbol, InpTimeframe, 0, g_htf_count, h_open) != g_htf_count ||
CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count ||
CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count ||
CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != g_htf_count)
{
g_data_ready = false;
return 0;
}
//--- Calculate regression states on HTF (Closed bars and forming bar initialized)
g_calc.CalculateState(g_htf_count, 0, h_open, h_high, h_low, h_close, price_type, h_s, h_r2, h_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, InpTimeframe, htf_time_current, false);
if(shift >= 0 &&
CopyOpen(_Symbol, InpTimeframe, shift, 1, o) == 1 &&
CopyHigh(_Symbol, InpTimeframe, shift, 1, h) == 1 &&
CopyLow(_Symbol, InpTimeframe, shift, 1, l) == 1 &&
CopyClose(_Symbol, InpTimeframe, 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 index (O(1) tick performance)
g_calc.CalculateState(g_htf_count, live_idx, h_open, h_high, h_low, h_close, price_type, h_s, h_r2, h_f);
}
}
//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar
//--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick!
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, InpTimeframe, 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, InpTimeframe, 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_r2[idx_htf];
double sl = h_s[idx_htf];
BufR2[i] = r2;
BufSlope[i] = sl;
// Color Logic
if(r2 >= InpTrendLevel)
BufColors[i] = 2.0; // Index 2: Lime (Strong Trend)
else
if(r2 <= 0.3)
BufColors[i] = 0.0; // Index 0: Gray (Neutral Noise / Range)
else
BufColors[i] = 1.0; // Index 1: Orange (Weak Trend / Transition)
}
else
{
BufR2[i] = EMPTY_VALUE;
BufSlope[i] = EMPTY_VALUE;
BufColors[i] = 0.0;
}
}
else
{
BufR2[i] = EMPTY_VALUE;
BufSlope[i] = EMPTY_VALUE;
BufColors[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, InpTimeframe, required_bars))
{
g_data_synced = true;
ChartRedraw(); // Force MT5 to invoke OnCalculate
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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