mql5/Indicators/MyIndicators/TSI_Combo_Pro_Documentation.md

William Blau's True Strength Index (TSI) Combo Pro (v3.10)

Quantitative Double-Smoothed Momentum, Signal Line & Oscillator Tri-Plot Suite

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1. Summary (Introduction)

TSI Combo Pro is an institutional-grade momentum oscillator developed by technical analyst William Blau. It solves the high-frequency noise problem of standard momentum indicators by applying a two-stage recursive double-smoothing algorithm to both directional price momentum and absolute price momentum.

Unlike single-smoothed oscillators (such as traditional RSI or Rate of Change), TSI eliminates false noise whipsaws while preserving responsive trend inflection turning points. The "Combo" edition unifies three essential momentum perspectives into a single subwindow:

1. Main TSI Line: The normalized, double-smoothed momentum curve oscillating around the 0.0 baseline within theoretical bounds of -100.0 to +100.0.
2. Signal Trigger Line: A smoothed moving average of the TSI line used for precise entry and exit timing.
3. Oscillator Histogram: A MACD-style difference histogram (\text{TSI} - \text{Signal}) displaying instantaneous momentum acceleration and deceleration.

┌────────────────────────────────────────────────────────────────────────┐
│                        TSI COMBO TRI-PLOT SUITE                        │
├──────────────────────┬────────────────────────┬────────────────────────┤
│     Output Plot      │   Color Code           │   Core Role            │
├──────────────────────┼────────────────────────┼────────────────────────┤
│ Oscillator Histogram │ clrSilver (Width:1)    │ Momentum Acceleration  │
│ Main TSI Line        │ clrDodgerBlue (Width:2)│ Double-Smoothed Trend  │
│ Signal Trigger Line  │ clrOrangeRed (Width:1) │ Smoothed Crossover Line│
└──────────────────────┴────────────────────────┴────────────────────────┘

Key Capabilities

• Double-Smoothed Momentum Engine: Eradicates high-frequency market noise through two sequential moving average filters.
• Full Volume-Weighted (VWMA) Support: Integrates real trade volume and tick volume across Slow, Fast, and Signal smoothing stages.
• Unified 2026 MTF Framework: Higher-timeframe TSI curves (e.g., H1 or H4) map onto lower-timeframe execution charts (M1, M5, M15) with flat, non-warping steps via DataSync_Tools.mqh.
• Synthetic Heikin Ashi Support: Fully compatible with filtered Heikin Ashi price series via CTSICalculator_HA composition.
• Dynamic 6-Level Grid: Fully customizable horizontal thresholds (\pm 25.0, \pm 37.5, \pm 50.0).

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2. Mathematical Foundations & Double-Smoothing Mechanics

                 RAW PRICE CHANGE: Momentum = Price(t) - Price(t - 1)
                 ABSOLUTE CHANGE:  |Momentum| = |Price(t) - Price(t - 1)|
                                      │
                                      ▼
             Stage 1: Slow MA Smoothing over Period P_Slow (e.g. 25 EMA)
                 EMA1_M   = MA( Momentum,   Period = Slow )
                 EMA1_Abs = MA( |Momentum|, Period = Slow )
                                      │
                                      ▼
             Stage 2: Fast MA Smoothing over Period P_Fast (e.g. 13 EMA)
                 EMA2_M   = MA( EMA1_M,   Period = Fast )
                 EMA2_Abs = MA( EMA1_Abs, Period = Fast )
                                      │
                                      ▼
                     TSI = [ EMA2_M / EMA2_Abs ] × 100
                                      │
                                      ▼
             Signal Line     = MA( TSI, Period = P_Signal )
             Oscillator Hist = TSI - Signal Line

2.1. Raw Momentum & Absolute Momentum

\Delta P_t = P_t - P_{t-1} |\Delta P_t| = |P_t - P_{t-1}|

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2.2. Stage 1: First Smoothing (Slow MA)

The 1-period momentum is smoothed over lookback period P_{\text{Slow}} = \text{InpSlowPeriod}:

\text{EMA1}_M(t) = \mathcal{MA}\left( \Delta P, \text{Period} = P_{\text{Slow}}, \text{Type} = \text{InpSlowMAType} \right) \text{EMA1}_{|\Delta P|}(t) = \mathcal{MA}\left( |\Delta P|, \text{Period} = P_{\text{Slow}}, \text{Type} = \text{InpSlowMAType} \right)

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2.3. Stage 2: Second Smoothing (Fast MA)

The first smoothed result is smoothed a second time over period P_{\text{Fast}} = \text{InpFastPeriod}:

\text{EMA2}_M(t) = \mathcal{MA}\left( \text{EMA1}_M, \text{Period} = P_{\text{Fast}}, \text{Type} = \text{InpFastMAType} \right) \text{EMA2}_{|\Delta P|}(t) = \mathcal{MA}\left( \text{EMA1}_{|\Delta P|}, \text{Period} = P_{\text{Fast}}, \text{Type} = \text{InpFastMAType} \right)

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2.4. The True Strength Index (TSI) Equation

\text{TSI}_t = \begin{cases} \left( \frac{\text{EMA2}_M(t)}{\text{EMA2}_{|\Delta P|}(t)} \right) \times 100, & \text{if } \text{EMA2}_{|\Delta P|}(t) > 10^{-9} \\ 0.0, & \text{otherwise} \end{cases}

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2.5. Signal Line & Oscillator Difference

\text{Signal}_t = \mathcal{MA}\left( \text{TSI}, \text{Period} = \text{InpSignalPeriod}, \text{Type} = \text{InpSignalMAType} \right) \text{Oscillator}_t = \text{TSI}_t - \text{Signal}_t

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3. MQL5 Architecture & Engineering Standards

┌────────────────────────────────────────────────────────┐
│                   TSI_Calculator.mqh                   │
│   (Core Math: Double-Smoothed Momentum & Volume Engine)│
├──────────────────────────┬─────────────────────────────┤
│   MovingAverage_Engine   │   Composition Engine        │
│   • 4 Momentum MAs       │   • CHeikinAshi_Calculator  │
│   • 1 Signal Line MA     │   • Full VWMA Routing       │
└──────────────────────────┴─────────────────────────────┘
                           │ Outputs TSI, Signal & Osc in O(1)
                           ▼
┌────────────────────────────────────────────────────────┐
│                   TSI_Combo_Pro.mq5                    │
│    (Unified Wrapper: Native Timeframe & MTF Engine)    │
├──────────────────────────┬─────────────────────────────┤
│   Direct Mode (O(1))     │   Synchronized MTF Pipeline │
│   • Current Timeframe    │   • DataSync_Tools Daemon   │
│   • 3 Output Plots       │   • Staircase Flat-Force    │
└──────────────────────────┴─────────────────────────────┘

1. Integrated 5-Engine Composition: CTSICalculator orchestrates four internal CMovingAverageCalculator engines for momentum double-smoothing plus a fifth engine for signal line generation.
2. Full VWMA Volume Routing: When VWMA is selected for Slow, Fast, or Signal smoothing, volume arrays (h_vol[] in MTF and g_double_volume[] in Native) are dynamically routed through all smoothing pipelines.
3. 2026 MTF Framework with Staircase Solution:
   • Asynchronous 1-second timer daemon (OnTimerUpdate) ensures higher-timeframe data synchronization without UI lag.
   • Dynamic staircase anchor (first_bar_of_forming_htf) synchronizes all lower-timeframe sub-bars belonging to the active higher-timeframe candle.

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4. Parameters Reference

Timeframe Settings

• InpTimeframe (default: PERIOD_CURRENT): Calculation timeframe. When set to PERIOD_CURRENT, it operates in native zero-lag mode. When set to a higher timeframe (e.g., PERIOD_H1, PERIOD_D1), it activates the synchronized MTF engine.

TSI Core Settings

• InpSlowPeriod (default: 25): Lookback period (P_{\text{Slow}}) for the first smoothing stage.
• InpSlowMAType (default: EMA): Smoothing algorithm for Stage 1 (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA).
• InpFastPeriod (default: 13): Lookback period (P_{\text{Fast}}) for the second smoothing stage.
• InpFastMAType (default: EMA): Smoothing algorithm for Stage 2.
• InpSourcePrice (default: PRICE_CLOSE_STD): Price series source (Supports all 7 Standard and 7 Heikin Ashi modes).

Signal Line Settings

• InpSignalPeriod (default: 13): Smoothing period for the Signal line.
• InpSignalMAType (default: EMA): Smoothing method for Signal line.

Indicator Levels

• InpLevelWallHigh (default: 50.0): Extreme overbought climax level.
• InpLevelExtrHigh (default: 37.5): Strong trend overbought level.
• InpLevelOverbought (default: 25.0): Overbought warning threshold.
• InpLevelOversold (default: -25.0): Oversold warning threshold.
• InpLevelExtrLow (default: -37.5): Strong trend oversold level.
• InpLevelWallLow (default: -50.0): Extreme oversold climax level.
• InpLevelColor (default: clrSilver): Color of horizontal level lines.
• InpLevelStyle (default: STYLE_DOT): Line style of horizontal level lines.

Visual Settings

• InpColorTSI (default: clrDodgerBlue): TSI line color (Width: 2, Solid).
• InpColorSignal (default: clrOrangeRed): Signal line color (Width: 1, Solid).
• InpColorOsc (default: clrSilver): Histogram difference color (Width: 1, Solid).

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5. Quantitative Trading Playbooks

┌────────────────────────────────────────────────────────────────────────┐
│                     TSI COMBO TRADING PLAYBOOKS                        │
├────────────────────────────────────────────────────────────────────────┤
│ 1. Centerline Regime Cross: TSI > 0 = Bullish Macro Trend Dominance.   │
│                             TSI < 0 = Bearish Macro Trend Dominance.   │
│ 2. Signal Line Crossover:   TSI crosses Signal line in direction of    │
│                             macro baseline (0.0 level).                │
│ 3. Histogram Divergence:    Histogram contracting while TSI is beyond  │
│                             ±25 / ±37.5 signals early exhaustion.      │
└────────────────────────────────────────────────────────────────────────┘

5.1. The 0.0 Centerline Macro Regime Filter

• Bullish Dominance: When TSI > 0.0, double-smoothed upward price changes exceed downward changes. Only seek long continuation setups.
• Bearish Dominance: When TSI < 0.0, double-smoothed downward price changes dominate. Only seek short continuation setups.

5.2. Trend-Following Signal Line Crossovers (TSI / Signal)

• Bullish Trend Trigger: TSI > 0.0 AND TSI crosses above Signal Line while the Histogram expands positively \rightarrow High-probability long trend entry.
• Bearish Trend Trigger: TSI < 0.0 AND TSI crosses below Signal Line while the Histogram expands negatively \rightarrow High-probability short trend entry.

5.3. Multi-Timeframe Macro Confluence

• Attach an H1-calculated TSI Combo onto an M5 execution chart.
• Rule: Only take M5 long pullback entries when H1 TSI is above 0.0 AND above its H1 Signal line.

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6. Indicator Buffer Map (For Developers & EA Integration)

Buffer Index	Name	Type	Description
0	BufferOsc	INDICATOR_DATA	Histogram Difference Plot (\text{TSI} - \text{Signal})
1	BufferTSI	INDICATOR_DATA	Main True Strength Index (TSI) Line
2	BufferSignal	INDICATOR_DATA	Smoothed Signal Trigger Line

All buffers strictly maintain non-series chronological order (ArraySetAsSeries = false), ensuring instant compatibility with Expert Advisors and scanner dashboards via iCustom().