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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
210 lines
8.2 KiB
Plaintext
210 lines
8.2 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MovingAverage_MTF_Pro.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "1.10" // Optimized for incremental MTF calculation
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#property description "Multi-Timeframe (MTF) Universal Moving Average."
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_label1 "MA MTF"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//--- Input Parameters ---
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input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_CURRENT;
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input int InpPeriod = 20;
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input ENUM_MA_TYPE InpMAType = SMA;
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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//--- Indicator Buffers ---
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double BufferMA_MTF[];
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//--- Internal Buffer for HTF Calculation (Must be global to persist state)
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double BufferMA_HTF_Internal[];
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//--- Global variables ---
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CMovingAverageCalculator *g_calculator;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Resolve Timeframe
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g_calc_timeframe = InpUpperTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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//--- Validation
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if(g_calc_timeframe < Period())
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{
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Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe.");
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return(INIT_FAILED);
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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//--- Buffer Mapping
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SetIndexBuffer(0, BufferMA_MTF, INDICATOR_DATA);
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ArraySetAsSeries(BufferMA_MTF, false);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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//--- Initialize Calculator
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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g_calculator = new CMovingAverageCalculator_HA();
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else
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g_calculator = new CMovingAverageCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType))
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{
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Print("Failed to initialize Moving Average Calculator.");
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return(INIT_FAILED);
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}
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//--- Set Short Name
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string ma_name = EnumToString(InpMAType);
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StringToUpper(ma_name);
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string short_name;
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if(g_is_mtf_mode)
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short_name = StringFormat("%s MTF%s(%s,%d)", ma_name, (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), EnumToString(g_calc_timeframe), InpPeriod);
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else
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short_name = StringFormat("%s%s(%d)", ma_name, (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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PlotIndexSetString(0, PLOT_LABEL, short_name);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod - 1);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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// Free internal memory
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ArrayFree(BufferMA_HTF_Internal);
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}
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//+------------------------------------------------------------------+
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//| Calculation function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
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//================================================================
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// MTF MODE
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//================================================================
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if(g_is_mtf_mode)
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{
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//--- 1. Get HTF Bars Count
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int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT);
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if(htf_rates_total < InpPeriod)
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return 0;
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//--- 2. Manage HTF State (Incremental Logic)
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static int htf_prev_calculated = 0;
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// Reset if chart was reset
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if(prev_calculated == 0)
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htf_prev_calculated = 0;
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//--- 3. Fetch HTF Data
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// We copy the full history for data integrity, but the Calculator will optimize the math.
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// Copying simple arrays is fast in MT5.
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datetime htf_time[];
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double htf_open[], htf_high[], htf_low[], htf_close[];
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// Only copy if we have new data or need full recalc
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// For robustness, we copy full range, but we could optimize this further.
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// Given the Engine optimization, copying is acceptable.
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if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
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CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
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CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
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CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0)
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return 0;
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//--- 4. Resize Internal Buffer
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if(ArraySize(BufferMA_HTF_Internal) != htf_rates_total)
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ArrayResize(BufferMA_HTF_Internal, htf_rates_total);
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//--- 5. Calculate on HTF (Optimized)
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// Pass htf_prev_calculated so the engine skips already calculated bars!
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g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferMA_HTF_Internal);
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// Update state
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htf_prev_calculated = htf_rates_total;
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//--- 6. Map to Current Timeframe (Optimized Loop)
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// We need to access time[] as series for iBarShift usually, but let's stick to linear mapping
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// Standard iBarShift works with time.
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ArraySetAsSeries(htf_time, true); // HTF time as series for search? No, CopyTime is non-series by default.
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ArraySetAsSeries(BufferMA_HTF_Internal, true); // Set as series to match iBarShift index logic (0 is newest)
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ArraySetAsSeries(time, true); // Current time as series
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ArraySetAsSeries(BufferMA_MTF, true); // Output as series
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// Determine where to start mapping
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int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
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// We iterate backwards from newest (0) to limit
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for(int i = 0; i < limit; i++)
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{
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// Find which HTF bar corresponds to the current bar time
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int htf_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
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if(htf_shift >= 0 && htf_shift < htf_rates_total)
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{
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// BufferMA_HTF_Internal is set as series, so htf_shift (0=newest) works directly
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BufferMA_MTF[i] = BufferMA_HTF_Internal[htf_shift];
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}
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else
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{
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BufferMA_MTF[i] = EMPTY_VALUE;
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}
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}
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// Restore array indexing to default (false)
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ArraySetAsSeries(BufferMA_HTF_Internal, false);
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(BufferMA_MTF, false);
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}
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//================================================================
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// CURRENT TIMEFRAME MODE
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//================================================================
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else
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{
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// Direct calculation with optimization
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferMA_MTF);
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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