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mql5/Indicators/MyIndicators/ADX_Pro.mq5
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//+------------------------------------------------------------------+
//| ADX_Pro.mq5|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Enterprise Refactor: Zero-Lag MTF Fast-Path & Fused DMI Pipeline
#property description "Professional ADX & DMI Suite by Welles Wilder with Native & MTF Support."
#property description "Features state-safe incremental calculation and selectable candle source."
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots 3
//--- Plot 1: ADX line (Main Trend Strength)
#property indicator_label1 "ADX"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- Plot 2: +DI line (Positive Directional Indicator)
#property indicator_label2 "+DI"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrOliveDrab
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- Plot 3: -DI line (Negative Directional Indicator)
#property indicator_label3 "-DI"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrTomato
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//--- Included Engines & Core Tools
#include <MyIncludes\ADX_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Enum for selecting candle source ---
#ifndef ENUM_CANDLE_SOURCE_DEFINED
#define ENUM_CANDLE_SOURCE_DEFINED
enum ENUM_CANDLE_SOURCE
{
CANDLE_STANDARD, // Use standard OHLC data
CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data
};
#endif
//--- Input Parameters ---
input group "--- Timeframe Settings ---"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
input group "--- ADX Core Settings ---"
input int InpPeriodADX = 14; // Period for ADX calculations
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Candle source (Standard / HA)
input group "--- Indicator Levels ---"
input double InpLevelTrend = 25.0; // Trend Strength Threshold
input double InpLevelExtreme = 40.0; // Strong Trend / Exhaustion Threshold
input color InpLevelColor = clrSilver; // Level Lines Color
input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Level Lines Style
input group "--- Visual Settings ---"
input color InpColorADX = clrDodgerBlue; // ADX Line Color
input ENUM_LINE_STYLE InpStyleADX = STYLE_SOLID; // ADX Line Style
input int InpWidthADX = 2; // ADX Line Width
input color InpColorPDI = clrOliveDrab; // +DI Line Color
input ENUM_LINE_STYLE InpStylePDI = STYLE_SOLID; // +DI Line Style
input int InpWidthPDI = 1; // +DI Line Width
input color InpColorNDI = clrTomato; // -DI Line Color
input ENUM_LINE_STYLE InpStyleNDI = STYLE_SOLID; // -DI Line Style
input int InpWidthNDI = 1; // -DI Line Width
//--- Indicator Buffers ---
double BufferADX[];
double BufferPDI[];
double BufferNDI[];
//--- Internal HTF Data Caches (Chronological Arrays)
double h_open[], h_high[], h_low[], h_close[];
double h_res_adx[], h_res_pdi[], h_res_ndi[];
datetime h_time[];
//--- Global Objects & State Management
CADXCalculator *g_calculator = NULL;
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;
//+------------------------------------------------------------------+
//| Custom Indicator Initialization |
//+------------------------------------------------------------------+
int OnInit()
{
g_data_ready = false;
g_data_synced = false;
g_htf_count = 0;
g_last_htf_time = 0;
// 1. Resolve Timeframe and validate direction
g_calc_timeframe = InpTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
if(g_calc_timeframe < Period())
{
PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
EnumToString(g_calc_timeframe), EnumToString(Period()));
return INIT_PARAMETERS_INCORRECT;
}
g_is_mtf_mode = (g_calc_timeframe > Period());
// 2. Bind Buffers
SetIndexBuffer(0, BufferADX, INDICATOR_DATA);
SetIndexBuffer(1, BufferPDI, INDICATOR_DATA);
SetIndexBuffer(2, BufferNDI, INDICATOR_DATA);
ArraySetAsSeries(BufferADX, false);
ArraySetAsSeries(BufferPDI, false);
ArraySetAsSeries(BufferNDI, false);
ArrayInitialize(BufferADX, EMPTY_VALUE);
ArrayInitialize(BufferPDI, EMPTY_VALUE);
ArrayInitialize(BufferNDI, EMPTY_VALUE);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// 3. Dynamic Visual Styling
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorADX);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleADX);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthADX);
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorPDI);
PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStylePDI);
PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthPDI);
PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpColorNDI);
PlotIndexSetInteger(2, PLOT_LINE_STYLE, InpStyleNDI);
PlotIndexSetInteger(2, PLOT_LINE_WIDTH, InpWidthNDI);
// Configure Horizontal Levels
IndicatorSetInteger(INDICATOR_LEVELS, 2);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelTrend);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelExtreme);
IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
int draw_begin = InpPeriodADX * 2 - 1;
if(g_is_mtf_mode)
draw_begin = 0;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpPeriodADX);
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpPeriodADX);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
// 4. Initialize Core ADX Calculator
if(InpCandleSource == CANDLE_HEIKIN_ASHI)
g_calculator = new CADXCalculator_HA();
else
g_calculator = new CADXCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodADX))
{
Print("Critical Error: Failed to create or initialize ADX Calculator object.");
return INIT_FAILED;
}
string ha_tag = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("ADX Pro%s%s(%d)", ha_tag, tf_str, InpPeriodADX);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
// 5. Initialize Background Synchronization Timer (Only for MTF mode)
if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(g_is_mtf_mode)
EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID)
{
delete g_calculator;
g_calculator = NULL;
}
}
//+------------------------------------------------------------------+
//| Custom Indicator Calculation Loop |
//+------------------------------------------------------------------+
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[])
{
int required_bars = InpPeriodADX * 2 + 10;
if(rates_total < required_bars || g_calculator == NULL)
return 0;
// Force chronological indexing
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
//===================================================================
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
//===================================================================
if(!g_is_mtf_mode)
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close,
BufferADX, BufferPDI, BufferNDI);
return rates_total;
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
//===================================================================
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
{
g_data_synced = false;
return 0;
}
g_data_synced = true;
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
bool htf_updated = (htf_time_current != g_last_htf_time);
// A) HTF Bar Closure / Startup: Perform full history sync once
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); // Memory safeguard
// Resize all HTF caching arrays
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_adx, g_htf_count);
ArrayResize(h_res_pdi, g_htf_count);
ArrayResize(h_res_ndi, g_htf_count);
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_res_adx, false);
ArraySetAsSeries(h_res_pdi, false);
ArraySetAsSeries(h_res_ndi, 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;
}
// Compute HTF ADX Values across history
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close,
h_res_adx, h_res_pdi, h_res_ndi);
g_data_ready = true;
// Full Historical Projection to Chart Buffers (Only on new HTF candle)
for(int i = 0; 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)
{
BufferADX[i] = h_res_adx[idx_htf];
BufferPDI[i] = h_res_pdi[idx_htf];
BufferNDI[i] = h_res_ndi[idx_htf];
}
else
{
BufferADX[i] = EMPTY_VALUE;
BufferPDI[i] = EMPTY_VALUE;
BufferNDI[i] = EMPTY_VALUE;
}
}
else
{
BufferADX[i] = EMPTY_VALUE;
BufferPDI[i] = EMPTY_VALUE;
BufferNDI[i] = EMPTY_VALUE;
}
}
return rates_total;
}
if(!g_data_ready)
return 0;
// B) LIVE TICK FAST-PATH: HTF bar did not close. Update strictly forming block!
int live_idx = g_htf_count - 1;
if(live_idx >= required_bars)
{
MqlRates htf_rate[1];
// Single atomic API call instead of 4 separate copies!
if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
{
h_open[live_idx] = htf_rate[0].open;
h_high[live_idx] = htf_rate[0].high;
h_low[live_idx] = htf_rate[0].low;
h_close[live_idx] = htf_rate[0].close;
// Mock update strictly on forming candle
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close,
h_res_adx, h_res_pdi, h_res_ndi);
}
}
// Instant Binary Search for Forming Block Start (Zero iBarShift API calls!)
int first_bar_of_forming_htf = ArrayBsearch(time, htf_time_current);
if(first_bar_of_forming_htf < 0)
first_bar_of_forming_htf = 0;
if(time[first_bar_of_forming_htf] < htf_time_current && first_bar_of_forming_htf < rates_total - 1)
first_bar_of_forming_htf++;
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
// Direct Vectorized Assignment (Zero API calls, Nanosecond Execution)
double adx_val = h_res_adx[live_idx];
double pdi_val = h_res_pdi[live_idx];
double ndi_val = h_res_ndi[live_idx];
for(int i = start; i < rates_total; i++)
{
BufferADX[i] = adx_val;
BufferPDI[i] = pdi_val;
BufferNDI[i] = ndi_val;
}
return rates_total;
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int required_bars = InpPeriodADX * 2 + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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