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mql5/Indicators/MyIndicators/DMIStochastic_Pro.mq5
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//+------------------------------------------------------------------+
//| DMIStochastic_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Enterprise Refactor: Zero-Lag MTF Fast-Path & Fused Memory
#property description "Barbara Star's DMI Stochastic Oscillator with Native & MTF Support."
#property description "Combines Directional Movement with Stochastic normalization for trend-momentum filtering."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
#property indicator_minimum 0
#property indicator_maximum 100
//--- Plot 1: DMI Stoch %K (Main Line)
#property indicator_label1 "%K"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- Plot 2: DMI Stoch %D (Signal Line)
#property indicator_label2 "%D"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrCoral
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- Included Engines & Core Tools
#include <MyIncludes\DMIStochastic_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Input Parameters ---
input group "--- Timeframe Settings ---"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
input group "--- DMI & Stochastic Settings ---"
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Candle Source (Standard / HA)
input ENUM_DMI_OSC_TYPE InpOscType = OSC_PDI_MINUS_NDI; // Oscillator Formula (+DI - -DI)
input int InpDMIPeriod = 10; // DMI Smoothing Period
input int InpFastKPeriod = 10; // Stochastic %K Lookback Period
input int InpSlowKPeriod = 3; // Stochastic %K Slowing Period
input ENUM_MA_TYPE InpStochMethod = SMA; // Smoothing Method for %K
input int InpSmoothPeriod = 3; // Stochastic %D Period (Signal)
input ENUM_MA_TYPE InpSignalMethod = SMA; // Smoothing Method for %D
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
input group "--- Indicator Levels (0-100 Range) ---"
input double InpLevelExtrHigh = 90.0; // Extreme Overbought Level
input double InpLevelHigh = 80.0; // Overbought Warning Level
input double InpLevelMid = 50.0; // Equilibrium Level
input double InpLevelLow = 20.0; // Oversold Warning Level
input double InpLevelExtrLow = 10.0; // Extreme Oversold Level
input color InpLevelColor = clrSilver; // Level Lines Color
input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Level Lines Style
input group "--- Visual Settings ---"
input color InpColorK = clrDodgerBlue; // %K Line Color
input ENUM_LINE_STYLE InpStyleK = STYLE_SOLID; // %K Line Style
input int InpWidthK = 2; // %K Line Width
input color InpColorD = clrCoral; // %D Line Color
input ENUM_LINE_STYLE InpStyleD = STYLE_SOLID; // %D Line Style
input int InpWidthD = 1; // %D Line Width
//--- Indicator Buffers ---
double BufferK[];
double BufferD[];
//--- Internal HTF Data Caches (Chronological Arrays)
double h_open[], h_high[], h_low[], h_close[];
long h_tick_vol[], h_vol[];
double h_res_k[], h_res_d[];
datetime h_time[];
//--- Global Objects & State Management
CDMIStochasticCalculator *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, BufferK, INDICATOR_DATA);
SetIndexBuffer(1, BufferD, INDICATOR_DATA);
ArraySetAsSeries(BufferK, false);
ArraySetAsSeries(BufferD, false);
ArrayInitialize(BufferK, EMPTY_VALUE);
ArrayInitialize(BufferD, EMPTY_VALUE);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// 3. Dynamic Visual Styling
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorK);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleK);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthK);
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorD);
PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleD);
PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthD);
// Configure Horizontal Levels
IndicatorSetInteger(INDICATOR_LEVELS, 5);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelExtrLow);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelLow);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelMid);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtrHigh);
IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
int warmup = InpDMIPeriod + InpFastKPeriod + InpSlowKPeriod + InpSmoothPeriod - 2;
int draw_begin = warmup;
if(g_is_mtf_mode)
draw_begin = 0;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
// 4. Initialize Core Calculator Engine
if(InpCandleSource == CANDLE_HEIKIN_ASHI)
g_calculator = new CDMIStochasticCalculator_HA();
else
g_calculator = new CDMIStochasticCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpDMIPeriod, InpFastKPeriod, InpSlowKPeriod, InpSmoothPeriod, InpStochMethod, InpSignalMethod, InpOscType))
{
Print("Critical Error: Failed to create or initialize DMI Stochastic Calculator.");
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("DMI Stoch%s%s(%d,%d,%d,%d)",
ha_tag, tf_str,
InpDMIPeriod, InpFastKPeriod, InpSlowKPeriod, InpSmoothPeriod);
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 warmup = InpDMIPeriod + InpFastKPeriod + InpSlowKPeriod + InpSmoothPeriod;
if(rates_total < warmup || g_calculator == NULL)
return 0;
// Force chronological indexing
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ArraySetAsSeries(tick_volume, false);
ArraySetAsSeries(volume, false);
//===================================================================
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
//===================================================================
if(!g_is_mtf_mode)
{
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(volume_limit > 0)
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferK, BufferD);
else
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferK, BufferD);
return rates_total;
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
//===================================================================
int required_bars = warmup + 10;
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: Full History Pass 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_tick_vol, g_htf_count);
ArrayResize(h_vol, g_htf_count);
ArrayResize(h_res_k, g_htf_count);
ArrayResize(h_res_d, 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_tick_vol, false);
ArraySetAsSeries(h_vol, false);
ArraySetAsSeries(h_res_k, false);
ArraySetAsSeries(h_res_d, 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 ||
CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_tick_vol) != g_htf_count)
{
g_data_ready = false;
return 0;
}
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(vol_limit > 0)
CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_vol);
else
ArrayCopy(h_vol, h_tick_vol, 0, 0, g_htf_count);
// Compute HTF DMI Stochastic Values
if(vol_limit > 0)
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_vol, h_res_k, h_res_d);
else
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_tick_vol, h_res_k, h_res_d);
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)
{
BufferK[i] = h_res_k[idx_htf];
BufferD[i] = h_res_d[idx_htf];
}
else
{
BufferK[i] = EMPTY_VALUE;
BufferD[i] = EMPTY_VALUE;
}
}
else
{
BufferK[i] = EMPTY_VALUE;
BufferD[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 5 separate copies!
if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
{
h_time[live_idx] = htf_rate[0].time;
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;
h_tick_vol[live_idx] = htf_rate[0].tick_volume;
h_vol[live_idx] = (htf_rate[0].real_volume > 0) ? htf_rate[0].real_volume : htf_rate[0].tick_volume;
// Mock update on live HTF bar
if(h_vol[live_idx] > 0 && SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT) > 0)
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_vol, h_res_k, h_res_d);
else
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_tick_vol, h_res_k, h_res_d);
}
}
// 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 k_val = h_res_k[live_idx];
double d_val = h_res_d[live_idx];
for(int i = start; i < rates_total; i++)
{
BufferK[i] = k_val;
BufferD[i] = d_val;
}
return rates_total;
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int required_bars = InpDMIPeriod + InpFastKPeriod + InpSlowKPeriod + InpSmoothPeriod + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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