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mql5/Indicators/MyIndicators/TSI_Combo_Pro.mq5
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//+------------------------------------------------------------------+
//| TSI_Combo_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.20" // Enterprise Refactor: Zero-Lag MTF Fast-Path & Atomic Multi-Stream Pipeline
#property description "William Blau's True Strength Index (TSI) - Combined Tri-Plot Suite with VWMA Support."
#property description "Displays Main TSI Line, Signal Line, and Oscillator Difference with Native & MTF support."
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots 3
//--- Plot 1: Histogram (Oscillator Difference)
#property indicator_label1 "Oscillator"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrSilver
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- Plot 2: TSI Line (Main Double-Smoothed Momentum)
#property indicator_label2 "TSI"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrDodgerBlue
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
//--- Plot 3: Signal Line
#property indicator_label3 "Signal"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrOrangeRed
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//--- Included Engines & Core Tools
#include <MyIncludes\TSI_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 "--- TSI Core Settings ---"
input int InpSlowPeriod = 25; // Slow Momentum Period (First Smoothing)
input ENUM_MA_TYPE InpSlowMAType = EMA; // Slow Smoothing MA Type (Supports VWMA)
input int InpFastPeriod = 13; // Fast Momentum Period (Second Smoothing)
input ENUM_MA_TYPE InpFastMAType = EMA; // Fast Smoothing MA Type (Supports VWMA)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
input group "--- Signal Line Settings ---"
input int InpSignalPeriod = 13; // Signal Line Period
input ENUM_MA_TYPE InpSignalMAType = EMA; // Signal Line MA Type (Supports VWMA)
input group "--- Indicator Levels ---"
input double InpLevelWallHigh = 50.0; // Extreme Climax Overbought (+50)
input double InpLevelExtrHigh = 37.5; // Strong Trend Overbought (+37.5)
input double InpLevelOverbought= 25.0; // Overbought Warning (+25)
input double InpLevelOversold =-25.0; // Oversold Warning (-25)
input double InpLevelExtrLow =-37.5; // Strong Trend Oversold (-37.5)
input double InpLevelWallLow =-50.0; // Extreme Climax Oversold (-50)
input color InpLevelColor = clrSilver; // Level Lines Color
input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Level Lines Style
input group "--- Visual Settings - TSI Line ---"
input color InpColorTSI = clrDodgerBlue; // TSI Line Color
input ENUM_LINE_STYLE InpStyleTSI = STYLE_SOLID; // TSI Line Style
input int InpWidthTSI = 2; // TSI Line Width
input group "--- Visual Settings - Signal Line ---"
input color InpColorSignal = clrOrangeRed; // Signal Line Color
input ENUM_LINE_STYLE InpStyleSignal = STYLE_SOLID; // Signal Line Style
input int InpWidthSignal = 1; // Signal Line Width
input group "--- Visual Settings - Histogram ---"
input color InpColorOsc = clrSilver; // Histogram Color
input ENUM_LINE_STYLE InpStyleOsc = STYLE_SOLID; // Histogram Style
input int InpWidthOsc = 1; // Histogram Width
//--- Indicator Buffers ---
double BufferOsc[];
double BufferTSI[];
double BufferSignal[];
//--- Internal HTF Data Caches (Chronological Arrays)
double h_open[], h_high[], h_low[], h_close[];
double h_vol[];
double h_res_tsi[], h_res_signal[], h_res_osc[];
datetime h_time[];
//--- Global Objects & State Management
CTSICalculator *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, BufferOsc, INDICATOR_DATA);
SetIndexBuffer(1, BufferTSI, INDICATOR_DATA);
SetIndexBuffer(2, BufferSignal, INDICATOR_DATA);
ArraySetAsSeries(BufferOsc, false);
ArraySetAsSeries(BufferTSI, false);
ArraySetAsSeries(BufferSignal, false);
ArrayInitialize(BufferOsc, 0.0);
ArrayInitialize(BufferTSI, EMPTY_VALUE);
ArrayInitialize(BufferSignal, 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, InpColorOsc);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleOsc);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthOsc);
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorTSI);
PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleTSI);
PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthTSI);
PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpColorSignal);
PlotIndexSetInteger(2, PLOT_LINE_STYLE, InpStyleSignal);
PlotIndexSetInteger(2, PLOT_LINE_WIDTH, InpWidthSignal);
// Configure Horizontal Levels
IndicatorSetInteger(INDICATOR_LEVELS, 6);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelWallLow);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelExtrLow);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelOversold);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelOverbought);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtrHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelWallHigh);
IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
int warmup = InpSlowPeriod + InpFastPeriod + InpSignalPeriod;
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);
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
// 4. Initialize Core Calculator Engine
if(InpSourcePrice <= PRICE_HA_CLOSE)
g_calculator = new CTSICalculator_HA();
else
g_calculator = new CTSICalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpSlowPeriod, InpSlowMAType, InpFastPeriod, InpFastMAType, InpSignalPeriod, InpSignalMAType, InpSourcePrice))
{
Print("Critical Error: Failed to initialize TSI Calculator.");
return INIT_FAILED;
}
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("TSI Combo%s%s(%d,%d,%d)",
ha_tag, tf_str,
InpSlowPeriod, InpFastPeriod, InpSignalPeriod);
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 = InpSlowPeriod + InpFastPeriod + InpSignalPeriod;
if(rates_total < warmup || !g_calculator)
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,
BufferTSI, BufferSignal, BufferOsc);
else
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume,
BufferTSI, BufferSignal, BufferOsc);
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 / 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);
// 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_vol, g_htf_count);
ArrayResize(h_res_tsi, g_htf_count);
ArrayResize(h_res_signal, g_htf_count);
ArrayResize(h_res_osc, 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_vol, false);
ArraySetAsSeries(h_res_tsi, false);
ArraySetAsSeries(h_res_signal, false);
ArraySetAsSeries(h_res_osc, false);
// Atomic bulk rates copy (Single API call replaces 6 calls!)
MqlRates htf_bulk_rates[];
if(CopyRates(_Symbol, g_calc_timeframe, 0, g_htf_count, htf_bulk_rates) != g_htf_count)
{
g_data_ready = false;
return 0;
}
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
for(int i = 0; i < g_htf_count; i++)
{
h_time[i] = htf_bulk_rates[i].time;
h_open[i] = htf_bulk_rates[i].open;
h_high[i] = htf_bulk_rates[i].high;
h_low[i] = htf_bulk_rates[i].low;
h_close[i] = htf_bulk_rates[i].close;
h_vol[i] = (vol_limit > 0 && htf_bulk_rates[i].real_volume > 0) ? (double)htf_bulk_rates[i].real_volume : (double)htf_bulk_rates[i].tick_volume;
}
// Compute HTF TSI Values across history
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_vol,
h_res_tsi, h_res_signal, h_res_osc);
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)
{
BufferOsc[i] = h_res_osc[idx_htf];
BufferTSI[i] = h_res_tsi[idx_htf];
BufferSignal[i] = h_res_signal[idx_htf];
}
else
{
BufferOsc[i] = 0.0;
BufferTSI[i] = EMPTY_VALUE;
BufferSignal[i] = EMPTY_VALUE;
}
}
else
{
BufferOsc[i] = 0.0;
BufferTSI[i] = EMPTY_VALUE;
BufferSignal[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 6 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;
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
h_vol[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (double)htf_rate[0].real_volume : (double)htf_rate[0].tick_volume;
// Mock update strictly on forming candle
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_vol,
h_res_tsi, h_res_signal, h_res_osc);
}
}
// 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 across 3 buffers)
double osc_val = h_res_osc[live_idx];
double tsi_val = h_res_tsi[live_idx];
double sig_val = h_res_signal[live_idx];
for(int i = start; i < rates_total; i++)
{
BufferOsc[i] = osc_val;
BufferTSI[i] = tsi_val;
BufferSignal[i] = sig_val;
}
return rates_total;
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int warmup = InpSlowPeriod + InpFastPeriod + InpSignalPeriod;
int required_bars = warmup + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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