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Toh4iem9
52 lines
3.1 KiB
Markdown
52 lines
3.1 KiB
Markdown
# Moving Average MTF Pro
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## 1. Summary (Introduction)
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The `MovingAverage_MTF_Pro` is a versatile multi-timeframe (MTF) version of our universal moving average indicator. It allows a trader to calculate any of the supported moving average types on a **higher, user-selected timeframe** and project it onto the current, lower-timeframe chart.
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This provides a clear, smoothed-out view of the underlying trend from a broader perspective without needing to switch charts.
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## 2. Mathematical Foundations and Calculation Logic
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### Supported MA Types
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The indicator leverages the unified `MovingAverage_Engine`, supporting a wide range of algorithms:
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* **SMA:** Simple Moving Average.
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* **EMA:** Exponential Moving Average.
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* **SMMA:** Smoothed Moving Average (Wilder's).
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* **LWMA:** Linear Weighted Moving Average.
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* **DEMA:** Double Exponential Moving Average (Faster, less lag).
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* **TEMA:** Triple Exponential Moving Average (Even faster).
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* **TMA:** Triangular Moving Average (Double-smoothed SMA).
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### MTF Calculation Steps
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1. **Fetch Data:** Retrieves OHLC data for the selected higher timeframe.
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2. **Calculate:** Performs the recursive or standard calculation on the higher timeframe data using the unified engine.
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3. **Map:** Projects the values to the current chart using precise time-based alignment (`iBarShift`), creating a "step-like" visual representation that accurately reflects when the higher timeframe bar closed.
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## 3. MQL5 Implementation Details
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* **Self-Contained:** No `iCustom` dependencies. Uses direct `Copy...` functions for maximum stability and speed.
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* **Universal Engine (`MovingAverage_Engine.mqh`):** Reuses the core logic from the standard suite, ensuring mathematical consistency across all indicators.
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* **Optimized Incremental Calculation (O(1)):**
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This indicator is engineered for performance:
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* **HTF State Tracking:** Tracks `htf_prev_calculated` to avoid redundant math on the higher timeframe.
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* **Persistent State:** Preserves the recursive state of EMAs, DEMAs, etc., between ticks.
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* **Smart Mapping:** The projection loop handles index alignment precisely and only updates changed bars.
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* **Dual-Mode Logic:** Automatically switches between MTF mode (projection) and Standard mode (direct calculation) based on the timeframe selection.
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## 4. Parameters
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* **Upper Timeframe (`InpUpperTimeframe`):** The calculation timeframe (e.g., H1, H4, D1). Must be greater than or equal to the current chart timeframe.
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* **Period (`InpPeriod`):** The lookback period for the moving average.
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* **MA Type (`InpMAType`):** Selects the calculation algorithm (SMA, EMA, DEMA, etc.).
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* **Applied Price (`InpSourcePrice`):** Standard (Close, Open, etc.) or Heikin Ashi price sources.
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## 5. Usage and Interpretation
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* **Trend Direction:** A rising MTF MA indicates a bullish higher-timeframe trend; falling indicates bearish.
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* **Dynamic Support/Resistance:** In an uptrend, a pullback to the MTF MA often represents a high-value buying opportunity (dynamic support).
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* **Trend Filter:** Use the slope or position of the MTF MA to filter signals from faster indicators on the current chart (e.g., only buy if price is above the H4 EMA).
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