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376 lines
15 KiB
Plaintext
376 lines
15 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Squeeze_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "3.00" // Unified Native & MTF Release with 4-Color TTM Linear Regression Momentum
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#property description "Professional Volatility Squeeze Indicator (TTM Squeeze Model) with Native & MTF Support."
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#property description "Combines Bollinger Bands and Keltner Channels with 4-Color Linear Regression Momentum."
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 2
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//--- Plot 1: TTM Linear Regression Momentum Histogram
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#property indicator_label1 "Momentum"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Swapped Thermal 4-Color Palette:
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// 0: Bullish Expanding (LightSkyBlue)
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// 1: Bullish Decelerating (DeepSkyBlue)
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// 2: Bearish Expanding (OrangeRed)
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// 3: Bearish Decelerating (Coral)
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#property indicator_color1 clrLightSkyBlue, clrDeepSkyBlue, clrOrangeRed, clrCoral
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Squeeze State Dots (On Zero Baseline)
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#property indicator_label2 "Squeeze State"
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#property indicator_type2 DRAW_COLOR_ARROW
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#property indicator_color2 clrLime, clrRed // 0=Lime (Fired / No Squeeze), 1=Red (Squeeze Active)
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#property indicator_width2 2
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//--- Included Engines & Core Tools
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#include <MyIncludes\Squeeze_Calculator.mqh>
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#include <MyIncludes\DataSync_Tools.mqh>
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//--- Input Parameters ---
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
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input group "--- Squeeze Core Settings ---"
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input int InpPeriod = 20; // Combined Lookback Period (BB & KC)
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input double InpBBMult = 2.0; // Bollinger Bands Multiplier (Sigma)
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input double InpKCMult = 1.5; // Keltner Channel Multiplier (ATR)
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Momentum Settings (Linear Regression) ---"
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input int InpMomPeriod = 20; // Linear Regression Momentum Period
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input group "--- Visual Settings - Momentum Histogram ---"
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input color InpColorBullExp = clrLightSkyBlue; // Bullish Expanding Color
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input color InpColorBullDec = clrDeepSkyBlue; // Bullish Decelerating Color
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input color InpColorBearExp = clrOrangeRed; // Bearish Expanding Color
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input color InpColorBearDec = clrCoral; // Bearish Decelerating Color
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input group "--- Visual Settings - Squeeze Dots ---"
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input color InpColorSqzOff = clrLime; // Squeeze Fired / OFF Color (Action)
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input color InpColorSqzOn = clrRed; // Squeeze Active / ON Color (Compression)
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input int InpDotSize = 2; // Zero Dot Size
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//--- Indicator Buffers ---
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double BufferMom[];
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double BufferMomColor[];
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double BufferSqueeze[];
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double BufferSqueezeColors[];
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//--- Internal HTF Data Caches (Chronological Arrays)
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double h_open[], h_high[], h_low[], h_close[];
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double h_res_mom[], h_res_mom_col[];
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double h_res_sqz_val[], h_res_sqz_col[];
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datetime h_time[];
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//--- Global Objects & State Management
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CSqueezeCalculator *g_calculator = NULL;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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//+------------------------------------------------------------------+
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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// 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return INIT_PARAMETERS_INCORRECT;
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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// 2. Bind Buffers
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SetIndexBuffer(0, BufferMom, INDICATOR_DATA);
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SetIndexBuffer(1, BufferMomColor, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferSqueeze, INDICATOR_DATA);
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SetIndexBuffer(3, BufferSqueezeColors, INDICATOR_COLOR_INDEX);
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ArraySetAsSeries(BufferMom, false);
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ArraySetAsSeries(BufferMomColor, false);
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ArraySetAsSeries(BufferSqueeze, false);
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ArraySetAsSeries(BufferSqueezeColors, false);
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ArrayInitialize(BufferMom, 0.0);
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ArrayInitialize(BufferMomColor, 0.0);
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ArrayInitialize(BufferSqueeze, 0.0);
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ArrayInitialize(BufferSqueezeColors, 0.0);
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// 3. Dynamic Visual Styling
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PlotIndexSetInteger(0, PLOT_COLOR_INDEXES, 4);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 0, InpColorBullExp);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 1, InpColorBullDec);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 2, InpColorBearExp);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 3, InpColorBearDec);
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PlotIndexSetInteger(1, PLOT_ARROW, 159); // Solid circle/dot character
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PlotIndexSetInteger(1, PLOT_COLOR_INDEXES, 2);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, 0, InpColorSqzOff);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, 1, InpColorSqzOn);
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PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpDotSize);
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int warmup = MathMax(InpPeriod, InpMomPeriod) + 5;
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int draw_begin = warmup;
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if(g_is_mtf_mode)
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draw_begin = 0;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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// 4. Initialize Core Squeeze Engine
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g_calculator = new CSqueezeCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpPeriod, InpBBMult, InpKCMult, InpMomPeriod, InpSourcePrice))
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{
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Print("Critical Error: Failed to initialize Squeeze Calculator Engine.");
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return INIT_FAILED;
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}
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string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
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string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
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string short_name = StringFormat("Squeeze Pro%s%s(%d, BB:%.1f, KC:%.1f)",
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ha_tag, tf_str,
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InpPeriod, InpBBMult, InpKCMult);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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PlotIndexSetString(0, PLOT_LABEL, "Momentum");
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PlotIndexSetString(1, PLOT_LABEL, "Squeeze State");
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// 5. Initialize Background Synchronization Timer (Only for MTF mode)
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if(g_is_mtf_mode)
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(g_is_mtf_mode)
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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delete g_calculator;
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g_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Calculation Loop |
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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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int warmup = MathMax(InpPeriod, InpMomPeriod) + 5;
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if(rates_total < warmup || CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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// Force chronological indexing
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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//===================================================================
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// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
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//===================================================================
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if(!g_is_mtf_mode)
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{
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close,
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BufferMom, BufferMomColor, BufferSqueeze, BufferSqueezeColors);
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return rates_total;
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}
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//===================================================================
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// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
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//===================================================================
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int required_bars = warmup + 10;
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if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
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{
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g_data_synced = false;
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return 0;
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}
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g_data_synced = true;
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datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars < required_bars)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000);
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// Resize all HTF caching arrays
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_res_mom, g_htf_count);
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ArrayResize(h_res_mom_col, g_htf_count);
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ArrayResize(h_res_sqz_val, g_htf_count);
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ArrayResize(h_res_sqz_col, g_htf_count);
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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ArraySetAsSeries(h_res_mom, false);
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ArraySetAsSeries(h_res_mom_col, false);
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ArraySetAsSeries(h_res_sqz_val, false);
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ArraySetAsSeries(h_res_sqz_col, false);
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if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
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CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
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CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
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CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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// Compute HTF Squeeze Values
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g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close,
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h_res_mom, h_res_mom_col, h_res_sqz_val, h_res_sqz_col);
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g_data_ready = true;
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}
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if(!g_data_ready)
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return 0;
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// 5. Stateful live-bar update for active forming HTF candle
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int live_idx = g_htf_count - 1;
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if(live_idx >= required_bars)
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{
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double o[1], h[1], l[1], c[1];
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datetime t_bar[1];
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int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
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if(shift >= 0 &&
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CopyTime(_Symbol, g_calc_timeframe, shift, 1, t_bar) == 1 &&
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CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
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CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
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CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
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CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1)
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{
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h_time[live_idx] = t_bar[0];
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h_open[live_idx] = o[0];
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h_high[live_idx] = h[0];
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h_low[live_idx] = l[0];
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h_close[live_idx] = c[0];
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// Mock update on live HTF bar
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g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close,
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h_res_mom, h_res_mom_col, h_res_sqz_val, h_res_sqz_col);
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}
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}
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// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution)
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int first_bar_of_forming_htf = rates_total - 1;
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while(first_bar_of_forming_htf > 0 &&
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iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
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{
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first_bar_of_forming_htf--;
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}
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first_bar_of_forming_htf++;
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if(start > first_bar_of_forming_htf)
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start = first_bar_of_forming_htf;
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// 7. Chronological Mapping Loop to Chart Timeframe (4 Buffers)
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for(int i = start; i < rates_total; i++)
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{
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datetime t = time[i];
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int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
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if(shift_htf >= 0)
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{
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int idx_htf = g_htf_count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < g_htf_count)
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{
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BufferMom[i] = h_res_mom[idx_htf];
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BufferMomColor[i] = h_res_mom_col[idx_htf];
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BufferSqueeze[i] = 0.0;
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BufferSqueezeColors[i] = h_res_sqz_col[idx_htf];
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}
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else
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{
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BufferMom[i] = 0.0;
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BufferMomColor[i] = 0.0;
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BufferSqueeze[i] = 0.0;
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BufferSqueezeColors[i] = 0.0;
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}
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}
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else
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{
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BufferMom[i] = 0.0;
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BufferMomColor[i] = 0.0;
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BufferSqueeze[i] = 0.0;
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BufferSqueezeColors[i] = 0.0;
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}
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//| OnTimer Event Handler (Data Synchronization Daemon) |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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int warmup = MathMax(InpPeriod, InpMomPeriod) + 15;
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CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, warmup, g_data_synced);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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