mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-11-02 11:16:15 +00:00
356 lines
12 KiB
Plaintext
356 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| StochasticSlow_Pro.mq5 |
|
|
//| Copyright 2026, xxxxxxxx|
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2026, xxxxxxxx"
|
|
#property version "3.20" // Enterprise Refactor: Zero-Lag MTF Fast-Path & Fused Memory
|
|
#property description "Professional Slow Stochastic with selectable MA types and"
|
|
#property description "candle source (Standard or Heikin Ashi) with Native & MTF support."
|
|
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 2
|
|
#property indicator_plots 2
|
|
#property indicator_level1 10.0
|
|
#property indicator_level2 20.0
|
|
#property indicator_level3 50.0
|
|
#property indicator_level4 80.0
|
|
#property indicator_level5 90.0
|
|
#property indicator_minimum 0.0
|
|
#property indicator_maximum 100.0
|
|
|
|
//--- Plot 1: %K line
|
|
#property indicator_label1 "%K"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrLightSeaGreen
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
|
|
//--- Plot 2: %D line
|
|
#property indicator_label2 "%D"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color2 clrLightCoral
|
|
#property indicator_style2 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
|
|
//--- Include the calculator engine ---
|
|
#include <MyIncludes\StochasticSlow_Calculator.mqh>
|
|
#include <MyIncludes\DataSync_Tools.mqh>
|
|
|
|
//--- Enum for selecting the 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; // Target Higher Timeframe
|
|
|
|
input group "--- Stochastic Settings ---"
|
|
input int InpKPeriod = 5;
|
|
input int InpSlowingPeriod = 3;
|
|
input ENUM_MA_TYPE InpSlowingMAType = SMA;
|
|
input int InpDPeriod = 3;
|
|
input ENUM_MA_TYPE InpDMAType = SMA;
|
|
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD;
|
|
|
|
//--- Indicator Buffers ---
|
|
double BufferK[];
|
|
double BufferD[];
|
|
|
|
//--- Internal HTF Data Caches
|
|
double h_open[], h_high[], h_low[], h_close[];
|
|
double h_res_k[], h_res_d[];
|
|
datetime h_time[];
|
|
|
|
//--- Global Objects & State Management
|
|
CStochasticSlowCalculator *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 function. |
|
|
//+------------------------------------------------------------------+
|
|
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_FAILED);
|
|
}
|
|
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. Factory Logic for Heikin Ashi price routing
|
|
switch(InpCandleSource)
|
|
{
|
|
case CANDLE_HEIKIN_ASHI:
|
|
g_calculator = new CStochasticSlowCalculator_HA();
|
|
break;
|
|
default:
|
|
g_calculator = new CStochasticSlowCalculator();
|
|
break;
|
|
}
|
|
|
|
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpKPeriod, InpSlowingPeriod, InpSlowingMAType, InpDPeriod, InpDMAType))
|
|
{
|
|
Print("Critical Error: Failed to create or initialize Slow Stochastic Calculator object.");
|
|
return(INIT_FAILED);
|
|
}
|
|
|
|
// 4. Dynamic Setup of Indicator Shortname and Plots
|
|
string type = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : "";
|
|
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
|
|
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("SlowStoch%s%s(%d,%d,%d)", type, tf_str, InpKPeriod, InpSlowingPeriod, InpDPeriod));
|
|
|
|
int draw_begin_k = InpKPeriod + InpSlowingPeriod - 2;
|
|
int draw_begin_d = InpKPeriod + InpSlowingPeriod + InpDPeriod - 3;
|
|
if(g_is_mtf_mode)
|
|
{
|
|
draw_begin_k = 0;
|
|
draw_begin_d = 0;
|
|
}
|
|
|
|
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin_k);
|
|
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin_d);
|
|
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
|
|
|
// 5. Initialize Background Synchronization Timer (Only for MTF mode)
|
|
if(g_is_mtf_mode)
|
|
EventSetTimer(1);
|
|
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator deinitialization function. |
|
|
//+------------------------------------------------------------------+
|
|
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 function |
|
|
//+------------------------------------------------------------------+
|
|
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 = InpKPeriod + InpSlowingPeriod + InpDPeriod + 5;
|
|
if(rates_total < required_bars || !g_calculator)
|
|
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, BufferK, BufferD);
|
|
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_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_res_k, false);
|
|
ArraySetAsSeries(h_res_d, false);
|
|
|
|
// Atomic bulk rates copy (Single API call replaces 5 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;
|
|
}
|
|
|
|
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;
|
|
}
|
|
|
|
// Compute HTF Slow Stochastic Values across history
|
|
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, 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 4 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;
|
|
|
|
// 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_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 across 2 buffers)
|
|
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 = InpKPeriod + InpSlowingPeriod + InpDPeriod + 10;
|
|
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|