mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-18 23:08:07 +00:00
340 lines
12 KiB
Plaintext
340 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| SMI_Pro.mq5|
|
|
//| Copyright 2026, xxxxxxxx|
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2026, xxxxxxxx"
|
|
#property version "3.10" // Upgraded with dynamic high-performance Standard/MTF support
|
|
#property description "Professional Stochastic Momentum Index (SMI) with a signal line and"
|
|
#property description "selectable candle source (Standard or Heikin Ashi)."
|
|
|
|
//--- Indicator Window and Level Properties ---
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 2 // SMI and Signal Line
|
|
#property indicator_plots 2
|
|
#property indicator_level1 80.0
|
|
#property indicator_level2 60.0
|
|
#property indicator_level3 40.0
|
|
#property indicator_level4 0.0
|
|
#property indicator_level5 -40.0
|
|
#property indicator_level6 -60.0
|
|
#property indicator_level7 -80.0
|
|
#property indicator_levelstyle STYLE_DOT
|
|
#property indicator_minimum -100.0
|
|
#property indicator_maximum 100.0
|
|
|
|
//--- Plot 1: SMI line
|
|
#property indicator_label1 "SMI"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrSteelBlue
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
|
|
//--- Plot 2: Signal line
|
|
#property indicator_label2 "Signal"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color2 clrDarkOrange
|
|
#property indicator_style2 STYLE_SOLID
|
|
#property indicator_width2 1
|
|
|
|
//--- Include the calculator engine ---
|
|
#include <MyIncludes\SMI_Calculator.mqh>
|
|
#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
|
|
|
|
//--- Enum for selecting the candle source for calculation ---
|
|
enum ENUM_CANDLE_SOURCE
|
|
{
|
|
CANDLE_STANDARD, // Use standard OHLC data
|
|
CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data
|
|
};
|
|
|
|
//--- Input Parameters ---
|
|
input group "--- Timeframe Settings ---"
|
|
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Target Higher Timeframe
|
|
|
|
input group "--- SMI Settings ---"
|
|
input int InpLengthK = 10; // %K Length
|
|
input int InpLengthD = 3; // %D Length (for double smoothing)
|
|
input int InpLengthEMA = 3; // EMA Length (for signal line)
|
|
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD;
|
|
|
|
//--- Indicator Buffers ---
|
|
double BufferSMI[];
|
|
double BufferSignal[];
|
|
|
|
//--- Internal HTF Data Caches
|
|
double h_open[], h_high[], h_low[], h_close[];
|
|
double h_res_smi[], h_res_sig[];
|
|
datetime h_time[];
|
|
|
|
//--- Global Objects & Synchronizer State
|
|
CSMICalculator *g_calculator;
|
|
|
|
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. Map the buffers and set as non-timeseries
|
|
SetIndexBuffer(0, BufferSMI, INDICATOR_DATA);
|
|
SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
|
|
ArraySetAsSeries(BufferSMI, false);
|
|
ArraySetAsSeries(BufferSignal, false);
|
|
|
|
//--- 3. Factory Logic for Heikin Ashi price routing
|
|
switch(InpCandleSource)
|
|
{
|
|
case CANDLE_HEIKIN_ASHI:
|
|
g_calculator = new CSMICalculator_HA();
|
|
break;
|
|
default: // CANDLE_STANDARD
|
|
g_calculator = new CSMICalculator();
|
|
break;
|
|
}
|
|
|
|
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpLengthK, InpLengthD, InpLengthEMA))
|
|
{
|
|
Print("Critical Error: Failed to create or initialize SMI 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("SMI%s%s(%d,%d,%d)", type, tf_str, InpLengthK, InpLengthD, InpLengthEMA));
|
|
|
|
//--- Drawing offset configuration
|
|
int smi_draw_begin = InpLengthK + InpLengthD + InpLengthD - 3;
|
|
int sig_draw_begin = smi_draw_begin + InpLengthEMA - 1;
|
|
if(g_is_mtf_mode)
|
|
{
|
|
smi_draw_begin = 0;
|
|
sig_draw_begin = 0;
|
|
}
|
|
|
|
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, smi_draw_begin);
|
|
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, sig_draw_begin);
|
|
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
|
|
|
//--- 5. Initialize Background Synchronization Timer Daemon (Only if MTF is active)
|
|
if(g_is_mtf_mode)
|
|
EventSetTimer(1);
|
|
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator deinitialization function. |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
EventKillTimer();
|
|
if(CheckPointer(g_calculator) != POINTER_INVALID)
|
|
delete g_calculator;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| 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 = InpLengthK + InpLengthD + InpLengthD + InpLengthEMA + 10;
|
|
if(rates_total < required_bars)
|
|
return 0;
|
|
|
|
if(CheckPointer(g_calculator) == POINTER_INVALID)
|
|
return 0;
|
|
|
|
//--- Force chronological indexing on current timeframe arrays
|
|
ArraySetAsSeries(time, false);
|
|
ArraySetAsSeries(open, false);
|
|
ArraySetAsSeries(high, false);
|
|
ArraySetAsSeries(low, false);
|
|
ArraySetAsSeries(close, false);
|
|
|
|
//===================================================================
|
|
// MODE 1: Current Timeframe calculation (Standard ultra-high speed)
|
|
//===================================================================
|
|
if(!g_is_mtf_mode)
|
|
{
|
|
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferSMI, BufferSignal);
|
|
return(rates_total);
|
|
}
|
|
|
|
//===================================================================
|
|
// MODE 2: Multi-Timeframe Engine (Warp-free step synchronization)
|
|
//===================================================================
|
|
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
|
|
{
|
|
g_data_synced = false;
|
|
return 0; // Wait for next tick to let history synchronize
|
|
}
|
|
|
|
g_data_synced = true;
|
|
|
|
//--- Check if a new HTF candle has opened
|
|
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
|
|
bool htf_updated = (htf_time_current != g_last_htf_time);
|
|
|
|
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); // Guard rails to prevent memory overload
|
|
|
|
// 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_smi, g_htf_count);
|
|
ArrayResize(h_res_sig, g_htf_count);
|
|
|
|
// Force chronological structure on high-level arrays
|
|
ArraySetAsSeries(h_time, false);
|
|
ArraySetAsSeries(h_open, false);
|
|
ArraySetAsSeries(h_high, false);
|
|
ArraySetAsSeries(h_low, false);
|
|
ArraySetAsSeries(h_close, false);
|
|
ArraySetAsSeries(h_res_smi, false);
|
|
ArraySetAsSeries(h_res_sig, false);
|
|
|
|
// Copy basic pricing data
|
|
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)
|
|
{
|
|
g_data_ready = false;
|
|
return 0;
|
|
}
|
|
|
|
//--- Calculate core indicators directly on high timeframe (Initial setup)
|
|
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_smi, h_res_sig);
|
|
|
|
g_data_ready = true;
|
|
}
|
|
|
|
if(!g_data_ready)
|
|
return 0;
|
|
|
|
//--- 5. Real-Time Update for the active forming HTF candle (Index: g_htf_count - 1) on every tick
|
|
int live_idx = g_htf_count - 1;
|
|
if(live_idx >= required_bars)
|
|
{
|
|
double o[1], h[1], l[1], c[1];
|
|
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
|
|
if(shift >= 0 &&
|
|
CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
|
|
CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
|
|
CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
|
|
CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1)
|
|
{
|
|
h_open[live_idx] = o[0];
|
|
h_high[live_idx] = h[0];
|
|
h_low[live_idx] = l[0];
|
|
h_close[live_idx] = c[0];
|
|
|
|
// Stateful, O(1) mock update for the live bar
|
|
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_smi, h_res_sig);
|
|
}
|
|
}
|
|
|
|
//--- 6. Warp-free step force (Staircase Solution anchor determination)
|
|
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
|
|
|
int first_bar_of_forming_htf = rates_total - 1;
|
|
while(first_bar_of_forming_htf > 0 &&
|
|
iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
|
|
{
|
|
first_bar_of_forming_htf--;
|
|
}
|
|
first_bar_of_forming_htf++; // Anchor set to start of current HTF period block
|
|
|
|
if(start > first_bar_of_forming_htf)
|
|
start = first_bar_of_forming_htf;
|
|
|
|
//--- 7. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity)
|
|
for(int i = start; 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)
|
|
{
|
|
BufferSMI[i] = h_res_smi[idx_htf];
|
|
BufferSignal[i] = h_res_sig[idx_htf];
|
|
}
|
|
else
|
|
{
|
|
BufferSMI[i] = EMPTY_VALUE;
|
|
BufferSignal[i] = EMPTY_VALUE;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
BufferSMI[i] = EMPTY_VALUE;
|
|
BufferSignal[i] = EMPTY_VALUE;
|
|
}
|
|
}
|
|
|
|
return(rates_total);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| OnTimer Event Handler |
|
|
//+------------------------------------------------------------------+
|
|
void OnTimer()
|
|
{
|
|
//--- Delegate asynchronous history checking and forced redraws to DataSync daemon using correct lookback period
|
|
int required_bars = InpLengthK + InpLengthD + InpLengthD + InpLengthEMA + 10;
|
|
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|