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Toh4iem9
49 lines
2.4 KiB
Markdown
49 lines
2.4 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 one of the four fundamental moving average types (SMA, EMA, SMMA, LWMA) 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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### Core MA Types
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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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### 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.
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3. **Map:** Projects the values to the current chart, creating a "step-like" visual representation.
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## 3. MQL5 Implementation Details
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* **Self-Contained:** No `iCustom` dependencies. Uses direct `Copy...` functions for stability.
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* **Universal Engine (`MovingAverage_Engine.mqh`):** Reuses the core logic from the standard suite for consistency.
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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 and SMMAs 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.
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* **Period (`InpPeriod`):** The lookback period.
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* **MA Type (`InpMAType`):** SMA, EMA, SMMA, or LWMA.
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* **Applied Price (`InpSourcePrice`):** Standard 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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* **Pullbacks:** In an uptrend, a pullback to the MTF MA often represents a high-value buying opportunity (dynamic support).
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* **Crossovers:** Price crossing the MTF MA can signal a potential reversal in the major trend.
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