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mql5/Indicators/MyIndicators/RejectionBlock_Pro.mq5
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//+------------------------------------------------------------------+
//| RejectionBlock_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.30" // Enterprise Edition: Streamlined Architecture, Pure GDI Canvas & Native MTF Engine
#property description "Institutional Rejection Block Indicator - Tracks swing rejection wicks and order flow."
#property description "Features non-repainting truncation, MTF support, native EA signal buffers, and ChartID isolation."
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 2
//--- Plot 1: Bullish Rejection Signal Arrow
#property indicator_label1 "Bull Rejection"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrMediumSeaGreen
#property indicator_width1 2
//--- Plot 2: Bearish Rejection Signal Arrow
#property indicator_label2 "Bear Rejection"
#property indicator_type2 DRAW_ARROW
#property indicator_color2 clrCrimson
#property indicator_width2 2
#include <MyIncludes\RejectionBlock_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Midline Style Options
enum ENUM_MIDLINE_STYLE
{
STYLE_SOLID_LINE = 0, // Solid Line
STYLE_DASH_LINE = 1, // Dashed Line
STYLE_DOT_LINE = 2 // Dotted Line
};
//--- Input Parameters
input group "=== Timeframe Settings ==="
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
input group "=== Rejection Blocks Core ==="
input int InpSwingLength = 10; // Swing Pivot Length (1-100)
input double InpMinWickPct = 50.0; // Minimum Wick % of Total Range (0-100)
input double InpWickAtrMult = 0.5; // Minimum Wick Size (x ATR)
input int InpAtrLength = 14; // ATR Volatility Period
input bool InpSweepFilter = false; // Require Liquidity Sweep (Turtle Soup)
input int InpShowLast = 10; // Maximum Zones Rendered (Pool Cap)
input group "=== Visual Styling ==="
input bool InpShowArrows = false; // Show Signal Arrows on Chart
input bool InpFillZones = true; // Fill Rectangle Zones (False = Hollow outline)
input color InpBullColor = clrMediumSeaGreen; // Bullish Zone Color
input color InpBearColor = clrCrimson; // Bearish Zone Color
input bool InpShowMidline = true; // Display 50% Equilibrium Midline
input ENUM_MIDLINE_STYLE InpMidlineStyle = STYLE_DOT_LINE; // Midline Style
input bool InpShowInvalidated = true; // Display Breached Zones (Truncated)
input color InpInvalidColor = clrSilver; // Breached Zone Color
input group "=== Multi-Instance Settings ==="
input int InpInstanceID = 1; // Unique Instance ID
//--- Indicator Output Buffers (Accessible by EAs via iCustom!)
double BufBullSig[];
double BufBearSig[];
//--- Internal HTF Data Caches (Chronological Arrays)
double h_open[], h_high[], h_low[], h_close[];
double h_res_bull[], h_res_bear[];
datetime h_time[];
//--- Global Engine Pointers & State Management
CRejectionBlock_Calculator *g_engine = NULL;
string g_prefix = "";
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;
ulong g_last_render_ms = 0;
//+------------------------------------------------------------------+
//| Blend Color with Background (Subtle 85% Soft Watermark) |
//+------------------------------------------------------------------+
color BlendColor(const color fg, const color bg, const double alpha)
{
int r_fg = (int)(fg & 0xFF);
int g_fg = (int)((fg >> 8) & 0xFF);
int b_fg = (int)((fg >> 16) & 0xFF);
int r_bg = (int)(bg & 0xFF);
int g_bg = (int)((bg >> 8) & 0xFF);
int b_bg = (int)((bg >> 16) & 0xFF);
int r = (int)(r_fg * (1.0 - alpha) + r_bg * alpha);
int g = (int)(g_fg * (1.0 - alpha) + g_bg * alpha);
int b = (int)(b_fg * (1.0 - alpha) + b_bg * alpha);
return (color)(r | (g << 8) | (b << 16));
}
//+------------------------------------------------------------------+
//| Convert Midline Style |
//+------------------------------------------------------------------+
ENUM_LINE_STYLE GetMqlStyle(const ENUM_MIDLINE_STYLE style)
{
switch(style)
{
case STYLE_SOLID_LINE:
return STYLE_SOLID;
case STYLE_DASH_LINE:
return STYLE_DASH;
default:
return STYLE_DOT;
}
}
//+------------------------------------------------------------------+
//| Clean Chart Objects with Isolated Deterministic Namespace |
//+------------------------------------------------------------------+
void CleanUp()
{
ObjectsDeleteAll(0, g_prefix);
}
//+------------------------------------------------------------------+
//| Render Rejection Blocks & Midlines onto Chart Window |
//+------------------------------------------------------------------+
void RenderBlocks()
{
CleanUp();
int total_blocks = g_engine.GetBlockCount();
if(total_blocks <= 0)
return;
color chart_bg = (color)ChartGetInteger(0, CHART_COLOR_BACKGROUND);
for(int b = 0; b < total_blocks; b++)
{
SRejectionBlock block;
if(!g_engine.GetBlock(b, block))
continue;
if(block.invalidated && !InpShowInvalidated)
continue;
color base_color = block.invalidated ? InpInvalidColor : (block.is_bull ? InpBullColor : InpBearColor);
// Subtle 85% Soft Watermark Colors
color fill_color = BlendColor(base_color, chart_bg, 0.85);
color border_color = BlendColor(base_color, chart_bg, 0.60);
string box_name = StringFormat("%sBOX_%d", g_prefix, block.id);
string line_name = StringFormat("%sMID_%d", g_prefix, block.id);
// 1. Draw Bounding Zone Box
ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, block.time_start, block.top, block.time_end, block.bottom);
ObjectSetInteger(0, box_name, OBJPROP_COLOR, border_color);
ObjectSetInteger(0, box_name, OBJPROP_BGCOLOR, fill_color);
ObjectSetInteger(0, box_name, OBJPROP_FILL, InpFillZones);
ObjectSetInteger(0, box_name, OBJPROP_BACK, true); // Keep candles visible
ObjectSetInteger(0, box_name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, box_name, OBJPROP_SELECTED, false);
ObjectSetInteger(0, box_name, OBJPROP_HIDDEN, true);
// 2. Draw 50% Equilibrium Midline
if(InpShowMidline)
{
ObjectCreate(0, line_name, OBJ_TREND, 0, block.time_start, block.mid, block.time_end, block.mid);
ObjectSetInteger(0, line_name, OBJPROP_COLOR, BlendColor(base_color, chart_bg, 0.30));
ObjectSetInteger(0, line_name, OBJPROP_STYLE, GetMqlStyle(InpMidlineStyle));
ObjectSetInteger(0, line_name, OBJPROP_WIDTH, 1);
ObjectSetInteger(0, line_name, OBJPROP_RAY_RIGHT, false);
ObjectSetInteger(0, line_name, OBJPROP_BACK, false);
ObjectSetInteger(0, line_name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, line_name, OBJPROP_SELECTED, false);
ObjectSetInteger(0, line_name, OBJPROP_HIDDEN, true);
}
}
}
//+------------------------------------------------------------------+
//| Custom Indicator Initialization |
//+------------------------------------------------------------------+
int OnInit()
{
// 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_PARAMETERS_INCORRECT;
}
g_is_mtf_mode = (g_calc_timeframe > Period());
// 2. Build Fully Isolated Deterministic Instance Namespace
g_prefix = StringFormat("RB_%I64d_%s_%d_%d_",
ChartID(),
EnumToString(g_calc_timeframe),
InpSwingLength,
InpInstanceID);
CleanUp();
g_data_ready = false;
g_data_synced = false;
g_htf_count = 0;
g_last_htf_time = 0;
g_last_render_ms = 0;
// 3. Setup Buffers & Chronological Indexing
SetIndexBuffer(0, BufBullSig, INDICATOR_DATA);
SetIndexBuffer(1, BufBearSig, INDICATOR_DATA);
ArraySetAsSeries(BufBullSig, false);
ArraySetAsSeries(BufBearSig, false);
ArrayInitialize(BufBullSig, EMPTY_VALUE);
ArrayInitialize(BufBearSig, EMPTY_VALUE);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// Configure Signal Arrows Visibility
if(!InpShowArrows)
{
PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_NONE);
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
}
else
{
PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_ARROW);
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_ARROW);
PlotIndexSetInteger(0, PLOT_ARROW, 233); // Bullish Up Arrow
PlotIndexSetInteger(1, PLOT_ARROW, 234); // Bearish Down Arrow
}
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// 4. Initialize Core Calculator Engine (Pure Price Action)
g_engine = new CRejectionBlock_Calculator();
if(CheckPointer(g_engine) == POINTER_INVALID ||
!g_engine.Init(InpSwingLength, InpMinWickPct, InpWickAtrMult, InpAtrLength, InpSweepFilter, InpShowLast))
{
Print("Critical Error: Failed to initialize CRejectionBlock_Calculator.");
return INIT_FAILED;
}
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string inst_str = (InpInstanceID > 1) ? StringFormat(" #%d", InpInstanceID) : "";
string name = StringFormat("Rejection Blocks%s(L%d, ATR%d)%s", tf_str, InpSwingLength, InpAtrLength, inst_str);
IndicatorSetString(INDICATOR_SHORTNAME, name);
// 5. Background Timer for MTF synchronization
if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(g_is_mtf_mode)
EventKillTimer();
CleanUp();
if(CheckPointer(g_engine) != POINTER_INVALID)
{
delete g_engine;
g_engine = NULL;
}
ChartRedraw(0);
}
//+------------------------------------------------------------------+
//| Custom Indicator Calculation Loop |
//+------------------------------------------------------------------+
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 min_bars = MathMax(InpSwingLength * 2 + 1, InpAtrLength + 5);
if(rates_total < min_bars || !g_engine)
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)
{
// 1. Calculate Engine
g_engine.Calculate(rates_total, prev_calculated, time, open, high, low, close, BufBullSig, BufBearSig);
// 2. Throttled GUI Rendering (Caps DirectX flushes on live ticks)
ulong cur_ms = GetTickCount64();
if(prev_calculated == 0 || (cur_ms - g_last_render_ms >= 250))
{
RenderBlocks();
g_last_render_ms = cur_ms;
ChartRedraw(0);
}
return rates_total;
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
//===================================================================
int required_bars_mtf = min_bars + 10;
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars_mtf))
{
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_mtf)
{
g_data_ready = false;
return 0;
}
g_htf_count = MathMin(htf_bars, 2000);
if(ArraySize(h_time) != g_htf_count)
{
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_bull, g_htf_count);
ArrayResize(h_res_bear, 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_bull, false);
ArraySetAsSeries(h_res_bear, false);
}
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 Blocks on HTF Domain
g_engine.Calculate(g_htf_count, 0, h_time, h_open, h_high, h_low, h_close, h_res_bull, h_res_bear);
g_data_ready = true;
// Project Native Signal Arrows via Two-Pointer Chronological Sweep
int htf_ptr = 0;
datetime oldest_htf = h_time[0];
for(int i = 0; i < rates_total; i++)
{
datetime t = time[i];
if(t < oldest_htf)
{
BufBullSig[i] = EMPTY_VALUE;
BufBearSig[i] = EMPTY_VALUE;
continue;
}
while(htf_ptr + 1 < g_htf_count && h_time[htf_ptr + 1] <= t)
htf_ptr++;
if(t == h_time[htf_ptr])
{
BufBullSig[i] = h_res_bull[htf_ptr];
BufBearSig[i] = h_res_bear[htf_ptr];
}
else
{
BufBullSig[i] = EMPTY_VALUE;
BufBearSig[i] = EMPTY_VALUE;
}
}
RenderBlocks();
ChartRedraw(0);
return rates_total;
}
if(!g_data_ready)
return 0;
// B) LIVE TICK FAST-PATH: HTF bar did not close. Update forming candle in RAM!
int live_idx = g_htf_count - 1;
if(live_idx >= required_bars_mtf)
{
MqlRates htf_rate[1];
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;
g_engine.Calculate(g_htf_count, g_htf_count, h_time, h_open, h_high, h_low, h_close, h_res_bull, h_res_bear);
ulong cur_ms = GetTickCount64();
if(cur_ms - g_last_render_ms >= 250)
{
RenderBlocks();
g_last_render_ms = cur_ms;
ChartRedraw(0);
}
}
}
return rates_total;
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int min_bars = MathMax(InpSwingLength * 2 + 1, InpAtrLength + 5);
int required_bars_mtf = min_bars + 15;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars_mtf, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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