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mql5/Indicators/MyIndicators/MovingAverage_Pro.mq5
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//+------------------------------------------------------------------+
//| MovingAverage_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Enterprise Edition: Two-Pointer MTF Fast-Path, Fixed HA Price Offsets & Atomic CopyRates
#property description "Universal Moving Average (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA)."
#property description "Features unified Native & MTF pipelines, Heikin Ashi pricing, and zero-API live tick rendering."
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- Plot Definition
#property indicator_label1 "MA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- Included Engines & Core Tools
#include <MyIncludes\MovingAverage_Engine.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Input Parameters ---
input group "--- Timeframe Settings ---"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
input group "--- Moving Average Core Settings ---"
input int InpPeriod = 20; // Moving Average Period
input ENUM_MA_TYPE InpMAType = SMA; // MA Algorithm (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA, VWMA)
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
input group "--- Visual Settings ---"
input color InpColorMA = clrDodgerBlue; // Line Color
input ENUM_LINE_STYLE InpStyleMA = STYLE_SOLID; // Line Style
input int InpWidthMA = 2; // Line Width
//--- Indicator Buffers ---
double BufferMA[];
//--- Internal HTF Data Caches (Chronological Arrays)
double h_open[], h_high[], h_low[], h_close[];
double h_vol[];
double h_res_ma[];
datetime h_time[];
//--- Global Objects & State Management
CMovingAverageCalculator *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 |
//+------------------------------------------------------------------+
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_PARAMETERS_INCORRECT;
}
g_is_mtf_mode = (g_calc_timeframe > Period());
// 2. Bind Buffers
SetIndexBuffer(0, BufferMA, INDICATOR_DATA);
ArraySetAsSeries(BufferMA, false);
ArrayInitialize(BufferMA, EMPTY_VALUE);
// Configure Visuals
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorMA);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleMA);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthMA);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// Type-Accurate Draw Begin Setting
int draw_begin = InpPeriod - 1;
if(InpMAType == DEMA)
draw_begin = 2 * InpPeriod - 2;
else
if(InpMAType == TEMA)
draw_begin = 3 * InpPeriod - 3;
else
if(InpMAType == TMA)
draw_begin = InpPeriod - 1;
if(g_is_mtf_mode)
draw_begin = 0;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// 3. Initialize Calculator Engine
if(InpSourcePrice <= PRICE_HA_CLOSE)
g_calculator = new CMovingAverageCalculator_HA();
else
g_calculator = new CMovingAverageCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType))
{
Print("Critical Error: Failed to initialize Moving Average Calculator.");
return INIT_FAILED;
}
string ma_name = EnumToString(InpMAType);
StringToUpper(ma_name);
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("%s%s%s(%d)", ma_name, ha_tag, tf_str, InpPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
PlotIndexSetString(0, PLOT_LABEL, short_name);
// 4. Initialize Background Synchronization Timer (Only for MTF mode)
if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+
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 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 required_bars = InpPeriod + 5;
if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
// Force chronological indexing
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ArraySetAsSeries(tick_volume, false);
ArraySetAsSeries(volume, false);
// EXACT MATHEMATICAL APPLIED PRICE MAPPING (Eliminates Off-by-One Mismatch!)
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
(ENUM_APPLIED_PRICE)(-((int)InpSourcePrice) - 1) :
(ENUM_APPLIED_PRICE)InpSourcePrice;
//===================================================================
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
//===================================================================
if(!g_is_mtf_mode)
{
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(volume_limit > 0)
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, BufferMA);
else
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, tick_volume, BufferMA);
return rates_total;
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
//===================================================================
int required_bars_mtf = InpPeriod + 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, 3000);
// Resize all HTF caching arrays
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_vol, g_htf_count);
ArrayResize(h_res_ma, 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_vol, false);
ArraySetAsSeries(h_res_ma, false);
}
// Single Atomic Bulk Rates Copy
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;
}
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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;
h_vol[i] = (vol_limit > 0 && htf_bulk_rates[i].real_volume > 0) ? (double)htf_bulk_rates[i].real_volume : (double)htf_bulk_rates[i].tick_volume;
}
// Compute HTF Moving Average on Clean HTF Domain
g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_ma);
g_data_ready = true;
// TWO-POINTER CHRONOLOGICAL SWEEP (Zero API calls, Nanosecond Execution!)
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)
{
BufferMA[i] = EMPTY_VALUE;
continue;
}
while(htf_ptr + 1 < g_htf_count && h_time[htf_ptr + 1] <= t)
htf_ptr++;
BufferMA[i] = h_res_ma[htf_ptr];
}
return rates_total;
}
if(!g_data_ready)
return 0;
// B) LIVE TICK FAST-PATH: HTF bar did not close. Update strictly 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;
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
h_vol[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (double)htf_rate[0].real_volume : (double)htf_rate[0].tick_volume;
// Mock incremental update on forming HTF bar
g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_vol, h_res_ma);
}
}
// 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 (Nanosecond execution across forming chart block)
double ma_val = h_res_ma[live_idx];
for(int i = start; i < rates_total; i++)
{
BufferMA[i] = ma_val;
}
return rates_total;
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int required_bars = InpPeriod + 15;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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