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mql5/Indicators/MyIndicators/DSS_Bressert_Pro.mq5
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//+------------------------------------------------------------------+
//| DSS_Bressert_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.20" // Enterprise Refactor: Clean Candle Source & Decoupled Smoothings
#property description "Walter Bressert's Double Smoothed Stochastic (DSS) with Decoupled Multi-Method Smoothings."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
#property indicator_minimum 0.0
#property indicator_maximum 100.0
#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_levelstyle STYLE_DOT
//--- Plot 1: DSS Bressert Main Line
#property indicator_label1 "DSS"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- Plot 2: Signal Line
#property indicator_label2 "Signal"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrCoral
#property indicator_style2 STYLE_SOLID
#property indicator_width1 1
//--- Included Engines & Core Tools
#include <MyIncludes\DSS_Bressert_Calculator.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 "--- Stochastic Core Settings ---"
input int InpStochPeriod = 10; // Stochastic Lookback Period (P)
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Candle Source (Standard / HA)
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
input group "--- Stage 1 Smoothing (FastK1 -> Y) ---"
input int InpSmoothPeriod1 = 3; // 1st Smoothing Period (S1)
input ENUM_MA_TYPE InpSmoothMAType1 = EMA; // 1st Smoothing MA Type (Supports VWMA)
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
input group "--- Stage 2 Smoothing (FastK2 -> DSS) ---"
input int InpSmoothPeriod2 = 3; // 2nd Smoothing Period (S2)
input ENUM_MA_TYPE InpSmoothMAType2 = EMA; // 2nd Smoothing MA Type (Supports VWMA)
input group "--- Signal Line Settings ---"
input int InpSignalPeriod = 3; // Signal Line Period
input ENUM_MA_TYPE InpSignalMAType = EMA; // Signal Line MA Type (Supports VWMA)
input group "--- Visual Settings ---"
input color InpColorDSS = clrDodgerBlue; // DSS Line Color
input ENUM_LINE_STYLE InpStyleDSS = STYLE_SOLID; // DSS Line Style
input int InpWidthDSS = 2; // DSS Line Width
input color InpColorSignal = clrCoral; // Signal Line Color
input ENUM_LINE_STYLE InpStyleSignal = STYLE_SOLID; // Signal Line Style
input int InpWidthSignal = 1; // Signal Line Width
//--- Indicator Buffers ---
double BufferDSS[];
double BufferSignal[];
//--- Internal HTF Data Caches
double h_open[], h_high[], h_low[], h_close[];
long h_volume[];
double h_res_dss[], h_res_signal[];
datetime h_time[];
//--- Global Objects & State Management
CDSSBressertCalculator *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, BufferDSS, INDICATOR_DATA);
SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
ArraySetAsSeries(BufferDSS, false);
ArraySetAsSeries(BufferSignal, false);
ArrayInitialize(BufferDSS, EMPTY_VALUE);
ArrayInitialize(BufferSignal, EMPTY_VALUE);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// Configure Visuals
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorDSS);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleDSS);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthDSS);
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorSignal);
PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleSignal);
PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthSignal);
// 3. Initialize Core DSS Bressert Calculator Engine
g_calculator = new CDSSBressertCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpStochPeriod, InpSmoothPeriod1, InpSmoothMAType1, InpSmoothPeriod2, InpSmoothMAType2, InpSignalPeriod, InpSignalMAType, InpCandleSource))
{
Print("Critical Error: Failed to initialize Modular DSS Bressert Calculator.");
return(INIT_FAILED);
}
string ha_tag = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("DSS Bressert%s%s(%d|%d %s,%d %s|%d %s)",
ha_tag, tf_str, InpStochPeriod,
InpSmoothPeriod1, EnumToString(InpSmoothMAType1),
InpSmoothPeriod2, EnumToString(InpSmoothMAType2),
InpSignalPeriod, EnumToString(InpSignalMAType));
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
PlotIndexSetString(0, PLOT_LABEL, "DSS");
PlotIndexSetString(1, PLOT_LABEL, "Signal");
int draw_begin = g_calculator.GetWarmupBars() + 5;
if(g_is_mtf_mode)
draw_begin = 0;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
// 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[])
{
if(rates_total <= g_calculator.GetWarmupBars() || !g_calculator)
return 0;
// Force chronological indexing
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
bool use_vwma = (InpSmoothMAType1 == VWMA || InpSmoothMAType2 == VWMA || InpSignalMAType == VWMA);
//===================================================================
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
//===================================================================
if(!g_is_mtf_mode)
{
if(use_vwma)
{
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(vol_limit > 0)
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, volume, BufferDSS, BufferSignal);
else
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, tick_volume, BufferDSS, BufferSignal);
}
else
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferDSS, BufferSignal);
}
return rates_total;
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
//===================================================================
int required_bars = g_calculator.GetWarmupBars() + 10;
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);
// 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_volume, g_htf_count);
ArrayResize(h_res_dss, g_htf_count);
ArrayResize(h_res_signal, 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_volume, false);
ArraySetAsSeries(h_res_dss, false);
ArraySetAsSeries(h_res_signal, false);
// 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_volume[i] = (vol_limit > 0 && htf_bulk_rates[i].real_volume > 0) ? (long)htf_bulk_rates[i].real_volume : (long)htf_bulk_rates[i].tick_volume;
}
// Compute HTF DSS Values across history
if(use_vwma)
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_volume, h_res_dss, h_res_signal);
else
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_dss, h_res_signal);
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)
{
BufferDSS[i] = h_res_dss[idx_htf];
BufferSignal[i] = h_res_signal[idx_htf];
}
else
{
BufferDSS[i] = EMPTY_VALUE;
BufferSignal[i] = EMPTY_VALUE;
}
}
else
{
BufferDSS[i] = EMPTY_VALUE;
BufferSignal[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];
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_volume[live_idx] = (vol_limit > 0 && htf_rate[0].real_volume > 0) ? (long)htf_rate[0].real_volume : (long)htf_rate[0].tick_volume;
// Mock update strictly on forming candle
if(use_vwma)
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_volume, h_res_dss, h_res_signal);
else
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_dss, h_res_signal);
}
}
// 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 dss_val = h_res_dss[live_idx];
double sig_val = h_res_signal[live_idx];
for(int i = start; i < rates_total; i++)
{
BufferDSS[i] = dss_val;
BufferSignal[i] = sig_val;
}
return rates_total;
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int required_bars = g_calculator.GetWarmupBars() + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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