L1Trend/Indicators/L1TrendFilterSlopeSign.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                       L1TrendFilterSlopeSign.mq5 |
//|                             Copyright 2000-2026, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2000-2026, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots   1
//---
#property indicator_label1  "L1TrendFilterSlope"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_width1  2
//---
input int    BarsToShow = 1000;  // Number of bars to calculate L1
input double CoefLambda = 0.015; // Lambda in lambda_max units
//---
double Trend[];
//+------------------------------------------------------------------+
//| Signum                                                           |
//+------------------------------------------------------------------+
double Signum(const double value)
  {
   return((value>0)-(value<0));
  }
//+------------------------------------------------------------------+
//| Indicator initialization function                                |
//+------------------------------------------------------------------+
int OnInit()
  {
   SetIndexBuffer(0,Trend,INDICATOR_DATA);
   ArrayInitialize(Trend,EMPTY_VALUE);
//---
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---
   return INIT_SUCCEEDED;
  }
//+------------------------------------------------------------------+
//| Indicator iteration 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[])
  {
//--- check bars
   static bool warned=false;
   if(rates_total < BarsToShow)
     {
      if(!warned)
        {
         Print("Waiting for enough bars: ",BarsToShow);
         warned=true;
        }
      ArrayInitialize(Trend,EMPTY_VALUE);
      return 0;
     }
//--- check new bar
   static datetime last_bar_time=0;
   bool new_bar=(time[0]!=last_bar_time);
   bool need_recalc=(prev_calculated==0) || new_bar || (rates_total!=prev_calculated);
   if(!need_recalc)
      return prev_calculated;
   last_bar_time=time[0];
//---
   int start=rates_total-BarsToShow;
   int data_count=BarsToShow;
//--- hide old bars
   for(int i=0;i<start;i++)
      Trend[i]=EMPTY_VALUE;
//--- copy Close
   vector<double> DataClose;
   DataClose.Resize(data_count);
   for(int i=0;i<data_count;i++)
      DataClose[i]=close[start+i];
//--- lambda max
   double lambda_max=DataClose.L1TrendFilterLambdaMax();
   PrintFormat("lambda_max=%f (%s,%s) Coef=%f lambda=%f",
               lambda_max,Symbol(),EnumToString(Period()), CoefLambda,lambda_max*CoefLambda);
//--- L1 filtering
   vector<double> filtered_data;
   filtered_data.Resize(data_count);
   bool res=DataClose.L1TrendFilter(filtered_data,CoefLambda,true);
   if(res)
     {
      Trend[start]=0;
      for(int i=1;i<data_count;i++)
        {
         double delta=filtered_data[i]-filtered_data[i-1];
         Trend[start+i]=Signum(delta);
        }
     }
   return rates_total;
  }
//+------------------------------------------------------------------+