mql5/Experts/_Architecture/Market/IndicatorSeries.mqh

//+------------------------------------------------------------------+
//|                                              IndicatorSeries.mqh |
//|                                  Copyright 2025, MetaQuotes Ltd. |
//|                                             https://mql5.com     |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, MetaQuotes Ltd."
#property link      "https://mql5.com"
#property version   "1.10"

class IndicatorSeries
{
private:
   string             m_symbol;
   string             m_name;
   ENUM_TIMEFRAMES    m_tf;
   int                m_handle;
   int                m_buffersCount;
   int                m_barsCount;
   bool               m_asSeries;          // true = shift 0 is the most recent bar

   MqlParam           m_params[];
   double             m_buffers[];         // flat: buffersCount * barsCount

   bool               RecreateHandle();

public:
                      IndicatorSeries();
                     ~IndicatorSeries();

   // Initialisation overloads
   bool               Initialize(string symbol, ENUM_TIMEFRAMES tf, string name,
                                 int handle, int buffersCount, int initialBars, bool asSeries = true);
   bool               Initialize(string symbol, ENUM_TIMEFRAMES tf, string name,
                                 int buffersCount, int initialBars, bool asSeries = true);
   bool               Initialize(string symbol, ENUM_TIMEFRAMES tf, string name,
                                 int buffersCount, int initialBars, const MqlParam &params[], bool asSeries = true);

   bool               Update(int barsCount = 3);
   double             Value(int bufferIndex, int pShift);

   int                Handle()       const { return m_handle; }
   int                BuffersCount() const { return m_buffersCount; }
   int                Bars()         const { return m_barsCount; }
};

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
IndicatorSeries::IndicatorSeries() : m_handle(INVALID_HANDLE),
                                     m_buffersCount(0),
                                     m_barsCount(0),
                                     m_asSeries(true),
                                     m_symbol(""),
                                     m_name(""),
                                     m_tf(PERIOD_CURRENT)
{
}

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
IndicatorSeries::~IndicatorSeries()
{
   if(m_handle != INVALID_HANDLE)
   {
      IndicatorRelease(m_handle);
      m_handle = INVALID_HANDLE;
   }
}

//+------------------------------------------------------------------+
//| Recreate the indicator handle                                    |
//+------------------------------------------------------------------+
bool IndicatorSeries::RecreateHandle()
{
   if(ArraySize(m_params) > 0)
      m_handle = IndicatorCreate(m_symbol, m_tf, IND_CUSTOM, ArraySize(m_params), m_params);
   else
      m_handle = iCustom(m_symbol, m_tf, m_name);

   return (m_handle != INVALID_HANDLE);
}

//+------------------------------------------------------------------+
//| Overload 1: Initialization using an existing handle              |
//+------------------------------------------------------------------+
bool IndicatorSeries::Initialize(string symbol, ENUM_TIMEFRAMES tf, string name,
                                 int handle, int buffersCount, int initialBars, bool asSeries)
{
   m_symbol       = symbol;
   m_tf           = tf;
   m_name         = name;
   m_handle       = handle;
   m_buffersCount = buffersCount;
   m_asSeries     = asSeries;

   ArrayFree(m_params);

   if(m_handle == INVALID_HANDLE)
   {
      PrintFormat("IndicatorSeries::Initialize failed: invalid handle | %s %s | %s",
                  m_symbol, EnumToString(m_tf), m_name);
      return false;
   }

   return Update(initialBars);
}

//+------------------------------------------------------------------+
//| Overload 2: iCustom without extra parameters                     |
//+------------------------------------------------------------------+
bool IndicatorSeries::Initialize(string symbol, ENUM_TIMEFRAMES tf, string name,
                                 int buffersCount, int initialBars, bool asSeries)
{
   int handle = iCustom(symbol, tf, name);

   if(handle == INVALID_HANDLE)
   {
      PrintFormat("IndicatorSeries::Initialize failed: iCustom | %s %s | %s | Error=%d",
                  symbol, EnumToString(tf), name, GetLastError());
      return false;
   }

   return Initialize(symbol, tf, name, handle, buffersCount, initialBars, asSeries);
}

//+------------------------------------------------------------------+
//| Overload 3: Initialization with MqlParam array (custom indicator)|
//+------------------------------------------------------------------+
bool IndicatorSeries::Initialize(string symbol, ENUM_TIMEFRAMES tf, string name,
                                 int buffersCount, int initialBars, const MqlParam &params[], bool asSeries)
{
   m_symbol       = symbol;
   m_tf           = tf;
   m_name         = name;
   m_buffersCount = buffersCount;
   m_asSeries     = asSeries;

   ArrayFree(m_params);

   int srcSize = ArraySize(params);
   if(ArrayResize(m_params, srcSize + 1) != srcSize + 1)
      return false;

   // First parameter = custom indicator name (required for IndicatorCreate)
   m_params[0].type         = TYPE_STRING;
   m_params[0].string_value = m_name;

   // Copy the remaining parameters
   for(int i = 0; i < srcSize; i++)
      m_params[i + 1] = params[i];

   if(!RecreateHandle())
   {
      PrintFormat("IndicatorSeries::Initialize failed: RecreateHandle | %s %s | %s",
                  m_symbol, EnumToString(m_tf), m_name);
      return false;
   }

   return Update(initialBars);
}

//+------------------------------------------------------------------+
//| Update internal buffers                                          |
//+------------------------------------------------------------------+
bool IndicatorSeries::Update(int barsCount = 3)
{
   if(barsCount <= 0 || m_buffersCount <= 0)
      return false;

   if(m_handle == INVALID_HANDLE && !RecreateHandle())
      return false;

   m_barsCount = barsCount;
   ArrayResize(m_buffers, m_buffersCount * m_barsCount);

   // Temporary buffer – its series flag is set to match m_asSeries
   double tempBuffer[];
   ArraySetAsSeries(tempBuffer, m_asSeries);

   for(int i = 0; i < m_buffersCount; i++)
   {
      // CopyBuffer respects the series flag of tempBuffer.
      // If m_asSeries == true  → tempBuffer[0] = latest bar.
      // If m_asSeries == false → tempBuffer[0] = oldest bar.
      int copied = CopyBuffer(m_handle, i, 0, m_barsCount, tempBuffer);
      if(copied != m_barsCount)
         return false;

      // Append the segment into the flat m_buffers array.
      // We must copy element by element to preserve the series ordering.
      int offset = i * m_barsCount;
      for(int j = 0; j < m_barsCount; j++)
         m_buffers[offset + j] = tempBuffer[j];
   }

   return true;
}

//+------------------------------------------------------------------+
//| Get a value at a specific buffer and shift                       |
//+------------------------------------------------------------------+
double IndicatorSeries::Value(int bufferIndex, int pShift)
{
   if(bufferIndex < 0 || bufferIndex >= m_buffersCount ||
      pShift < 0 || pShift >= m_barsCount)
      return 0.0;

   // Because we stored the buffer segment exactly as it was copied
   // (with tempBuffer's series flag already applied), pShift works uniformly:
   //   asSeries = true  → pShift 0 = latest bar
   //   asSeries = false → pShift 0 = oldest bar
   return m_buffers[(bufferIndex * m_barsCount) + pShift];
}
//+------------------------------------------------------------------+