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refactor: Unified Native & MTF High-Performance Engine

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This commit is contained in:
Toh4iem9
2026-08-23 12:36:40 +02:00
parent 9376266d8e
commit 138cc294a7
1 changed files with 140 additions and 9 deletions
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Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
+140 -9
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@@ -3,8 +3,8 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Optimized Single-Line KAMA
#property description "Perry Kaufman's Adaptive Moving Average (KAMA)."
#property version "3.30" // Unified Native & MTF High-Performance Engine
#property description "Professional Kaufman's Adaptive Moving Average with Native Multi-Timeframe (MTF) Support."
#property indicator_chart_window
#property indicator_buffers 1
@@ -20,6 +20,9 @@
#include <MyIncludes\KAMA_Calculator.mqh>
//--- Input Parameters ---
input group "Timeframe Settings"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or Higher)
input group "KAMA Core Settings"
input int InpErPeriod = 10; // Efficiency Ratio Period
input int InpFastEmaPeriod = 2; // Fastest EMA Period
@@ -29,19 +32,44 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price
input group "Visual Settings"
input color InpColorKAMA = clrCrimson; // Line Color
input ENUM_LINE_STYLE InpStyleKAMA = STYLE_SOLID; // Line Style
input int InpWidthKAMA = 2; // Line Width
input int InpWidthKAMA = 1; // Line Width
//--- Indicator Buffers ---
double BufferKAMA[];
//--- Global Calculator Object ---
//--- Global Engine & MTF Tracking ---
CKamaCalculator *g_calculator = NULL;
bool g_is_mtf_mode = false;
ENUM_TIMEFRAMES g_calc_timeframe;
int g_htf_prev_calculated = 0;
//--- HTF Dynamic Data Caches (Chronological Arrays)
double g_htf_open[];
double g_htf_high[];
double g_htf_low[];
double g_htf_close[];
double g_htf_kama[];
//+------------------------------------------------------------------+
//| OnInit |
//+------------------------------------------------------------------+
int OnInit()
{
// 1. Timeframe Resolution & Validation
g_calc_timeframe = InpTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
if(g_calc_timeframe < Period())
{
PrintFormat("Error: Selected timeframe (%s) cannot be lower than chart timeframe (%s).",
EnumToString(g_calc_timeframe), EnumToString(Period()));
return INIT_PARAMETERS_INCORRECT;
}
g_is_mtf_mode = (g_calc_timeframe > Period());
// 2. Setup Indicator Buffer
SetIndexBuffer(0, BufferKAMA, INDICATOR_DATA);
ArraySetAsSeries(BufferKAMA, false);
ArrayInitialize(BufferKAMA, EMPTY_VALUE);
@@ -50,11 +78,22 @@ int OnInit()
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorKAMA);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// Initialize Engine
// 3. Initialize MTF Caches (Chronological Order)
if(g_is_mtf_mode)
{
ArraySetAsSeries(g_htf_open, false);
ArraySetAsSeries(g_htf_high, false);
ArraySetAsSeries(g_htf_low, false);
ArraySetAsSeries(g_htf_close, false);
ArraySetAsSeries(g_htf_kama, false);
}
// 4. Initialize Engine
g_calculator = new CKamaCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice))
{
@@ -62,10 +101,16 @@ int OnInit()
return INIT_FAILED;
}
// 5. Shortname Construction
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string short_name = StringFormat("KAMA%s(%d,%d,%d)", ha_tag, InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod);
string tf_tag = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("KAMA%s%s(%d,%d,%d)", ha_tag, tf_tag, InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
// 6. Asynchronous Data Guard (Enabled only when MTF is active)
if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
@@ -74,6 +119,9 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(g_is_mtf_mode)
EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID)
{
delete g_calculator;
@@ -81,6 +129,21 @@ void OnDeinit(const int reason)
}
}
//+------------------------------------------------------------------+
//| OnTimer (Asynchronous History Data Synchronization Guard) |
//+------------------------------------------------------------------+
void OnTimer()
{
if(!g_is_mtf_mode)
return;
int htf_bars = iBars(_Symbol, g_calc_timeframe);
if(htf_bars > InpErPeriod && g_htf_prev_calculated == 0)
{
ChartSetSymbolPeriod(0, _Symbol, Period()); // Refresh chart
}
}
//+------------------------------------------------------------------+
//| OnCalculate |
//+------------------------------------------------------------------+
@@ -105,10 +168,78 @@ int OnCalculate(const int rates_total,
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
// High-Performance Incremental O(1) Calculation
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferKAMA);
//================================================================
// PIPELINE 1: Direct Calculation (Native Timeframe - O(1))
//================================================================
if(!g_is_mtf_mode)
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferKAMA);
return rates_total;
}
return(rates_total);
//================================================================
// PIPELINE 2: Multi-Timeframe (MTF) Synchronized Engine
//================================================================
// 1. Check Available HTF Bars
int htf_rates_total = iBars(_Symbol, g_calc_timeframe);
if(htf_rates_total <= InpErPeriod)
return 0;
// 2. Fetch HTF Price Data into Chronological Caches
if(CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_open) <= 0 ||
CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_high) <= 0 ||
CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_low) <= 0 ||
CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_close) <= 0)
{
return 0; // History sync pending
}
// 3. Resize HTF Output Buffer
if(ArraySize(g_htf_kama) != htf_rates_total)
{
ArrayResize(g_htf_kama, htf_rates_total);
ArraySetAsSeries(g_htf_kama, false);
}
// 4. Compute HTF KAMA Values (Incremental O(1))
int htf_start = (prev_calculated == 0) ? 0 : g_htf_prev_calculated - 1;
if(htf_start < 0)
htf_start = 0;
g_calculator.Calculate(htf_rates_total, htf_start, g_htf_open, g_htf_high, g_htf_low, g_htf_close, g_htf_kama);
g_htf_prev_calculated = htf_rates_total;
// 5. Forming LTF Block Flat-Force Anchor (The Staircase Solution)
int start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
int first_bar_of_forming_htf = rates_total - 1;
while(first_bar_of_forming_htf > 0 &&
iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
{
first_bar_of_forming_htf--;
}
first_bar_of_forming_htf++; // Dynamic anchor start
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
// 6. Chronological Mapping Loop
for(int i = start; i < rates_total; i++)
{
int htf_bar = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
if(htf_bar >= 0 && htf_bar < htf_rates_total)
{
int htf_idx = htf_rates_total - 1 - htf_bar;
BufferKAMA[i] = g_htf_kama[htf_idx];
}
else
{
BufferKAMA[i] = EMPTY_VALUE;
}
}
return rates_total;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+