From 138cc294a792999ad609f9b0a51cc8f1354ab479 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sun, 23 Aug 2026 12:36:40 +0200 Subject: [PATCH] refactor: Unified Native & MTF High-Performance Engine --- .../MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 | 149 ++++++++++++++++-- 1 file changed, 140 insertions(+), 9 deletions(-) diff --git a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 index b1d7355..8ff40d0 100644 --- a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 @@ -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 //--- 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; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+