new files added

2026-07-27 20:47:44 +00:00 · 2025-11-19 09:39:26 +01:00
parent 0e81252e3f
commit 14867e5337
1 changed files with 130 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                                  KAMA_MTF_Pro.mq5|
+//|                                          Copyright 2025, xxxxxxxx|
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property version   "1.00"
+#property description "Multi-Timeframe (MTF) version of Kaufman's Adaptive Moving Average (KAMA)."
+
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_label1  "KAMA MTF"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrCrimson
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+
+#include <MyIncludes\KAMA_Calculator.mqh>
+
+//--- Input Parameters ---
+input ENUM_TIMEFRAMES           InpUpperTimeframe = PERIOD_H1;
+input int                       InpErPeriod       = 10;    // Efficiency Ratio Period
+input int                       InpFastEmaPeriod  = 2;     // Fastest EMA Period
+input int                       InpSlowEmaPeriod  = 30;    // Slowest EMA Period
+input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice    = PRICE_CLOSE_STD;
+
+//--- Indicator Buffers ---
+double    BufferKAMA_MTF[];
+
+//--- Global variables ---
+CKamaCalculator *g_calculator;
+bool             g_is_mtf_mode = false;
+ENUM_TIMEFRAMES  g_calc_timeframe;
+
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   g_calc_timeframe = InpUpperTimeframe;
+   if(g_calc_timeframe == PERIOD_CURRENT)
+      g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
+
+   if(g_calc_timeframe < Period())
+     {
+      Print("Error: The selected timeframe must be higher than or equal to the current chart timeframe.");
+      return(INIT_FAILED);
+     }
+   g_is_mtf_mode = (g_calc_timeframe > Period());
+
+   SetIndexBuffer(0, BufferKAMA_MTF,  INDICATOR_DATA);
+   ArraySetAsSeries(BufferKAMA_MTF,  false);
+   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+
+   if(InpSourcePrice <= PRICE_HA_CLOSE)
+      g_calculator = new CKamaCalculator_HA();
+   else
+      g_calculator = new CKamaCalculator();
+
+   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod))
+     {
+      Print("Failed to initialize KAMA Calculator.");
+      return(INIT_FAILED);
+     }
+
+   if(g_is_mtf_mode)
+      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA MTF%s(%s)", (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), EnumToString(g_calc_timeframe)));
+   else
+      IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA%s(%d,%d,%d)", (InpSourcePrice <= PRICE_HA_CLOSE ? " HA" : ""), InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
+
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod);
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
+
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total, const int, 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 < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
+      return 0;
+
+   ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
+
+   if(g_is_mtf_mode)
+     {
+      // --- MTF Mode ---
+      int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT);
+      if(htf_rates_total < InpErPeriod)
+         return 0;
+
+      datetime htf_time[];
+      double htf_open[], htf_high[], htf_low[], htf_close[];
+      if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 || CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
+         CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 || CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
+         CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0)
+         return 0;
+
+      double htf_kama_buffer[];
+      ArrayResize(htf_kama_buffer, htf_rates_total);
+      g_calculator.Calculate(htf_rates_total, price_type, htf_open, htf_high, htf_low, htf_close, htf_kama_buffer);
+
+      ArraySetAsSeries(htf_kama_buffer, true);
+      ArraySetAsSeries(time, true);
+      ArraySetAsSeries(BufferKAMA_MTF, true);
+
+      for(int i = 0; i < rates_total; i++)
+        {
+         int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i]);
+         if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0)
+            BufferKAMA_MTF[i] = htf_kama_buffer[htf_bar_shift];
+         else
+            BufferKAMA_MTF[i] = EMPTY_VALUE;
+        }
+
+      ArraySetAsSeries(BufferKAMA_MTF, false);
+      ArraySetAsSeries(time, false);
+     }
+   else
+     {
+      // --- Current Timeframe Mode ---
+      g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferKAMA_MTF);
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+