diff --git a/Indicators/MyIndicators/Authors/Kaufman/KAMA_MTF_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KAMA_MTF_Pro.mq5 new file mode 100644 index 0000000..e52fe3c --- /dev/null +++ b/Indicators/MyIndicators/Authors/Kaufman/KAMA_MTF_Pro.mq5 @@ -0,0 +1,130 @@ +//+------------------------------------------------------------------+ +//| 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 + +//--- 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); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+