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refactor: Handles current timeframe correctly.

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This commit is contained in:
Toh4iem9
2025-10-22 15:12:40 +02:00
parent 88fb4f9684
commit 3deafa134b
1 changed files with 78 additions and 61 deletions
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Indicators/MyIndicators/MAMA_MTF_Pro.mq5
+78 -61
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@@ -4,9 +4,9 @@
//| | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "2.00" // REFACTORED: Self-contained calculation, no iCustom dependency #property version "2.10" // REFACTORED: Handles current timeframe correctly.
#property description "Multi-Timeframe (MTF) version of John Ehlers' MAMA and FAMA." #property description "Multi-Timeframe (MTF) version of John Ehlers' MAMA and FAMA."
#property description "Displays MAMA/FAMA from a higher timeframe on the current chart." #property description "Displays MAMA/FAMA from a higher or the current timeframe on the chart."
#property indicator_chart_window #property indicator_chart_window
#property indicator_buffers 2 #property indicator_buffers 2
@@ -29,7 +29,7 @@
#include <MyIncludes\MAMA_Calculator.mqh> #include <MyIncludes\MAMA_Calculator.mqh>
//--- Input Parameters --- //--- Input Parameters ---
input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_M30; // Timeframe for MAMA calculation input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_CURRENT; // Default to current timeframe
input double InpFastLimit = 0.5; // Fast Limit for Alpha input double InpFastLimit = 0.5; // Fast Limit for Alpha
input double InpSlowLimit = 0.05; // Slow Limit for Alpha input double InpSlowLimit = 0.05; // Slow Limit for Alpha
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
@@ -38,19 +38,30 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
double BufferMAMA_MTF[]; double BufferMAMA_MTF[];
double BufferFAMA_MTF[]; double BufferFAMA_MTF[];
//--- Global calculator object --- //--- Global variables ---
CMAMACalculator *g_calculator; CMAMACalculator *g_calculator;
bool g_is_mtf_mode = false;
ENUM_TIMEFRAMES g_calc_timeframe;
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnInit() int OnInit()
{ {
//--- Ensure the selected timeframe is higher than the current one // --- Determine calculation mode (MTF or Current) ---
if(InpUpperTimeframe <= Period()) g_calc_timeframe = InpUpperTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
{ {
Print("Error: The selected timeframe must be higher than the current chart timeframe."); g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
}
if(g_calc_timeframe < Period())
{
Print("Error: The selected timeframe must be lower than the current chart timeframe.");
return(INIT_FAILED); return(INIT_FAILED);
} }
g_is_mtf_mode = (g_calc_timeframe > Period());
// --- Standard buffer and calculator setup ---
SetIndexBuffer(0, BufferMAMA_MTF, INDICATOR_DATA); SetIndexBuffer(0, BufferMAMA_MTF, INDICATOR_DATA);
SetIndexBuffer(1, BufferFAMA_MTF, INDICATOR_DATA); SetIndexBuffer(1, BufferFAMA_MTF, INDICATOR_DATA);
ArraySetAsSeries(BufferMAMA_MTF, false); ArraySetAsSeries(BufferMAMA_MTF, false);
@@ -58,7 +69,6 @@ int OnInit()
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// --- Create an instance of our own calculator ---
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
{ {
g_calculator = new CMAMACalculator_HA(); g_calculator = new CMAMACalculator_HA();
@@ -74,7 +84,11 @@ int OnInit()
return(INIT_FAILED); return(INIT_FAILED);
} }
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MAMA MTF(%s)", EnumToString(InpUpperTimeframe))); if(g_is_mtf_mode)
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MAMA MTF(%s)", EnumToString(g_calc_timeframe)));
else
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MAMA(%.2f,%.2f)", InpFastLimit, InpSlowLimit));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 50); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 50);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, 50); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, 50);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits); IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
@@ -95,65 +109,68 @@ int OnCalculate(const int rates_total, const int, const datetime &time[], const
if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID) if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
return 0; return 0;
// 1. Get the number of bars on the higher timeframe
int htf_rates_total = (int)SeriesInfoInteger(_Symbol, InpUpperTimeframe, SERIES_BARS_COUNT);
if(htf_rates_total < 50) // MAMA warmup period
{
return 0; // Not enough data on HTF yet
}
// 2. Copy all necessary data from the higher timeframe
datetime htf_time[];
double htf_open[], htf_high[], htf_low[], htf_close[];
if(CopyTime(_Symbol, InpUpperTimeframe, 0, htf_rates_total, htf_time) <= 0 ||
CopyOpen(_Symbol, InpUpperTimeframe, 0, htf_rates_total, htf_open) <= 0 ||
CopyHigh(_Symbol, InpUpperTimeframe, 0, htf_rates_total, htf_high) <= 0 ||
CopyLow(_Symbol, InpUpperTimeframe, 0, htf_rates_total, htf_low) <= 0 ||
CopyClose(_Symbol, InpUpperTimeframe, 0, htf_rates_total, htf_close) <= 0)
{
return 0; // Data not fully ready
}
// 3. Calculate MAMA/FAMA on the higher timeframe data
double htf_mama_buffer[], htf_fama_buffer[];
ArrayResize(htf_mama_buffer, htf_rates_total);
ArrayResize(htf_fama_buffer, htf_rates_total);
ENUM_APPLIED_PRICE price_type; ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE) if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(htf_rates_total, price_type, htf_open, htf_high, htf_low, htf_close, htf_mama_buffer, htf_fama_buffer); // --- Branching logic based on mode ---
if(g_is_mtf_mode)
// 4. Map the higher timeframe data to the current chart's bars
ArraySetAsSeries(htf_mama_buffer, true);
ArraySetAsSeries(htf_fama_buffer, true);
ArraySetAsSeries(htf_time, true);
ArraySetAsSeries(time, true);
ArraySetAsSeries(BufferMAMA_MTF, true);
ArraySetAsSeries(BufferFAMA_MTF, true);
for(int i = 0; i < rates_total; i++)
{ {
int htf_bar_shift = iBarShift(_Symbol, InpUpperTimeframe, time[i]); // --- MTF Mode ---
if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0) int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT);
{ if(htf_rates_total < 50)
BufferMAMA_MTF[i] = htf_mama_buffer[htf_bar_shift]; return 0; // MAMA warmup period
BufferFAMA_MTF[i] = htf_fama_buffer[htf_bar_shift];
}
else
{
BufferMAMA_MTF[i] = EMPTY_VALUE;
BufferFAMA_MTF[i] = EMPTY_VALUE;
}
}
// Restore arrays to non-timeseries for stability datetime htf_time[];
ArraySetAsSeries(BufferMAMA_MTF, false); double htf_open[], htf_high[], htf_low[], htf_close[];
ArraySetAsSeries(BufferFAMA_MTF, false); if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
ArraySetAsSeries(time, false); 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; // Data not fully ready
}
double htf_mama_buffer[], htf_fama_buffer[];
ArrayResize(htf_mama_buffer, htf_rates_total);
ArrayResize(htf_fama_buffer, htf_rates_total);
g_calculator.Calculate(htf_rates_total, price_type, htf_open, htf_high, htf_low, htf_close, htf_mama_buffer, htf_fama_buffer);
ArraySetAsSeries(htf_mama_buffer, true);
ArraySetAsSeries(htf_fama_buffer, true);
ArraySetAsSeries(htf_time, true);
ArraySetAsSeries(time, true);
ArraySetAsSeries(BufferMAMA_MTF, true);
ArraySetAsSeries(BufferFAMA_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)
{
BufferMAMA_MTF[i] = htf_mama_buffer[htf_bar_shift];
BufferFAMA_MTF[i] = htf_fama_buffer[htf_bar_shift];
}
else
{
BufferMAMA_MTF[i] = EMPTY_VALUE;
BufferFAMA_MTF[i] = EMPTY_VALUE;
}
}
ArraySetAsSeries(BufferMAMA_MTF, false);
ArraySetAsSeries(BufferFAMA_MTF, false);
ArraySetAsSeries(time, false);
}
else
{
// --- Current Timeframe Mode ---
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferMAMA_MTF, BufferFAMA_MTF);
}
return(rates_total); return(rates_total);
} }