diff --git a/Indicators/MyIndicators/Authors/Kaufman/KScore_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KScore_Pro.mq5 new file mode 100644 index 0000000..afdac90 --- /dev/null +++ b/Indicators/MyIndicators/Authors/Kaufman/KScore_Pro.mq5 @@ -0,0 +1,540 @@ +//+------------------------------------------------------------------+ +//| KScore_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // First unified Native & MTF Kaufman Z-Score release +#property description "Statistical K-Score Oscillator (KAMA-based Z-Score in Sigma units)." +#property description "Measures standardized statistical price deviations from Kaufman's Adaptive Moving Average." + +#property indicator_separate_window +#property indicator_buffers 3 +#property indicator_plots 2 + +//--- Plot 1: K-Score Histogram (Swapped Thermal Palette) +#property indicator_label1 "K-Score" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Palette Configuration: +// 0: Noise/Neutral (Gray) +// 1: Bullish Flow (LightSkyBlue) +// 2: Bullish Climax (DeepSkyBlue) +// 3: Bearish Flow (Coral) +// 4: Bearish Climax (OrangeRed) +#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- Plot 2: Optional Signal Line +#property indicator_label2 "Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrFireBrick +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +//--- Included Engines & Central Tools +#include +#include +#include + +//--- Input Parameters --- +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF) + +input group "--- KAMA Core Settings ---" +input int InpErPeriod = 10; // Efficiency Ratio Period +input int InpFastEmaPeriod = 2; // Fastest EMA Period +input int InpSlowEmaPeriod = 30; // Slowest EMA Period +input int InpStDevPeriod = 20; // Standard Deviation Period +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA) + +input group "--- Signal Line Settings ---" +input bool InpShowSignal = true; // Show Signal Line? +input int InpSignalPeriod = 5; // Signal Line Period +input ENUM_MA_TYPE InpSignalType = EMA; // Signal Line MA Type +input color InpColorSignal = clrFireBrick; // Signal Line Color + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +input group "--- Indicator Levels (Sigma Units) ---" +input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow) +input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow) +input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax) +input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax) +input double InpLevelExtremeHigh= 2.5; // High Exhaustion Level +input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level +input color InpLevelColor = clrSilver; // Levels Color +input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style + +//--- Visual Indicator Buffers --- +double BufferKScore[]; +double BufferColors[]; +double BufferSignal[]; + +//--- Volume Cache (For Current Timeframe VWMA) +double g_double_volume[]; + +//--- Internal HTF Data Caches +double h_open[], h_high[], h_low[], h_close[], h_volume[]; +double h_res_kscore[], h_res_color[], h_res_signal[]; +datetime h_time[]; + +//--- Global Objects & State Management +CKScoreCalculator *g_calculator = NULL; +CMovingAverageCalculator *g_signal_calculator = NULL; + +bool g_is_mtf_mode = false; +ENUM_TIMEFRAMES g_calc_timeframe; +bool g_data_ready = false; +bool g_data_synced = false; +int g_htf_count = 0; +datetime g_last_htf_time = 0; + +//+------------------------------------------------------------------+ +//| Custom Indicator Initialization | +//+------------------------------------------------------------------+ +int OnInit() + { + g_data_ready = false; + g_data_synced = false; + g_htf_count = 0; + g_last_htf_time = 0; + +// 1. Resolve Timeframe and validate direction + g_calc_timeframe = InpTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); + + if(g_calc_timeframe < Period()) + { + PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).", + EnumToString(g_calc_timeframe), EnumToString(Period())); + return INIT_PARAMETERS_INCORRECT; + } + g_is_mtf_mode = (g_calc_timeframe > Period()); + +// 2. Bind buffers to index mapping + SetIndexBuffer(0, BufferKScore, INDICATOR_DATA); + SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufferSignal, INDICATOR_DATA); + +// Force strict chronological alignment (false = old to new) + ArraySetAsSeries(BufferKScore, false); + ArraySetAsSeries(BufferColors, false); + ArraySetAsSeries(BufferSignal, false); + + ArrayInitialize(BufferKScore, 0.0); + ArrayInitialize(BufferColors, 0.0); + ArrayInitialize(BufferSignal, EMPTY_VALUE); + + PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); + +// 3. Configure Dynamic Horizontal Sigma Levels + IndicatorSetInteger(INDICATOR_LEVELS, 6); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh); + IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow); + + IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor); + IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle); + +// 4. Initialize Core K-Score Calculator + g_calculator = new CKScoreCalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID || + !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpStDevPeriod, InpSourcePrice)) + { + Print("Critical Error: Failed to initialize KScore Calculator Engine."); + return INIT_FAILED; + } + +// 5. Initialize Optional Signal Line Calculator + if(InpShowSignal) + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorSignal); + PlotIndexSetString(1, PLOT_LABEL, "Signal"); + + g_signal_calculator = new CMovingAverageCalculator(); + if(CheckPointer(g_signal_calculator) == POINTER_INVALID || + !g_signal_calculator.Init(InpSignalPeriod, InpSignalType)) + { + Print("Critical Error: Failed to initialize Signal Line Calculator."); + return INIT_FAILED; + } + } + else + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + PlotIndexSetString(1, PLOT_LABEL, NULL); + } + +// 6. Dynamic Indicator Shortname Setup + string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; + string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : ""; + string sig_str = ""; + if(InpShowSignal) + { + string sig_name = EnumToString(InpSignalType); + StringToUpper(sig_name); + sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod); + } + + string short_name = StringFormat("K-Score%s%s(ER%d, σ%d)%s", + ha_tag, tf_str, + InpErPeriod, InpStDevPeriod, + sig_str); + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + PlotIndexSetString(0, PLOT_LABEL, "K-Score"); + + int warmup = MathMax(InpErPeriod, InpStDevPeriod); + int draw_begin = warmup + InpSignalPeriod + 5; + if(g_is_mtf_mode) + draw_begin = 0; + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + +// 7. Initialize Background Synchronization Timer (Only for MTF mode) + if(g_is_mtf_mode) + EventSetTimer(1); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom Indicator Deinitialization | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(g_is_mtf_mode) + EventKillTimer(); + + if(CheckPointer(g_calculator) != POINTER_INVALID) + { + delete g_calculator; + g_calculator = NULL; + } + if(CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + delete g_signal_calculator; + g_signal_calculator = NULL; + } + } + +//+------------------------------------------------------------------+ +//| Custom Indicator Calculation Loop | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + 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[]) + { + int warmup = MathMax(InpErPeriod, InpStDevPeriod); + int required_bars = warmup + InpSignalPeriod + 10; + + if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID) + return 0; + +// Force chronological indexing on current timeframe arrays + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + +//=================================================================== +// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1)) +//=================================================================== + if(!g_is_mtf_mode) + { + // Convert volume for VWMA support + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(ArraySize(g_double_volume) != rates_total) + { + ArrayResize(g_double_volume, rates_total); + ArraySetAsSeries(g_double_volume, false); + } + + int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0; + if(volume_limit > 0) + { + for(int i = start_sync; i < rates_total; i++) + g_double_volume[i] = (double)volume[i]; + } + else + { + for(int i = start_sync; i < rates_total; i++) + g_double_volume[i] = (double)tick_volume[i]; + } + + // 1. Calculate K-Score + g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferKScore); + + // 2. Calculate Signal MA Line + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferKScore, g_double_volume, BufferSignal, warmup); + } + else + { + for(int i = start_sync; i < rates_total; i++) + BufferSignal[i] = EMPTY_VALUE; + } + + // 3. Dynamic Swapped Thermal Palette Coloring + int start_index = (prev_calculated > 0) ? prev_calculated - 1 : warmup; + for(int i = start_index; i < rates_total; i++) + { + double k = BufferKScore[i]; + + if(k > InpLevelClimaxHigh) + BufferColors[i] = 2.0; // Index 2: DeepSkyBlue (Bullish Climax) + else + if(k > InpLevelFlowHigh) + BufferColors[i] = 1.0; // Index 1: LightSkyBlue (Bullish Flow) + else + if(k < InpLevelClimaxLow) + BufferColors[i] = 4.0; // Index 4: OrangeRed (Bearish Climax) + else + if(k < InpLevelFlowLow) + BufferColors[i] = 3.0; // Index 3: Coral (Bearish Flow) + else + BufferColors[i] = 0.0; // Index 0: Gray (Neutral Noise Zone) + } + + return rates_total; + } + +//=================================================================== +// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization) +//=================================================================== + if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; + } + + g_data_synced = true; + + datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); + + if(htf_updated || prev_calculated == 0) + { + g_last_htf_time = htf_time_current; + + int htf_bars = iBars(_Symbol, g_calc_timeframe); + if(htf_bars < required_bars) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); // Memory safeguard + + // Resize all HTF caching arrays + ArrayResize(h_time, g_htf_count); + ArrayResize(h_open, g_htf_count); + ArrayResize(h_high, g_htf_count); + ArrayResize(h_low, g_htf_count); + ArrayResize(h_close, g_htf_count); + ArrayResize(h_volume, g_htf_count); + ArrayResize(h_res_kscore, g_htf_count); + ArrayResize(h_res_color, g_htf_count); + ArrayResize(h_res_signal, g_htf_count); + + // Force chronological alignment + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + ArraySetAsSeries(h_volume, false); + ArraySetAsSeries(h_res_kscore, false); + ArraySetAsSeries(h_res_color, false); + ArraySetAsSeries(h_res_signal, false); + + // Copy pricing data + if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count || + CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count || + CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count || + CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count || + CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // Copy volume data + long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(vol_limit > 0) + { + long temp_vol[]; + if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) + { + for(int i = 0; i < g_htf_count; i++) + h_volume[i] = (double)temp_vol[i]; + } + } + else + { + long temp_vol[]; + if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) + { + for(int i = 0; i < g_htf_count; i++) + h_volume[i] = (double)temp_vol[i]; + } + } + + // Compute HTF K-Score Values + g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_kscore); + + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_kscore, h_volume, h_res_signal, warmup); + + // Color HTF Cache + for(int i = 0; i < g_htf_count; i++) + { + double k = h_res_kscore[i]; + if(k > InpLevelClimaxHigh) + h_res_color[i] = 2.0; + else + if(k > InpLevelFlowHigh) + h_res_color[i] = 1.0; + else + if(k < InpLevelClimaxLow) + h_res_color[i] = 4.0; + else + if(k < InpLevelFlowLow) + h_res_color[i] = 3.0; + else + h_res_color[i] = 0.0; + } + + g_data_ready = true; + } + + if(!g_data_ready) + return 0; + +// 5. Stateful live-bar update for the active forming HTF candle + int live_idx = g_htf_count - 1; + if(live_idx >= required_bars) + { + double o[1], h[1], l[1], c[1]; + long v[1]; + int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); + if(shift >= 0 && + CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 && + CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 && + CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 && + CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1) + { + h_open[live_idx] = o[0]; + h_high[live_idx] = h[0]; + h_low[live_idx] = l[0]; + h_close[live_idx] = c[0]; + + long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(vol_limit > 0) + { + if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_volume[live_idx] = (double)v[0]; + } + else + { + if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_volume[live_idx] = (double)v[0]; + } + + // Real-time live bar state mocking + g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_kscore); + + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_kscore, h_volume, h_res_signal, warmup); + + double k = h_res_kscore[live_idx]; + if(k > InpLevelClimaxHigh) + h_res_color[live_idx] = 2.0; + else + if(k > InpLevelFlowHigh) + h_res_color[live_idx] = 1.0; + else + if(k < InpLevelClimaxLow) + h_res_color[live_idx] = 4.0; + else + if(k < InpLevelFlowLow) + h_res_color[live_idx] = 3.0; + else + h_res_color[live_idx] = 0.0; + } + } + +// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution) + int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + 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; + +// 7. Chronological Mapping Loop to Chart Timeframe + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) + { + BufferKScore[i] = h_res_kscore[idx_htf]; + BufferColors[i] = h_res_color[idx_htf]; + BufferSignal[i] = InpShowSignal ? h_res_signal[idx_htf] : EMPTY_VALUE; + } + else + { + BufferKScore[i] = 0.0; + BufferColors[i] = 0.0; + BufferSignal[i] = EMPTY_VALUE; + } + } + else + { + BufferKScore[i] = 0.0; + BufferColors[i] = 0.0; + BufferSignal[i] = EMPTY_VALUE; + } + } + + return rates_total; + } + +//+------------------------------------------------------------------+ +//| OnTimer Event Handler (Data Synchronization Daemon) | +//+------------------------------------------------------------------+ +void OnTimer() + { + int warmup = MathMax(InpErPeriod, InpStDevPeriod); + int required_bars = warmup + InpSignalPeriod + 10; + CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+