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Toh4iem9
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//+------------------------------------------------------------------+
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//| KScore_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00" // First unified Native & MTF Kaufman Z-Score release
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#property description "Statistical K-Score Oscillator (KAMA-based Z-Score in Sigma units)."
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#property description "Measures standardized statistical price deviations from Kaufman's Adaptive Moving Average."
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 2
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//--- Plot 1: K-Score Histogram (Swapped Thermal Palette)
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#property indicator_label1 "K-Score"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Palette Configuration:
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// 0: Noise/Neutral (Gray)
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// 1: Bullish Flow (LightSkyBlue)
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// 2: Bullish Climax (DeepSkyBlue)
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// 3: Bearish Flow (Coral)
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// 4: Bearish Climax (OrangeRed)
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#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Optional Signal Line
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrFireBrick
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Included Engines & Central Tools
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#include <MyIncludes\KScore_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\DataSync_Tools.mqh>
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//--- Input Parameters ---
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
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input group "--- KAMA Core Settings ---"
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input int InpErPeriod = 10; // Efficiency Ratio Period
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input int InpFastEmaPeriod = 2; // Fastest EMA Period
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input int InpSlowEmaPeriod = 30; // Slowest EMA Period
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input int InpStDevPeriod = 20; // Standard Deviation Period
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
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input group "--- Signal Line Settings ---"
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input bool InpShowSignal = true; // Show Signal Line?
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input int InpSignalPeriod = 5; // Signal Line Period
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input ENUM_MA_TYPE InpSignalType = EMA; // Signal Line MA Type
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input color InpColorSignal = clrFireBrick; // Signal Line Color
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Indicator Levels (Sigma Units) ---"
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input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow)
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input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow)
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input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax)
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input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax)
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input double InpLevelExtremeHigh= 2.5; // High Exhaustion Level
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input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level
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input color InpLevelColor = clrSilver; // Levels Color
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input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style
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//--- Visual Indicator Buffers ---
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double BufferKScore[];
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double BufferColors[];
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double BufferSignal[];
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//--- Volume Cache (For Current Timeframe VWMA)
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double g_double_volume[];
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//--- Internal HTF Data Caches
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double h_open[], h_high[], h_low[], h_close[], h_volume[];
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double h_res_kscore[], h_res_color[], h_res_signal[];
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datetime h_time[];
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//--- Global Objects & State Management
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CKScoreCalculator *g_calculator = NULL;
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CMovingAverageCalculator *g_signal_calculator = NULL;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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//+------------------------------------------------------------------+
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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// 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return INIT_PARAMETERS_INCORRECT;
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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// 2. Bind buffers to index mapping
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SetIndexBuffer(0, BufferKScore, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferSignal, INDICATOR_DATA);
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// Force strict chronological alignment (false = old to new)
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ArraySetAsSeries(BufferKScore, false);
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ArraySetAsSeries(BufferColors, false);
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ArraySetAsSeries(BufferSignal, false);
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ArrayInitialize(BufferKScore, 0.0);
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ArrayInitialize(BufferColors, 0.0);
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ArrayInitialize(BufferSignal, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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// 3. Configure Dynamic Horizontal Sigma Levels
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IndicatorSetInteger(INDICATOR_LEVELS, 6);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow);
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IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
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IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
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// 4. Initialize Core K-Score Calculator
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g_calculator = new CKScoreCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpStDevPeriod, InpSourcePrice))
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{
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Print("Critical Error: Failed to initialize KScore Calculator Engine.");
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return INIT_FAILED;
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}
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// 5. Initialize Optional Signal Line Calculator
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if(InpShowSignal)
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorSignal);
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PlotIndexSetString(1, PLOT_LABEL, "Signal");
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g_signal_calculator = new CMovingAverageCalculator();
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if(CheckPointer(g_signal_calculator) == POINTER_INVALID ||
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!g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
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{
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Print("Critical Error: Failed to initialize Signal Line Calculator.");
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return INIT_FAILED;
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}
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}
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else
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetString(1, PLOT_LABEL, NULL);
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}
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// 6. Dynamic Indicator Shortname Setup
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string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
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string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
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string sig_str = "";
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if(InpShowSignal)
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{
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string sig_name = EnumToString(InpSignalType);
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StringToUpper(sig_name);
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sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod);
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}
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string short_name = StringFormat("K-Score%s%s(ER%d, σ%d)%s",
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ha_tag, tf_str,
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InpErPeriod, InpStDevPeriod,
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sig_str);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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PlotIndexSetString(0, PLOT_LABEL, "K-Score");
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int warmup = MathMax(InpErPeriod, InpStDevPeriod);
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int draw_begin = warmup + InpSignalPeriod + 5;
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if(g_is_mtf_mode)
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draw_begin = 0;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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// 7. Initialize Background Synchronization Timer (Only for MTF mode)
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if(g_is_mtf_mode)
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(g_is_mtf_mode)
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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delete g_calculator;
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g_calculator = NULL;
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}
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if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
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{
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delete g_signal_calculator;
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g_signal_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Calculation Loop |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int warmup = MathMax(InpErPeriod, InpStDevPeriod);
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int required_bars = warmup + InpSignalPeriod + 10;
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if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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// Force chronological indexing on current timeframe arrays
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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//===================================================================
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// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
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//===================================================================
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if(!g_is_mtf_mode)
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{
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// Convert volume for VWMA support
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(ArraySize(g_double_volume) != rates_total)
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{
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ArrayResize(g_double_volume, rates_total);
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ArraySetAsSeries(g_double_volume, false);
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}
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int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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if(volume_limit > 0)
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{
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for(int i = start_sync; i < rates_total; i++)
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g_double_volume[i] = (double)volume[i];
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}
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else
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{
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for(int i = start_sync; i < rates_total; i++)
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g_double_volume[i] = (double)tick_volume[i];
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}
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// 1. Calculate K-Score
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferKScore);
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// 2. Calculate Signal MA Line
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if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
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{
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g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferKScore, g_double_volume, BufferSignal, warmup);
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}
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else
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{
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for(int i = start_sync; i < rates_total; i++)
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BufferSignal[i] = EMPTY_VALUE;
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}
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// 3. Dynamic Swapped Thermal Palette Coloring
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : warmup;
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for(int i = start_index; i < rates_total; i++)
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{
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double k = BufferKScore[i];
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if(k > InpLevelClimaxHigh)
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BufferColors[i] = 2.0; // Index 2: DeepSkyBlue (Bullish Climax)
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else
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if(k > InpLevelFlowHigh)
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BufferColors[i] = 1.0; // Index 1: LightSkyBlue (Bullish Flow)
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else
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if(k < InpLevelClimaxLow)
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BufferColors[i] = 4.0; // Index 4: OrangeRed (Bearish Climax)
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else
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if(k < InpLevelFlowLow)
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BufferColors[i] = 3.0; // Index 3: Coral (Bearish Flow)
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else
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BufferColors[i] = 0.0; // Index 0: Gray (Neutral Noise Zone)
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}
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return rates_total;
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}
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//===================================================================
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// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
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//===================================================================
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if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
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{
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g_data_synced = false;
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return 0;
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}
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g_data_synced = true;
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datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars < required_bars)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000); // Memory safeguard
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// Resize all HTF caching arrays
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_volume, g_htf_count);
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ArrayResize(h_res_kscore, g_htf_count);
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ArrayResize(h_res_color, g_htf_count);
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ArrayResize(h_res_signal, g_htf_count);
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// Force chronological alignment
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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ArraySetAsSeries(h_volume, false);
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ArraySetAsSeries(h_res_kscore, false);
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ArraySetAsSeries(h_res_color, false);
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ArraySetAsSeries(h_res_signal, false);
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// Copy pricing data
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if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
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CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
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CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
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CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count)
|
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{
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g_data_ready = false;
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return 0;
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}
|
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|
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// Copy volume data
|
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
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if(vol_limit > 0)
|
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{
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long temp_vol[];
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if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
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{
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for(int i = 0; i < g_htf_count; i++)
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h_volume[i] = (double)temp_vol[i];
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}
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}
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else
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{
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long temp_vol[];
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if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
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{
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for(int i = 0; i < g_htf_count; i++)
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h_volume[i] = (double)temp_vol[i];
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}
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}
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// Compute HTF K-Score Values
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g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_kscore);
|
||||
|
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if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
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g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_kscore, h_volume, h_res_signal, warmup);
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||||
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// Color HTF Cache
|
||||
for(int i = 0; i < g_htf_count; i++)
|
||||
{
|
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double k = h_res_kscore[i];
|
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if(k > InpLevelClimaxHigh)
|
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h_res_color[i] = 2.0;
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else
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||||
if(k > InpLevelFlowHigh)
|
||||
h_res_color[i] = 1.0;
|
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else
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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);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user