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refactor: Standardized MTF Framework with DataSync Daemon

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Toh4iem9
2026-08-23 18:24:08 +02:00
parent 13c2b8e45d
commit 5aac21c907
1 changed files with 155 additions and 96 deletions
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Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
+155 -96
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@@ -3,8 +3,8 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.30" // Unified Native & MTF High-Performance Engine
#property description "Professional Kaufman's Adaptive Moving Average with Native Multi-Timeframe (MTF) Support."
#property version "3.40" // Standardized MTF Framework with DataSync Daemon
#property description "Professional Kaufman's Adaptive Moving Average with Unified Native & MTF Support."
#property indicator_chart_window
#property indicator_buffers 1
@@ -15,13 +15,15 @@
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrCrimson
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_width1 2
//--- Included Engines & Core Tools
#include <MyIncludes\KAMA_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Input Parameters ---
input group "Timeframe Settings"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or Higher)
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
input group "KAMA Core Settings"
input int InpErPeriod = 10; // Efficiency Ratio Period
@@ -32,44 +34,50 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price
input group "Visual Settings"
input color InpColorKAMA = clrCrimson; // Line Color
input ENUM_LINE_STYLE InpStyleKAMA = STYLE_SOLID; // Line Style
input int InpWidthKAMA = 1; // Line Width
input int InpWidthKAMA = 2; // Line Width
//--- Indicator Buffers ---
double BufferKAMA[];
double BufferKAMA[];
//--- Global Engine & MTF Tracking ---
//--- Internal HTF Data Caches (Chronological Arrays)
double h_open[], h_high[], h_low[], h_close[];
double h_res_kama[];
datetime h_time[];
//--- Global Objects & State Management
CKamaCalculator *g_calculator = NULL;
bool g_is_mtf_mode = false;
ENUM_TIMEFRAMES g_calc_timeframe;
int g_htf_prev_calculated = 0;
//--- HTF Dynamic Data Caches (Chronological Arrays)
double g_htf_open[];
double g_htf_high[];
double g_htf_low[];
double g_htf_close[];
double g_htf_kama[];
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;
//+------------------------------------------------------------------+
//| OnInit |
//| Custom Indicator Initialization |
//+------------------------------------------------------------------+
int OnInit()
{
// 1. Timeframe Resolution & Validation
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("Error: Selected timeframe (%s) cannot be lower than chart timeframe (%s).",
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. Setup Indicator Buffer
// 2. Setup Buffers & Chronological Indexing
SetIndexBuffer(0, BufferKAMA, INDICATOR_DATA);
ArraySetAsSeries(BufferKAMA, false);
ArrayInitialize(BufferKAMA, EMPTY_VALUE);
@@ -79,35 +87,31 @@ int OnInit()
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod);
int draw_begin = InpErPeriod + 5;
if(g_is_mtf_mode)
draw_begin = 0;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// 3. Initialize MTF Caches (Chronological Order)
if(g_is_mtf_mode)
{
ArraySetAsSeries(g_htf_open, false);
ArraySetAsSeries(g_htf_high, false);
ArraySetAsSeries(g_htf_low, false);
ArraySetAsSeries(g_htf_close, false);
ArraySetAsSeries(g_htf_kama, false);
}
// 4. Initialize Engine
// 3. Initialize Physical Calculator
g_calculator = new CKamaCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice))
{
Print("Error: Failed to initialize KAMA Calculator.");
Print("Critical Error: Failed to create or initialize KAMA Calculator.");
return INIT_FAILED;
}
// 5. Shortname Construction
// 4. Dynamic Setup of Indicator Shortname
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string tf_tag = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("KAMA%s%s(%d,%d,%d)", ha_tag, tf_tag, InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod);
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("KAMA%s%s(%d,%d,%d)",
ha_tag, tf_str,
InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
// 6. Asynchronous Data Guard (Enabled only when MTF is active)
// 5. Initialize Background Synchronization Timer (Only for MTF mode)
if(g_is_mtf_mode)
EventSetTimer(1);
@@ -115,7 +119,7 @@ int OnInit()
}
//+------------------------------------------------------------------+
//| OnDeinit |
//| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
@@ -130,22 +134,7 @@ void OnDeinit(const int reason)
}
//+------------------------------------------------------------------+
//| OnTimer (Asynchronous History Data Synchronization Guard) |
//+------------------------------------------------------------------+
void OnTimer()
{
if(!g_is_mtf_mode)
return;
int htf_bars = iBars(_Symbol, g_calc_timeframe);
if(htf_bars > InpErPeriod && g_htf_prev_calculated == 0)
{
ChartSetSymbolPeriod(0, _Symbol, Period()); // Refresh chart
}
}
//+------------------------------------------------------------------+
//| OnCalculate |
//| Custom Indicator Calculation Loop |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -158,60 +147,112 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(rates_total <= InpErPeriod || CheckPointer(g_calculator) == POINTER_INVALID)
int required_bars = InpErPeriod + 10;
if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
// Chronological Safety
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
// Force chronological indexing on current timeframe arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
//================================================================
// PIPELINE 1: Direct Calculation (Native Timeframe - O(1))
//================================================================
//===================================================================
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
//===================================================================
if(!g_is_mtf_mode)
{
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferKAMA);
return rates_total;
}
//================================================================
// PIPELINE 2: Multi-Timeframe (MTF) Synchronized Engine
//================================================================
// 1. Check Available HTF Bars
int htf_rates_total = iBars(_Symbol, g_calc_timeframe);
if(htf_rates_total <= InpErPeriod)
return 0;
// 2. Fetch HTF Price Data into Chronological Caches
if(CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_open) <= 0 ||
CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_high) <= 0 ||
CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_low) <= 0 ||
CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_close) <= 0)
//===================================================================
// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
//===================================================================
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
{
g_data_synced = false;
return 0; // History sync pending
}
// 3. Resize HTF Output Buffer
if(ArraySize(g_htf_kama) != htf_rates_total)
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)
{
ArrayResize(g_htf_kama, htf_rates_total);
ArraySetAsSeries(g_htf_kama, false);
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_res_kama, 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_res_kama, 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;
}
// Compute HTF KAMA Values
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_kama);
g_data_ready = true;
}
// 4. Compute HTF KAMA Values (Incremental O(1))
int htf_start = (prev_calculated == 0) ? 0 : g_htf_prev_calculated - 1;
if(htf_start < 0)
htf_start = 0;
if(!g_data_ready)
return 0;
g_calculator.Calculate(htf_rates_total, htf_start, g_htf_open, g_htf_high, g_htf_low, g_htf_close, g_htf_kama);
g_htf_prev_calculated = htf_rates_total;
// 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];
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];
// 5. Forming LTF Block Flat-Force Anchor (The Staircase Solution)
int start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
// 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_kama);
}
}
// 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 &&
@@ -224,14 +265,23 @@ int OnCalculate(const int rates_total,
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
// 6. Chronological Mapping Loop
// 7. Chronological Mapping Loop to Chart Timeframe
for(int i = start; i < rates_total; i++)
{
int htf_bar = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
if(htf_bar >= 0 && htf_bar < htf_rates_total)
datetime t = time[i];
int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
if(shift_htf >= 0)
{
int htf_idx = htf_rates_total - 1 - htf_bar;
BufferKAMA[i] = g_htf_kama[htf_idx];
int idx_htf = g_htf_count - 1 - shift_htf;
if(idx_htf >= 0 && idx_htf < g_htf_count)
{
BufferKAMA[i] = h_res_kama[idx_htf];
}
else
{
BufferKAMA[i] = EMPTY_VALUE;
}
}
else
{
@@ -239,7 +289,16 @@ int OnCalculate(const int rates_total,
}
}
return rates_total;
return(rates_total);
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler (Data Synchronization Daemon) |
//+------------------------------------------------------------------+
void OnTimer()
{
int required_bars = InpErPeriod + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+