diff --git a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 index 8ff40d0..532eee6 100644 --- a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5 @@ -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 +#include //--- 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); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+