refactor: Standardized MTF Framework with DataSync Daemon

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 version   "3.40" // Standardized MTF Framework with DataSync Daemon
-#property description "Professional Kaufman's Adaptive Moving Average with Native Multi-Timeframe (MTF) Support."
+#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)
+bool            g_is_mtf_mode         = false;
-double           g_htf_open[];
+ENUM_TIMEFRAMES g_calc_timeframe;
-double           g_htf_high[];
+bool            g_data_ready          = false;
-double           g_htf_low[];
+bool            g_data_synced         = false;
-double           g_htf_close[];
+int             g_htf_count           = 0;
-double           g_htf_kama[];
+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)
+// 3. Initialize Physical Calculator
-   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
    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 tf_str = 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 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)        |
+//| Custom Indicator Calculation Loop                                |
-//+------------------------------------------------------------------+
-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                                                      |
 //+------------------------------------------------------------------+
 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
+// Force chronological indexing on current timeframe arrays
-   ArraySetAsSeries(time, false);
+   ArraySetAsSeries(time,  false);
-   ArraySetAsSeries(open, false);
+   ArraySetAsSeries(open,  false);
-   ArraySetAsSeries(high, false);
+   ArraySetAsSeries(high,  false);
-   ArraySetAsSeries(low, 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
+// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
-//================================================================
+//===================================================================
-
+   if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
-// 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)
      {
+      g_data_synced = false;
       return 0; // History sync pending
      }
 
-// 3. Resize HTF Output Buffer
+   g_data_synced = true;
-   if(ArraySize(g_htf_kama) != htf_rates_total)
+
+   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);
+      g_last_htf_time = htf_time_current;
-      ArraySetAsSeries(g_htf_kama, false);
+
+      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))
+   if(!g_data_ready)
-   int htf_start = (prev_calculated == 0) ? 0 : g_htf_prev_calculated - 1;
+      return 0;
-   if(htf_start < 0)
-      htf_start = 0;
 
-   g_calculator.Calculate(htf_rates_total, htf_start, g_htf_open, g_htf_high, g_htf_low, g_htf_close, g_htf_kama);
+// 5. Stateful live-bar update for the active forming HTF candle
-   g_htf_prev_calculated = htf_rates_total;
+   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)
+         // Real-time live bar state mocking
-   int start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
+         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);
+      datetime t = time[i];
-      if(htf_bar >= 0 && htf_bar < htf_rates_total)
+      int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
+
+      if(shift_htf >= 0)
         {
-         int htf_idx = htf_rates_total - 1 - htf_bar;
+         int idx_htf = g_htf_count - 1 - shift_htf;
-         BufferKAMA[i] = g_htf_kama[htf_idx];
+         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);
   }
 //+------------------------------------------------------------------+
 //+------------------------------------------------------------------+