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refactor: Optimized Single-Line KAMA

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This commit is contained in:
Toh4iem9
2026-08-23 11:22:43 +02:00
parent 33710378fd
commit 9376266d8e
1 changed files with 62 additions and 42 deletions
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Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
+62 -42
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@@ -1,15 +1,16 @@
//+------------------------------------------------------------------+
//| KAMA_Pro.mq5|
//| Copyright 2025, xxxxxxxx|
//| KAMA_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "2.10" // Optimized for incremental calculation
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Optimized Single-Line KAMA
#property description "Perry Kaufman's Adaptive Moving Average (KAMA)."
#property description "Adapts its speed based on market volatility."
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- Plot Definition
#property indicator_label1 "KAMA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrCrimson
@@ -19,54 +20,72 @@
#include <MyIncludes\KAMA_Calculator.mqh>
//--- Input Parameters ---
input int InpErPeriod = 10; // Efficiency Ratio Period
input int InpFastEmaPeriod = 2; // Fastest EMA Period
input int InpSlowEmaPeriod = 30; // Slowest EMA Period
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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 ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
input group "Visual Settings"
input color InpColorKAMA = clrCrimson; // Line Color
input ENUM_LINE_STYLE InpStyleKAMA = STYLE_SOLID; // Line Style
input int InpWidthKAMA = 2; // Line Width
//--- Indicator Buffers ---
double BufferKAMA[];
double BufferKAMA[];
//--- Global calculator object ---
CKamaCalculator *g_calculator;
//--- Global Calculator Object ---
CKamaCalculator *g_calculator = NULL;
//+------------------------------------------------------------------+
//| OnInit |
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexBuffer(0, BufferKAMA, INDICATOR_DATA);
ArraySetAsSeries(BufferKAMA, false);
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CKamaCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA HA(%d,%d,%d)", InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
}
else
{
g_calculator = new CKamaCalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA(%d,%d,%d)", InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
}
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod))
{
Print("Failed to initialize KAMA Calculator.");
return(INIT_FAILED);
}
SetIndexBuffer(0, BufferKAMA, INDICATOR_DATA);
ArraySetAsSeries(BufferKAMA, false);
ArrayInitialize(BufferKAMA, EMPTY_VALUE);
// Configure Visuals
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorKAMA);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// 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.");
return INIT_FAILED;
}
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string short_name = StringFormat("KAMA%s(%d,%d,%d)", ha_tag, InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
//| OnDeinit |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
{
delete g_calculator;
g_calculator = NULL;
}
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function |
//| OnCalculate |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated, // <--- Now used!
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
@@ -76,17 +95,18 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(CheckPointer(g_calculator) == POINTER_INVALID)
if(rates_total <= InpErPeriod || CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
// Chronological Safety
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
//--- Delegate calculation with prev_calculated optimization
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferKAMA);
// High-Performance Incremental O(1) Calculation
g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferKAMA);
return(rates_total);
}