new files added

2026-08-25 10:18:04 +00:00 · 2026-08-25 08:42:41 +02:00
parent 642b5d2916
commit a31085a78f
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+//+------------------------------------------------------------------+
+//|                                    KScore_Anchored_Calculator.mqh|
+//|      Engine for Session-Anchored Kaufman Z-Score (AK-Score)      |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.10" // Fixed Dynamic Buffer Allocation & Bounds Protection
+
+#ifndef KSCORE_ANCHORED_CALCULATOR_MQH
+#define KSCORE_ANCHORED_CALCULATOR_MQH
+
+#include <MyIncludes\KAMA_Anchored_Calculator.mqh>
+
+//+==================================================================+
+//|             CLASS: CKScoreAnchoredCalculator                     |
+//+==================================================================+
+class CKScoreAnchoredCalculator
+  {
+private:
+   CKamaAnchoredCalculator m_akama_engine;
+
+   //--- Persistent State Buffers
+   double                  m_kama_odd[];
+   double                  m_kama_even[];
+   double                  m_price[];
+
+public:
+                     CKScoreAnchoredCalculator(void);
+                    ~CKScoreAnchoredCalculator(void) {};
+
+   bool                    Init(const ENUM_ANCHOR_PERIOD anchor_p,
+                                const int tz_shift_hours,
+                                const string custom_start,
+                                const string custom_end,
+                                const int er_p,
+                                const int fast_p,
+                                const int slow_p,
+                                const ENUM_APPLIED_PRICE_HA_ALL source);
+
+   void                    Calculate(const int rates_total,
+                                     const int prev_calculated,
+                                     const datetime &time[],
+                                     const double &open[],
+                                     const double &high[],
+                                     const double &low[],
+                                     const double &close[],
+                                     double &out_akscore[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CKScoreAnchoredCalculator::CKScoreAnchoredCalculator(void)
+  {
+   ArraySetAsSeries(m_kama_odd,  false);
+   ArraySetAsSeries(m_kama_even, false);
+   ArraySetAsSeries(m_price,     false);
+  }
+
+//+------------------------------------------------------------------+
+//| Initialization                                                   |
+//+------------------------------------------------------------------+
+bool CKScoreAnchoredCalculator::Init(const ENUM_ANCHOR_PERIOD anchor_p,
+                                     const int tz_shift_hours,
+                                     const string custom_start,
+                                     const string custom_end,
+                                     const int er_p,
+                                     const int fast_p,
+                                     const int slow_p,
+                                     const ENUM_APPLIED_PRICE_HA_ALL source)
+  {
+   return m_akama_engine.Init(anchor_p, tz_shift_hours, custom_start, custom_end,
+                              er_p, fast_p, slow_p, source);
+  }
+
+//+------------------------------------------------------------------+
+//| Main Incremental Calculation of Anchored K-Score                 |
+//+------------------------------------------------------------------+
+void CKScoreAnchoredCalculator::Calculate(const int rates_total,
+      const int prev_calculated,
+      const datetime &time[],
+      const double &open[],
+      const double &high[],
+      const double &low[],
+      const double &close[],
+      double &out_akscore[])
+  {
+   if(rates_total < 2)
+      return;
+
+//--- Safe allocation of internal dynamic arrays before passing to engine
+   if(ArraySize(m_kama_odd) != rates_total)
+     {
+      ArrayResize(m_kama_odd, rates_total);
+      ArraySetAsSeries(m_kama_odd, false);
+      ArrayInitialize(m_kama_odd, EMPTY_VALUE);
+     }
+   if(ArraySize(m_kama_even) != rates_total)
+     {
+      ArrayResize(m_kama_even, rates_total);
+      ArraySetAsSeries(m_kama_even, false);
+      ArrayInitialize(m_kama_even, EMPTY_VALUE);
+     }
+   if(ArraySize(m_price) != rates_total)
+     {
+      ArrayResize(m_price, rates_total);
+      ArraySetAsSeries(m_price, false);
+     }
+
+//--- Safe allocation of caller output buffer if needed
+   if(ArraySize(out_akscore) != rates_total)
+     {
+      ArrayResize(out_akscore, rates_total);
+      ArraySetAsSeries(out_akscore, false);
+      ArrayInitialize(out_akscore, 0.0);
+     }
+
+// 1. Run Underlying Anchored KAMA Engine
+   m_akama_engine.Calculate(rates_total, prev_calculated, time, open, high, low, close,
+                            m_kama_odd, m_kama_even, m_price);
+
+// 2. Deterministic Intra-Session Variance and Z-Score Accumulation
+   double sum_sq_dev       = 0.0;
+   int    count            = 0;
+   int    last_session_tag = 0; // 0=None, 1=Odd, 2=Even
+
+   for(int i = 0; i < rates_total; i++)
+     {
+      bool is_odd  = (m_kama_odd[i]  != EMPTY_VALUE);
+      bool is_even = (m_kama_even[i] != EMPTY_VALUE);
+
+      if(!is_odd && !is_even)
+        {
+         // Gap between sessions
+         last_session_tag = 0;
+         sum_sq_dev = 0.0;
+         count = 0;
+         out_akscore[i] = 0.0;
+         continue;
+        }
+
+      int session_tag = is_odd ? 1 : 2;
+      if(session_tag != last_session_tag)
+        {
+         // Reset variance accumulator at new anchor session boundary
+         sum_sq_dev = 0.0;
+         count = 0;
+         last_session_tag = session_tag;
+        }
+
+      double akama = is_odd ? m_kama_odd[i] : m_kama_even[i];
+
+      if(akama > 0.0)
+        {
+         double diff = m_price[i] - akama;
+         sum_sq_dev += (diff * diff);
+         count++;
+
+         double stddev = (count > 0) ? MathSqrt(sum_sq_dev / (double)count) : 0.0;
+
+         if(stddev > 1.0e-9)
+            out_akscore[i] = diff / stddev;
+         else
+            out_akscore[i] = 0.0; // Clean 0.0 at opening anchor bar
+        }
+      else
+        {
+         out_akscore[i] = 0.0;
+        }
+     }
+  }
+
+#endif // KSCORE_ANCHORED_CALCULATOR_MQH
+//+------------------------------------------------------------------+