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refactor: Refactored with state-safe caching, dynamic line visibility and step-blocking Flat-Force mapping

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Toh4iem9
2026-07-04 16:53:06 +02:00
parent b5bb8d829b
commit a7d38e10e9
1 changed files with 273 additions and 86 deletions
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Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/MAMA_MTF_Pro.mq5
+273 -86
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@@ -1,9 +1,9 @@
//+------------------------------------------------------------------+
//| MAMA_MTF_Pro.mq5|
//| Copyright 2025, xxxxxxxx|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "2.30" // Fully optimized incremental MTF calculation
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.40" // Refactored with state-safe caching, dynamic line visibility and step-blocking Flat-Force mapping
#property description "Multi-Timeframe (MTF) version of John Ehlers' MAMA and FAMA."
#property indicator_chart_window
@@ -27,41 +27,75 @@
#include <MyIncludes\MAMA_Calculator.mqh>
//--- Input Parameters ---
input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_CURRENT; // Default to current timeframe
input double InpFastLimit = 0.5; // Fast Limit for Alpha
input double InpSlowLimit = 0.05; // Slow Limit for Alpha
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
input group "Timeframe Settings"
input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Higher Timeframe
input group "MAMA Settings"
input double InpFastLimit = 0.5; // Fast Limit for Alpha
input double InpSlowLimit = 0.05; // Slow Limit for Alpha
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source
input group "Display Settings"
input bool InpShowMAMA = true; // Show MAMA Line?
input bool InpShowFAMA = true; // Show FAMA Line?
//--- Indicator Buffers ---
double BufferMAMA_MTF[];
double BufferFAMA_MTF[];
//--- Internal Buffers for HTF Calculation (Global to persist state)
double BufferMAMA_HTF_Internal[];
double BufferFAMA_HTF_Internal[];
//--- Internal HTF Data Caches
double h_res_mama[]; // HTF MAMA Results cached
double h_res_fama[]; // HTF FAMA Results cached
datetime h_time[]; // HTF Time index
double h_open[], h_high[], h_low[], h_close[]; // HTF Price Data
//--- Global variables ---
CMAMACalculator *g_calculator;
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;
//+------------------------------------------------------------------+
//| EnsureHTFDataReady |
//+------------------------------------------------------------------+
bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars)
{
ResetLastError();
if(!SymbolInfoInteger(symbol, SYMBOL_SELECT))
{
SymbolSelect(symbol, true);
}
datetime times[];
int copied = CopyTime(symbol, timeframe, 0, required_bars, times);
return (copied >= required_bars);
}
//+------------------------------------------------------------------+
//| OnInit |
//+------------------------------------------------------------------+
int OnInit()
{
// --- Determine calculation mode (MTF or Current) ---
g_data_ready = false;
g_data_synced = false;
g_htf_count = 0;
g_last_htf_time = 0;
//--- 1. Resolve Timeframe
g_calc_timeframe = InpUpperTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
if(g_calc_timeframe < Period())
{
Print("Error: The selected timeframe must be lower than the current chart timeframe.");
Print("Error: Target timeframe must be >= current timeframe.");
return(INIT_FAILED);
}
g_is_mtf_mode = (g_calc_timeframe > Period());
// --- Standard buffer setup ---
//--- 2. Setup Buffers
SetIndexBuffer(0, BufferMAMA_MTF, INDICATOR_DATA);
SetIndexBuffer(1, BufferFAMA_MTF, INDICATOR_DATA);
ArraySetAsSeries(BufferMAMA_MTF, false);
@@ -69,6 +103,7 @@ int OnInit()
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
//--- 3. Initialize Calculator
if(InpSourcePrice <= PRICE_HA_CLOSE)
g_calculator = new CMAMACalculator_HA();
else
@@ -80,94 +115,236 @@ int OnInit()
return(INIT_FAILED);
}
if(g_is_mtf_mode)
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MAMA MTF(%s)", EnumToString(g_calc_timeframe)));
//--- 4. Configure Display Mode for MAMA Line
if(InpShowMAMA)
{
PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_LINE);
PlotIndexSetString(0, PLOT_LABEL, "MAMA MTF");
}
else
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MAMA(%.2f,%.2f)", InpFastLimit, InpSlowLimit));
{
PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_NONE);
PlotIndexSetString(0, PLOT_LABEL, NULL);
}
//--- 5. Configure Display Mode for FAMA Line
if(InpShowFAMA)
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
PlotIndexSetString(1, PLOT_LABEL, "FAMA MTF");
}
else
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
PlotIndexSetString(1, PLOT_LABEL, NULL);
}
//--- 6. Set Shortname
string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : "";
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MAMA%s%s(%.2f,%.2f)", type, tf_str, InpFastLimit, InpSlowLimit));
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 50);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, 50);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
//--- Initialize 1-second timer for weekend/async chart refreshes (Only if MTF mode is active)
if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| OnDeinit |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID)
delete g_calculator;
ArrayFree(BufferMAMA_HTF_Internal);
ArrayFree(BufferFAMA_HTF_Internal);
}
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[])
//| OnCalculate |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
if(rates_total < 2)
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;
if(CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
// --- Branching logic based on mode ---
if(g_is_mtf_mode)
//--- Force strict chronological indexing for state-safety on input price arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : (ENUM_APPLIED_PRICE)InpSourcePrice;
//================================================================
// MODE 1: Current Timeframe (Standard)
//================================================================
if(!g_is_mtf_mode)
{
// --- MTF Mode ---
int htf_rates_total = (int)SeriesInfoInteger(_Symbol, g_calc_timeframe, SERIES_BARS_COUNT);
if(htf_rates_total < 50)
return 0; // MAMA warmup period
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferMAMA_MTF, BufferFAMA_MTF);
// --- Manage HTF State (Incremental Logic) ---
static int htf_prev_calculated = 0;
if(prev_calculated == 0)
htf_prev_calculated = 0;
datetime htf_time[];
double htf_open[], htf_high[], htf_low[], htf_close[];
// Optimization: We could copy only new bars, but for safety with CopyTime/BarShift,
// copying full history on HTF is usually fast enough. The math is the bottleneck.
if(CopyTime(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_time) <= 0 ||
CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, htf_close) <= 0)
// Hide MAMA standard line if not selected
if(!InpShowMAMA)
{
return 0; // Data not fully ready
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
BufferMAMA_MTF[i] = EMPTY_VALUE;
}
if(ArraySize(BufferMAMA_HTF_Internal) != htf_rates_total)
ArrayResize(BufferMAMA_HTF_Internal, htf_rates_total);
if(ArraySize(BufferFAMA_HTF_Internal) != htf_rates_total)
ArrayResize(BufferFAMA_HTF_Internal, htf_rates_total);
// Incremental Calculation on HTF
// We pass htf_prev_calculated so the engine only computes new bars!
g_calculator.Calculate(htf_rates_total, htf_prev_calculated, price_type, htf_open, htf_high, htf_low, htf_close, BufferMAMA_HTF_Internal, BufferFAMA_HTF_Internal);
htf_prev_calculated = htf_rates_total;
// Mapping (Optimized Loop)
ArraySetAsSeries(BufferMAMA_HTF_Internal, true);
ArraySetAsSeries(BufferFAMA_HTF_Internal, true);
ArraySetAsSeries(time, true);
ArraySetAsSeries(BufferMAMA_MTF, true);
ArraySetAsSeries(BufferFAMA_MTF, true);
int limit = (prev_calculated > 0) ? rates_total - prev_calculated : rates_total;
for(int i = 0; i < limit; i++)
// Hide FAMA standard line if not selected
if(!InpShowFAMA)
{
int htf_bar_shift = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
if(htf_bar_shift < htf_rates_total && htf_bar_shift >= 0)
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
BufferFAMA_MTF[i] = EMPTY_VALUE;
}
return(rates_total);
}
//================================================================
// MODE 2: Multi-Timeframe (MTF Engine)
//================================================================
//--- Ensure target timeframe history is ready
int required_bars = 100; // MAMA has larger warm-up cycles
if(!EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
{
g_data_synced = false;
return 0; // Wait for next tick to let history load
}
g_data_synced = true;
//--- 1. Check if a new HTF bar has formed
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)
{
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);
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_mama, g_htf_count);
ArrayResize(h_res_fama, g_htf_count);
// Force chronological array alignment on HTF caches after resize
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
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;
}
//--- Calculate MAMA & FAMA on HTF (Closed bars and forming bar initialized)
g_calculator.Calculate(g_htf_count, 0, price_type, h_open, h_high, h_low, h_close, h_res_mama, h_res_fama);
g_data_ready = true;
}
if(!g_data_ready)
return 0;
//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick!
int live_idx = g_htf_count - 1;
if(live_idx >= 50)
{
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];
// Incremental recalculation on the live HTF index in O(1)
// Passed g_htf_count as prev_calculated to preserve state safety
g_calculator.Calculate(g_htf_count, g_htf_count, price_type, h_open, h_high, h_low, h_close, h_res_mama, h_res_fama);
}
}
//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar
//--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick!
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 &&
iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
{
first_bar_of_forming_htf--;
}
first_bar_of_forming_htf++; // This is the start of the forming step on lower TF chart
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
//--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick)
for(int i = start; i < rates_total; i++)
{
datetime t = time[i];
int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
if(shift_htf >= 0)
{
int idx_htf = g_htf_count - 1 - shift_htf;
if(idx_htf >= 0 && idx_htf < g_htf_count)
{
BufferMAMA_MTF[i] = BufferMAMA_HTF_Internal[htf_bar_shift];
BufferFAMA_MTF[i] = BufferFAMA_HTF_Internal[htf_bar_shift];
// Map MAMA MTF dynamically if selected
if(InpShowMAMA)
BufferMAMA_MTF[i] = h_res_mama[idx_htf];
else
BufferMAMA_MTF[i] = EMPTY_VALUE;
// Map FAMA MTF dynamically if selected
if(InpShowFAMA)
BufferFAMA_MTF[i] = h_res_fama[idx_htf];
else
BufferFAMA_MTF[i] = EMPTY_VALUE;
}
else
{
@@ -175,20 +352,30 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
BufferFAMA_MTF[i] = EMPTY_VALUE;
}
}
ArraySetAsSeries(BufferMAMA_MTF, false);
ArraySetAsSeries(BufferFAMA_MTF, false);
ArraySetAsSeries(time, false);
ArraySetAsSeries(BufferMAMA_HTF_Internal, false);
ArraySetAsSeries(BufferFAMA_HTF_Internal, false);
}
else
{
// --- Current Timeframe Mode ---
// Incremental Calculation
g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferMAMA_MTF, BufferFAMA_MTF);
else
{
BufferMAMA_MTF[i] = EMPTY_VALUE;
BufferFAMA_MTF[i] = EMPTY_VALUE;
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| OnTimer |
//| Handles loading checks and force-redraws |
//+------------------------------------------------------------------+
void OnTimer()
{
if(!g_data_synced)
{
int required_bars = 100;
if(EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
{
g_data_synced = true;
ChartRedraw(); // Force MT5 to invoke OnCalculate
}
}
}
//+------------------------------------------------------------------+