From a7d38e10e966022f9d38900ea2aaa466dfd0d8b3 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sat, 4 Jul 2026 16:53:06 +0200 Subject: [PATCH] refactor: Refactored with state-safe caching, dynamic line visibility and step-blocking Flat-Force mapping --- .../Ehlers/3_Adaptive_MAs/MAMA_MTF_Pro.mq5 | 359 +++++++++++++----- 1 file changed, 273 insertions(+), 86 deletions(-) diff --git a/Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/MAMA_MTF_Pro.mq5 b/Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/MAMA_MTF_Pro.mq5 index cf403a0..7ad7727 100644 --- a/Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/MAMA_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Ehlers/3_Adaptive_MAs/MAMA_MTF_Pro.mq5 @@ -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 //--- 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 + } + } + } //+------------------------------------------------------------------+