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Toh4iem9
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//+------------------------------------------------------------------+
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//| KAMA_Anchored_Bands_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00" // First Anchored KAMA with Volatility Standard Deviation Bands release
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#property description "Session-Anchored Kaufman's Adaptive Moving Average (AKAMA) with Standard Deviation Bands."
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#property description "Features odd/even gapped lines and current session focus."
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#property indicator_chart_window
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#property indicator_buffers 8
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#property indicator_plots 8
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//--- Plot 1-2: Anchored KAMA (Odd/Even for Gapped Drawing)
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#property indicator_label1 "AKAMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrOrange
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#property indicator_label2 ""
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrange
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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//--- Plot 3-4: Band 1 (+/- 1.0 Sigma)
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#property indicator_label3 "Upper Band 1"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrDodgerBlue
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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#property indicator_label4 "Lower Band 1"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrDodgerBlue
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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//--- Plot 5-6: Band 2 (+/- 2.0 Sigma)
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#property indicator_label5 "Upper Band 2"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrCoral
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#property indicator_style5 STYLE_SOLID
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#property indicator_width5 1
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#property indicator_label6 "Lower Band 2"
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#property indicator_type6 DRAW_LINE
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#property indicator_color6 clrCoral
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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//--- Plot 7-8: Band 3 (+/- 3.0 Sigma)
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#property indicator_label7 "Upper Band 3"
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrCrimson
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 1
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#property indicator_label8 "Lower Band 3"
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#property indicator_type8 DRAW_LINE
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#property indicator_color8 clrCrimson
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 1
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//--- Included Engines
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#include <MyIncludes\KAMA_Anchored_Calculator.mqh>
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//--- Input Parameters ---
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input group "--- Anchor Settings ---"
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input ENUM_ANCHOR_PERIOD InpResetPeriod = ANCHOR_PERIOD_SESSION; // Anchor Reset Period
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input int InpTzShift = 0; // Timezone Shift (Hours)
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input string InpCustomStart = "08:00"; // Custom Session Start (HH:MM)
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input string InpCustomEnd = "17:00"; // Custom Session End (HH:MM)
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input group "--- KAMA Core Settings ---"
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input int InpErPeriod = 10; // Efficiency Ratio Period
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input int InpFastEmaPeriod = 2; // Fastest EMA Period
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input int InpSlowEmaPeriod = 30; // Slowest EMA Period
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
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input group "--- Standard Deviation Bands Settings ---"
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input double InpBand1Mult = 1.0; // Band 1 Multiplier (Sigma)
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input double InpBand2Mult = 2.0; // Band 2 Multiplier (Sigma)
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input double InpBand3Mult = 3.0; // Band 3 Multiplier (Sigma)
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input bool InpCurrentSessionOnly= true; // Display Bands for Current Session Only?
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input group "--- Visual Settings - AKAMA Centerline ---"
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input color InpColorKAMA = clrOrange; // Centerline Color
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input ENUM_LINE_STYLE InpStyleKAMA = STYLE_SOLID; // Centerline Style
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input int InpWidthKAMA = 2; // Centerline Width
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input group "--- Visual Settings - Bands Colors ---"
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input color InpColorBand1 = clrDodgerBlue; // Band 1 Color (+/- 1σ)
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input color InpColorBand2 = clrCoral; // Band 2 Color (+/- 2σ)
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input color InpColorBand3 = clrCrimson; // Band 3 Color (+/- 3σ)
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//--- Visual Indicator Buffers ---
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double BufKAMA_Odd[];
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double BufKAMA_Even[];
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double BufUp1[], BufDn1[];
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double BufUp2[], BufDn2[];
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double BufUp3[], BufDn3[];
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//--- Internal State Buffer
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double g_price_series[];
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//--- Calculator Object
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CKamaAnchoredCalculator *g_calculator = NULL;
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//+------------------------------------------------------------------+
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// 1. Bind Buffers
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SetIndexBuffer(0, BufKAMA_Odd, INDICATOR_DATA);
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SetIndexBuffer(1, BufKAMA_Even, INDICATOR_DATA);
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SetIndexBuffer(2, BufUp1, INDICATOR_DATA);
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SetIndexBuffer(3, BufDn1, INDICATOR_DATA);
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SetIndexBuffer(4, BufUp2, INDICATOR_DATA);
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SetIndexBuffer(5, BufDn2, INDICATOR_DATA);
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SetIndexBuffer(6, BufUp3, INDICATOR_DATA);
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SetIndexBuffer(7, BufDn3, INDICATOR_DATA);
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// Force strict chronological alignment (0 = oldest)
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for(int i = 0; i < 8; i++)
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{
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PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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}
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ArraySetAsSeries(BufKAMA_Odd, false);
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ArraySetAsSeries(BufKAMA_Even, false);
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ArraySetAsSeries(BufUp1, false);
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ArraySetAsSeries(BufDn1, false);
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ArraySetAsSeries(BufUp2, false);
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ArraySetAsSeries(BufDn2, false);
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ArraySetAsSeries(BufUp3, false);
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ArraySetAsSeries(BufDn3, false);
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ArrayInitialize(BufKAMA_Odd, EMPTY_VALUE);
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ArrayInitialize(BufKAMA_Even, EMPTY_VALUE);
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ArrayInitialize(BufUp1, EMPTY_VALUE);
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ArrayInitialize(BufDn1, EMPTY_VALUE);
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ArrayInitialize(BufUp2, EMPTY_VALUE);
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ArrayInitialize(BufDn2, EMPTY_VALUE);
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ArrayInitialize(BufUp3, EMPTY_VALUE);
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ArrayInitialize(BufDn3, EMPTY_VALUE);
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// 2. Configure Dynamic Visual Styling
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorKAMA);
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PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA);
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PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorKAMA);
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PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleKAMA);
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PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthKAMA);
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PlotIndexSetString(1, PLOT_LABEL, "AKAMA (Segment)");
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PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpColorBand1);
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PlotIndexSetInteger(3, PLOT_LINE_COLOR, InpColorBand1);
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PlotIndexSetInteger(4, PLOT_LINE_COLOR, InpColorBand2);
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PlotIndexSetInteger(5, PLOT_LINE_COLOR, InpColorBand2);
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PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpColorBand3);
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PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpColorBand3);
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// 3. Initialize Anchored KAMA Engine
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g_calculator = new CKamaAnchoredCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpResetPeriod, InpTzShift, InpCustomStart, InpCustomEnd,
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InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice))
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{
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Print("Critical Error: Failed to initialize Anchored KAMA Calculator.");
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return INIT_FAILED;
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}
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string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
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string short_name = StringFormat("AKAMA Bands%s(%s, ER%d)",
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ha_tag, EnumToString(InpResetPeriod), InpErPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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delete g_calculator;
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g_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Calculation Loop |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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// Chronological Array Safety
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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// 1. Run Anchored KAMA Engine (Fills Odd/Even Buffers & Extracts Price)
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g_calculator.Calculate(rates_total, prev_calculated, time, open, high, low, close,
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BufKAMA_Odd, BufKAMA_Even, g_price_series);
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// 2. Identify the Start Index of the Current Active Session
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int current_session_start = 0;
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for(int i = rates_total - 1; i > 0; i--)
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{
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bool is_odd_now = (BufKAMA_Odd[i] != EMPTY_VALUE);
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bool is_odd_prev = (BufKAMA_Odd[i - 1] != EMPTY_VALUE);
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if(is_odd_now != is_odd_prev)
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{
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current_session_start = i;
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break;
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}
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}
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// 3. Clear Old Bands if a New Session just started (If CurrentSessionOnly is true)
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static int prev_session_start = -1;
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if(InpCurrentSessionOnly && current_session_start != prev_session_start)
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{
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for(int i = 0; i < current_session_start; i++)
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{
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BufUp1[i] = EMPTY_VALUE;
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BufDn1[i] = EMPTY_VALUE;
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BufUp2[i] = EMPTY_VALUE;
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BufDn2[i] = EMPTY_VALUE;
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BufUp3[i] = EMPTY_VALUE;
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BufDn3[i] = EMPTY_VALUE;
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}
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prev_session_start = current_session_start;
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}
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// 4. Calculate Standard Deviation Bands
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int calc_start = InpCurrentSessionOnly ? current_session_start : 0;
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double sum_sq_dev = 0.0;
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int count = 0;
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int last_session_idx = -1;
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for(int i = calc_start; i < rates_total; i++)
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{
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// Reset accumulators when session flips (in All Sessions mode)
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bool is_odd = (BufKAMA_Odd[i] != EMPTY_VALUE);
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int session_id = is_odd ? 1 : 2;
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if(session_id != last_session_idx)
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{
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sum_sq_dev = 0.0;
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count = 0;
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last_session_idx = session_id;
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}
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double akama = is_odd ? BufKAMA_Odd[i] : BufKAMA_Even[i];
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if(akama != EMPTY_VALUE && akama > 0.0)
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{
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double diff = g_price_series[i] - akama;
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sum_sq_dev += (diff * diff);
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count++;
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double stddev = MathSqrt(sum_sq_dev / (double)count);
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BufUp1[i] = akama + (InpBand1Mult * stddev);
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BufDn1[i] = akama - (InpBand1Mult * stddev);
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BufUp2[i] = akama + (InpBand2Mult * stddev);
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BufDn2[i] = akama - (InpBand2Mult * stddev);
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BufUp3[i] = akama + (InpBand3Mult * stddev);
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BufDn3[i] = akama - (InpBand3Mult * stddev);
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}
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else
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{
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BufUp1[i] = EMPTY_VALUE;
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BufDn1[i] = EMPTY_VALUE;
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BufUp2[i] = EMPTY_VALUE;
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BufDn2[i] = EMPTY_VALUE;
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BufUp3[i] = EMPTY_VALUE;
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BufDn3[i] = EMPTY_VALUE;
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}
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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Reference in New Issue
Block a user