diff --git a/Indicators/MyIndicators/AMA_MTF_Pro.mq5 b/Indicators/MyIndicators/AMA_MTF_Pro.mq5 new file mode 100644 index 0000000..3819f19 --- /dev/null +++ b/Indicators/MyIndicators/AMA_MTF_Pro.mq5 @@ -0,0 +1,203 @@ +//+------------------------------------------------------------------+ +//| AMA_MTF_Pro.mq5 | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property version "2.00" // Unified MTF Engine Pattern +#property description "Multi-Timeframe (MTF) Adaptive Moving Average (AMA)." + +#property indicator_chart_window +#property indicator_buffers 1 +#property indicator_plots 1 +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 +#property indicator_label1 "AMA MTF" + +//--- Include the calculator engine --- +#include + +//--- Input Parameters --- +input group "Timeframe Settings" +input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Target Timeframe + +input group "AMA Settings" +input int InpAmaPeriod = 10; // Efficiency Ratio Period +input int InpFastEmaPeriod = 2; // Fast EMA Period +input int InpSlowEmaPeriod = 30; // Slow EMA Period +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source + +//--- Indicator Buffers --- +double BufferAMA_MTF[]; + +//--- MTF Globals (State & Data) --- +double g_htf_buffer[]; // Internal buffer for HTF calculation results +int g_htf_prev_calculated = 0; +double g_buf_open[], g_buf_high[], g_buf_low[], g_buf_close[]; // HTF Price Data + +//--- Global variables --- +CAMACalculator *g_calculator; +bool g_is_mtf_mode = false; +ENUM_TIMEFRAMES g_calc_timeframe; + +//+------------------------------------------------------------------+ +//| OnInit | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- 1. Resolve Timeframe + g_calc_timeframe = InpUpperTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); + + if(g_calc_timeframe < Period()) + { + PrintFormat("Error: Target timeframe (%s) must be >= current timeframe (%s).", + EnumToString(g_calc_timeframe), EnumToString(Period())); + return(INIT_FAILED); + } + g_is_mtf_mode = (g_calc_timeframe > Period()); + +//--- 2. Setup Buffers + SetIndexBuffer(0, BufferAMA_MTF, INDICATOR_DATA); + ArraySetAsSeries(BufferAMA_MTF, false); // Standard indexing + PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); + +//--- 3. Initialize Calculator + if(InpSourcePrice <= PRICE_HA_CLOSE) + g_calculator = new CAMACalculator_HA(); + else + g_calculator = new CAMACalculator(); + + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpAmaPeriod, InpFastEmaPeriod, InpSlowEmaPeriod)) + { + Print("Failed to initialize AMA Calculator."); + return(INIT_FAILED); + } + +//--- 4. Set Shortname + string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; + string tf_str = g_is_mtf_mode ? (" " + EnumToString(g_calc_timeframe)) : ""; + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("AMA%s%s(%d,%d,%d)", type, tf_str, InpAmaPeriod, InpFastEmaPeriod, InpSlowEmaPeriod)); + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpAmaPeriod); + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| OnDeinit | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + } + +//+------------------------------------------------------------------+ +//| 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 < InpAmaPeriod) + return(0); + + 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) + { + g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferAMA_MTF); + return(rates_total); + } + +//================================================================ +// MODE 2: Multi-Timeframe (MTF Engine) +//================================================================ + +//--- A. Get HTF Data Count + int htf_rates_total = iBars(_Symbol, g_calc_timeframe); + if(htf_rates_total < InpAmaPeriod) + return(0); + +//--- B. Reset HTF State if Full Recalculation needed + if(prev_calculated == 0) + { + g_htf_prev_calculated = 0; + ArrayInitialize(BufferAMA_MTF, EMPTY_VALUE); + } + +//--- C. Fetch HTF Price Data +// We check for < 0 to handle potential data access errors gracefully + if(CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_open) < 0 || + CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_high) < 0 || + CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_low) < 0 || + CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_buf_close) < 0) + { + return(0); // Data not ready + } + +//--- D. Resize HTF Buffer + if(ArraySize(g_htf_buffer) != htf_rates_total) + ArrayResize(g_htf_buffer, htf_rates_total); + +//--- E. Calculate HTF AMA (Incremental) +// Step back 1 bar to ensure the open candle is always updated + int htf_calc_start = (g_htf_prev_calculated > 0) ? g_htf_prev_calculated - 1 : 0; + + g_calculator.Calculate(htf_rates_total, htf_calc_start, price_type, + g_buf_open, g_buf_high, g_buf_low, g_buf_close, + g_htf_buffer); + + g_htf_prev_calculated = htf_rates_total; + +//--- F. Map HTF Values to Current Chart (The "Staircase") + +// CRITICAL: Set HTF buffer as SERIES for mapping +// This aligns index 0 with the newest bar, matching iBarShift behavior. + ArraySetAsSeries(g_htf_buffer, true); + +// Ensure 'time' array is NOT series for our loop (0 = Oldest) + ArraySetAsSeries(time, false); + + int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + for(int i = limit; i < rates_total; i++) + { + datetime current_time = time[i]; + + // iBarShift returns the index relative to the newest bar (0 = Newest) + int htf_index = iBarShift(_Symbol, g_calc_timeframe, current_time, false); + + if(htf_index >= 0 && htf_index < htf_rates_total) + { + BufferAMA_MTF[i] = g_htf_buffer[htf_index]; + } + else + { + BufferAMA_MTF[i] = EMPTY_VALUE; + } + } + +// CRITICAL: Restore HTF buffer to non-series for next calculation cycle + ArraySetAsSeries(g_htf_buffer, false); + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+