From c405c5e9512b79f0a10f92180a61889816deb7c8 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 24 Aug 2026 23:09:34 +0200 Subject: [PATCH] refactor: First unified Native & MTF Pure Anchored KAMA release --- .../Authors/Kaufman/KAMA_Anchored_Pro.mq5 | 323 ++++++++++++++---- 1 file changed, 260 insertions(+), 63 deletions(-) diff --git a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Pro.mq5 index abd13107..52560508 100644 --- a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Pro.mq5 @@ -1,105 +1,163 @@ //+------------------------------------------------------------------+ -//| KAMA_Anchored_Pro.mq5 | +//| KAMA_Anchored_Pro.mq5| //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.10" // Upgraded with dynamic odd/even gapped segment drawing -#property description "Kaufman's Adaptive Moving Average with dynamic Anchored Resets." -#property description "Resets its calculation baseline on specific calendar events to prevent connecting line drag." +#property version "1.00" // First unified Native & MTF Pure Anchored KAMA release +#property description "Session-Anchored Kaufman's Adaptive Moving Average (AKAMA)." +#property description "Features odd/even gapped lines with unified Native & MTF support." #property indicator_chart_window -#property indicator_buffers 2 // Two buffers for gapped drawing +#property indicator_buffers 2 #property indicator_plots 2 -//--- Plot 1: KAMA Line (Odd Periods) -#property indicator_label1 "KAMA" +//--- Plot 1-2: Anchored KAMA (Odd/Even for Gapped Drawing) +#property indicator_label1 "AKAMA" #property indicator_type1 DRAW_LINE -#property indicator_color1 clrDeepPink +#property indicator_color1 clrOrange #property indicator_style1 STYLE_SOLID #property indicator_width1 2 -//--- Plot 2: KAMA Line (Even Periods) -#property indicator_label2 "KAMA (Segment)" +#property indicator_label2 "" #property indicator_type2 DRAW_LINE -#property indicator_color2 clrDeepPink +#property indicator_color2 clrOrange #property indicator_style2 STYLE_SOLID #property indicator_width2 2 +//--- Included Engines & Central Tools #include +#include //--- Input Parameters --- -input group "KAMA Settings" -input int InpErPeriod = 10; // Efficiency Ratio Period -input int InpFastEmaPeriod = 2; // Fastest EMA Period -input int InpSlowEmaPeriod = 30; // Slowest EMA Period -input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF) -input group "Anchor Settings" -input ENUM_ANCHOR_PERIOD InpAnchor = ANCHOR_SESSION; // Reset Anchor Period -input string InpCustomStart = "09:00"; // Custom Session Start (HH:MM) -input string InpCustomEnd = "18:00"; // Custom Session End (HH:MM) +input group "--- Anchor Settings ---" +input ENUM_ANCHOR_PERIOD InpResetPeriod = ANCHOR_PERIOD_SESSION; // Anchor Reset Period +input int InpTzShift = 0; // Timezone Shift (Hours) +input string InpCustomStart = "08:00"; // Custom Session Start (HH:MM) +input string InpCustomEnd = "17:00"; // Custom Session End (HH:MM) -//--- Indicator Buffers --- -double BufferKAMA_Odd[]; -double BufferKAMA_Even[]; +input group "--- KAMA Core Settings ---" +input int InpErPeriod = 10; // Efficiency Ratio Period +input int InpFastEmaPeriod = 2; // Fastest EMA Period +input int InpSlowEmaPeriod = 30; // Slowest EMA Period +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA) -//--- Global calculator object --- -CKamaAnchoredCalculator *g_calculator; +input group "--- Visual Settings ---" +input color InpColorKAMA = clrOrange; // Line Color +input ENUM_LINE_STYLE InpStyleKAMA = STYLE_SOLID; // Line Style +input int InpWidthKAMA = 2; // Line Width + +//--- Visual Indicator Buffers --- +double BufKAMA_Odd[]; +double BufKAMA_Even[]; + +//--- Internal State Buffer (Current Timeframe) +double g_price_series[]; + +//--- Internal HTF Data Caches (Chronological Arrays) +double h_open[], h_high[], h_low[], h_close[], h_price[]; +double h_res_odd[], h_res_even[]; +datetime h_time[]; + +//--- Global Objects & State Management +CKamaAnchoredCalculator *g_calculator = NULL; + +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; //+------------------------------------------------------------------+ -//| OnInit | +//| Custom Indicator Initialization | //+------------------------------------------------------------------+ int OnInit() { - SetIndexBuffer(0, BufferKAMA_Odd, INDICATOR_DATA); - SetIndexBuffer(1, BufferKAMA_Even, INDICATOR_DATA); - ArraySetAsSeries(BufferKAMA_Odd, false); - ArraySetAsSeries(BufferKAMA_Even, false); + g_data_ready = false; + g_data_synced = false; + g_htf_count = 0; + g_last_htf_time = 0; - PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); - PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); +// 1. Resolve Timeframe and validate direction + g_calc_timeframe = InpTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); -//--- Factory Logic - if(InpSourcePrice <= PRICE_HA_CLOSE) + if(g_calc_timeframe < Period()) { - g_calculator = new CKamaAnchoredCalculator_HA(); - } - else - { - g_calculator = new CKamaAnchoredCalculator(); + PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).", + EnumToString(g_calc_timeframe), EnumToString(Period())); + return INIT_PARAMETERS_INCORRECT; } + g_is_mtf_mode = (g_calc_timeframe > Period()); +// 2. Bind Buffers + SetIndexBuffer(0, BufKAMA_Odd, INDICATOR_DATA); + SetIndexBuffer(1, BufKAMA_Even, INDICATOR_DATA); + + for(int i = 0; i < 2; i++) + PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE); + + ArraySetAsSeries(BufKAMA_Odd, false); + ArraySetAsSeries(BufKAMA_Even, false); + + ArrayInitialize(BufKAMA_Odd, EMPTY_VALUE); + ArrayInitialize(BufKAMA_Even, EMPTY_VALUE); + +// 3. Configure Dynamic Visual Styling + PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorKAMA); + PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA); + PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA); + + PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorKAMA); + PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleKAMA); + PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthKAMA); + PlotIndexSetString(1, PLOT_LABEL, "AKAMA (Segment)"); + +// 4. Initialize Anchored KAMA Engine + g_calculator = new CKamaAnchoredCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || - !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpAnchor, InpCustomStart, InpCustomEnd)) + !g_calculator.Init(InpResetPeriod, InpTzShift, InpCustomStart, InpCustomEnd, + InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice)) { - Print("Failed to initialize KAMA Anchored Calculator."); - return(INIT_FAILED); + Print("Critical Error: Failed to initialize Anchored KAMA Calculator."); + return INIT_FAILED; } -//--- Shortname - string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; - string anchor_name = EnumToString(InpAnchor); - string short_name = StringFormat("KAMA Anch%s(%s,%d)", type, StringSubstr(anchor_name, 7), InpErPeriod); + string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; + string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : ""; + string short_name = StringFormat("AKAMA%s%s(%s, ER%d)", + ha_tag, tf_str, EnumToString(InpResetPeriod), InpErPeriod); IndicatorSetString(INDICATOR_SHORTNAME, short_name); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); - PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod); - PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpErPeriod); +// 5. Initialize Background Synchronization Timer (Only for MTF mode) + if(g_is_mtf_mode) + EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ -//| OnDeinit | +//| Custom Indicator Deinitialization | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { + if(g_is_mtf_mode) + EventKillTimer(); + if(CheckPointer(g_calculator) != POINTER_INVALID) + { delete g_calculator; + g_calculator = NULL; + } } //+------------------------------------------------------------------+ -//| OnCalculate | +//| Custom Indicator Calculation Loop | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, @@ -112,23 +170,162 @@ int OnCalculate(const int rates_total, const long &volume[], const int &spread[]) { - if(rates_total < InpErPeriod + 5) - return(0); + int required_bars = InpErPeriod + 10; + if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID) + return 0; - ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? - (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : - (ENUM_APPLIED_PRICE)InpSourcePrice; - -//--- Force standard chronological indexing for state-safety - ArraySetAsSeries(time, false); - ArraySetAsSeries(open, false); - ArraySetAsSeries(high, false); - ArraySetAsSeries(low, false); +// Chronological Array Safety + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); - g_calculator.Calculate(rates_total, prev_calculated, price_type, time, open, high, low, close, BufferKAMA_Odd, BufferKAMA_Even); +//=================================================================== +// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1)) +//=================================================================== + if(!g_is_mtf_mode) + { + g_calculator.Calculate(rates_total, prev_calculated, time, open, high, low, close, + BufKAMA_Odd, BufKAMA_Even, g_price_series); + return rates_total; + } - return(rates_total); +//=================================================================== +// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization) +//=================================================================== + if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; + } + + g_data_synced = true; + + 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); // Memory safeguard + + // Resize all HTF caching arrays + 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_price, g_htf_count); + ArrayResize(h_res_odd, g_htf_count); + ArrayResize(h_res_even, g_htf_count); + + // Force chronological alignment + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + ArraySetAsSeries(h_price, false); + ArraySetAsSeries(h_res_odd, false); + ArraySetAsSeries(h_res_even, false); + + // Copy pricing data + 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; + } + + // Compute HTF Anchored KAMA Values + g_calculator.Calculate(g_htf_count, 0, h_time, h_open, h_high, h_low, h_close, + h_res_odd, h_res_even, h_price); + g_data_ready = true; + } + + if(!g_data_ready) + return 0; + +// 5. Stateful live-bar update for the active forming HTF candle + int live_idx = g_htf_count - 1; + if(live_idx >= required_bars) + { + double o[1], h[1], l[1], c[1]; + datetime t_bar[1]; + int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); + if(shift >= 0 && + CopyTime(_Symbol, g_calc_timeframe, shift, 1, t_bar) == 1 && + 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_time[live_idx] = t_bar[0]; + h_open[live_idx] = o[0]; + h_high[live_idx] = h[0]; + h_low[live_idx] = l[0]; + h_close[live_idx] = c[0]; + + // Mock update on live bar + g_calculator.Calculate(g_htf_count, g_htf_count, h_time, h_open, h_high, h_low, h_close, + h_res_odd, h_res_even, h_price); + } + } + +// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution) + 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++; + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +// 7. Chronological Mapping Loop to Chart Timeframe + 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) + { + BufKAMA_Odd[i] = h_res_odd[idx_htf]; + BufKAMA_Even[i] = h_res_even[idx_htf]; + } + else + { + BufKAMA_Odd[i] = EMPTY_VALUE; + BufKAMA_Even[i] = EMPTY_VALUE; + } + } + else + { + BufKAMA_Odd[i] = EMPTY_VALUE; + BufKAMA_Even[i] = EMPTY_VALUE; + } + } + + return rates_total; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+