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refactor: First unified Native & MTF Pure Anchored KAMA release

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Toh4iem9
2026-08-24 23:09:34 +02:00
parent d6007934a2
commit c405c5e951
1 changed files with 260 additions and 63 deletions
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Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Pro.mq5
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@@ -1,105 +1,163 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| KAMA_Anchored_Pro.mq5 | //| KAMA_Anchored_Pro.mq5|
//| Copyright 2026, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "1.10" // Upgraded with dynamic odd/even gapped segment drawing #property version "1.00" // First unified Native & MTF Pure Anchored KAMA release
#property description "Kaufman's Adaptive Moving Average with dynamic Anchored Resets." #property description "Session-Anchored Kaufman's Adaptive Moving Average (AKAMA)."
#property description "Resets its calculation baseline on specific calendar events to prevent connecting line drag." #property description "Features odd/even gapped lines with unified Native & MTF support."
#property indicator_chart_window #property indicator_chart_window
#property indicator_buffers 2 // Two buffers for gapped drawing #property indicator_buffers 2
#property indicator_plots 2 #property indicator_plots 2
//--- Plot 1: KAMA Line (Odd Periods) //--- Plot 1-2: Anchored KAMA (Odd/Even for Gapped Drawing)
#property indicator_label1 "KAMA" #property indicator_label1 "AKAMA"
#property indicator_type1 DRAW_LINE #property indicator_type1 DRAW_LINE
#property indicator_color1 clrDeepPink #property indicator_color1 clrOrange
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_SOLID
#property indicator_width1 2 #property indicator_width1 2
//--- Plot 2: KAMA Line (Even Periods) #property indicator_label2 ""
#property indicator_label2 "KAMA (Segment)"
#property indicator_type2 DRAW_LINE #property indicator_type2 DRAW_LINE
#property indicator_color2 clrDeepPink #property indicator_color2 clrOrange
#property indicator_style2 STYLE_SOLID #property indicator_style2 STYLE_SOLID
#property indicator_width2 2 #property indicator_width2 2
//--- Included Engines & Central Tools
#include <MyIncludes\KAMA_Anchored_Calculator.mqh> #include <MyIncludes\KAMA_Anchored_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- Input Parameters --- //--- Input Parameters ---
input group "KAMA Settings" input group "--- Timeframe Settings ---"
input int InpErPeriod = 10; // Efficiency Ratio Period input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
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 "Anchor Settings" input group "--- Anchor Settings ---"
input ENUM_ANCHOR_PERIOD InpAnchor = ANCHOR_SESSION; // Reset Anchor Period input ENUM_ANCHOR_PERIOD InpResetPeriod = ANCHOR_PERIOD_SESSION; // Anchor Reset Period
input string InpCustomStart = "09:00"; // Custom Session Start (HH:MM) input int InpTzShift = 0; // Timezone Shift (Hours)
input string InpCustomEnd = "18:00"; // Custom Session End (HH:MM) input string InpCustomStart = "08:00"; // Custom Session Start (HH:MM)
input string InpCustomEnd = "17:00"; // Custom Session End (HH:MM)
//--- Indicator Buffers --- input group "--- KAMA Core Settings ---"
double BufferKAMA_Odd[]; input int InpErPeriod = 10; // Efficiency Ratio Period
double BufferKAMA_Even[]; 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 --- input group "--- Visual Settings ---"
CKamaAnchoredCalculator *g_calculator; 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() int OnInit()
{ {
SetIndexBuffer(0, BufferKAMA_Odd, INDICATOR_DATA); g_data_ready = false;
SetIndexBuffer(1, BufferKAMA_Even, INDICATOR_DATA); g_data_synced = false;
ArraySetAsSeries(BufferKAMA_Odd, false); g_htf_count = 0;
ArraySetAsSeries(BufferKAMA_Even, false); g_last_htf_time = 0;
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); // 1. Resolve Timeframe and validate direction
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); g_calc_timeframe = InpTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
//--- Factory Logic if(g_calc_timeframe < Period())
if(InpSourcePrice <= PRICE_HA_CLOSE)
{ {
g_calculator = new CKamaAnchoredCalculator_HA(); PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
} EnumToString(g_calc_timeframe), EnumToString(Period()));
else return INIT_PARAMETERS_INCORRECT;
{
g_calculator = new CKamaAnchoredCalculator();
} }
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 || 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."); Print("Critical Error: Failed to initialize Anchored KAMA Calculator.");
return(INIT_FAILED); return INIT_FAILED;
} }
//--- Shortname string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string anchor_name = EnumToString(InpAnchor); string short_name = StringFormat("AKAMA%s%s(%s, ER%d)",
string short_name = StringFormat("KAMA Anch%s(%s,%d)", type, StringSubstr(anchor_name, 7), InpErPeriod); ha_tag, tf_str, EnumToString(InpResetPeriod), InpErPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name); IndicatorSetString(INDICATOR_SHORTNAME, short_name);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits); IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod); // 5. Initialize Background Synchronization Timer (Only for MTF mode)
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpErPeriod); if(g_is_mtf_mode)
EventSetTimer(1);
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| OnDeinit | //| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void OnDeinit(const int reason) void OnDeinit(const int reason)
{ {
if(g_is_mtf_mode)
EventKillTimer();
if(CheckPointer(g_calculator) != POINTER_INVALID) if(CheckPointer(g_calculator) != POINTER_INVALID)
{
delete g_calculator; delete g_calculator;
g_calculator = NULL;
}
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| OnCalculate | //| Custom Indicator Calculation Loop |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnCalculate(const int rates_total, int OnCalculate(const int rates_total,
const int prev_calculated, const int prev_calculated,
@@ -112,23 +170,162 @@ int OnCalculate(const int rates_total,
const long &volume[], const long &volume[],
const int &spread[]) const int &spread[])
{ {
if(rates_total < InpErPeriod + 5) int required_bars = InpErPeriod + 10;
return(0); if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID)
return 0;
ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? // Chronological Array Safety
(ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : ArraySetAsSeries(time, false);
(ENUM_APPLIED_PRICE)InpSourcePrice; ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
//--- Force standard chronological indexing for state-safety ArraySetAsSeries(low, false);
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, 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;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+