From e864e504d3e20d8304effce1649b600e85a76348 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 24 Aug 2026 21:59:12 +0200 Subject: [PATCH] refactor: Fixed Custom Session Band Display & Lifetime Management --- .../Kaufman/KAMA_Anchored_Bands_Pro.mq5 | 447 +++++++++++++++--- 1 file changed, 370 insertions(+), 77 deletions(-) diff --git a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Bands_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Bands_Pro.mq5 index 0cb039b8..79e06849 100644 --- a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Bands_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Anchored_Bands_Pro.mq5 @@ -3,9 +3,9 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.00" // First Anchored KAMA with Volatility Standard Deviation Bands release +#property version "2.10" // Fixed Custom Session Band Display & Lifetime Management #property description "Session-Anchored Kaufman's Adaptive Moving Average (AKAMA) with Standard Deviation Bands." -#property description "Features odd/even gapped lines and current session focus." +#property description "Features robust Custom Session handling, non-repainting MTF mapping, and current session focus." #property indicator_chart_window #property indicator_buffers 8 @@ -16,13 +16,13 @@ #property indicator_type1 DRAW_LINE #property indicator_color1 clrOrange #property indicator_style1 STYLE_SOLID -#property indicator_width1 2 +#property indicator_width1 1 #property indicator_label2 "" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrange #property indicator_style2 STYLE_SOLID -#property indicator_width2 2 +#property indicator_width2 1 //--- Plot 3-4: Band 1 (+/- 1.0 Sigma) #property indicator_label3 "Upper Band 1" @@ -35,7 +35,7 @@ #property indicator_type4 DRAW_LINE #property indicator_color4 clrDodgerBlue #property indicator_style4 STYLE_SOLID -#property indicator_width4 1 +#property indicator_width3 1 //--- Plot 5-6: Band 2 (+/- 2.0 Sigma) #property indicator_label5 "Upper Band 2" @@ -63,10 +63,14 @@ #property indicator_style8 STYLE_SOLID #property indicator_width8 1 -//--- Included Engines +//--- Included Engines & Central Tools #include +#include //--- Input Parameters --- +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF) + input group "--- Anchor Settings ---" input ENUM_ANCHOR_PERIOD InpResetPeriod = ANCHOR_PERIOD_SESSION; // Anchor Reset Period input int InpTzShift = 0; // Timezone Shift (Hours) @@ -83,12 +87,12 @@ input group "--- Standard Deviation Bands Settings ---" input double InpBand1Mult = 1.0; // Band 1 Multiplier (Sigma) input double InpBand2Mult = 2.0; // Band 2 Multiplier (Sigma) input double InpBand3Mult = 3.0; // Band 3 Multiplier (Sigma) -input bool InpCurrentSessionOnly= true; // Display Bands for Current Session Only? +input bool InpCurrentSessionOnly= true; // Display Bands for Most Recent Session Only? input group "--- Visual Settings - AKAMA Centerline ---" input color InpColorKAMA = clrOrange; // Centerline Color input ENUM_LINE_STYLE InpStyleKAMA = STYLE_SOLID; // Centerline Style -input int InpWidthKAMA = 2; // Centerline Width +input int InpWidthKAMA = 1; // Centerline Width input group "--- Visual Settings - Bands Colors ---" input color InpColorBand1 = clrDodgerBlue; // Band 1 Color (+/- 1σ) @@ -102,18 +106,51 @@ double BufUp1[], BufDn1[]; double BufUp2[], BufDn2[]; double BufUp3[], BufDn3[]; -//--- Internal State Buffer +//--- Internal State Buffer (Current Timeframe) double g_price_series[]; -//--- Calculator Object +//--- Internal HTF Data Caches (Chronological Arrays) +double h_open[], h_high[], h_low[], h_close[], h_price[]; +double h_res_odd[], h_res_even[]; +double h_res_up1[], h_res_dn1[]; +double h_res_up2[], h_res_dn2[]; +double h_res_up3[], h_res_dn3[]; +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; + //+------------------------------------------------------------------+ //| Custom Indicator Initialization | //+------------------------------------------------------------------+ int OnInit() { -// 1. Bind Buffers + g_data_ready = false; + g_data_synced = false; + g_htf_count = 0; + g_last_htf_time = 0; + +// 1. Resolve Timeframe and validate direction + g_calc_timeframe = InpTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); + + if(g_calc_timeframe < Period()) + { + 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); SetIndexBuffer(2, BufUp1, INDICATOR_DATA); @@ -123,11 +160,8 @@ int OnInit() SetIndexBuffer(6, BufUp3, INDICATOR_DATA); SetIndexBuffer(7, BufDn3, INDICATOR_DATA); -// Force strict chronological alignment (0 = oldest) for(int i = 0; i < 8; i++) - { PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE); - } ArraySetAsSeries(BufKAMA_Odd, false); ArraySetAsSeries(BufKAMA_Even, false); @@ -147,7 +181,7 @@ int OnInit() ArrayInitialize(BufUp3, EMPTY_VALUE); ArrayInitialize(BufDn3, EMPTY_VALUE); -// 2. Configure Dynamic Visual Styling +// 3. Configure Dynamic Visual Styling PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorKAMA); PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA); PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA); @@ -164,7 +198,7 @@ int OnInit() PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpColorBand3); PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpColorBand3); -// 3. Initialize Anchored KAMA Engine +// 4. Initialize Anchored KAMA Engine g_calculator = new CKamaAnchoredCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpResetPeriod, InpTzShift, InpCustomStart, InpCustomEnd, @@ -175,11 +209,16 @@ int OnInit() } string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; - string short_name = StringFormat("AKAMA Bands%s(%s, ER%d)", - ha_tag, EnumToString(InpResetPeriod), InpErPeriod); + string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : ""; + string short_name = StringFormat("AKAMA Bands%s%s(%s, ER%d)", + ha_tag, tf_str, EnumToString(InpResetPeriod), InpErPeriod); IndicatorSetString(INDICATOR_SHORTNAME, short_name); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); +// 5. Initialize Background Synchronization Timer (Only for MTF mode) + if(g_is_mtf_mode) + EventSetTimer(1); + return(INIT_SUCCEEDED); } @@ -188,6 +227,9 @@ int OnInit() //+------------------------------------------------------------------+ void OnDeinit(const int reason) { + if(g_is_mtf_mode) + EventKillTimer(); + if(CheckPointer(g_calculator) != POINTER_INVALID) { delete g_calculator; @@ -195,6 +237,101 @@ void OnDeinit(const int reason) } } +//+------------------------------------------------------------------+ +//| Helper: Compute Running Variance Bands | +//+------------------------------------------------------------------+ +void CalculateBandsFromAKAMA(const int total_bars, + const double &kama_odd_arr[], + const double &kama_even_arr[], + const double &price_arr[], + const bool current_session_only, + double &up1[], double &dn1[], + double &up2[], double &dn2[], + double &up3[], double &dn3[]) + { + ArrayInitialize(up1, EMPTY_VALUE); + ArrayInitialize(dn1, EMPTY_VALUE); + ArrayInitialize(up2, EMPTY_VALUE); + ArrayInitialize(dn2, EMPTY_VALUE); + ArrayInitialize(up3, EMPTY_VALUE); + ArrayInitialize(dn3, EMPTY_VALUE); + +// 1. Identify the Most Recent Active/Closed Session + int most_recent_end = -1; + int most_recent_start = -1; + + for(int i = total_bars - 1; i >= 0; i--) + { + if(kama_odd_arr[i] != EMPTY_VALUE || kama_even_arr[i] != EMPTY_VALUE) + { + most_recent_end = i; + break; + } + } + + if(most_recent_end >= 0) + { + bool is_odd_target = (kama_odd_arr[most_recent_end] != EMPTY_VALUE); + most_recent_start = most_recent_end; + + for(int i = most_recent_end; i >= 0; i--) + { + bool is_valid = is_odd_target ? (kama_odd_arr[i] != EMPTY_VALUE) : (kama_even_arr[i] != EMPTY_VALUE); + if(!is_valid) + break; + most_recent_start = i; + } + } + +// 2. Calculate Standard Deviation Bands + int start_bar = (current_session_only && most_recent_start >= 0) ? most_recent_start : 0; + int end_bar = (current_session_only && most_recent_end >= 0) ? most_recent_end : (total_bars - 1); + + double sum_sq_dev = 0.0; + int count = 0; + int last_session_tag = 0; // 0=None, 1=Odd, 2=Even + + for(int i = start_bar; i <= end_bar; i++) + { + bool is_odd = (kama_odd_arr[i] != EMPTY_VALUE); + bool is_even = (kama_even_arr[i] != EMPTY_VALUE); + + if(!is_odd && !is_even) + { + // In gap between sessions + last_session_tag = 0; + sum_sq_dev = 0.0; + count = 0; + continue; + } + + int session_tag = is_odd ? 1 : 2; + if(session_tag != last_session_tag) + { + sum_sq_dev = 0.0; + count = 0; + last_session_tag = session_tag; + } + + double akama = is_odd ? kama_odd_arr[i] : kama_even_arr[i]; + if(akama > 0.0) + { + double diff = price_arr[i] - akama; + sum_sq_dev += (diff * diff); + count++; + + double stddev = (count > 0) ? MathSqrt(sum_sq_dev / (double)count) : 0.0; + + up1[i] = akama + (InpBand1Mult * stddev); + dn1[i] = akama - (InpBand1Mult * stddev); + up2[i] = akama + (InpBand2Mult * stddev); + dn2[i] = akama - (InpBand2Mult * stddev); + up3[i] = akama + (InpBand3Mult * stddev); + dn3[i] = akama - (InpBand3Mult * stddev); + } + } + } + //+------------------------------------------------------------------+ //| Custom Indicator Calculation Loop | //+------------------------------------------------------------------+ @@ -209,7 +346,8 @@ int OnCalculate(const int rates_total, const long &volume[], const int &spread[]) { - if(rates_total < 2 || CheckPointer(g_calculator) == POINTER_INVALID) + int required_bars = InpErPeriod + 10; + if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID) return 0; // Chronological Array Safety @@ -219,80 +357,185 @@ int OnCalculate(const int rates_total, ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); -// 1. Run Anchored KAMA Engine (Fills Odd/Even Buffers & Extracts Price) - g_calculator.Calculate(rates_total, prev_calculated, time, open, high, low, close, - BufKAMA_Odd, BufKAMA_Even, g_price_series); - -// 2. Identify the Start Index of the Current Active Session - int current_session_start = 0; - - for(int i = rates_total - 1; i > 0; i--) +//=================================================================== +// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1)) +//=================================================================== + if(!g_is_mtf_mode) { - bool is_odd_now = (BufKAMA_Odd[i] != EMPTY_VALUE); - bool is_odd_prev = (BufKAMA_Odd[i - 1] != EMPTY_VALUE); + // 1. Run Anchored KAMA Engine + g_calculator.Calculate(rates_total, prev_calculated, time, open, high, low, close, + BufKAMA_Odd, BufKAMA_Even, g_price_series); - if(is_odd_now != is_odd_prev) + // 2. Calculate Standard Deviation Bands with Safe Lifetime Handling + CalculateBandsFromAKAMA(rates_total, BufKAMA_Odd, BufKAMA_Even, g_price_series, InpCurrentSessionOnly, + BufUp1, BufDn1, BufUp2, BufDn2, BufUp3, BufDn3); + + 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) { - current_session_start = i; - break; + 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); + ArrayResize(h_res_up1, g_htf_count); + ArrayResize(h_res_dn1, g_htf_count); + ArrayResize(h_res_up2, g_htf_count); + ArrayResize(h_res_dn2, g_htf_count); + ArrayResize(h_res_up3, g_htf_count); + ArrayResize(h_res_dn3, 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); + ArraySetAsSeries(h_res_up1, false); + ArraySetAsSeries(h_res_dn1, false); + ArraySetAsSeries(h_res_up2, false); + ArraySetAsSeries(h_res_dn2, false); + ArraySetAsSeries(h_res_up3, false); + ArraySetAsSeries(h_res_dn3, 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); + + // Calculate HTF Standard Deviation Bands (All HTF history computed) + CalculateBandsFromAKAMA(g_htf_count, h_res_odd, h_res_even, h_price, false, + h_res_up1, h_res_dn1, h_res_up2, h_res_dn2, h_res_up3, h_res_dn3); + + 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); + + CalculateBandsFromAKAMA(g_htf_count, h_res_odd, h_res_even, h_price, false, + h_res_up1, h_res_dn1, h_res_up2, h_res_dn2, h_res_up3, h_res_dn3); } } -// 3. Clear Old Bands if a New Session just started (If CurrentSessionOnly is true) - static int prev_session_start = -1; - if(InpCurrentSessionOnly && current_session_start != prev_session_start) +// 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) { - for(int i = 0; i < current_session_start; i++) - { - BufUp1[i] = EMPTY_VALUE; - BufDn1[i] = EMPTY_VALUE; - BufUp2[i] = EMPTY_VALUE; - BufDn2[i] = EMPTY_VALUE; - BufUp3[i] = EMPTY_VALUE; - BufDn3[i] = EMPTY_VALUE; - } - prev_session_start = current_session_start; + first_bar_of_forming_htf--; } + first_bar_of_forming_htf++; -// 4. Calculate Standard Deviation Bands - int calc_start = InpCurrentSessionOnly ? current_session_start : 0; + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; - double sum_sq_dev = 0.0; - int count = 0; - int last_session_idx = -1; - - for(int i = calc_start; i < rates_total; i++) +// 7. Chronological Mapping Loop to Chart Timeframe + for(int i = start; i < rates_total; i++) { - // Reset accumulators when session flips (in All Sessions mode) - bool is_odd = (BufKAMA_Odd[i] != EMPTY_VALUE); - int session_id = is_odd ? 1 : 2; + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false); - if(session_id != last_session_idx) + if(shift_htf >= 0) { - sum_sq_dev = 0.0; - count = 0; - last_session_idx = session_id; - } - - double akama = is_odd ? BufKAMA_Odd[i] : BufKAMA_Even[i]; - - if(akama != EMPTY_VALUE && akama > 0.0) - { - double diff = g_price_series[i] - akama; - sum_sq_dev += (diff * diff); - count++; - - double stddev = MathSqrt(sum_sq_dev / (double)count); - - BufUp1[i] = akama + (InpBand1Mult * stddev); - BufDn1[i] = akama - (InpBand1Mult * stddev); - BufUp2[i] = akama + (InpBand2Mult * stddev); - BufDn2[i] = akama - (InpBand2Mult * stddev); - BufUp3[i] = akama + (InpBand3Mult * stddev); - BufDn3[i] = akama - (InpBand3Mult * stddev); + 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]; + BufUp1[i] = h_res_up1[idx_htf]; + BufDn1[i] = h_res_dn1[idx_htf]; + BufUp2[i] = h_res_up2[idx_htf]; + BufDn2[i] = h_res_dn2[idx_htf]; + BufUp3[i] = h_res_up3[idx_htf]; + BufDn3[i] = h_res_dn3[idx_htf]; + } + else + { + BufKAMA_Odd[i] = EMPTY_VALUE; + BufKAMA_Even[i] = EMPTY_VALUE; + BufUp1[i] = EMPTY_VALUE; + BufDn1[i] = EMPTY_VALUE; + BufUp2[i] = EMPTY_VALUE; + BufDn2[i] = EMPTY_VALUE; + BufUp3[i] = EMPTY_VALUE; + BufDn3[i] = EMPTY_VALUE; + } } else { + BufKAMA_Odd[i] = EMPTY_VALUE; + BufKAMA_Even[i] = EMPTY_VALUE; BufUp1[i] = EMPTY_VALUE; BufDn1[i] = EMPTY_VALUE; BufUp2[i] = EMPTY_VALUE; @@ -302,7 +545,57 @@ int OnCalculate(const int rates_total, } } +// 8. Mask Older Session Bands if CurrentSessionOnly is true on LTF + if(InpCurrentSessionOnly) + { + int most_recent_ltf_end = -1; + int most_recent_ltf_start = -1; + + for(int i = rates_total - 1; i >= 0; i--) + { + if(BufKAMA_Odd[i] != EMPTY_VALUE || BufKAMA_Even[i] != EMPTY_VALUE) + { + most_recent_ltf_end = i; + break; + } + } + + if(most_recent_ltf_end >= 0) + { + bool is_odd_target = (BufKAMA_Odd[most_recent_ltf_end] != EMPTY_VALUE); + most_recent_ltf_start = most_recent_ltf_end; + + for(int i = most_recent_ltf_end; i >= 0; i--) + { + bool is_valid = is_odd_target ? (BufKAMA_Odd[i] != EMPTY_VALUE) : (BufKAMA_Even[i] != EMPTY_VALUE); + if(!is_valid) + break; + most_recent_ltf_start = i; + } + + // Wipe bands before the most recent active session + for(int i = 0; i < most_recent_ltf_start; i++) + { + BufUp1[i] = EMPTY_VALUE; + BufDn1[i] = EMPTY_VALUE; + BufUp2[i] = EMPTY_VALUE; + BufDn2[i] = EMPTY_VALUE; + BufUp3[i] = EMPTY_VALUE; + BufDn3[i] = EMPTY_VALUE; + } + } + } + return rates_total; } + +//+------------------------------------------------------------------+ +//| OnTimer Event Handler (Data Synchronization Daemon) | +//+------------------------------------------------------------------+ +void OnTimer() + { + int required_bars = InpErPeriod + 10; + CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); + } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+