refactor: Fixed Custom Session Band Display & Lifetime Management

This commit is contained in:
Toh4iem9
2026-08-24 21:59:12 +02:00
parent 242c228e98
commit e864e504d3
@@ -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 <MyIncludes\KAMA_Anchored_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh>
//--- 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);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+