mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-25 02:08:04 +00:00
refactor: Fixed Custom Session Band Display & Lifetime Management
This commit is contained in:
@@ -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);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user