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