From ebfc054743e28fdf0b062502e949c26883de1117 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 24 Aug 2026 12:13:00 +0200 Subject: [PATCH] refactor: Unified Native & MTF KAMA Volatility Channel --- .../Authors/Kaufman/KAMA_Channel_Pro.mq5 | 326 +++++++++++++++--- 1 file changed, 281 insertions(+), 45 deletions(-) diff --git a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Channel_Pro.mq5 b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Channel_Pro.mq5 index 0acaf36..ade4dae 100644 --- a/Indicators/MyIndicators/Authors/Kaufman/KAMA_Channel_Pro.mq5 +++ b/Indicators/MyIndicators/Authors/Kaufman/KAMA_Channel_Pro.mq5 @@ -3,8 +3,8 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.00" -#property description "KAMA Channel (Keltner Concept): KAMA Middle Line + ATR Bands." +#property version "3.00" // Unified Native & MTF KAMA Volatility Channel +#property description "Professional KAMA Channel (Keltner Concept): KAMA Middle Line + Dynamic ATR Bands." #property indicator_chart_window #property indicator_buffers 3 @@ -25,88 +25,169 @@ #property indicator_width2 1 //--- Plot 3: Middle Band (KAMA) -#property indicator_label3 "KAMA" +#property indicator_label3 "KAMA Middle" #property indicator_type3 DRAW_LINE #property indicator_color3 clrCrimson #property indicator_style3 STYLE_SOLID -#property indicator_width3 1 +#property indicator_width3 2 +//--- Included Engines & Central Tools #include +#include -//--- Input Parameters -input group "KAMA Settings" -input int InpErPeriod = 10; // Efficiency Ratio Period -input int InpFastEmaPeriod = 2; // Fastest EMA Period -input int InpSlowEmaPeriod = 30; // Slowest EMA Period -input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; +//--- Input Parameters --- +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF) + +input group "--- KAMA Middle Settings ---" +input int InpErPeriod = 10; // Efficiency Ratio Period +input int InpFastEmaPeriod = 2; // Fastest EMA Period +input int InpSlowEmaPeriod = 30; // Slowest EMA Period +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA) //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ -input group "Channel (ATR) Settings" -input int InpAtrPeriod = 14; -input double InpMultiplier = 2.0; -input ENUM_ATR_SOURCE InpAtrSource = ATR_SOURCE_STANDARD; +input group "--- Channel (ATR) Settings ---" +input int InpAtrPeriod = 14; // ATR Volatility Period +input double InpMultiplier = 2.0; // ATR Multiplier +input ENUM_ATR_SOURCE InpAtrSource = ATR_SOURCE_STANDARD; // ATR Price Source -//--- Buffers +input group "--- Visual Settings - Middle Line ---" +input color InpColorMiddle = clrCrimson; // Middle Line Color +input ENUM_LINE_STYLE InpStyleMiddle = STYLE_SOLID; // Middle Line Style +input int InpWidthMiddle = 2; // Middle Line Width + +input group "--- Visual Settings - Outer Bands ---" +input color InpColorBands = clrDarkOrange; // Outer Bands Color +input ENUM_LINE_STYLE InpStyleBands = STYLE_DOT; // Outer Bands Style +input int InpWidthBands = 1; // Outer Bands Width + +//--- Indicator Buffers --- double BufferUpper[]; double BufferLower[]; double BufferMiddle[]; -//--- Global Object -CKamaChannelCalculator *g_calculator; +//--- Internal HTF Data Caches (Chronological Arrays) +double h_open[], h_high[], h_low[], h_close[]; +double h_res_upper[], h_res_lower[], h_res_middle[]; +datetime h_time[]; + +//--- Global Objects & State Management +CKamaChannelCalculator *g_calculator = NULL; + +bool g_is_mtf_mode = false; +ENUM_TIMEFRAMES g_calc_timeframe; +bool g_data_ready = false; +bool g_data_synced = false; +int g_htf_count = 0; +datetime g_last_htf_time = 0; //+------------------------------------------------------------------+ -//| OnInit | +//| Custom Indicator Initialization | //+------------------------------------------------------------------+ int OnInit() { + 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 to index mapping SetIndexBuffer(0, BufferUpper, INDICATOR_DATA); SetIndexBuffer(1, BufferLower, INDICATOR_DATA); SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA); + +// Force strict chronological alignment (false = old to new) ArraySetAsSeries(BufferUpper, false); ArraySetAsSeries(BufferLower, false); ArraySetAsSeries(BufferMiddle, false); -//--- Factory Logic - if(InpSourcePrice <= PRICE_HA_CLOSE) - g_calculator = new CKamaChannelCalculator_HA(); - else - g_calculator = new CKamaChannelCalculator(); + ArrayInitialize(BufferUpper, EMPTY_VALUE); + ArrayInitialize(BufferLower, EMPTY_VALUE); + ArrayInitialize(BufferMiddle, EMPTY_VALUE); -//--- Initialize - if(CheckPointer(g_calculator) == POINTER_INVALID || - !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpAtrPeriod, InpMultiplier, InpAtrSource)) - { - Print("Failed to initialize KAMA Channel Calculator."); - return(INIT_FAILED); - } +// 3. Dynamic Visual Styling + PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorBands); + PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleBands); + PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthBands); + PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); -//--- Shortname - string type = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; - IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA Ch%s(%d, ATR %d)", type, InpErPeriod, InpAtrPeriod)); + PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorBands); + PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleBands); + PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthBands); + PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); + + PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpColorMiddle); + PlotIndexSetInteger(2, PLOT_LINE_STYLE, InpStyleMiddle); + PlotIndexSetInteger(2, PLOT_LINE_WIDTH, InpWidthMiddle); + PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE); + + int warmup = MathMax(InpErPeriod, InpAtrPeriod); + int draw_begin = warmup + 5; + if(g_is_mtf_mode) + draw_begin = 0; -//--- Visuals - int draw_begin = MathMax(InpErPeriod, InpAtrPeriod); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); - PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpErPeriod); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); +// 4. Initialize Channel Engine + g_calculator = new CKamaChannelCalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID || + !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice, InpAtrPeriod, InpMultiplier, InpAtrSource)) + { + Print("Critical Error: Failed to create or initialize KAMA Channel Calculator."); + return INIT_FAILED; + } + +// 5. Dynamic Setup of Indicator Shortname + string ha_kama = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : ""; + string ha_atr = (InpAtrSource == ATR_SOURCE_HEIKIN_ASHI) ? "/HA" : ""; + string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : ""; + string short_name = StringFormat("KAMA Channel%s%s(%d, ATR%s %d, x%.1f)", + ha_kama, tf_str, + InpErPeriod, ha_atr, InpAtrPeriod, InpMultiplier); + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + +// 6. Initialize Background Synchronization Timer (Only for MTF mode) + if(g_is_mtf_mode) + EventSetTimer(1); + return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ -//| OnDeinit | +//| Custom Indicator Deinitialization | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { + if(g_is_mtf_mode) + EventKillTimer(); + if(CheckPointer(g_calculator) != POINTER_INVALID) + { delete g_calculator; + g_calculator = NULL; + } } //+------------------------------------------------------------------+ -//| OnCalculate | +//| Custom Indicator Calculation Loop | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, @@ -119,16 +200,171 @@ int OnCalculate(const int rates_total, const long &volume[], const int &spread[]) { - if(rates_total < MathMax(InpErPeriod, InpAtrPeriod)) - return(0); + int required_bars = MathMax(InpErPeriod, InpAtrPeriod) + 10; + if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID) + return 0; - ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ? - (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) : - (ENUM_APPLIED_PRICE)InpSourcePrice; +// Force chronological indexing on current timeframe arrays + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); - g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, - BufferMiddle, BufferUpper, BufferLower); +//=================================================================== +// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1)) +//=================================================================== + if(!g_is_mtf_mode) + { + g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, + BufferMiddle, BufferUpper, BufferLower); + 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; // History sync pending + } + + g_data_synced = true; + + datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); + + if(htf_updated || prev_calculated == 0) + { + g_last_htf_time = htf_time_current; + + int htf_bars = iBars(_Symbol, g_calc_timeframe); + if(htf_bars < required_bars) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); // Memory safeguard + + // Resize all HTF caching arrays + ArrayResize(h_time, g_htf_count); + ArrayResize(h_open, g_htf_count); + ArrayResize(h_high, g_htf_count); + ArrayResize(h_low, g_htf_count); + ArrayResize(h_close, g_htf_count); + ArrayResize(h_res_upper, g_htf_count); + ArrayResize(h_res_lower, g_htf_count); + ArrayResize(h_res_middle, 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_res_upper, false); + ArraySetAsSeries(h_res_lower, false); + ArraySetAsSeries(h_res_middle, 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 KAMA Channel Values + g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, + h_res_middle, h_res_upper, h_res_lower); + 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]; + int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); + if(shift >= 0 && + 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_open[live_idx] = o[0]; + h_high[live_idx] = h[0]; + h_low[live_idx] = l[0]; + h_close[live_idx] = c[0]; + + // Real-time live bar state mocking + g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, + h_res_middle, h_res_upper, h_res_lower); + } + } + +// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution) + int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + int first_bar_of_forming_htf = rates_total - 1; + while(first_bar_of_forming_htf > 0 && + iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0) + { + first_bar_of_forming_htf--; + } + first_bar_of_forming_htf++; // Dynamic anchor start + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +// 7. Chronological Mapping Loop to Chart Timeframe + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) + { + BufferUpper[i] = h_res_upper[idx_htf]; + BufferLower[i] = h_res_lower[idx_htf]; + BufferMiddle[i] = h_res_middle[idx_htf]; + } + else + { + BufferUpper[i] = EMPTY_VALUE; + BufferLower[i] = EMPTY_VALUE; + BufferMiddle[i] = EMPTY_VALUE; + } + } + else + { + BufferUpper[i] = EMPTY_VALUE; + BufferLower[i] = EMPTY_VALUE; + BufferMiddle[i] = EMPTY_VALUE; + } + } return(rates_total); } + +//+------------------------------------------------------------------+ +//| OnTimer Event Handler (Data Synchronization Daemon) | +//+------------------------------------------------------------------+ +void OnTimer() + { + int required_bars = MathMax(InpErPeriod, InpAtrPeriod) + 10; + CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); + } +//+------------------------------------------------------------------+ //+------------------------------------------------------------------+