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//+------------------------------------------------------------------+
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//| KAMA_Anchored_Calculator.mqh |
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//| Kaufman's Adaptive Moving Average with Anchored Resets. |
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//| VERSION 1.11: Fixed buffer sizing and kama_buffer typos |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.11" // Fixed persistent buffer sizing and corrected kama_buffer parameter mismatch typos
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#ifndef KAMA_ANCHORED_CALCULATOR_MQH
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#define KAMA_ANCHORED_CALCULATOR_MQH
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#include <MyIncludes\KAMA_Calculator.mqh>
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//--- Anchored Reset Period Enum
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enum ENUM_ANCHOR_PERIOD
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{
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ANCHOR_NONE, // Standard rolling window (InpErPeriod)
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ANCHOR_SESSION, // Reset every day (Daily VWAP style)
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ANCHOR_WEEK, // Reset every week (Weekly VWAP style)
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ANCHOR_MONTH, // Reset every month (Monthly VWAP style)
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ANCHOR_CUSTOM_SESSION // Reset based on custom broker-time range
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};
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//+==================================================================+
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//| CLASS: CKamaAnchoredCalculator |
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//+==================================================================+
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class CKamaAnchoredCalculator : public CKamaCalculator
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{
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protected:
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ENUM_ANCHOR_PERIOD m_anchor;
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int m_anchor_start[]; // Tracks the start index of the anchor period for each bar
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int m_period_idx[]; // Tracks the period count (odd/even) per bar
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double m_kama_internal[]; // Seamless internal KAMA buffer to preserve recursive state
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// Custom session times
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int m_start_hour, m_start_min;
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int m_end_hour, m_end_min;
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bool IsTimeInSession(datetime time_val);
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public:
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CKamaAnchoredCalculator();
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~CKamaAnchoredCalculator() {};
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bool Init(int er_p, int fast_ema_p, int slow_ema_p, ENUM_ANCHOR_PERIOD anchor, string custom_start="09:00", string custom_end="18:00");
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//--- Upgraded Calculate to output into two separate gapped buffers (Odd & Even)
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void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &kama_odd[], double &kama_even[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CKamaAnchoredCalculator::CKamaAnchoredCalculator() : m_anchor(ANCHOR_SESSION)
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{
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CKamaAnchoredCalculator::Init(int er_p, int fast_ema_p, int slow_ema_p, ENUM_ANCHOR_PERIOD anchor, string custom_start, string custom_end)
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{
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if(!CKamaCalculator::Init(er_p, fast_ema_p, slow_ema_p))
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return false;
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m_anchor = anchor;
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string parts[];
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if(StringSplit(custom_start, ':', parts) == 2)
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{
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m_start_hour = (int)StringToInteger(parts[0]);
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m_start_min = (int)StringToInteger(parts[1]);
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}
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if(StringSplit(custom_end, ':', parts) == 2)
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{
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m_end_hour = (int)StringToInteger(parts[0]);
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m_end_min = (int)StringToInteger(parts[1]);
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| IsTimeInSession |
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//+------------------------------------------------------------------+
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bool CKamaAnchoredCalculator::IsTimeInSession(datetime time_val)
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{
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MqlDateTime dt;
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TimeToStruct(time_val, dt);
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int current_min = dt.hour * 60 + dt.min;
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int start_total = m_start_hour * 60 + m_start_min;
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int end_total = m_end_hour * 60 + m_end_min;
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if(end_total < start_total) // Overlapping midnight session
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{
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return (current_min >= start_total || current_min < end_total);
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}
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else
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{
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return (current_min >= start_total && current_min < end_total);
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate (Strictly O(1) Non-Repainting Anchored Loop) |
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//+------------------------------------------------------------------+
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void CKamaAnchoredCalculator::Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type,
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const datetime &time[],
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &kama_odd[], double &kama_even[])
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{
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if(rates_total <= m_er_period)
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return;
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//--- 1. Determine Start Index
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- 2. Resize Buffers (FIXED: Added sizing for period_idx and kama_internal)
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if(ArraySize(m_price) != rates_total)
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{
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ArrayResize(m_price, rates_total);
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ArrayResize(m_anchor_start, rates_total);
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ArrayResize(m_period_idx, rates_total);
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ArrayResize(m_kama_internal, rates_total);
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}
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//--- 3. Prepare Price Series
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if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
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return;
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//--- 4. Calculate KAMA with Anchored Resets
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if(start_index == 0)
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{
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m_anchor_start[0] = 0;
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m_period_idx[0] = 1;
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m_kama_internal[0] = m_price[0]; // FIXED: Corrected array name
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kama_odd[0] = m_price[0];
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kama_even[0] = EMPTY_VALUE;
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start_index = 1;
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}
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for(int i = start_index; i < rates_total; i++)
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{
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bool new_period = false;
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switch(m_anchor)
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{
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case ANCHOR_SESSION:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year)
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new_period = true;
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break;
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}
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case ANCHOR_WEEK:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.day_of_week < dt_prev.day_of_week)
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new_period = true;
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break;
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}
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case ANCHOR_MONTH:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year)
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new_period = true;
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break;
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}
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case ANCHOR_CUSTOM_SESSION:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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int min_curr = dt_curr.hour * 60 + dt_curr.min;
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int min_prev = dt_prev.hour * 60 + dt_prev.min;
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int start_min = m_start_hour * 60 + m_start_min;
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bool day_changed = (dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year);
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if(day_changed)
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{
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if(min_curr >= start_min)
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new_period = true;
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}
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else
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{
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if(min_prev < start_min && min_curr >= start_min)
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new_period = true;
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}
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break;
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}
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default:
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break;
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}
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if(new_period)
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{
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m_anchor_start[i] = i;
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m_period_idx[i] = m_period_idx[i-1] + 1;
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}
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else
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{
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m_anchor_start[i] = m_anchor_start[i-1];
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m_period_idx[i] = m_period_idx[i-1];
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}
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int current_anchor_idx = m_anchor_start[i];
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int current_period_idx = m_period_idx[i];
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// Re-initialize KAMA on the reset bar to prevent historical drift
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if(i == current_anchor_idx)
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{
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m_kama_internal[i] = m_price[i]; // FIXED: Corrected array name
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}
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else
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{
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// Calculate the adaptive lookback based on elapsed bars since reset
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int elapsed_bars = i - current_anchor_idx;
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int active_er_period = MathMin(m_er_period, elapsed_bars);
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// Calculate Efficiency Ratio (ER)
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double direction = MathAbs(m_price[i] - m_price[i - active_er_period]);
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double volatility = 0.0;
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for(int j = 0; j < active_er_period; j++)
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{
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volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
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}
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double er = (volatility > 0.000001) ? direction / volatility : 0;
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// Calculate Scaled Smoothing Constant (SSC)
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double sc = pow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2);
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// Calculate Final AMA (KAMA) into internal state buffer (FIXED: Corrected array names)
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m_kama_internal[i] = m_kama_internal[i-1] + sc * (m_price[i] - m_kama_internal[i-1]);
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}
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// Map to separate buffers based on period parity to create a clean gap
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if(current_period_idx % 2 != 0)
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{
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kama_odd[i] = m_kama_internal[i];
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kama_even[i] = EMPTY_VALUE;
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}
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else
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{
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kama_even[i] = m_kama_internal[i];
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kama_odd[i] = EMPTY_VALUE;
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}
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}
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}
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//+==================================================================+
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//| CLASS 2: CKamaAnchoredCalculator_HA |
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//+==================================================================+
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class CKamaAnchoredCalculator_HA : public CKamaAnchoredCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+------------------------------------------------------------------+
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//| Prepare Price (Heikin Ashi - Optimized) |
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//+------------------------------------------------------------------+
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bool CKamaAnchoredCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
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m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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switch(price_type)
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{
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case PRICE_CLOSE:
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m_price[i] = m_ha_close[i];
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break;
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case PRICE_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
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break;
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default:
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m_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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#endif // KAMA_ANCHORED_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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