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refactor: Zero-Lag MTF Fast-Path & Fused Memory

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Toh4iem9
2026-09-30 23:52:38 +02:00
parent 2df9435844
commit f405062b92
1 changed files with 80 additions and 76 deletions
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Indicators/MyIndicators/Authors/Kaufman/KAMA_Pro.mq5
+80 -76
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@@ -2,8 +2,8 @@
//| KAMA_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.40" // Standardized MTF Framework with DataSync Daemon
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.50" // Enterprise Refactor: Zero-Lag MTF Fast-Path & Fused Memory
#property description "Professional Kaufman's Adaptive Moving Average with Unified Native & MTF Support."
#property indicator_chart_window
@@ -47,12 +47,12 @@ datetime h_time[];
//--- Global Objects & State Management
CKamaCalculator *g_calculator = NULL;
bool g_is_mtf_mode = false;
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;
bool g_data_ready = false;
bool g_data_synced = false;
int g_htf_count = 0;
datetime g_last_htf_time = 0;
//+------------------------------------------------------------------+
//| Custom Indicator Initialization |
@@ -86,7 +86,7 @@ int OnInit()
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorKAMA);
PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA);
PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
int draw_begin = InpErPeriod + 5;
if(g_is_mtf_mode)
@@ -95,7 +95,7 @@ int OnInit()
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
// 3. Initialize Physical Calculator
// 3. Initialize Core Calculator Engine
g_calculator = new CKamaCalculator();
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice))
{
@@ -104,12 +104,13 @@ int OnInit()
}
// 4. Dynamic Setup of Indicator Shortname
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
string short_name = StringFormat("KAMA%s%s(%d,%d,%d)",
ha_tag, tf_str,
InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
PlotIndexSetString(0, PLOT_LABEL, short_name);
// 5. Initialize Background Synchronization Timer (Only for MTF mode)
if(g_is_mtf_mode)
@@ -148,10 +149,10 @@ int OnCalculate(const int rates_total,
const int &spread[])
{
int required_bars = InpErPeriod + 10;
if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID)
if(rates_total < required_bars || !g_calculator)
return 0;
// Force chronological indexing on current timeframe arrays
// Force chronological indexing
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
@@ -168,12 +169,12 @@ int OnCalculate(const int rates_total,
}
//===================================================================
// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
//===================================================================
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
{
g_data_synced = false;
return 0; // History sync pending
return 0;
}
g_data_synced = true;
@@ -181,6 +182,7 @@ int OnCalculate(const int rates_total,
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
bool htf_updated = (htf_time_current != g_last_htf_time);
// A) HTF Bar Closure / Startup: Perform full history sync once
if(htf_updated || prev_calculated == 0)
{
g_last_htf_time = htf_time_current;
@@ -202,7 +204,6 @@ int OnCalculate(const int rates_total,
ArrayResize(h_close, g_htf_count);
ArrayResize(h_res_kama, g_htf_count);
// Force chronological alignment
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
@@ -210,86 +211,89 @@ int OnCalculate(const int rates_total,
ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_res_kama, 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)
// Atomic bulk rates copy (Single API call replaces 5 calls!)
MqlRates htf_bulk_rates[];
if(CopyRates(_Symbol, g_calc_timeframe, 0, g_htf_count, htf_bulk_rates) != g_htf_count)
{
g_data_ready = false;
return 0;
}
// Compute HTF KAMA Values
for(int i = 0; i < g_htf_count; i++)
{
h_time[i] = htf_bulk_rates[i].time;
h_open[i] = htf_bulk_rates[i].open;
h_high[i] = htf_bulk_rates[i].high;
h_low[i] = htf_bulk_rates[i].low;
h_close[i] = htf_bulk_rates[i].close;
}
// Compute HTF KAMA Values across history
g_calculator.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_kama);
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)
// Full Historical Projection to Chart Buffer (Only on new HTF candle)
for(int i = 0; i < rates_total; i++)
{
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_kama);
}
}
// 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)
datetime t = time[i];
int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
if(shift_htf >= 0)
{
BufferKAMA[i] = h_res_kama[idx_htf];
int idx_htf = g_htf_count - 1 - shift_htf;
if(idx_htf >= 0 && idx_htf < g_htf_count)
BufferKAMA[i] = h_res_kama[idx_htf];
else
BufferKAMA[i] = EMPTY_VALUE;
}
else
{
BufferKAMA[i] = EMPTY_VALUE;
}
}
else
return rates_total;
}
if(!g_data_ready)
return 0;
// B) LIVE TICK FAST-PATH: HTF bar did not close. Update strictly forming block!
int live_idx = g_htf_count - 1;
if(live_idx >= required_bars)
{
MqlRates htf_rate[1];
// Single atomic API call instead of 4 separate copies!
if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
{
BufferKAMA[i] = EMPTY_VALUE;
h_time[live_idx] = htf_rate[0].time;
h_open[live_idx] = htf_rate[0].open;
h_high[live_idx] = htf_rate[0].high;
h_low[live_idx] = htf_rate[0].low;
h_close[live_idx] = htf_rate[0].close;
// Mock update strictly on forming candle
g_calculator.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_kama);
}
}
return(rates_total);
// Instant Binary Search for Forming Block Start (Zero iBarShift API calls!)
int first_bar_of_forming_htf = ArrayBsearch(time, htf_time_current);
if(first_bar_of_forming_htf < 0)
first_bar_of_forming_htf = 0;
if(time[first_bar_of_forming_htf] < htf_time_current && first_bar_of_forming_htf < rates_total - 1)
first_bar_of_forming_htf++;
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
// Direct Vectorized Assignment (Zero API calls, Nanosecond Execution)
double kama_val = h_res_kama[live_idx];
for(int i = start; i < rates_total; i++)
{
BufferKAMA[i] = kama_val;
}
return rates_total;
}
//+------------------------------------------------------------------+