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refactor: First release of Anchored KAMA Engine
This commit is contained in:
Toh4iem9
@@ -1,322 +1,418 @@
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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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//| KAMA_Anchored_Calculator.mqh |
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//| Engine for Session-Anchored Kaufman's Adaptive MA (AKAMA) |
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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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#property version "1.00" // First release of Anchored KAMA Engine
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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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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Anchored Reset Period Enum
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//--- Enum for Anchor Reset Period ---
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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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ANCHOR_PERIOD_SESSION, // Reset every day (with timezone shift)
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ANCHOR_PERIOD_WEEK, // Reset every week
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ANCHOR_PERIOD_MONTH, // Reset every month
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ANCHOR_PERIOD_CUSTOM_SESSION // Reset based on custom start/end times
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};
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//+==================================================================+
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//| CLASS: CKamaAnchoredCalculator |
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//| CLASS: CKamaAnchoredCalculator |
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//+==================================================================+
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class CKamaAnchoredCalculator : public CKamaCalculator
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class CKamaAnchoredCalculator
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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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private:
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ENUM_ANCHOR_PERIOD m_anchor_period;
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ENUM_APPLIED_PRICE_HA_ALL m_source_price;
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long m_tz_shift_seconds;
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int m_er_period;
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double m_fastest_sc;
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double m_slowest_sc;
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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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//--- 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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//--- Persistent State Buffers
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double m_price[];
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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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//--- Composition Engine
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CHeikinAshi_Calculator m_ha_engine;
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//--- Internal Methods
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bool IsTimeInCustomSession(const MqlDateTime &dt);
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bool PreparePriceSeries(const int rates_total,
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const int start_index,
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[]);
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public:
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CKamaAnchoredCalculator();
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~CKamaAnchoredCalculator() {};
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CKamaAnchoredCalculator(void);
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~CKamaAnchoredCalculator(void) {};
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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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bool Init(const ENUM_ANCHOR_PERIOD anchor_p,
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const int tz_shift_hours,
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const string custom_start,
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const string custom_end,
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const int er_p,
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const int fast_p,
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const int slow_p,
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const ENUM_APPLIED_PRICE_HA_ALL source);
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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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void Calculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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double &kama_odd[],
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double &kama_even[],
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double &out_price[]);
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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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CKamaAnchoredCalculator::CKamaAnchoredCalculator(void) : m_anchor_period(ANCHOR_PERIOD_SESSION),
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m_source_price(PRICE_CLOSE_STD),
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m_tz_shift_seconds(0),
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m_er_period(10),
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m_fastest_sc(0.6667),
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m_slowest_sc(0.0645),
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m_start_hour(8), m_start_min(0),
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m_end_hour(17), m_end_min(0)
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{
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ArraySetAsSeries(m_price, false);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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//+------------------------------------------------------------------+
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//| Init |
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//| Initialization |
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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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bool CKamaAnchoredCalculator::Init(const ENUM_ANCHOR_PERIOD anchor_p,
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const int tz_shift_hours,
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const string custom_start,
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const string custom_end,
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const int er_p,
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const int fast_p,
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const int slow_p,
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const ENUM_APPLIED_PRICE_HA_ALL source)
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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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m_anchor_period = anchor_p;
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m_source_price = source;
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m_tz_shift_seconds = (long)tz_shift_hours * 3600;
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string parts[];
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if(StringSplit(custom_start, ':', parts) == 2)
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m_er_period = (er_p < 1) ? 1 : er_p;
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int fast_len = (fast_p < 1) ? 1 : fast_p;
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int slow_len = (slow_p < 1) ? 1 : slow_p;
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m_fastest_sc = 2.0 / (fast_len + 1.0);
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m_slowest_sc = 2.0 / (slow_len + 1.0);
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if(m_anchor_period == ANCHOR_PERIOD_CUSTOM_SESSION)
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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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string start_parts[], end_parts[];
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if(StringSplit(custom_start, ':', start_parts) == 2)
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{
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m_start_hour = (int)StringToInteger(start_parts[0]);
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m_start_min = (int)StringToInteger(start_parts[1]);
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}
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if(StringSplit(custom_end, ':', end_parts) == 2)
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{
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m_end_hour = (int)StringToInteger(end_parts[0]);
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m_end_min = (int)StringToInteger(end_parts[1]);
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}
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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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//| Custom Session In-Time Check |
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//+------------------------------------------------------------------+
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bool CKamaAnchoredCalculator::IsTimeInSession(datetime time_val)
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bool CKamaAnchoredCalculator::IsTimeInCustomSession(const MqlDateTime &dt)
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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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int start_min = m_start_hour * 60 + m_start_min;
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int end_min = 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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if(end_min < start_min)
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return (current_min >= start_min || current_min < end_min);
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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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return (current_min >= start_min && current_min < end_min);
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}
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//+------------------------------------------------------------------+
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//| Calculate (Strictly O(1) Non-Repainting Anchored Loop) |
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//| Prepare Price Series (Standard / Heikin Ashi) |
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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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bool CKamaAnchoredCalculator::PreparePriceSeries(const int rates_total,
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const int start_index,
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[])
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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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ArraySetAsSeries(m_price, false);
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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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bool is_heikin_ashi = (m_source_price <= PRICE_HA_CLOSE);
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if(is_heikin_ashi)
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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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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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m_ha_engine.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(m_source_price)
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{
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case PRICE_HA_OPEN:
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m_price[i] = m_ha_open[i];
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break;
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case PRICE_HA_HIGH:
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m_price[i] = m_ha_high[i];
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break;
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case PRICE_HA_LOW:
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m_price[i] = m_ha_low[i];
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break;
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case PRICE_HA_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_HA_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_HA_WEIGHTED:
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m_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) / 4.0;
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break;
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case PRICE_HA_CLOSE:
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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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}
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else
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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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switch(m_source_price)
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{
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case PRICE_OPEN_STD:
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m_price[i] = open[i];
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break;
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case PRICE_HIGH_STD:
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m_price[i] = high[i];
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break;
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case PRICE_LOW_STD:
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m_price[i] = low[i];
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break;
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case PRICE_MEDIAN_STD:
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m_price[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL_STD:
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m_price[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED_STD:
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m_price[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0;
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break;
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case PRICE_CLOSE_STD:
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default:
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m_price[i] = close[i];
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break;
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}
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Main Incremental Anchored KAMA Calculation |
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//+------------------------------------------------------------------+
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void CKamaAnchoredCalculator::Calculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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double &kama_odd[],
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double &kama_even[],
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double &out_price[])
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{
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if(rates_total < 2)
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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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int start_index = (prev_calculated == 0) ? 0 : (prev_calculated - 1);
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if(prev_calculated == 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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ArrayInitialize(kama_odd, EMPTY_VALUE);
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ArrayInitialize(kama_even, EMPTY_VALUE);
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}
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if(!PreparePriceSeries(rates_total, start_index, open, high, low, close))
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return;
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// Export price series for band variance calculations
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if(ArraySize(out_price) != rates_total)
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{
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ArrayResize(out_price, rates_total);
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ArraySetAsSeries(out_price, false);
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}
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ArrayCopy(out_price, m_price, start_index, start_index, rates_total - start_index);
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// Internal variables for continuous session state
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static int s_period_index = 0;
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||||
static int s_anchor_bar = 0;
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static bool s_in_session = false;
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static double s_last_kama = 0.0;
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||||
if(prev_calculated == 0)
|
||||
{
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s_period_index = 0;
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||||
s_anchor_bar = 0;
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s_in_session = false;
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||||
s_last_kama = 0.0;
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||||
}
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||||
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||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
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||||
bool new_period = false;
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||||
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switch(m_anchor)
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||||
if(i == 0)
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||||
{
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case ANCHOR_SESSION:
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new_period = true;
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}
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else
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{
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switch(m_anchor_period)
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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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||||
MqlDateTime dt_curr, dt_prev;
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||||
TimeToStruct(time[i], dt_curr);
|
||||
TimeToStruct(time[i-1], dt_prev);
|
||||
if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year)
|
||||
new_period = true;
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||||
break;
|
||||
}
|
||||
case ANCHOR_CUSTOM_SESSION:
|
||||
{
|
||||
MqlDateTime dt_curr, dt_prev;
|
||||
TimeToStruct(time[i], dt_curr);
|
||||
TimeToStruct(time[i-1], dt_prev);
|
||||
int min_curr = dt_curr.hour * 60 + dt_curr.min;
|
||||
int min_prev = dt_prev.hour * 60 + dt_prev.min;
|
||||
int start_min = m_start_hour * 60 + m_start_min;
|
||||
bool day_changed = (dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year);
|
||||
if(day_changed)
|
||||
case ANCHOR_PERIOD_SESSION:
|
||||
{
|
||||
if(min_curr >= start_min)
|
||||
datetime curr_t = time[i] + (datetime)m_tz_shift_seconds;
|
||||
datetime prev_t = time[i - 1] + (datetime)m_tz_shift_seconds;
|
||||
MqlDateTime dt_curr, dt_prev;
|
||||
TimeToStruct(curr_t, dt_curr);
|
||||
TimeToStruct(prev_t, dt_prev);
|
||||
if(dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year)
|
||||
new_period = true;
|
||||
break;
|
||||
}
|
||||
else
|
||||
case ANCHOR_PERIOD_WEEK:
|
||||
{
|
||||
if(min_prev < start_min && min_curr >= start_min)
|
||||
MqlDateTime dt_curr, dt_prev;
|
||||
TimeToStruct(time[i], dt_curr);
|
||||
TimeToStruct(time[i - 1], dt_prev);
|
||||
if(dt_curr.day_of_week < dt_prev.day_of_week)
|
||||
new_period = true;
|
||||
break;
|
||||
}
|
||||
case ANCHOR_PERIOD_MONTH:
|
||||
{
|
||||
MqlDateTime dt_curr, dt_prev;
|
||||
TimeToStruct(time[i], dt_curr);
|
||||
TimeToStruct(time[i - 1], dt_prev);
|
||||
if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year)
|
||||
new_period = true;
|
||||
break;
|
||||
}
|
||||
case ANCHOR_PERIOD_CUSTOM_SESSION:
|
||||
{
|
||||
MqlDateTime dt_curr;
|
||||
TimeToStruct(time[i], dt_curr);
|
||||
bool inside = IsTimeInCustomSession(dt_curr);
|
||||
if(inside && !s_in_session)
|
||||
new_period = true;
|
||||
s_in_session = inside;
|
||||
break;
|
||||
}
|
||||
break;
|
||||
}
|
||||
default:
|
||||
break;
|
||||
}
|
||||
|
||||
// Period Anchor Reset
|
||||
if(new_period)
|
||||
{
|
||||
m_anchor_start[i] = i;
|
||||
m_period_idx[i] = m_period_idx[i-1] + 1;
|
||||
s_period_index++;
|
||||
s_anchor_bar = i;
|
||||
s_last_kama = m_price[i];
|
||||
}
|
||||
|
||||
// Calculate Adaptive Local KAMA within the Anchor Scope
|
||||
int bars_in_session = i - s_anchor_bar;
|
||||
double current_kama = s_last_kama;
|
||||
|
||||
if(bars_in_session == 0)
|
||||
{
|
||||
current_kama = m_price[i];
|
||||
}
|
||||
else
|
||||
{
|
||||
m_anchor_start[i] = m_anchor_start[i-1];
|
||||
m_period_idx[i] = m_period_idx[i-1];
|
||||
}
|
||||
int lookback = MathMin(bars_in_session, m_er_period);
|
||||
|
||||
int current_anchor_idx = m_anchor_start[i];
|
||||
int current_period_idx = m_period_idx[i];
|
||||
|
||||
// Re-initialize KAMA on the reset bar to prevent historical drift
|
||||
if(i == current_anchor_idx)
|
||||
{
|
||||
m_kama_internal[i] = m_price[i]; // FIXED: Corrected array name
|
||||
}
|
||||
else
|
||||
{
|
||||
// Calculate the adaptive lookback based on elapsed bars since reset
|
||||
int elapsed_bars = i - current_anchor_idx;
|
||||
int active_er_period = MathMin(m_er_period, elapsed_bars);
|
||||
|
||||
// Calculate Efficiency Ratio (ER)
|
||||
double direction = MathAbs(m_price[i] - m_price[i - active_er_period]);
|
||||
double direction = MathAbs(m_price[i] - m_price[i - lookback]);
|
||||
double volatility = 0.0;
|
||||
|
||||
for(int j = 0; j < active_er_period; j++)
|
||||
{
|
||||
for(int j = 0; j < lookback; j++)
|
||||
volatility += MathAbs(m_price[i - j] - m_price[i - j - 1]);
|
||||
}
|
||||
|
||||
double er = (volatility > 0.000001) ? direction / volatility : 0;
|
||||
double er = (volatility > 1.0e-9) ? (direction / volatility) : 0.0;
|
||||
double sc = MathPow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2.0);
|
||||
|
||||
// Calculate Scaled Smoothing Constant (SSC)
|
||||
double sc = pow(er * (m_fastest_sc - m_slowest_sc) + m_slowest_sc, 2);
|
||||
|
||||
// Calculate Final AMA (KAMA) into internal state buffer (FIXED: Corrected array names)
|
||||
m_kama_internal[i] = m_kama_internal[i-1] + sc * (m_price[i] - m_kama_internal[i-1]);
|
||||
// Recursive smoothing
|
||||
current_kama = s_last_kama + sc * (m_price[i] - s_last_kama);
|
||||
}
|
||||
|
||||
// Map to separate buffers based on period parity to create a clean gap
|
||||
if(current_period_idx % 2 != 0)
|
||||
s_last_kama = current_kama;
|
||||
|
||||
// Odd / Even Segmentation for Gapped Line Rendering
|
||||
if(m_anchor_period != ANCHOR_PERIOD_CUSTOM_SESSION || s_in_session)
|
||||
{
|
||||
kama_odd[i] = m_kama_internal[i];
|
||||
kama_even[i] = EMPTY_VALUE;
|
||||
if(s_period_index % 2 != 0)
|
||||
{
|
||||
kama_odd[i] = current_kama;
|
||||
kama_even[i] = EMPTY_VALUE;
|
||||
}
|
||||
else
|
||||
{
|
||||
kama_even[i] = current_kama;
|
||||
kama_odd[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
kama_even[i] = m_kama_internal[i];
|
||||
kama_odd[i] = EMPTY_VALUE;
|
||||
kama_odd[i] = EMPTY_VALUE;
|
||||
kama_even[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+==================================================================+
|
||||
//| CLASS 2: CKamaAnchoredCalculator_HA |
|
||||
//+==================================================================+
|
||||
class CKamaAnchoredCalculator_HA : public CKamaAnchoredCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
|
||||
|
||||
protected:
|
||||
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;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prepare Price (Heikin Ashi - Optimized) |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
if(ArraySize(m_ha_open) != rates_total)
|
||||
{
|
||||
ArrayResize(m_ha_open, rates_total);
|
||||
ArrayResize(m_ha_high, rates_total);
|
||||
ArrayResize(m_ha_low, rates_total);
|
||||
ArrayResize(m_ha_close, rates_total);
|
||||
}
|
||||
|
||||
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
|
||||
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
|
||||
|
||||
for(int i = start_index; i < rates_total; i++)
|
||||
{
|
||||
switch(price_type)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
case PRICE_OPEN:
|
||||
m_price[i] = m_ha_open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
m_price[i] = m_ha_high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
m_price[i] = m_ha_low[i];
|
||||
break;
|
||||
case PRICE_MEDIAN:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
|
||||
break;
|
||||
case PRICE_TYPICAL:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
|
||||
break;
|
||||
case PRICE_WEIGHTED:
|
||||
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
|
||||
break;
|
||||
default:
|
||||
m_price[i] = m_ha_close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
#endif // KAMA_ANCHORED_CALCULATOR_MQH
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user