//+------------------------------------------------------------------+ //| KAMA_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "3.40" // Standardized MTF Framework with DataSync Daemon #property description "Professional Kaufman's Adaptive Moving Average with Unified Native & MTF Support." #property indicator_chart_window #property indicator_buffers 1 #property indicator_plots 1 //--- Plot Definition #property indicator_label1 "KAMA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrCrimson #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- Included Engines & Core Tools #include #include //--- Input Parameters --- input group "Timeframe Settings" input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF) input group "KAMA Core 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 "Visual Settings" input color InpColorKAMA = clrCrimson; // Line Color input ENUM_LINE_STYLE InpStyleKAMA = STYLE_SOLID; // Line Style input int InpWidthKAMA = 1; // Line Width //--- Indicator Buffers --- double BufferKAMA[]; //--- Internal HTF Data Caches (Chronological Arrays) double h_open[], h_high[], h_low[], h_close[]; double h_res_kama[]; datetime h_time[]; //--- Global Objects & State Management CKamaCalculator *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; //+------------------------------------------------------------------+ //| 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. Setup Buffers & Chronological Indexing SetIndexBuffer(0, BufferKAMA, INDICATOR_DATA); ArraySetAsSeries(BufferKAMA, false); ArrayInitialize(BufferKAMA, EMPTY_VALUE); // Configure Visuals 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); int draw_begin = InpErPeriod + 5; if(g_is_mtf_mode) draw_begin = 0; PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); // 3. Initialize Physical Calculator g_calculator = new CKamaCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice)) { Print("Critical Error: Failed to create or initialize KAMA Calculator."); return INIT_FAILED; } // 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 short_name = StringFormat("KAMA%s%s(%d,%d,%d)", ha_tag, tf_str, InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod); IndicatorSetString(INDICATOR_SHORTNAME, short_name); // 5. Initialize Background Synchronization Timer (Only for MTF mode) if(g_is_mtf_mode) EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| 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; } } //+------------------------------------------------------------------+ //| Custom Indicator Calculation Loop | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { int required_bars = InpErPeriod + 10; if(rates_total < required_bars || CheckPointer(g_calculator) == POINTER_INVALID) return 0; // Force chronological indexing on current timeframe arrays ArraySetAsSeries(time, false); ArraySetAsSeries(open, false); ArraySetAsSeries(high, false); ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); //=================================================================== // 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, BufferKAMA); 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_kama, 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_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) { g_data_ready = false; return 0; } // Compute HTF KAMA Values 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) { 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) { BufferKAMA[i] = h_res_kama[idx_htf]; } else { BufferKAMA[i] = EMPTY_VALUE; } } else { BufferKAMA[i] = EMPTY_VALUE; } } 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); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+