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https://github.com/softwaredevelop/mql5.git
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246 lines
8.9 KiB
Plaintext
246 lines
8.9 KiB
Plaintext
//+------------------------------------------------------------------+
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//| KAMA_Pro.mq5 |
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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 "3.30" // Unified Native & MTF High-Performance Engine
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#property description "Professional Kaufman's Adaptive Moving Average with Native Multi-Timeframe (MTF) Support."
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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//--- Plot Definition
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#property indicator_label1 "KAMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrCrimson
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#include <MyIncludes\KAMA_Calculator.mqh>
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//--- Input Parameters ---
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input group "Timeframe Settings"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or Higher)
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input group "KAMA Core Settings"
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input int InpErPeriod = 10; // Efficiency Ratio Period
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input int InpFastEmaPeriod = 2; // Fastest EMA Period
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input int InpSlowEmaPeriod = 30; // Slowest EMA Period
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price Source (Standard / HA)
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input group "Visual Settings"
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input color InpColorKAMA = clrCrimson; // Line Color
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input ENUM_LINE_STYLE InpStyleKAMA = STYLE_SOLID; // Line Style
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input int InpWidthKAMA = 1; // Line Width
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//--- Indicator Buffers ---
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double BufferKAMA[];
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//--- Global Engine & MTF Tracking ---
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CKamaCalculator *g_calculator = NULL;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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int g_htf_prev_calculated = 0;
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//--- HTF Dynamic Data Caches (Chronological Arrays)
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double g_htf_open[];
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double g_htf_high[];
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double g_htf_low[];
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double g_htf_close[];
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double g_htf_kama[];
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// 1. Timeframe Resolution & Validation
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Error: Selected timeframe (%s) cannot be lower than chart timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return INIT_PARAMETERS_INCORRECT;
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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// 2. Setup Indicator Buffer
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SetIndexBuffer(0, BufferKAMA, INDICATOR_DATA);
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ArraySetAsSeries(BufferKAMA, false);
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ArrayInitialize(BufferKAMA, EMPTY_VALUE);
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// Configure Visuals
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorKAMA);
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PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleKAMA);
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PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthKAMA);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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// 3. Initialize MTF Caches (Chronological Order)
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if(g_is_mtf_mode)
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{
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ArraySetAsSeries(g_htf_open, false);
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ArraySetAsSeries(g_htf_high, false);
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ArraySetAsSeries(g_htf_low, false);
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ArraySetAsSeries(g_htf_close, false);
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ArraySetAsSeries(g_htf_kama, false);
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}
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// 4. Initialize Engine
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g_calculator = new CKamaCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpSourcePrice))
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{
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Print("Error: Failed to initialize KAMA Calculator.");
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return INIT_FAILED;
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}
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// 5. Shortname Construction
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string ha_tag = (InpSourcePrice <= PRICE_HA_CLOSE) ? " HA" : "";
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string tf_tag = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
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string short_name = StringFormat("KAMA%s%s(%d,%d,%d)", ha_tag, tf_tag, InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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// 6. Asynchronous Data Guard (Enabled only when MTF is active)
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if(g_is_mtf_mode)
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(g_is_mtf_mode)
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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delete g_calculator;
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g_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| OnTimer (Asynchronous History Data Synchronization Guard) |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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if(!g_is_mtf_mode)
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return;
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars > InpErPeriod && g_htf_prev_calculated == 0)
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{
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ChartSetSymbolPeriod(0, _Symbol, Period()); // Refresh chart
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}
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(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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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total <= InpErPeriod || CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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// Chronological Safety
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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//================================================================
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// PIPELINE 1: Direct Calculation (Native Timeframe - O(1))
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//================================================================
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if(!g_is_mtf_mode)
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{
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, BufferKAMA);
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return rates_total;
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}
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//================================================================
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// PIPELINE 2: Multi-Timeframe (MTF) Synchronized Engine
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//================================================================
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// 1. Check Available HTF Bars
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int htf_rates_total = iBars(_Symbol, g_calc_timeframe);
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if(htf_rates_total <= InpErPeriod)
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return 0;
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// 2. Fetch HTF Price Data into Chronological Caches
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if(CopyOpen(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_open) <= 0 ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_high) <= 0 ||
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CopyLow(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_low) <= 0 ||
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CopyClose(_Symbol, g_calc_timeframe, 0, htf_rates_total, g_htf_close) <= 0)
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{
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return 0; // History sync pending
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}
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// 3. Resize HTF Output Buffer
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if(ArraySize(g_htf_kama) != htf_rates_total)
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{
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ArrayResize(g_htf_kama, htf_rates_total);
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ArraySetAsSeries(g_htf_kama, false);
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}
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// 4. Compute HTF KAMA Values (Incremental O(1))
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int htf_start = (prev_calculated == 0) ? 0 : g_htf_prev_calculated - 1;
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if(htf_start < 0)
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htf_start = 0;
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g_calculator.Calculate(htf_rates_total, htf_start, g_htf_open, g_htf_high, g_htf_low, g_htf_close, g_htf_kama);
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g_htf_prev_calculated = htf_rates_total;
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// 5. Forming LTF Block Flat-Force Anchor (The Staircase Solution)
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int start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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int first_bar_of_forming_htf = rates_total - 1;
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while(first_bar_of_forming_htf > 0 &&
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iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
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{
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first_bar_of_forming_htf--;
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}
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first_bar_of_forming_htf++; // Dynamic anchor start
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if(start > first_bar_of_forming_htf)
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start = first_bar_of_forming_htf;
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// 6. Chronological Mapping Loop
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for(int i = start; i < rates_total; i++)
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{
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int htf_bar = iBarShift(_Symbol, g_calc_timeframe, time[i], false);
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if(htf_bar >= 0 && htf_bar < htf_rates_total)
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{
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int htf_idx = htf_rates_total - 1 - htf_bar;
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BufferKAMA[i] = g_htf_kama[htf_idx];
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}
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else
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{
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BufferKAMA[i] = EMPTY_VALUE;
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}
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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