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95 lines
3.6 KiB
Plaintext
95 lines
3.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| KAMA_Pro.mq5|
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//| Copyright 2025, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "2.10" // Optimized for incremental calculation
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#property description "Perry Kaufman's Adaptive Moving Average (KAMA)."
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#property description "Adapts its speed based on market volatility."
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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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#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 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;
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//--- Indicator Buffers ---
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double BufferKAMA[];
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//--- Global calculator object ---
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CKamaCalculator *g_calculator;
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferKAMA, INDICATOR_DATA);
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ArraySetAsSeries(BufferKAMA, false);
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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{
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g_calculator = new CKamaCalculator_HA();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA HA(%d,%d,%d)", InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
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}
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else
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{
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g_calculator = new CKamaCalculator();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KAMA(%d,%d,%d)", InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod));
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}
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpErPeriod, InpFastEmaPeriod, InpSlowEmaPeriod))
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{
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Print("Failed to initialize KAMA Calculator.");
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return(INIT_FAILED);
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}
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpErPeriod);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; }
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//+------------------------------------------------------------------+
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//| Custom indicator calculation function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated, // <--- Now used!
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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(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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ENUM_APPLIED_PRICE price_type;
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
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else
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price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
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//--- Delegate calculation with prev_calculated optimization
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, BufferKAMA);
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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