From 073c14cb906cc752281fe9ebdf474a20bcb8ce85 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Mon, 25 Aug 2025 14:49:31 +0200
Subject: [PATCH] new files added

---
 Indicators/MyIndicators/AMA_HeikinAshi.mq5 | 166 +++++++++++++++++++++
 1 file changed, 166 insertions(+)
 create mode 100644 Indicators/MyIndicators/AMA_HeikinAshi.mq5

diff --git a/Indicators/MyIndicators/AMA_HeikinAshi.mq5 b/Indicators/MyIndicators/AMA_HeikinAshi.mq5
new file mode 100644
index 0000000..8b47e9f
--- /dev/null
+++ b/Indicators/MyIndicators/AMA_HeikinAshi.mq5
@@ -0,0 +1,166 @@
+//+------------------------------------------------------------------+
+//|                                              AMA_HeikinAshi.mq5  |
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "1.00"
+#property description "Adaptive Moving Average (AMA) on Heikin Ashi data"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//--- Indicator Window and Plot Properties ---
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrRed
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+#property indicator_label1  "HA_AMA"
+
+//--- Enum for selecting Heikin Ashi price source ---
+enum ENUM_HA_APPLIED_PRICE
+  {
+   HA_PRICE_CLOSE, HA_PRICE_OPEN, HA_PRICE_HIGH, HA_PRICE_LOW, HA_PRICE_TYPICAL, HA_PRICE_MEDIAN
+  };
+
+//--- Input Parameters ---
+input int                   InpAmaPeriod    = 10;
+input int                   InpFastEmaPeriod= 2;
+input int                   InpSlowEmaPeriod= 30;
+input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
+
+//--- Indicator Buffers ---
+double    BufferAMA[];
+
+//--- Global Objects and Variables ---
+int                       g_ExtAmaPeriod, g_ExtFastEmaPeriod, g_ExtSlowEmaPeriod;
+CHeikinAshi_Calculator   *g_ha_calculator;
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   g_ExtAmaPeriod     = (InpAmaPeriod < 1) ? 1 : InpAmaPeriod;
+   g_ExtFastEmaPeriod = (InpFastEmaPeriod < 1) ? 1 : InpFastEmaPeriod;
+   g_ExtSlowEmaPeriod = (InpSlowEmaPeriod < 1) ? 1 : InpSlowEmaPeriod;
+
+   SetIndexBuffer(0, BufferAMA, INDICATOR_DATA);
+   ArraySetAsSeries(BufferAMA, false);
+
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAmaPeriod);
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_AMA(%d,%d,%d)", g_ExtAmaPeriod, g_ExtFastEmaPeriod, g_ExtSlowEmaPeriod));
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+
+   g_ha_calculator = new CHeikinAshi_Calculator();
+   if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
+     {
+      Print("Error creating CHeikinAshi_Calculator object");
+      return(INIT_FAILED);
+     }
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//| Custom indicator deinitialization function.                      |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+   if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
+     {
+      delete g_ha_calculator;
+      g_ha_calculator = NULL;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| AMA on Heikin Ashi calculation function.                         |
+//+------------------------------------------------------------------+
+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[])
+  {
+   if(rates_total <= g_ExtAmaPeriod)
+      return(0);
+
+//--- Intermediate Heikin Ashi Buffers
+   double ha_open[], ha_high[], ha_low[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(ha_high, rates_total);
+   ArrayResize(ha_low, rates_total);
+   ArrayResize(ha_close, rates_total);
+
+//--- STEP 1: Calculate Heikin Ashi bars
+   g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+
+//--- STEP 2: Prepare the Heikin Ashi source price array
+   double ha_price_source[];
+   ArrayResize(ha_price_source, rates_total);
+   for(int i=0; i<rates_total; i++)
+     {
+      switch(InpAppliedPrice)
+        {
+         case HA_PRICE_OPEN:
+            ha_price_source[i] = ha_open[i];
+            break;
+         case HA_PRICE_HIGH:
+            ha_price_source[i] = ha_high[i];
+            break;
+         case HA_PRICE_LOW:
+            ha_price_source[i] = ha_low[i];
+            break;
+         case HA_PRICE_TYPICAL:
+            ha_price_source[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
+            break;
+         case HA_PRICE_MEDIAN:
+            ha_price_source[i] = (ha_high[i] + ha_low[i]) / 2.0;
+            break;
+         default:
+            ha_price_source[i] = ha_close[i];
+            break;
+        }
+     }
+
+//--- STEP 3: Main calculation loop on HA data
+   double fast_sc = 2.0 / (g_ExtFastEmaPeriod + 1.0);
+   double slow_sc = 2.0 / (g_ExtSlowEmaPeriod + 1.0);
+
+   for(int i = 1; i < rates_total; i++)
+     {
+      if(i == g_ExtAmaPeriod)
+        {
+         BufferAMA[i] = ha_price_source[i];
+         continue;
+        }
+
+      if(i > g_ExtAmaPeriod)
+        {
+         double direction = MathAbs(ha_price_source[i] - ha_price_source[i - g_ExtAmaPeriod]);
+         double volatility = 0;
+         for(int j = 0; j < g_ExtAmaPeriod; j++)
+           {
+            volatility += MathAbs(ha_price_source[i - j] - ha_price_source[i - j - 1]);
+           }
+         double er = (volatility > 0) ? direction / volatility : 0;
+
+         double ssc = er * (fast_sc - slow_sc) + slow_sc;
+         double ssc_sq = ssc * ssc;
+
+         BufferAMA[i] = BufferAMA[i-1] + ssc_sq * (ha_price_source[i] - BufferAMA[i-1]);
+        }
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+