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2026-08-05 16:47:44 +00:00 · 2025-08-24 12:00:09 +02:00
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+//+------------------------------------------------------------------+
+//|                                                        VIDYA.mq5 |
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "1.00"
+#property description "Variable Index Dynamic Average by Tushar Chande"
+
+//--- 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  "VIDYA"
+
+//--- Input Parameters ---
+input int                InpPeriodCMO    = 9;       // Chande Momentum Oscillator Period
+input int                InpPeriodEMA    = 12;      // EMA Period for smoothing
+input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied Price
+
+//--- Indicator Buffers ---
+double    BufferVIDYA[];
+
+//--- Global Variables ---
+int       g_ExtPeriodCMO;
+int       g_ExtPeriodEMA;
+
+//--- Forward declarations ---
+double CalculateCMO(int position, int period, const double &price_array[]);
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   g_ExtPeriodCMO = (InpPeriodCMO < 1) ? 1 : InpPeriodCMO;
+   g_ExtPeriodEMA = (InpPeriodEMA < 1) ? 1 : InpPeriodEMA;
+
+   SetIndexBuffer(0, BufferVIDYA, INDICATOR_DATA);
+   ArraySetAsSeries(BufferVIDYA, false);
+
+   int draw_begin = g_ExtPeriodCMO + g_ExtPeriodEMA;
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA(%d,%d)", g_ExtPeriodCMO, g_ExtPeriodEMA));
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//| Variable Index Dynamic Average 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[])
+  {
+   int start_pos = g_ExtPeriodCMO + g_ExtPeriodEMA;
+   if(rates_total <= start_pos)
+      return(0);
+
+//--- STEP 1: Prepare the source price array
+   double price_source[];
+   ArrayResize(price_source, rates_total);
+   for(int i=0; i<rates_total; i++)
+     {
+      switch(InpAppliedPrice)
+        {
+         case PRICE_OPEN:
+            price_source[i] = open[i];
+            break;
+         case PRICE_HIGH:
+            price_source[i] = high[i];
+            break;
+         case PRICE_LOW:
+            price_source[i] = low[i];
+            break;
+         case PRICE_MEDIAN:
+            price_source[i] = (high[i] + low[i]) / 2.0;
+            break;
+         case PRICE_TYPICAL:
+            price_source[i] = (high[i] + low[i] + close[i]) / 3.0;
+            break;
+         case PRICE_WEIGHTED:
+            price_source[i]= (high[i] + low[i] + 2*close[i]) / 4.0;
+            break;
+         default:
+            price_source[i] = close[i];
+            break;
+        }
+     }
+
+//--- STEP 2: Main calculation loop
+   double alpha = 2.0 / (g_ExtPeriodEMA + 1.0);
+
+   for(int i = 1; i < rates_total; i++)
+     {
+      // --- Initialization Step with SMA ---
+      if(i == start_pos)
+        {
+         double sum = 0;
+         for(int j=0; j<g_ExtPeriodEMA; j++)
+           {
+            sum += price_source[i-j];
+           }
+         BufferVIDYA[i] = sum / g_ExtPeriodEMA;
+         continue;
+        }
+
+      if(i > start_pos)
+        {
+         // --- Recursive Calculation Step ---
+         double cmo = MathAbs(CalculateCMO(i, g_ExtPeriodCMO, price_source));
+         BufferVIDYA[i] = price_source[i] * alpha * cmo + BufferVIDYA[i-1] * (1 - alpha * cmo);
+        }
+     }
+
+   return(rates_total);
+  }
+
+//+------------------------------------------------------------------+
+//| Calculates Chande Momentum Oscillator (CMO) for a given position |
+//+------------------------------------------------------------------+
+double CalculateCMO(int position, int period, const double &price_array[])
+  {
+   if(position < period)
+      return 0.0;
+
+   double sum_up = 0.0;
+   double sum_down = 0.0;
+
+   for(int i = 0; i < period; i++)
+     {
+      double diff = price_array[position - i] - price_array[position - i - 1];
+      if(diff > 0.0)
+         sum_up += diff;
+      else
+         sum_down += (-diff);
+     }
+
+   if(sum_up + sum_down == 0.0)
+      return 0.0;
+
+   return (sum_up - sum_down) / (sum_up + sum_down);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+