From 181f22a00f55faa94607ccd8fb0bfb7849f71790 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 19 Aug 2025 09:47:42 +0200 Subject: [PATCH] new files added --- Indicators/MyIndicators/SMI_HeikinAshi.mq5 | 268 +++++++++++++++++++++ 1 file changed, 268 insertions(+) create mode 100644 Indicators/MyIndicators/SMI_HeikinAshi.mq5 diff --git a/Indicators/MyIndicators/SMI_HeikinAshi.mq5 b/Indicators/MyIndicators/SMI_HeikinAshi.mq5 new file mode 100644 index 0000000..a8296ab --- /dev/null +++ b/Indicators/MyIndicators/SMI_HeikinAshi.mq5 @@ -0,0 +1,268 @@ +//+------------------------------------------------------------------+ +//| SMI_HeikinAshi.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "2.00" // Refactored for full recalculation and stability +#property description "Stochastic Momentum Index (SMI) on Heikin Ashi data" + +// --- Custom Toolkit Include --- +#include + +//--- Indicator Window and Level Properties --- +#property indicator_separate_window +#property indicator_level1 40.0 +#property indicator_level2 0.0 +#property indicator_level3 -40.0 +#property indicator_levelstyle STYLE_DOT + +//--- Buffers and Plots --- +#property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers +#property indicator_plots 2 + +//--- Plot 1: SMI line +#property indicator_label1 "HA_SMI" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrBlue +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 + +//--- Plot 2: Signal line (EMA of SMI) +#property indicator_label2 "HA_Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrOrange +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Input Parameters --- +input int InpLengthK = 10; // %K Length +input int InpLengthD = 3; // %D Length (for double smoothing) +input int InpLengthEMA = 3; // EMA Length (for signal line) + +//--- Indicator Buffers --- +double BufferSMI[]; +double BufferSignal[]; +double BufferHighestLowestRange[]; +double BufferRelativeRange[]; +double BufferEma_Relative[]; +double BufferEma_Range[]; +double BufferEmaEma_Relative[]; +double BufferEmaEma_Range[]; + +//--- Intermediate Heikin Ashi Buffers --- +double ExtHaOpenBuffer[]; +double ExtHaHighBuffer[]; +double ExtHaLowBuffer[]; +double ExtHaCloseBuffer[]; + +//--- Global Objects and Variables --- +int g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA; +CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator + +//--- Forward declarations for helper functions --- +double Highest(const double &array[], int period, int current_pos); +double Lowest(const double &array[], int period, int current_pos); + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- Validate and store inputs + g_ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK; + g_ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD; + g_ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA; + +//--- Map the buffers + SetIndexBuffer(0, BufferSMI, INDICATOR_DATA); + SetIndexBuffer(1, BufferSignal, INDICATOR_DATA); + SetIndexBuffer(2, BufferHighestLowestRange, INDICATOR_CALCULATIONS); + SetIndexBuffer(3, BufferRelativeRange, INDICATOR_CALCULATIONS); + SetIndexBuffer(4, BufferEma_Relative, INDICATOR_CALCULATIONS); + SetIndexBuffer(5, BufferEma_Range, INDICATOR_CALCULATIONS); + SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS); + SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS); + +//--- Set all buffers to non-timeseries + ArraySetAsSeries(BufferSMI, false); + ArraySetAsSeries(BufferSignal, false); + ArraySetAsSeries(BufferHighestLowestRange, false); + ArraySetAsSeries(BufferRelativeRange, false); + ArraySetAsSeries(BufferEma_Relative, false); + ArraySetAsSeries(BufferEma_Range, false); + ArraySetAsSeries(BufferEmaEma_Relative, false); + ArraySetAsSeries(BufferEmaEma_Range, false); + +//--- Set indicator properties + IndicatorSetInteger(INDICATOR_DIGITS, 2); + int smi_draw_begin = g_ExtLengthK + g_ExtLengthD - 2; + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, smi_draw_begin); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, smi_draw_begin + g_ExtLengthEMA - 1); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_SMI(%d,%d,%d)", g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA)); + +//--- Create the calculator instance + 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) + { +//--- Free the calculator object + if(CheckPointer(g_ha_calculator) != POINTER_INVALID) + { + delete g_ha_calculator; + g_ha_calculator = NULL; + } + } + +//+------------------------------------------------------------------+ +//| Stochastic Momentum Index 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_ExtLengthK + g_ExtLengthD + g_ExtLengthEMA - 2; + if(rates_total <= start_pos) + return(0); + +//--- Resize intermediate buffers + ArrayResize(ExtHaOpenBuffer, rates_total); + ArrayResize(ExtHaHighBuffer, rates_total); + ArrayResize(ExtHaLowBuffer, rates_total); + ArrayResize(ExtHaCloseBuffer, rates_total); + +//--- STEP 1: Calculate Heikin Ashi bars + g_ha_calculator.Calculate(rates_total, open, high, low, close, + ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer); + +//--- STEP 2: Calculate Highest, Lowest, and Ranges + for(int i = g_ExtLengthK - 1; i < rates_total; i++) + { + double highest_high = Highest(ExtHaHighBuffer, g_ExtLengthK, i); + double lowest_low = Lowest(ExtHaLowBuffer, g_ExtLengthK, i); + BufferHighestLowestRange[i] = highest_high - lowest_low; + BufferRelativeRange[i] = ExtHaCloseBuffer[i] - (highest_high + lowest_low) / 2.0; + } + +//--- STEP 3-7: Calculate all smoothed values and final SMI in a single loop + double pr_d = 2.0 / (g_ExtLengthD + 1.0); + double pr_ema = 2.0 / (g_ExtLengthEMA + 1.0); + + int ema1_start = g_ExtLengthK + g_ExtLengthD - 2; + int ema2_start = ema1_start + g_ExtLengthD - 1; + int signal_start = ema2_start + g_ExtLengthEMA - 1; + + for(int i = g_ExtLengthK - 1; i < rates_total; i++) + { + // --- 1st EMA Smoothing --- + if(i == g_ExtLengthK - 1) // Initialization + { + BufferEma_Relative[i] = BufferRelativeRange[i]; + BufferEma_Range[i] = BufferHighestLowestRange[i]; + } + else // Recursive + { + BufferEma_Relative[i] = BufferRelativeRange[i] * pr_d + BufferEma_Relative[i-1] * (1.0 - pr_d); + BufferEma_Range[i] = BufferHighestLowestRange[i] * pr_d + BufferEma_Range[i-1] * (1.0 - pr_d); + } + + // --- 2nd EMA Smoothing --- + if(i == ema1_start) // Initialization with manual SMA + { + double sum_rel=0, sum_ran=0; + for(int j=0; j ema1_start) // Recursive + { + BufferEmaEma_Relative[i] = BufferEma_Relative[i] * pr_d + BufferEmaEma_Relative[i-1] * (1.0 - pr_d); + BufferEmaEma_Range[i] = BufferEma_Range[i] * pr_d + BufferEmaEma_Range[i-1] * (1.0 - pr_d); + } + + // --- Final SMI Value --- + if(i >= ema1_start) + { + if(BufferEmaEma_Range[i] != 0) + BufferSMI[i] = 100 * (BufferEmaEma_Relative[i] / (BufferEmaEma_Range[i] / 2.0)); + else + BufferSMI[i] = 0; + } + + // --- Signal Line --- + if(i == signal_start) // Initialization with manual SMA + { + double sum_smi=0; + for(int j=0; j signal_start) // Recursive + { + BufferSignal[i] = BufferSMI[i] * pr_ema + BufferSignal[i-1] * (1.0 - pr_ema); + } + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| Finds the highest value in a given period of an array. | +//+------------------------------------------------------------------+ +double Highest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res < array[index]) + res = array[index]; + } + return(res); + } + +//+------------------------------------------------------------------+ +//| Finds the lowest value in a given period of an array. | +//+------------------------------------------------------------------+ +double Lowest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res > array[index]) + res = array[index]; + } + return(res); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+