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//+------------------------------------------------------------------+
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//| Blau_Ergodic_CMI_Oscillator_HeikinAshi.mq5|
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "1.00"
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#property description "Ergodic CMI Oscillator on Heikin Ashi data"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_separate_window
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_type1 DRAW_HISTOGRAM
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#property indicator_color1 clrSilver
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#property indicator_width1 1
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#property indicator_label1 "HA_CMI_Osc"
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#property indicator_level1 0.0
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#property indicator_levelstyle STYLE_DOT
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//--- Input Parameters ---
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input int InpSlowPeriod = 20;
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input int InpFastPeriod = 5;
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input group "Signal Line Settings"
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input int InpSignalPeriod = 3;
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input ENUM_MA_METHOD InpSignalMAType = MODE_EMA;
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//--- Indicator Buffers ---
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double BufferOscillator[];
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//--- Global Objects and Variables ---
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int g_ExtSlowPeriod, g_ExtFastPeriod, g_ExtSignalPeriod;
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CHeikinAshi_Calculator *g_ha_calculator;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtSlowPeriod = (InpSlowPeriod < 1) ? 1 : InpSlowPeriod;
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g_ExtFastPeriod = (InpFastPeriod < 1) ? 1 : InpFastPeriod;
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g_ExtSignalPeriod = (InpSignalPeriod < 1) ? 1 : InpSignalPeriod;
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SetIndexBuffer(0, BufferOscillator, INDICATOR_DATA);
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ArraySetAsSeries(BufferOscillator, false);
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int draw_begin = g_ExtSlowPeriod + g_ExtFastPeriod + g_ExtSignalPeriod - 1;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_Ergodic_CMI_Osc(%d,%d,%d)", g_ExtSlowPeriod, g_ExtFastPeriod, g_ExtSignalPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Ergodic CMI Oscillator on Heikin Ashi calculation function. |
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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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int start_pos = g_ExtSlowPeriod + g_ExtFastPeriod + g_ExtSignalPeriod;
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if(rates_total <= start_pos)
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return(0);
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//--- Intermediate Heikin Ashi Buffers
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- STEP 2: Calculate Candle Momentum and its Absolute Value on HA data
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double c_momentum[], abs_c_momentum[];
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ArrayResize(c_momentum, rates_total);
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ArrayResize(abs_c_momentum, rates_total);
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for(int i=0; i<rates_total; i++)
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{
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c_momentum[i] = ha_close[i] - ha_open[i];
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abs_c_momentum[i] = MathAbs(c_momentum[i]);
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}
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//--- STEP 3: First EMA Smoothing (Slow Period)
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double ema1_momentum[], ema1_abs_momentum[];
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ArrayResize(ema1_momentum, rates_total);
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ArrayResize(ema1_abs_momentum, rates_total);
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double pr_slow = 2.0 / (g_ExtSlowPeriod + 1.0);
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int ema1_start_pos = g_ExtSlowPeriod - 1;
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for(int i = ema1_start_pos; i < rates_total; i++)
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{
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if(i == ema1_start_pos)
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{
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double sum_mtm=0, sum_abs_mtm=0;
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for(int j=0; j<=ema1_start_pos; j++)
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{
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sum_mtm += c_momentum[j];
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sum_abs_mtm += abs_c_momentum[j];
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}
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ema1_momentum[i] = sum_mtm / g_ExtSlowPeriod;
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ema1_abs_momentum[i] = sum_abs_mtm / g_ExtSlowPeriod;
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}
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else
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{
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ema1_momentum[i] = c_momentum[i] * pr_slow + ema1_momentum[i-1] * (1.0 - pr_slow);
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ema1_abs_momentum[i] = abs_c_momentum[i] * pr_slow + ema1_abs_momentum[i-1] * (1.0 - pr_slow);
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}
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}
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//--- STEP 4: Second EMA Smoothing (Fast Period)
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double ema2_momentum[], ema2_abs_momentum[];
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ArrayResize(ema2_momentum, rates_total);
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ArrayResize(ema2_abs_momentum, rates_total);
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double pr_fast = 2.0 / (g_ExtFastPeriod + 1.0);
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int ema2_start_pos = ema1_start_pos + g_ExtFastPeriod - 1;
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for(int i = ema2_start_pos; i < rates_total; i++)
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{
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if(i == ema2_start_pos)
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{
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double sum_ema1=0, sum_abs_ema1=0;
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for(int j=0; j<g_ExtFastPeriod; j++)
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{
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sum_ema1 += ema1_momentum[i-j];
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sum_abs_ema1 += ema1_abs_momentum[i-j];
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}
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ema2_momentum[i] = sum_ema1 / g_ExtFastPeriod;
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ema2_abs_momentum[i] = sum_abs_ema1 / g_ExtFastPeriod;
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}
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else
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{
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ema2_momentum[i] = ema1_momentum[i] * pr_fast + ema2_momentum[i-1] * (1.0 - pr_fast);
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ema2_abs_momentum[i] = ema1_abs_momentum[i] * pr_fast + ema2_abs_momentum[i-1] * (1.0 - pr_fast);
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}
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}
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//--- STEP 5: Calculate final CMI value (internal buffer)
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double buffer_cmi[];
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ArrayResize(buffer_cmi, rates_total);
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for(int i = ema2_start_pos; i < rates_total; i++)
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{
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if(ema2_abs_momentum[i] > 0)
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{
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buffer_cmi[i] = 100 * (ema2_momentum[i] / ema2_abs_momentum[i]);
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}
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}
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//--- STEP 6: Calculate the Signal Line (internal buffer)
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double buffer_signal[];
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ArrayResize(buffer_signal, rates_total);
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int signal_start_pos = ema2_start_pos + g_ExtSignalPeriod - 1;
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for(int i = signal_start_pos; i < rates_total; i++)
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{
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switch(InpSignalMAType)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == signal_start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtSignalPeriod; j++)
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sum+=buffer_cmi[i-j];
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buffer_signal[i] = sum/g_ExtSignalPeriod;
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}
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else
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{
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if(InpSignalMAType == MODE_EMA)
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{
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double pr=2.0/(g_ExtSignalPeriod+1.0);
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buffer_signal[i] = buffer_cmi[i]*pr + buffer_signal[i-1]*(1.0-pr);
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}
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else
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buffer_signal[i] = (buffer_signal[i-1]*(g_ExtSignalPeriod-1)+buffer_cmi[i])/g_ExtSignalPeriod;
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}
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break;
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case MODE_LWMA:
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{
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double lwma_sum=0, weight_sum=0;
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for(int j=0; j<g_ExtSignalPeriod; j++)
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{
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int weight=g_ExtSignalPeriod-j;
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lwma_sum+=buffer_cmi[i-j]*weight;
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weight_sum+=weight;
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}
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if(weight_sum>0)
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buffer_signal[i]=lwma_sum/weight_sum;
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}
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break;
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default: // MODE_SMA
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{
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double sum=0;
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for(int j=0; j<g_ExtSignalPeriod; j++)
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sum+=buffer_cmi[i-j];
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buffer_signal[i] = sum/g_ExtSignalPeriod;
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}
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break;
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}
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}
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//--- STEP 7: Calculate the final Oscillator value
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for(int i = signal_start_pos; i < rates_total; i++)
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{
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BufferOscillator[i] = buffer_cmi[i] - buffer_signal[i];
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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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