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//+------------------------------------------------------------------+
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//| ATR_TrailingStop_HeikinAshi_MTF.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 "Multi-Timeframe ATR Trailing Stop 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_chart_window
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#property indicator_buffers 2 // Main line and color buffer
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#property indicator_plots 1
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//--- Plot 1: ATR Trailing Stop line
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#property indicator_label1 "HA ATR Trailing Stop"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrDodgerBlue, clrTomato
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Input Parameters ---
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input ENUM_TIMEFRAMES InpUpperTimeframe = PERIOD_H1; // Timeframe for calculation
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input int InpAtrPeriod = 22; // ATR Period
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input double InpMultiplier = 3.0; // ATR Multiplier
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//--- Indicator Buffers ---
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double BufferStopLine[];
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double BufferColor[];
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//+------------------------------------------------------------------+
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//| CLASS: CATR_TrailingStop_HA_Calculator |
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//| Encapsulates the entire MTF HA ATR Trailing Stop calculation. |
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//+------------------------------------------------------------------+
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class CATR_TrailingStop_HA_Calculator
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{
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private:
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string m_symbol;
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ENUM_TIMEFRAMES m_timeframe;
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int m_atr_period;
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double m_multiplier;
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CHeikinAshi_Calculator m_ha_calculator; // HA calculator instance
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//--- Helper functions for finding highest/lowest values
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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public:
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CATR_TrailingStop_HA_Calculator(string symbol, ENUM_TIMEFRAMES timeframe, int period, double multiplier);
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~CATR_TrailingStop_HA_Calculator(void) {};
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//--- The main calculation method
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bool Calculate(double &stop_line_out[], double &color_out[]);
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};
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//+------------------------------------------------------------------+
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//| CATR_TrailingStop_HA_Calculator: Constructor |
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//+------------------------------------------------------------------+
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CATR_TrailingStop_HA_Calculator::CATR_TrailingStop_HA_Calculator(string symbol, ENUM_TIMEFRAMES timeframe, int period, double multiplier) :
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m_symbol(symbol), m_timeframe(timeframe), m_atr_period(period), m_multiplier(multiplier)
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{
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}
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//+------------------------------------------------------------------+
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//| CATR_TrailingStop_HA_Calculator: Main Calculation Logic |
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//+------------------------------------------------------------------+
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bool CATR_TrailingStop_HA_Calculator::Calculate(double &stop_line_out[], double &color_out[])
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{
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//--- Step 1: Fetch all required standard OHLC data from the higher timeframe
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int htf_rates_total = Bars(m_symbol, m_timeframe);
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if(htf_rates_total <= m_atr_period)
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{
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Print("Not enough bars on ", EnumToString(m_timeframe));
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return false;
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}
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double htf_open[], htf_high[], htf_low[], htf_close[];
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if(CopyOpen(m_symbol, m_timeframe, 0, htf_rates_total, htf_open) <= 0 ||
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CopyHigh(m_symbol, m_timeframe, 0, htf_rates_total, htf_high) <= 0 ||
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CopyLow(m_symbol, m_timeframe, 0, htf_rates_total, htf_low) <= 0 ||
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CopyClose(m_symbol, m_timeframe, 0, htf_rates_total, htf_close) <= 0)
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{
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Print("Error copying history data for ", EnumToString(m_timeframe));
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return false;
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}
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ArraySetAsSeries(htf_open, false);
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ArraySetAsSeries(htf_high, false);
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ArraySetAsSeries(htf_low, false);
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ArraySetAsSeries(htf_close, false);
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//--- Step 2: Calculate Heikin Ashi candles from the fetched HTF data
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, htf_rates_total);
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ArrayResize(ha_high, htf_rates_total);
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ArrayResize(ha_low, htf_rates_total);
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ArrayResize(ha_close, htf_rates_total);
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m_ha_calculator.Calculate(htf_rates_total, htf_open, htf_high, htf_low, htf_close, ha_open, ha_high, ha_low, ha_close);
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//--- Intermediate buffers for calculation
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double buffer_atr[], buffer_long_stop[], buffer_short_stop[], buffer_trend[];
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ArrayResize(buffer_atr, htf_rates_total);
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ArrayResize(buffer_long_stop, htf_rates_total);
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ArrayResize(buffer_short_stop, htf_rates_total);
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ArrayResize(buffer_trend, htf_rates_total);
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ArrayResize(stop_line_out, htf_rates_total);
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ArrayResize(color_out, htf_rates_total);
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//--- STEP 3: Calculate True Range on HTF Heikin Ashi data
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double ha_tr[];
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ArrayResize(ha_tr, htf_rates_total);
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for(int i = 1; i < htf_rates_total; i++)
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{
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ha_tr[i] = MathMax(ha_high[i], ha_close[i-1]) - MathMin(ha_low[i], ha_close[i-1]);
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}
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//--- STEP 4: Calculate ATR (Wilder's Smoothing) on HTF HA data
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for(int i = m_atr_period; i < htf_rates_total; i++)
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{
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if(i == m_atr_period) // Initialization
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{
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double atr_sum = 0;
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for(int j = 1; j <= m_atr_period; j++)
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atr_sum += ha_tr[j];
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buffer_atr[i] = atr_sum / m_atr_period;
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}
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else // Recursive calculation
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{
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buffer_atr[i] = (buffer_atr[i-1] * (m_atr_period - 1) + ha_tr[i]) / m_atr_period;
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}
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}
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//--- STEP 5: Calculate Raw Stop Levels on HTF HA data
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for(int i = m_atr_period - 1; i < htf_rates_total; i++)
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{
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buffer_long_stop[i] = Highest(ha_high, m_atr_period, i) - m_multiplier * buffer_atr[i];
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buffer_short_stop[i] = Lowest(ha_low, m_atr_period, i) + m_multiplier * buffer_atr[i];
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}
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//--- STEP 6: Determine Trend and Final Stop Line on HTF HA data
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for(int i = m_atr_period; i < htf_rates_total; i++)
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{
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if(i == m_atr_period) // Initialization
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{
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buffer_trend[i] = (ha_close[i] > ha_close[i-1]) ? 1 : -1;
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}
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else
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{
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if(ha_close[i] > buffer_short_stop[i-1])
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buffer_trend[i] = 1;
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else
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if(ha_close[i] < buffer_long_stop[i-1])
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buffer_trend[i] = -1;
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else
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buffer_trend[i] = buffer_trend[i-1];
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}
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if(buffer_trend[i] == 1)
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{
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if(buffer_long_stop[i] > stop_line_out[i-1] || buffer_trend[i-1] == -1)
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stop_line_out[i] = buffer_long_stop[i];
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else
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stop_line_out[i] = stop_line_out[i-1];
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color_out[i] = 0;
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}
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else // Trend is -1
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{
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if(buffer_short_stop[i] < stop_line_out[i-1] || stop_line_out[i-1] == 0 || buffer_trend[i-1] == 1)
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stop_line_out[i] = buffer_short_stop[i];
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else
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stop_line_out[i] = stop_line_out[i-1];
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color_out[i] = 1;
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}
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if(buffer_trend[i] != buffer_trend[i-1])
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{
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if(buffer_trend[i] == 1)
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stop_line_out[i-1] = buffer_long_stop[i];
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else
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stop_line_out[i-1] = buffer_short_stop[i];
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Finds the highest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double CATR_TrailingStop_HA_Calculator::Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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if(current_pos - i < 0)
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break;
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if(res < array[current_pos - i])
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res = array[current_pos - i];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double CATR_TrailingStop_HA_Calculator::Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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if(current_pos - i < 0)
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break;
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if(res > array[current_pos - i])
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res = array[current_pos - i];
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}
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return(res);
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}
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//--- Global calculator object ---
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CATR_TrailingStop_HA_Calculator *g_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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SetIndexBuffer(0, BufferStopLine, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX);
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ArraySetAsSeries(BufferStopLine, false);
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ArraySetAsSeries(BufferColor, false);
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ENUM_TIMEFRAMES calc_tf = (InpUpperTimeframe == PERIOD_CURRENT) ? (ENUM_TIMEFRAMES)Period() : InpUpperTimeframe;
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int atr_period = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
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double multiplier = (InpMultiplier <= 0) ? 3.0 : InpMultiplier;
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g_calculator = new CATR_TrailingStop_HA_Calculator(_Symbol, calc_tf, atr_period, multiplier);
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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{
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Print("Error creating calculator object");
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return(INIT_FAILED);
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}
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, atr_period);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA ATR Stop MTF(%s, %d, %.1f)", EnumToString(calc_tf), atr_period, multiplier));
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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_calculator) != POINTER_INVALID)
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delete g_calculator;
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}
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//+------------------------------------------------------------------+
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//| ATR Trailing Stop MTF on HA data 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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ENUM_TIMEFRAMES calc_tf = (InpUpperTimeframe == PERIOD_CURRENT) ? (ENUM_TIMEFRAMES)Period() : InpUpperTimeframe;
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static datetime last_htf_bar_time = 0;
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datetime htf_time[];
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bool new_htf_bar = false;
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if(CopyTime(_Symbol, calc_tf, 0, 1, htf_time) > 0)
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{
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if(htf_time[0] > last_htf_bar_time)
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{
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last_htf_bar_time = htf_time[0];
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new_htf_bar = true;
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}
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}
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if(new_htf_bar || prev_calculated == 0)
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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double htf_stop_line[], htf_color[];
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if(!g_calculator.Calculate(htf_stop_line, htf_color))
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return 0;
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datetime htf_timeline[];
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int htf_rates_total = ArraySize(htf_stop_line);
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if(CopyTime(_Symbol, calc_tf, 0, htf_rates_total, htf_timeline) <= 0)
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return 0;
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ArraySetAsSeries(htf_timeline, false);
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int htf_idx = 0;
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for(int i = 0; i < rates_total; i++)
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{
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while(htf_idx < htf_rates_total - 1 && htf_timeline[htf_idx + 1] <= time[i])
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{
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htf_idx++;
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}
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if(htf_stop_line[htf_idx] != 0)
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{
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BufferStopLine[i] = htf_stop_line[htf_idx];
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BufferColor[i] = htf_color[htf_idx];
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}
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}
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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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