From 32a0e7e527f6558a1250379baf4ec752a207da32 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 25 Nov 2025 09:28:42 +0100 Subject: [PATCH] new files added --- Include/MyIncludes/Chaikin_AD_Calculator.mqh | 119 +++++++++++++++++++ 1 file changed, 119 insertions(+) create mode 100644 Include/MyIncludes/Chaikin_AD_Calculator.mqh diff --git a/Include/MyIncludes/Chaikin_AD_Calculator.mqh b/Include/MyIncludes/Chaikin_AD_Calculator.mqh new file mode 100644 index 0000000..f6007c4 --- /dev/null +++ b/Include/MyIncludes/Chaikin_AD_Calculator.mqh @@ -0,0 +1,119 @@ +//+------------------------------------------------------------------+ +//| Chaikin_AD_Calculator.mqh | +//| Engine for Chaikin's Accumulation/Distribution Line. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +// Enum from the main file +enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI }; + +//+==================================================================+ +class CChaikinADCalculator + { +protected: + ENUM_APPLIED_VOLUME m_volume_type; + double m_high[], m_low[], m_close[]; + + virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]); + +public: + CChaikinADCalculator(void) {}; + virtual ~CChaikinADCalculator(void) {}; + + bool Init(ENUM_APPLIED_VOLUME vol_type); + void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], + double &ad_buffer[]); + }; + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +class CChaikinADCalculator_HA : public CChaikinADCalculator + { +private: + CHeikinAshi_Calculator m_ha_calculator; +protected: + virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override; + }; + +//+==================================================================+ +//| METHOD IMPLEMENTATIONS | +//+==================================================================+ + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CChaikinADCalculator::Init(ENUM_APPLIED_VOLUME vol_type) + { + m_volume_type = vol_type; + return true; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CChaikinADCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], + double &ad_buffer[]) + { + if(rates_total < 1) + return; + if(!PrepareSourceData(rates_total, open, high, low, close)) + return; + + double prev_ad = 0; + for(int i = 0; i < rates_total; i++) + { + double money_flow_multiplier = 0; + double range = m_high[i] - m_low[i]; + + if(range > 0.000001) + { + money_flow_multiplier = ((m_close[i] - m_low[i]) - (m_high[i] - m_close[i])) / range; + } + + double money_flow_volume = money_flow_multiplier * (double)volume[i]; + + ad_buffer[i] = prev_ad + money_flow_volume; + prev_ad = ad_buffer[i]; + } + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CChaikinADCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) + { + ArrayResize(m_high, rates_total); + ArrayResize(m_low, rates_total); + ArrayResize(m_close, rates_total); + ArrayCopy(m_high, high, 0, 0, rates_total); + ArrayCopy(m_low, low, 0, 0, rates_total); + ArrayCopy(m_close, close, 0, 0, rates_total); + return true; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CChaikinADCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) + { + 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); + m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); + + ArrayResize(m_high, rates_total); + ArrayResize(m_low, rates_total); + ArrayResize(m_close, rates_total); + ArrayCopy(m_high, ha_high, 0, 0, rates_total); + ArrayCopy(m_low, ha_low, 0, 0, rates_total); + ArrayCopy(m_close, ha_close, 0, 0, rates_total); + return true; + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+