mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-04 08:07:44 +00:00
new files added
This commit is contained in:
@@ -0,0 +1,241 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CHO_HeikinAshi.mq5 |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
#property link ""
|
||||
#property version "1.01" // Added selectable MA Method
|
||||
#property description "Chaikin Oscillator on Heikin Ashi data with selectable MA type"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//--- Indicator Window and Plot Properties ---
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 4 // CHO, ADL, FastMA, SlowMA
|
||||
#property indicator_plots 1
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrLightSeaGreen
|
||||
#property indicator_label1 "HA_CHO"
|
||||
#property indicator_level1 0.0
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
|
||||
//--- Input Parameters ---
|
||||
input int InpFastPeriod = 3;
|
||||
input int InpSlowPeriod = 10;
|
||||
input ENUM_MA_METHOD InpMaMethod = MODE_EMA;
|
||||
input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
|
||||
|
||||
//--- Indicator Buffers ---
|
||||
double BufferCHO[];
|
||||
double BufferADL[];
|
||||
double BufferFastMA[];
|
||||
double BufferSlowMA[];
|
||||
|
||||
//--- Global Objects and Variables ---
|
||||
int g_ExtFastPeriod, g_ExtSlowPeriod;
|
||||
CHeikinAshi_Calculator *g_ha_calculator;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
g_ExtFastPeriod = (InpFastPeriod < 1) ? 1 : InpFastPeriod;
|
||||
g_ExtSlowPeriod = (InpSlowPeriod < 1) ? 1 : InpSlowPeriod;
|
||||
|
||||
if(g_ExtFastPeriod > g_ExtSlowPeriod)
|
||||
{
|
||||
int temp = g_ExtFastPeriod;
|
||||
g_ExtFastPeriod = g_ExtSlowPeriod;
|
||||
g_ExtSlowPeriod = temp;
|
||||
}
|
||||
|
||||
SetIndexBuffer(0, BufferCHO, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, BufferADL, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(2, BufferFastMA, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(3, BufferSlowMA, INDICATOR_CALCULATIONS);
|
||||
|
||||
ArraySetAsSeries(BufferCHO, false);
|
||||
ArraySetAsSeries(BufferADL, false);
|
||||
ArraySetAsSeries(BufferFastMA, false);
|
||||
ArraySetAsSeries(BufferSlowMA, false);
|
||||
|
||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtSlowPeriod - 1);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_CHO(%d,%d)", g_ExtFastPeriod, g_ExtSlowPeriod));
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 0);
|
||||
|
||||
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)
|
||||
{
|
||||
if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
|
||||
{
|
||||
delete g_ha_calculator;
|
||||
g_ha_calculator = NULL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Chaikin Oscillator on Heikin Ashi 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[])
|
||||
{
|
||||
if(rates_total < g_ExtSlowPeriod)
|
||||
return(0);
|
||||
|
||||
//--- Intermediate Heikin Ashi Buffers
|
||||
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);
|
||||
|
||||
//--- STEP 1: Calculate Heikin Ashi bars
|
||||
g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||
|
||||
//--- STEP 2: Calculate Accumulation/Distribution Line (ADL) on HA data
|
||||
for(int i = 0; i < rates_total; i++)
|
||||
{
|
||||
double mfm = 0;
|
||||
double range = ha_high[i] - ha_low[i];
|
||||
if(range > 0)
|
||||
{
|
||||
mfm = ((ha_close[i] - ha_low[i]) - (ha_high[i] - ha_close[i])) / range;
|
||||
}
|
||||
long current_volume = (InpVolumeType == VOLUME_TICK) ? tick_volume[i] : volume[i];
|
||||
double mfv = mfm * current_volume;
|
||||
|
||||
if(i > 0)
|
||||
BufferADL[i] = BufferADL[i-1] + mfv;
|
||||
else
|
||||
BufferADL[i] = mfv;
|
||||
}
|
||||
|
||||
//--- STEP 3: Calculate Fast MA on ADL
|
||||
for(int i = g_ExtFastPeriod - 1; i < rates_total; i++)
|
||||
{
|
||||
switch(InpMaMethod)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == g_ExtFastPeriod - 1)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtFastPeriod; j++)
|
||||
sum+=BufferADL[i-j];
|
||||
BufferFastMA[i] = sum/g_ExtFastPeriod;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(InpMaMethod == MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(g_ExtFastPeriod+1.0);
|
||||
BufferFastMA[i] = BufferADL[i]*pr + BufferFastMA[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
BufferFastMA[i] = (BufferFastMA[i-1]*(g_ExtFastPeriod-1)+BufferADL[i])/g_ExtFastPeriod;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum=0, weight_sum=0;
|
||||
for(int j=0; j<g_ExtFastPeriod; j++)
|
||||
{
|
||||
int weight=g_ExtFastPeriod-j;
|
||||
lwma_sum+=BufferADL[i-j]*weight;
|
||||
weight_sum+=weight;
|
||||
}
|
||||
if(weight_sum>0)
|
||||
BufferFastMA[i]=lwma_sum/weight_sum;
|
||||
}
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtFastPeriod; j++)
|
||||
sum+=BufferADL[i-j];
|
||||
BufferFastMA[i] = sum/g_ExtFastPeriod;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 4: Calculate Slow MA on ADL
|
||||
for(int i = g_ExtSlowPeriod - 1; i < rates_total; i++)
|
||||
{
|
||||
switch(InpMaMethod)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == g_ExtSlowPeriod - 1)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtSlowPeriod; j++)
|
||||
sum+=BufferADL[i-j];
|
||||
BufferSlowMA[i] = sum/g_ExtSlowPeriod;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(InpMaMethod == MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(g_ExtSlowPeriod+1.0);
|
||||
BufferSlowMA[i] = BufferADL[i]*pr + BufferSlowMA[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
BufferSlowMA[i] = (BufferSlowMA[i-1]*(g_ExtSlowPeriod-1)+BufferADL[i])/g_ExtSlowPeriod;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum=0, weight_sum=0;
|
||||
for(int j=0; j<g_ExtSlowPeriod; j++)
|
||||
{
|
||||
int weight=g_ExtSlowPeriod-j;
|
||||
lwma_sum+=BufferADL[i-j]*weight;
|
||||
weight_sum+=weight;
|
||||
}
|
||||
if(weight_sum>0)
|
||||
BufferSlowMA[i]=lwma_sum/weight_sum;
|
||||
}
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtSlowPeriod; j++)
|
||||
sum+=BufferADL[i-j];
|
||||
BufferSlowMA[i] = sum/g_ExtSlowPeriod;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 5: Calculate final Chaikin Oscillator value
|
||||
for(int i = g_ExtSlowPeriod - 1; i < rates_total; i++)
|
||||
{
|
||||
BufferCHO[i] = BufferFastMA[i] - BufferSlowMA[i];
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user