diff --git a/Indicators/MyIndicators/BollingerBands_HeikinAshi.mq5 b/Indicators/MyIndicators/BollingerBands_HeikinAshi.mq5 new file mode 100644 index 0000000..f1902e8 --- /dev/null +++ b/Indicators/MyIndicators/BollingerBands_HeikinAshi.mq5 @@ -0,0 +1,180 @@ +//+------------------------------------------------------------------+ +//| BollingerBands_HeikinAshi.mq5| +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "1.00" +#property description "Bollinger Bands on Heikin Ashi data" + +#include + +//--- Indicator Window and Plot Properties --- +#property indicator_chart_window +#property indicator_buffers 3 // Upper, Lower, Middle +#property indicator_plots 3 + +//--- Plot 1: Upper Band +#property indicator_label1 "HA_Upper" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrDodgerBlue +#property indicator_style1 STYLE_DOT + +//--- Plot 2: Lower Band +#property indicator_label2 "HA_Lower" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrDodgerBlue +#property indicator_style2 STYLE_DOT + +//--- Plot 3: Middle Band (Basis) +#property indicator_label3 "HA_Basis" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrRed +#property indicator_style3 STYLE_SOLID + +//--- Enum for selecting Heikin Ashi price source --- +enum ENUM_HA_APPLIED_PRICE + { + HA_PRICE_CLOSE, + HA_PRICE_OPEN, + HA_PRICE_HIGH, + HA_PRICE_LOW + }; + +//--- Input Parameters --- +input int InpBBPeriod = 20; +input double InpBBDeviation = 2.0; +input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; + +//--- Indicator Buffers --- +double BufferUpper[]; +double BufferLower[]; +double BufferMiddle[]; + +//--- Global Objects and Variables --- +int g_ExtBBPeriod; +double g_ExtBBDeviation; +CHeikinAshi_Calculator *g_ha_calculator; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtBBPeriod = (InpBBPeriod < 1) ? 1 : InpBBPeriod; + g_ExtBBDeviation = (InpBBDeviation <= 0) ? 2.0 : InpBBDeviation; + + SetIndexBuffer(0, BufferUpper, INDICATOR_DATA); + SetIndexBuffer(1, BufferLower, INDICATOR_DATA); + SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA); + + ArraySetAsSeries(BufferUpper, false); + ArraySetAsSeries(BufferLower, false); + ArraySetAsSeries(BufferMiddle, false); + + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtBBPeriod - 1); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtBBPeriod - 1); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, g_ExtBBPeriod - 1); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_BB(%d, %.1f)", g_ExtBBPeriod, g_ExtBBDeviation)); + + 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; + } + } + +//+------------------------------------------------------------------+ +//| Bollinger Bands 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_ExtBBPeriod) + 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: Prepare the Heikin Ashi source price array + double ha_price_source[]; + ArrayResize(ha_price_source, rates_total); + switch(InpAppliedPrice) + { + case HA_PRICE_OPEN: + ArrayCopy(ha_price_source, ha_open); + break; + case HA_PRICE_HIGH: + ArrayCopy(ha_price_source, ha_high); + break; + case HA_PRICE_LOW: + ArrayCopy(ha_price_source, ha_low); + break; + default: + ArrayCopy(ha_price_source, ha_close); + break; + } + +//--- STEP 3: Main calculation loop on HA data + double sma_sum = 0; + for(int i = 0; i < rates_total; i++) + { + sma_sum += ha_price_source[i]; + + if(i >= g_ExtBBPeriod) + { + sma_sum -= ha_price_source[i - g_ExtBBPeriod]; + } + + if(i >= g_ExtBBPeriod - 1) + { + BufferMiddle[i] = sma_sum / g_ExtBBPeriod; + + double deviation_sum_sq = 0; + for(int j = 0; j < g_ExtBBPeriod; j++) + { + double diff = ha_price_source[i - j] - BufferMiddle[i]; + deviation_sum_sq += diff * diff; + } + double std_dev = MathSqrt(deviation_sum_sq / g_ExtBBPeriod); + + double dev_offset = g_ExtBBDeviation * std_dev; + BufferUpper[i] = BufferMiddle[i] + dev_offset; + BufferLower[i] = BufferMiddle[i] - dev_offset; + } + } + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+