From 595838289f8684881e732e4c577d64e3c5204b72 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 25 Aug 2025 10:11:49 +0200 Subject: [PATCH] new files added --- Indicators/MyIndicators/CCI_HeikinAshi.mq5 | 256 +++++++++++++++++++++ 1 file changed, 256 insertions(+) create mode 100644 Indicators/MyIndicators/CCI_HeikinAshi.mq5 diff --git a/Indicators/MyIndicators/CCI_HeikinAshi.mq5 b/Indicators/MyIndicators/CCI_HeikinAshi.mq5 new file mode 100644 index 0000000..e911089 --- /dev/null +++ b/Indicators/MyIndicators/CCI_HeikinAshi.mq5 @@ -0,0 +1,256 @@ +//+------------------------------------------------------------------+ +//| CCI_HeikinAshi.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "3.00" // Efficient sliding-window version with signal line +#property description "Commodity Channel Index on Heikin Ashi data, with a signal line." + +#include + +//--- Indicator Window and Plot Properties --- +#property indicator_separate_window +#property indicator_buffers 2 // CCI and Signal Line +#property indicator_plots 2 +#property indicator_level1 -100.0 +#property indicator_level2 100.0 +#property indicator_level3 0.0 +#property indicator_levelstyle STYLE_DOT + +//--- Plot 1: CCI line +#property indicator_label1 "HA_CCI" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrLightSeaGreen +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 + +//--- Plot 2: Signal line +#property indicator_label2 "HA_Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrOrangeRed +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Enum for selecting Heikin Ashi price source --- +enum ENUM_HA_APPLIED_PRICE + { + HA_PRICE_TYPICAL, // (HA_H + HA_L + HA_C) / 3 + HA_PRICE_CLOSE, HA_PRICE_OPEN, HA_PRICE_HIGH, HA_PRICE_LOW + }; + +//--- Input Parameters --- +input int InpCCIPeriod = 20; +input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_TYPICAL; +input group "Signal Line Settings" +input int InpMAPeriod = 14; +input ENUM_MA_METHOD InpMAMethod = MODE_SMA; + +//--- Indicator Buffers --- +double BufferCCI[]; +double BufferSignal[]; + +//--- Global Objects and Variables --- +int g_ExtCCIPeriod, g_ExtMAPeriod; +const double CCI_CONSTANT = 0.015; +CHeikinAshi_Calculator *g_ha_calculator; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtCCIPeriod = (InpCCIPeriod < 1) ? 1 : InpCCIPeriod; + g_ExtMAPeriod = (InpMAPeriod < 1) ? 1 : InpMAPeriod; + + SetIndexBuffer(0, BufferCCI, INDICATOR_DATA); + SetIndexBuffer(1, BufferSignal, INDICATOR_DATA); + + ArraySetAsSeries(BufferCCI, false); + ArraySetAsSeries(BufferSignal, false); + + int cci_draw_begin = g_ExtCCIPeriod * 2 - 2; + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, cci_draw_begin); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, cci_draw_begin + g_ExtMAPeriod - 1); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_CCI(%d, %d)", g_ExtCCIPeriod, g_ExtMAPeriod)); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + + 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; + } + } + +//+------------------------------------------------------------------+ +//| CCI 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[]) + { + int start_pos = g_ExtCCIPeriod * 2 + g_ExtMAPeriod - 2; + if(rates_total <= start_pos) + 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); + for(int i=0; i= g_ExtCCIPeriod) + { + sma_sum -= ha_price_source[i - g_ExtCCIPeriod]; + } + if(i >= g_ExtCCIPeriod - 1) + { + buffer_sma[i] = sma_sum / g_ExtCCIPeriod; + } + } + +//--- STEP 4: Calculate the Mean Absolute Deviation (MAD) on HA data + double buffer_mad[]; + ArrayResize(buffer_mad, rates_total); + double deviation_sum = 0; + double abs_dev[]; + ArrayResize(abs_dev, rates_total); + for(int i = g_ExtCCIPeriod - 1; i < rates_total; i++) + { + abs_dev[i] = MathAbs(ha_price_source[i] - buffer_sma[i]); + } + for(int i = g_ExtCCIPeriod - 1; i < rates_total; i++) + { + deviation_sum += abs_dev[i]; + if(i >= g_ExtCCIPeriod * 2 - 2) + { + if(i >= g_ExtCCIPeriod * 2 - 1) + { + deviation_sum -= abs_dev[i - g_ExtCCIPeriod]; + } + buffer_mad[i] = deviation_sum / g_ExtCCIPeriod; + } + } + +//--- STEP 5: Calculate the final CCI value + for(int i = g_ExtCCIPeriod * 2 - 2; i < rates_total; i++) + { + double mad_value = buffer_mad[i]; + if(mad_value > 0) + { + BufferCCI[i] = (ha_price_source[i] - buffer_sma[i]) / (CCI_CONSTANT * mad_value); + } + } + +//--- STEP 6: Calculate the Signal Line (MA of CCI) + int ma_start_pos = g_ExtCCIPeriod * 2 + g_ExtMAPeriod - 3; + for(int i = ma_start_pos; i < rates_total; i++) + { + switch(InpMAMethod) + { + case MODE_EMA: + case MODE_SMMA: + if(i == ma_start_pos) + { + double sum=0; + for(int j=0; j0) + BufferSignal[i]=lwma_sum/weight_sum; + } + break; + default: // MODE_SMA + { + double sum=0; + for(int j=0; j