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//+------------------------------------------------------------------+
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//| VIDYA_HeikinAshi.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 "Variable Index Dynamic Average 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 1
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_label1 "HA_VIDYA"
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//--- Enum for selecting Heikin Ashi price source ---
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enum ENUM_HA_APPLIED_PRICE
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{
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HA_PRICE_CLOSE, // Heikin Ashi Close
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HA_PRICE_OPEN, // Heikin Ashi Open
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HA_PRICE_HIGH, // Heikin Ashi High
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HA_PRICE_LOW, // Heikin Ashi Low
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};
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//--- Input Parameters ---
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input int InpPeriodCMO = 9; // Chande Momentum Oscillator Period
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input int InpPeriodEMA = 12; // EMA Period for smoothing
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input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; // Heikin Ashi Applied Price
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//--- Indicator Buffers ---
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double BufferHA_VIDYA[];
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//--- Global Objects and Variables ---
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int g_ExtPeriodCMO;
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int g_ExtPeriodEMA;
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CHeikinAshi_Calculator *g_ha_calculator;
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//--- Forward declarations ---
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double CalculateCMO(int position, int period, const double &price_array[]);
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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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g_ExtPeriodCMO = (InpPeriodCMO < 1) ? 1 : InpPeriodCMO;
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g_ExtPeriodEMA = (InpPeriodEMA < 1) ? 1 : InpPeriodEMA;
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SetIndexBuffer(0, BufferHA_VIDYA, INDICATOR_DATA);
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ArraySetAsSeries(BufferHA_VIDYA, false);
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int draw_begin = g_ExtPeriodCMO + g_ExtPeriodEMA;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_VIDYA(%d,%d)", g_ExtPeriodCMO, g_ExtPeriodEMA));
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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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_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| VIDYA on Heikin Ashi 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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int start_pos = g_ExtPeriodCMO + g_ExtPeriodEMA;
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if(rates_total <= start_pos)
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return(0);
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//--- Intermediate Heikin Ashi Buffers
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- STEP 2: Prepare the Heikin Ashi source price array
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double ha_price_source[];
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ArrayResize(ha_price_source, rates_total);
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switch(InpAppliedPrice)
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{
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case HA_PRICE_OPEN:
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ArrayCopy(ha_price_source, ha_open);
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break;
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case HA_PRICE_HIGH:
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ArrayCopy(ha_price_source, ha_high);
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break;
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case HA_PRICE_LOW:
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ArrayCopy(ha_price_source, ha_low);
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break;
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default:
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ArrayCopy(ha_price_source, ha_close);
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break;
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}
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//--- STEP 3: Main calculation loop
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double alpha = 2.0 / (g_ExtPeriodEMA + 1.0);
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for(int i = 1; i < rates_total; i++)
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{
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// --- Initialization Step with SMA ---
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if(i == start_pos)
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{
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double sum = 0;
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for(int j=0; j<g_ExtPeriodEMA; j++)
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{
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sum += ha_price_source[i-j];
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}
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BufferHA_VIDYA[i] = sum / g_ExtPeriodEMA;
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continue;
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}
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if(i > start_pos)
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{
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// --- Recursive Calculation Step ---
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double cmo = MathAbs(CalculateCMO(i, g_ExtPeriodCMO, ha_price_source));
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BufferHA_VIDYA[i] = ha_price_source[i] * alpha * cmo + BufferHA_VIDYA[i-1] * (1 - alpha * cmo);
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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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//| Calculates Chande Momentum Oscillator (CMO) for a given position |
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//+------------------------------------------------------------------+
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double CalculateCMO(int position, int period, const double &price_array[])
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{
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if(position < period)
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return 0.0;
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double sum_up = 0.0;
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double sum_down = 0.0;
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for(int i = 0; i < period; i++)
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{
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double diff = price_array[position - i] - price_array[position - i - 1];
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if(diff > 0.0)
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sum_up += diff;
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else
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sum_down += (-diff);
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}
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if(sum_up + sum_down == 0.0)
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return 0.0;
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return (sum_up - sum_down) / (sum_up + sum_down);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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