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Toh4iem9
2025-08-24 12:00:23 +02:00
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//+------------------------------------------------------------------+
//| VIDYA_HeikinAshi.mq5|
//| Copyright 2025, xxxxxxxx |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.00"
#property description "Variable Index Dynamic Average on Heikin Ashi data"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Indicator Window and Plot Properties ---
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_label1 "HA_VIDYA"
//--- Enum for selecting Heikin Ashi price source ---
enum ENUM_HA_APPLIED_PRICE
{
HA_PRICE_CLOSE, // Heikin Ashi Close
HA_PRICE_OPEN, // Heikin Ashi Open
HA_PRICE_HIGH, // Heikin Ashi High
HA_PRICE_LOW, // Heikin Ashi Low
};
//--- Input Parameters ---
input int InpPeriodCMO = 9; // Chande Momentum Oscillator Period
input int InpPeriodEMA = 12; // EMA Period for smoothing
input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; // Heikin Ashi Applied Price
//--- Indicator Buffers ---
double BufferHA_VIDYA[];
//--- Global Objects and Variables ---
int g_ExtPeriodCMO;
int g_ExtPeriodEMA;
CHeikinAshi_Calculator *g_ha_calculator;
//--- Forward declarations ---
double CalculateCMO(int position, int period, const double &price_array[]);
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
g_ExtPeriodCMO = (InpPeriodCMO < 1) ? 1 : InpPeriodCMO;
g_ExtPeriodEMA = (InpPeriodEMA < 1) ? 1 : InpPeriodEMA;
SetIndexBuffer(0, BufferHA_VIDYA, INDICATOR_DATA);
ArraySetAsSeries(BufferHA_VIDYA, false);
int draw_begin = g_ExtPeriodCMO + g_ExtPeriodEMA;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_VIDYA(%d,%d)", g_ExtPeriodCMO, g_ExtPeriodEMA));
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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;
}
}
//+------------------------------------------------------------------+
//| VIDYA 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_ExtPeriodCMO + g_ExtPeriodEMA;
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);
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
double alpha = 2.0 / (g_ExtPeriodEMA + 1.0);
for(int i = 1; i < rates_total; i++)
{
// --- Initialization Step with SMA ---
if(i == start_pos)
{
double sum = 0;
for(int j=0; j<g_ExtPeriodEMA; j++)
{
sum += ha_price_source[i-j];
}
BufferHA_VIDYA[i] = sum / g_ExtPeriodEMA;
continue;
}
if(i > start_pos)
{
// --- Recursive Calculation Step ---
double cmo = MathAbs(CalculateCMO(i, g_ExtPeriodCMO, ha_price_source));
BufferHA_VIDYA[i] = ha_price_source[i] * alpha * cmo + BufferHA_VIDYA[i-1] * (1 - alpha * cmo);
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| Calculates Chande Momentum Oscillator (CMO) for a given position |
//+------------------------------------------------------------------+
double CalculateCMO(int position, int period, const double &price_array[])
{
if(position < period)
return 0.0;
double sum_up = 0.0;
double sum_down = 0.0;
for(int i = 0; i < period; i++)
{
double diff = price_array[position - i] - price_array[position - i - 1];
if(diff > 0.0)
sum_up += diff;
else
sum_down += (-diff);
}
if(sum_up + sum_down == 0.0)
return 0.0;
return (sum_up - sum_down) / (sum_up + sum_down);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+