new files added

2026-08-04 16:17:44 +00:00 · 2025-08-20 14:23:48 +02:00
parent ce0dde6dd3
commit 6522fa5847
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+//+------------------------------------------------------------------+
+//|                                           ATR_HeikinAshi.mq5     |
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "1.00"
+#property description "Average True Range on Heikin Ashi data"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//--- Indicator Window and Plot Properties ---
+#property indicator_separate_window
+#property indicator_buffers 1
+#property indicator_plots   1
+
+//--- Plot 1: ATR line
+#property indicator_label1  "HA_ATR"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrDodgerBlue
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+
+//--- Input Parameters ---
+input int InpAtrPeriod = 14; // ATR Period
+
+//--- Indicator Buffers ---
+double    BufferHA_ATR[];
+
+//--- Global Objects and Variables ---
+int                       g_ExtAtrPeriod;
+CHeikinAshi_Calculator   *g_ha_calculator;
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
+
+   SetIndexBuffer(0, BufferHA_ATR, INDICATOR_DATA);
+   ArraySetAsSeries(BufferHA_ATR, false);
+
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAtrPeriod);
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ATR(%d)", g_ExtAtrPeriod));
+
+   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;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Average True Range 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_ExtAtrPeriod)
+      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 Heikin Ashi True Range
+   double ha_tr[];
+   ArrayResize(ha_tr, rates_total);
+   for(int i = 1; i < rates_total; i++)
+     {
+      double range1 = ha_high[i] - ha_low[i];
+      double range2 = MathAbs(ha_high[i] - ha_close[i-1]);
+      double range3 = MathAbs(ha_low[i] - ha_close[i-1]);
+      ha_tr[i] = MathMax(range1, MathMax(range2, range3));
+     }
+
+//--- STEP 3: Calculate ATR (Wilder's Smoothing) on HA_TR
+   for(int i = 1; i < rates_total; i++)
+     {
+      if(i == g_ExtAtrPeriod) // Initialization with a simple average of HA_TR
+        {
+         double sum_tr = 0;
+         for(int j = 1; j <= g_ExtAtrPeriod; j++)
+           {
+            sum_tr += ha_tr[j];
+           }
+         BufferHA_ATR[i] = sum_tr / g_ExtAtrPeriod;
+        }
+      else
+         if(i > g_ExtAtrPeriod) // Recursive calculation
+           {
+            BufferHA_ATR[i] = (BufferHA_ATR[i-1] * (g_ExtAtrPeriod - 1) + ha_tr[i]) / g_ExtAtrPeriod;
+           }
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+