From 6522fa58476acda6df65bf249f68dbd1808870c6 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 20 Aug 2025 14:23:48 +0200 Subject: [PATCH] new files added --- Indicators/MyIndicators/ATR_HeikinAshi.mq5 | 131 +++++++++++++++++++++ 1 file changed, 131 insertions(+) create mode 100644 Indicators/MyIndicators/ATR_HeikinAshi.mq5 diff --git a/Indicators/MyIndicators/ATR_HeikinAshi.mq5 b/Indicators/MyIndicators/ATR_HeikinAshi.mq5 new file mode 100644 index 0000000..d047140 --- /dev/null +++ b/Indicators/MyIndicators/ATR_HeikinAshi.mq5 @@ -0,0 +1,131 @@ +//+------------------------------------------------------------------+ +//| 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 + +//--- 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); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+