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documents: refactor
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@@ -5,10 +5,12 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property link ""
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#property version "1.01" // Corrected calculation loops to prevent array errors
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#property version "1.10" // Added selectable MA for Signal Line
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#property description "Stochastic Oscillator on Heiken Ashi data"
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#property description "Stochastic Oscillator on Heiken Ashi data with selectable MA for %D line."
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// --- Standard and Custom Includes ---
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#include <MyIncludes\HA_Tools.mqh>
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#include <MyIncludes\HA_Tools.mqh>
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#include <MovingAverages.mqh>
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//--- Indicator Window and Level Properties ---
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_separate_window
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@@ -34,20 +36,22 @@
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#property indicator_width2 1
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#property indicator_width2 1
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//--- Input Parameters ---
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//--- Input Parameters ---
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input int InpKPeriod = 5;
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input int InpKPeriod = 5; // %K Period
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input int InpDPeriod = 3;
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input int InpSlowing = 3; // Slowing (initial %K smoothing)
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input int InpSlowing = 3;
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input group "Signal Line Settings"
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input int InpDPeriod = 3; // %D Period (signal line smoothing)
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input ENUM_MA_METHOD InpMAMethod = MODE_SMA; // MA Method for %D line
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//--- Indicator Buffers ---
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//--- Indicator Buffers ---
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double BufferHA_K[];
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double BufferHA_K[]; // Plotted buffer for the main %K line
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double BufferHA_D[];
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double BufferHA_D[]; // Plotted buffer for the signal %D line
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double BufferRawK[];
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double BufferRawK[]; // Calculation buffer for raw %K before slowing
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double BufferHighest[];
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double BufferHighest[]; // Calculation buffer for Highest HA_High in period
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double BufferLowest[];
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double BufferLowest[]; // Calculation buffer for Lowest HA_Low in period
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//--- Global Objects and Variables ---
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//--- Global Objects and Variables ---
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int ExtKPeriod, ExtDPeriod, ExtSlowing;
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int ExtKPeriod, ExtDPeriod, ExtSlowing;
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CHA_Calculator g_ha_calculator;
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CHA_Calculator g_ha_calculator; // Global instance of our Heiken Ashi calculator
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//--- Forward declarations for helper functions ---
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//--- Forward declarations for helper functions ---
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double Highest(const double &array[], int period, int current_pos);
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double Highest(const double &array[], int period, int current_pos);
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@@ -55,25 +59,30 @@ double Lowest(const double &array[], int period, int current_pos);
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//| Custom indicator initialization function. |
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//| Called once when the indicator is first loaded. |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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void OnInit()
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void OnInit()
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{
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{
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//--- Validate and store input periods
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ExtKPeriod = (InpKPeriod < 1) ? 1 : InpKPeriod;
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ExtKPeriod = (InpKPeriod < 1) ? 1 : InpKPeriod;
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ExtDPeriod = (InpDPeriod < 1) ? 1 : InpDPeriod;
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ExtDPeriod = (InpDPeriod < 1) ? 1 : InpDPeriod;
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ExtSlowing = (InpSlowing < 1) ? 1 : InpSlowing;
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ExtSlowing = (InpSlowing < 1) ? 1 : InpSlowing;
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//--- Map the buffers to the indicator's internal memory
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SetIndexBuffer(0, BufferHA_K, INDICATOR_DATA);
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SetIndexBuffer(0, BufferHA_K, INDICATOR_DATA);
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SetIndexBuffer(1, BufferHA_D, INDICATOR_DATA);
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SetIndexBuffer(1, BufferHA_D, INDICATOR_DATA);
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SetIndexBuffer(2, BufferRawK, INDICATOR_CALCULATIONS);
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SetIndexBuffer(2, BufferRawK, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferHighest, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferHighest, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferLowest, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferLowest, INDICATOR_CALCULATIONS);
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//--- Set all buffers to work as regular arrays (non-timeseries)
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ArraySetAsSeries(BufferHA_K, false);
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ArraySetAsSeries(BufferHA_K, false);
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ArraySetAsSeries(BufferHA_D, false);
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ArraySetAsSeries(BufferHA_D, false);
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ArraySetAsSeries(BufferRawK, false);
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ArraySetAsSeries(BufferRawK, false);
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ArraySetAsSeries(BufferHighest, false);
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ArraySetAsSeries(BufferHighest, false);
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ArraySetAsSeries(BufferLowest, false);
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ArraySetAsSeries(BufferLowest, false);
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//--- Set indicator display properties
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtKPeriod + ExtSlowing - 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtKPeriod + ExtSlowing - 2);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtKPeriod + ExtSlowing + ExtDPeriod - 3);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtKPeriod + ExtSlowing + ExtDPeriod - 3);
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@@ -82,6 +91,7 @@ void OnInit()
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Stochastic Oscillator on Heiken Ashi calculation function. |
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//| Stochastic Oscillator on Heiken Ashi calculation function. |
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//| Performs a full recalculation on every call for stability. |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const int prev_calculated,
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@@ -94,17 +104,18 @@ int OnCalculate(const int rates_total,
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const long &volume[],
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const long &volume[],
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const int &spread[])
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const int &spread[])
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{
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{
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//--- Check if there is enough historical data for all calculations
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if(rates_total < ExtKPeriod + ExtSlowing + ExtDPeriod)
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if(rates_total < ExtKPeriod + ExtSlowing + ExtDPeriod)
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return(0);
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return(0);
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//--- STEP 1: Calculate Heiken Ashi bars
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//--- STEP 1: Calculate Heiken Ashi bars using our toolkit
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if(!g_ha_calculator.Calculate(rates_total, 0, open, high, low, close))
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if(!g_ha_calculator.Calculate(rates_total, 0, open, high, low, close))
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return(0);
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return(0);
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//--- STEP 2, 3, 4, 5: Main calculation loop from past to present
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//--- Main calculation loop, iterating from past to present
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for(int i = 0; i < rates_total; i++)
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for(int i = 0; i < rates_total; i++)
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{
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{
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// --- Calculate Highest and Lowest for Raw %K ---
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//--- STEP 2 & 3: Calculate Highest, Lowest, and Raw %K ---
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if(i >= ExtKPeriod - 1)
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if(i >= ExtKPeriod - 1)
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{
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{
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BufferHighest[i] = Highest(g_ha_calculator.ha_high, ExtKPeriod, i);
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BufferHighest[i] = Highest(g_ha_calculator.ha_high, ExtKPeriod, i);
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@@ -114,50 +125,78 @@ int OnCalculate(const int rates_total,
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if(range > 0)
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if(range > 0)
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BufferRawK[i] = (g_ha_calculator.ha_close[i] - BufferLowest[i]) / range * 100.0;
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BufferRawK[i] = (g_ha_calculator.ha_close[i] - BufferLowest[i]) / range * 100.0;
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else
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else
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BufferRawK[i] = (i > 0) ? BufferRawK[i-1] : 50.0;
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BufferRawK[i] = (i > 0) ? BufferRawK[i-1] : 50.0; // Avoid division by zero
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}
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}
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else
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else
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{
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{
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// Not enough data yet for these buffers
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// Initialize early bars to 0
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BufferHighest[i] = 0;
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BufferHighest[i] = 0;
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BufferLowest[i] = 0;
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BufferLowest[i] = 0;
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BufferRawK[i] = 0;
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BufferRawK[i] = 0;
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}
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}
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// --- Calculate Slow %K (Main Line) ---
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//--- STEP 4: Calculate Slow %K (Main Line) by smoothing Raw %K with SMA
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if(i >= ExtKPeriod + ExtSlowing - 2)
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if(i >= ExtKPeriod + ExtSlowing - 2)
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{
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{
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double sum = 0;
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double sum = 0;
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for(int j = 0; j < ExtSlowing; j++)
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for(int j = 0; j < ExtSlowing; j++)
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{
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sum += BufferRawK[i-j];
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sum += BufferRawK[i-j];
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}
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BufferHA_K[i] = sum / ExtSlowing;
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BufferHA_K[i] = sum / ExtSlowing;
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}
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}
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else
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else
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{
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{
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BufferHA_K[i] = 0; // Not enough data yet
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BufferHA_K[i] = 0;
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}
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}
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// --- Calculate %D (Signal Line) ---
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//--- STEP 5: Calculate %D (Signal Line) with user-selectable MA
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if(i >= ExtKPeriod + ExtSlowing + ExtDPeriod - 3)
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if(i >= ExtKPeriod + ExtSlowing + ExtDPeriod - 3)
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{
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{
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double sum = 0;
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switch(InpMAMethod)
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for(int j = 0; j < ExtDPeriod; j++)
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{
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{
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sum += BufferHA_K[i-j];
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case MODE_EMA:
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if(i == ExtKPeriod + ExtSlowing + ExtDPeriod - 3) // First EMA is an SMA
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BufferHA_D[i] = SimpleMA(i, ExtDPeriod, BufferHA_K);
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else
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{
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double pr = 2.0 / (ExtDPeriod + 1.0);
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BufferHA_D[i] = BufferHA_K[i] * pr + BufferHA_D[i-1] * (1.0 - pr);
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}
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break;
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case MODE_SMMA:
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if(i == ExtKPeriod + ExtSlowing + ExtDPeriod - 3) // First SMMA is an SMA
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BufferHA_D[i] = SimpleMA(i, ExtDPeriod, BufferHA_K);
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else
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BufferHA_D[i] = (BufferHA_D[i-1] * (ExtDPeriod - 1) + BufferHA_K[i]) / ExtDPeriod;
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break;
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case MODE_LWMA:
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BufferHA_D[i] = LinearWeightedMA(i, ExtDPeriod, BufferHA_K);
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break;
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default: // MODE_SMA
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{
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double sum = 0;
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for(int j = 0; j < ExtDPeriod; j++)
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sum += BufferHA_K[i-j];
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BufferHA_D[i] = sum / ExtDPeriod;
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}
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break;
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}
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}
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BufferHA_D[i] = sum / ExtDPeriod;
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}
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}
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else
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else
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{
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{
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BufferHA_D[i] = 0; // Not enough data yet
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BufferHA_D[i] = 0;
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}
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}
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}
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}
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//--- Return value of prev_calculated for next call
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return(rates_total);
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return(rates_total);
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}
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}
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// ... (Highest and Lowest functions remain the same) ...
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//+------------------------------------------------------------------+
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//| Finds the highest value in a given period of an array. |
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//| INPUT: array[] - The data array to search in. |
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//| period - The number of elements to look back. |
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//| current_pos - The starting position (index) to search from.|
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//| RETURN: The highest value found in the specified range. |
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//+------------------------------------------------------------------+
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double Highest(const double &array[], int period, int current_pos)
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double Highest(const double &array[], int period, int current_pos)
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{
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{
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double res = array[current_pos];
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double res = array[current_pos];
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@@ -171,8 +210,13 @@ double Highest(const double &array[], int period, int current_pos)
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}
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}
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return(res);
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return(res);
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//| Finds the lowest value in a given period of an array. |
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//| INPUT: array[] - The data array to search in. |
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//| period - The number of elements to look back. |
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//| current_pos - The starting position (index) to search from.|
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//| RETURN: The lowest value found in the specified range. |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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double Lowest(const double &array[], int period, int current_pos)
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double Lowest(const double &array[], int period, int current_pos)
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{
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{
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