diff --git a/Indicators/MyIndicators/ALMA_Pro.mq5 b/Indicators/MyIndicators/ALMA_Pro.mq5 new file mode 100644 index 0000000..c0f3dec --- /dev/null +++ b/Indicators/MyIndicators/ALMA_Pro.mq5 @@ -0,0 +1,137 @@ +//+------------------------------------------------------------------+ +//| ALMA_Pro.mq5 | +//| Copyright 2025, xxxxxxxx| +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "3.00" +#property description "Professional Arnaud Legoux Moving Average (ALMA) with selectable" +#property description "price source, including standard and Heikin Ashi candles." + +//--- Indicator Window and Plot Properties --- +#property indicator_chart_window +#property indicator_buffers 1 +#property indicator_plots 1 + +//--- Plot 1: ALMA line +#property indicator_label1 "ALMA" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrMediumVioletRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- Include the calculator engine --- +#include + +//--- Custom Enum for Price Source, including Heikin Ashi --- +enum ENUM_APPLIED_PRICE_HA_ALL + { +//--- Heikin Ashi Prices (negative values for easy identification) + PRICE_HA_CLOSE = -1, + PRICE_HA_OPEN = -2, + PRICE_HA_HIGH = -3, + PRICE_HA_LOW = -4, + PRICE_HA_MEDIAN = -5, + PRICE_HA_TYPICAL = -6, + PRICE_HA_WEIGHTED = -7, +//--- Standard Prices (using built-in ENUM_APPLIED_PRICE values) + PRICE_CLOSE_STD = PRICE_CLOSE, + PRICE_OPEN_STD = PRICE_OPEN, + PRICE_HIGH_STD = PRICE_HIGH, + PRICE_LOW_STD = PRICE_LOW, + PRICE_MEDIAN_STD = PRICE_MEDIAN, + PRICE_TYPICAL_STD = PRICE_TYPICAL, + PRICE_WEIGHTED_STD= PRICE_WEIGHTED + }; + +//--- Input Parameters --- +input int InpAlmaPeriod = 9; // Window size (period) +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Applied price +input double InpAlmaOffset = 0.85; // Offset (0 to 1) +input double InpAlmaSigma = 6.0; // Sigma (smoothness) + +//--- Indicator Buffers --- +double BufferALMA[]; + +//--- Global calculator object (as a base class pointer) --- +CALMACalculator *g_calculator; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- Map the buffer and set as non-timeseries + SetIndexBuffer(0, BufferALMA, INDICATOR_DATA); + ArraySetAsSeries(BufferALMA, false); + +//--- Dynamically create the appropriate calculator instance + if(InpSourcePrice <= PRICE_HA_CLOSE) // Heikin Ashi source selected + { + g_calculator = new CALMACalculator_HA(); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ALMA HA(%d, %.2f, %.1f)", InpAlmaPeriod, InpAlmaOffset, InpAlmaSigma)); + } + else // Standard price source selected + { + g_calculator = new CALMACalculator(); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ALMA(%d, %.2f, %.1f)", InpAlmaPeriod, InpAlmaOffset, InpAlmaSigma)); + } + +//--- Check if creation was successful and initialize the calculator + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpAlmaPeriod, InpAlmaOffset, InpAlmaSigma)) + { + Print("Failed to create or initialize ALMA Calculator object."); + return(INIT_FAILED); + } + +//--- Set indicator display properties + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_calculator.GetPeriod() - 1); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function. | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- Free the calculator object to prevent memory leaks + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + } + +//+------------------------------------------------------------------+ +//| Custom indicator 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[]) + { +//--- Ensure the calculator object is valid + if(CheckPointer(g_calculator) == POINTER_INVALID) + return 0; + +//--- Convert our custom enum to the standard ENUM_APPLIED_PRICE + ENUM_APPLIED_PRICE price_type; + if(InpSourcePrice <= PRICE_HA_CLOSE) + price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); // Convert e.g. -1 to 1 (PRICE_CLOSE) + else + price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; + +//--- Delegate the entire calculation to our calculator object + g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferALMA); + +//--- Return rates_total for a full recalculation, ensuring stability + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+