mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,237 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CCI_Oscillator_HeikinAshi.mq5|
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
#property link ""
|
||||
#property version "1.00"
|
||||
#property description "CCI Oscillator 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
|
||||
#property indicator_type1 DRAW_HISTOGRAM
|
||||
#property indicator_color1 clrSilver
|
||||
#property indicator_width1 1
|
||||
#property indicator_label1 "HA_CCI_Osc"
|
||||
#property indicator_level1 0.0
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
|
||||
//--- Enum for selecting Heikin Ashi price source ---
|
||||
enum ENUM_HA_APPLIED_PRICE
|
||||
{
|
||||
HA_PRICE_TYPICAL, // (HA_H + HA_L + HA_C) / 3
|
||||
HA_PRICE_CLOSE, HA_PRICE_OPEN, HA_PRICE_HIGH, HA_PRICE_LOW
|
||||
};
|
||||
|
||||
//--- Input Parameters ---
|
||||
input int InpCCIPeriod = 20;
|
||||
input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_TYPICAL;
|
||||
input group "Signal Line Settings"
|
||||
input int InpMAPeriod = 14;
|
||||
input ENUM_MA_METHOD InpMAMethod = MODE_SMA;
|
||||
|
||||
//--- Indicator Buffers ---
|
||||
double BufferOscillator[];
|
||||
|
||||
//--- Global Objects and Variables ---
|
||||
int g_ExtCCIPeriod, g_ExtMAPeriod;
|
||||
const double CCI_CONSTANT = 0.015;
|
||||
CHeikinAshi_Calculator *g_ha_calculator;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
g_ExtCCIPeriod = (InpCCIPeriod < 1) ? 1 : InpCCIPeriod;
|
||||
g_ExtMAPeriod = (InpMAPeriod < 1) ? 1 : InpMAPeriod;
|
||||
|
||||
SetIndexBuffer(0, BufferOscillator, INDICATOR_DATA);
|
||||
ArraySetAsSeries(BufferOscillator, false);
|
||||
|
||||
int cci_draw_begin = g_ExtCCIPeriod * 2 - 2;
|
||||
int draw_begin = cci_draw_begin + g_ExtMAPeriod - 1;
|
||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_CCI_Osc(%d, %d)", g_ExtCCIPeriod, g_ExtMAPeriod));
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
||||
|
||||
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;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| CCI Oscillator 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_ExtCCIPeriod * 2 + g_ExtMAPeriod - 2;
|
||||
if(rates_total <= start_pos)
|
||||
return(0);
|
||||
|
||||
//--- Internal Buffers for calculation ---
|
||||
double buffer_cci[], buffer_signal[];
|
||||
ArrayResize(buffer_cci, rates_total);
|
||||
ArrayResize(buffer_signal, rates_total);
|
||||
|
||||
//--- STEP 1: Calculate Heikin Ashi CCI internally ---
|
||||
{
|
||||
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);
|
||||
g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||
|
||||
double ha_price_source[];
|
||||
ArrayResize(ha_price_source, rates_total);
|
||||
for(int i=0; i<rates_total; i++)
|
||||
{
|
||||
switch(InpAppliedPrice)
|
||||
{
|
||||
case HA_PRICE_OPEN:
|
||||
ha_price_source[i] = ha_open[i];
|
||||
break;
|
||||
case HA_PRICE_HIGH:
|
||||
ha_price_source[i] = ha_high[i];
|
||||
break;
|
||||
case HA_PRICE_LOW:
|
||||
ha_price_source[i] = ha_low[i];
|
||||
break;
|
||||
case HA_PRICE_CLOSE:
|
||||
ha_price_source[i] = ha_close[i];
|
||||
break;
|
||||
default:
|
||||
ha_price_source[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
double buffer_sma[];
|
||||
ArrayResize(buffer_sma, rates_total);
|
||||
double sma_sum = 0;
|
||||
for(int i = 0; i < rates_total; i++)
|
||||
{
|
||||
sma_sum += ha_price_source[i];
|
||||
if(i >= g_ExtCCIPeriod)
|
||||
sma_sum -= ha_price_source[i - g_ExtCCIPeriod];
|
||||
if(i >= g_ExtCCIPeriod - 1)
|
||||
buffer_sma[i] = sma_sum / g_ExtCCIPeriod;
|
||||
}
|
||||
|
||||
double buffer_mad[];
|
||||
ArrayResize(buffer_mad, rates_total);
|
||||
double deviation_sum = 0;
|
||||
double abs_dev[];
|
||||
ArrayResize(abs_dev, rates_total);
|
||||
for(int i = g_ExtCCIPeriod - 1; i < rates_total; i++)
|
||||
abs_dev[i] = MathAbs(ha_price_source[i] - buffer_sma[i]);
|
||||
|
||||
for(int i = g_ExtCCIPeriod - 1; i < rates_total; i++)
|
||||
{
|
||||
deviation_sum += abs_dev[i];
|
||||
if(i >= g_ExtCCIPeriod * 2 - 2)
|
||||
{
|
||||
if(i >= g_ExtCCIPeriod * 2 - 1)
|
||||
deviation_sum -= abs_dev[i - g_ExtCCIPeriod];
|
||||
buffer_mad[i] = deviation_sum / g_ExtCCIPeriod;
|
||||
}
|
||||
}
|
||||
|
||||
for(int i = g_ExtCCIPeriod * 2 - 2; i < rates_total; i++)
|
||||
{
|
||||
if(buffer_mad[i] > 0)
|
||||
buffer_cci[i] = (ha_price_source[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]);
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 2: Calculate the Signal Line (MA of CCI) ---
|
||||
int ma_start_pos = g_ExtCCIPeriod * 2 + g_ExtMAPeriod - 3;
|
||||
for(int i = ma_start_pos; i < rates_total; i++)
|
||||
{
|
||||
switch(InpMAMethod)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == ma_start_pos)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtMAPeriod; j++)
|
||||
sum+=buffer_cci[i-j];
|
||||
buffer_signal[i] = sum/g_ExtMAPeriod;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(InpMAMethod == MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(g_ExtMAPeriod+1.0);
|
||||
buffer_signal[i] = buffer_cci[i]*pr + buffer_signal[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
buffer_signal[i] = (buffer_signal[i-1]*(g_ExtMAPeriod-1)+buffer_cci[i])/g_ExtMAPeriod;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum=0, weight_sum=0;
|
||||
for(int j=0; j<g_ExtMAPeriod; j++)
|
||||
{
|
||||
int weight=g_ExtMAPeriod-j;
|
||||
lwma_sum+=buffer_cci[i-j]*weight;
|
||||
weight_sum+=weight;
|
||||
}
|
||||
if(weight_sum>0)
|
||||
buffer_signal[i]=lwma_sum/weight_sum;
|
||||
}
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtMAPeriod; j++)
|
||||
sum+=buffer_cci[i-j];
|
||||
buffer_signal[i] = sum/g_ExtMAPeriod;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 3: Calculate the final Oscillator value
|
||||
for(int i = ma_start_pos; i < rates_total; i++)
|
||||
{
|
||||
BufferOscillator[i] = buffer_cci[i] - buffer_signal[i];
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user