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//+------------------------------------------------------------------+
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//| Supertrend_HeikinAshi_Pure.mq5 |
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "3.00" // Pure Heikin Ashi version with manual ATR
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#property description "Supertrend Indicator based entirely on Heikin Ashi data"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MovingAverages.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_buffers 6 // Supertrend, Color, HA_ATR, Upper, Lower, Trend
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#property indicator_plots 1
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//--- Plot 1: Supertrend line
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#property indicator_label1 "HA_Supertrend_Pure"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrLimeGreen, clrTomato
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Input Parameters ---
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input int InpAtrPeriod = 10;
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input double InpFactor = 3.0;
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//--- Indicator Buffers ---
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double BufferSupertrend[];
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double BufferColor[];
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double BufferHA_ATR[];
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double BufferUpperBand[];
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double BufferLowerBand[];
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double BufferTrend[];
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//--- Intermediate Heikin Ashi Buffers ---
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double ExtHaOpenBuffer[];
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double ExtHaHighBuffer[];
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double ExtHaLowBuffer[];
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double ExtHaCloseBuffer[];
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//--- Global Objects and Variables ---
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int g_ExtAtrPeriod;
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double g_ExtFactor;
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CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
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g_ExtFactor = (InpFactor <= 0) ? 3.0 : InpFactor;
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SetIndexBuffer(0, BufferSupertrend, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferHA_ATR, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferUpperBand, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferLowerBand, INDICATOR_CALCULATIONS);
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SetIndexBuffer(5, BufferTrend, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferSupertrend, false);
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ArraySetAsSeries(BufferColor, false);
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ArraySetAsSeries(BufferHA_ATR, false);
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ArraySetAsSeries(BufferUpperBand, false);
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ArraySetAsSeries(BufferLowerBand, false);
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ArraySetAsSeries(BufferTrend, false);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAtrPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_Supertrend_Pure(%d, %.1f)", g_ExtAtrPeriod, g_ExtFactor));
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//--- Create the calculator instance
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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delete g_ha_calculator;
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}
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//+------------------------------------------------------------------+
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//| Supertrend on Heikin Ashi calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total <= g_ExtAtrPeriod)
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return(0);
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//--- Resize intermediate buffers
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ArrayResize(ExtHaOpenBuffer, rates_total);
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ArrayResize(ExtHaHighBuffer, rates_total);
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ArrayResize(ExtHaLowBuffer, rates_total);
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ArrayResize(ExtHaCloseBuffer, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close,
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ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
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//--- STEP 2: Calculate Heikin Ashi True Range
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double ha_tr[];
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ArrayResize(ha_tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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ha_tr[i] = MathMax(ExtHaHighBuffer[i], ExtHaCloseBuffer[i-1]) - MathMin(ExtHaLowBuffer[i], ExtHaCloseBuffer[i-1]);
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}
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//--- STEP 3: Calculate Heikin Ashi ATR and Supertrend in a single loop
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for(int i = 1; i < rates_total; i++)
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{
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// --- Calculate Heikin Ashi ATR (using Wilder's smoothing) ---
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if(i == g_ExtAtrPeriod) // Initialization with SMA
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{
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BufferHA_ATR[i] = SimpleMA(i, g_ExtAtrPeriod, ha_tr);
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}
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else
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if(i > g_ExtAtrPeriod) // Recursive calculation
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{
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BufferHA_ATR[i] = (BufferHA_ATR[i-1] * (g_ExtAtrPeriod - 1) + ha_tr[i]) / g_ExtAtrPeriod;
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}
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// --- Calculate Supertrend Bands and Trend ---
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if(i >= g_ExtAtrPeriod)
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{
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double ha_hl2 = (ExtHaHighBuffer[i] + ExtHaLowBuffer[i]) / 2.0;
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double atr_val = g_ExtFactor * BufferHA_ATR[i];
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double upper_basic = ha_hl2 + atr_val;
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double lower_basic = ha_hl2 - atr_val;
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if(upper_basic < BufferUpperBand[i-1] || ExtHaCloseBuffer[i-1] > BufferUpperBand[i-1])
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BufferUpperBand[i] = upper_basic;
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else
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BufferUpperBand[i] = BufferUpperBand[i-1];
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if(lower_basic > BufferLowerBand[i-1] || ExtHaCloseBuffer[i-1] < BufferLowerBand[i-1])
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BufferLowerBand[i] = lower_basic;
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else
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BufferLowerBand[i] = BufferLowerBand[i-1];
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if(i == g_ExtAtrPeriod)
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{
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if(ExtHaCloseBuffer[i] > ha_hl2)
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BufferTrend[i] = 1;
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else
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BufferTrend[i] = -1;
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}
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else
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{
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if(BufferTrend[i-1] == 1 && ExtHaCloseBuffer[i] < BufferLowerBand[i])
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BufferTrend[i] = -1;
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else
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if(BufferTrend[i-1] == -1 && ExtHaCloseBuffer[i] > BufferUpperBand[i])
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BufferTrend[i] = 1;
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else
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BufferTrend[i] = BufferTrend[i-1];
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}
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if(BufferTrend[i] == 1)
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{
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BufferSupertrend[i] = BufferLowerBand[i];
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BufferColor[i] = 0;
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if(BufferTrend[i-1] == -1)
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BufferSupertrend[i-1] = BufferLowerBand[i];
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}
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else
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{
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BufferSupertrend[i] = BufferUpperBand[i];
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BufferColor[i] = 1;
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if(BufferTrend[i-1] == 1)
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BufferSupertrend[i-1] = BufferUpperBand[i];
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}
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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