diff --git a/Indicators/MyIndicators/Supertrend_HeikinAshi_Pure.mq5 b/Indicators/MyIndicators/Supertrend_HeikinAshi_Pure.mq5 new file mode 100644 index 0000000..3ea2368 --- /dev/null +++ b/Indicators/MyIndicators/Supertrend_HeikinAshi_Pure.mq5 @@ -0,0 +1,200 @@ +//+------------------------------------------------------------------+ +//| Supertrend_HeikinAshi_Pure.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "3.00" // Pure Heikin Ashi version with manual ATR +#property description "Supertrend Indicator based entirely on Heikin Ashi data" + +#include +#include + +//--- Indicator Window and Plot Properties --- +#property indicator_chart_window +#property indicator_buffers 6 // Supertrend, Color, HA_ATR, Upper, Lower, Trend +#property indicator_plots 1 + +//--- Plot 1: Supertrend line +#property indicator_label1 "HA_Supertrend_Pure" +#property indicator_type1 DRAW_COLOR_LINE +#property indicator_color1 clrLimeGreen, clrTomato +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- Input Parameters --- +input int InpAtrPeriod = 10; +input double InpFactor = 3.0; + +//--- Indicator Buffers --- +double BufferSupertrend[]; +double BufferColor[]; +double BufferHA_ATR[]; +double BufferUpperBand[]; +double BufferLowerBand[]; +double BufferTrend[]; + +//--- Intermediate Heikin Ashi Buffers --- +double ExtHaOpenBuffer[]; +double ExtHaHighBuffer[]; +double ExtHaLowBuffer[]; +double ExtHaCloseBuffer[]; + +//--- Global Objects and Variables --- +int g_ExtAtrPeriod; +double g_ExtFactor; +CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod; + g_ExtFactor = (InpFactor <= 0) ? 3.0 : InpFactor; + + SetIndexBuffer(0, BufferSupertrend, INDICATOR_DATA); + SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufferHA_ATR, INDICATOR_CALCULATIONS); + SetIndexBuffer(3, BufferUpperBand, INDICATOR_CALCULATIONS); + SetIndexBuffer(4, BufferLowerBand, INDICATOR_CALCULATIONS); + SetIndexBuffer(5, BufferTrend, INDICATOR_CALCULATIONS); + + ArraySetAsSeries(BufferSupertrend, false); + ArraySetAsSeries(BufferColor, false); + ArraySetAsSeries(BufferHA_ATR, false); + ArraySetAsSeries(BufferUpperBand, false); + ArraySetAsSeries(BufferLowerBand, false); + ArraySetAsSeries(BufferTrend, false); + + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAtrPeriod); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_Supertrend_Pure(%d, %.1f)", g_ExtAtrPeriod, g_ExtFactor)); + +//--- Create the calculator instance + 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; + } + +//+------------------------------------------------------------------+ +//| Supertrend 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); + +//--- Resize intermediate buffers + ArrayResize(ExtHaOpenBuffer, rates_total); + ArrayResize(ExtHaHighBuffer, rates_total); + ArrayResize(ExtHaLowBuffer, rates_total); + ArrayResize(ExtHaCloseBuffer, rates_total); + +//--- STEP 1: Calculate Heikin Ashi bars + g_ha_calculator.Calculate(rates_total, open, high, low, close, + ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer); + +//--- STEP 2: Calculate Heikin Ashi True Range + double ha_tr[]; + ArrayResize(ha_tr, rates_total); + for(int i = 1; i < rates_total; i++) + { + ha_tr[i] = MathMax(ExtHaHighBuffer[i], ExtHaCloseBuffer[i-1]) - MathMin(ExtHaLowBuffer[i], ExtHaCloseBuffer[i-1]); + } + +//--- STEP 3: Calculate Heikin Ashi ATR and Supertrend in a single loop + for(int i = 1; i < rates_total; i++) + { + // --- Calculate Heikin Ashi ATR (using Wilder's smoothing) --- + if(i == g_ExtAtrPeriod) // Initialization with SMA + { + BufferHA_ATR[i] = SimpleMA(i, g_ExtAtrPeriod, ha_tr); + } + else + if(i > g_ExtAtrPeriod) // Recursive calculation + { + BufferHA_ATR[i] = (BufferHA_ATR[i-1] * (g_ExtAtrPeriod - 1) + ha_tr[i]) / g_ExtAtrPeriod; + } + + // --- Calculate Supertrend Bands and Trend --- + if(i >= g_ExtAtrPeriod) + { + double ha_hl2 = (ExtHaHighBuffer[i] + ExtHaLowBuffer[i]) / 2.0; + double atr_val = g_ExtFactor * BufferHA_ATR[i]; + + double upper_basic = ha_hl2 + atr_val; + double lower_basic = ha_hl2 - atr_val; + + if(upper_basic < BufferUpperBand[i-1] || ExtHaCloseBuffer[i-1] > BufferUpperBand[i-1]) + BufferUpperBand[i] = upper_basic; + else + BufferUpperBand[i] = BufferUpperBand[i-1]; + + if(lower_basic > BufferLowerBand[i-1] || ExtHaCloseBuffer[i-1] < BufferLowerBand[i-1]) + BufferLowerBand[i] = lower_basic; + else + BufferLowerBand[i] = BufferLowerBand[i-1]; + + if(i == g_ExtAtrPeriod) + { + if(ExtHaCloseBuffer[i] > ha_hl2) + BufferTrend[i] = 1; + else + BufferTrend[i] = -1; + } + else + { + if(BufferTrend[i-1] == 1 && ExtHaCloseBuffer[i] < BufferLowerBand[i]) + BufferTrend[i] = -1; + else + if(BufferTrend[i-1] == -1 && ExtHaCloseBuffer[i] > BufferUpperBand[i]) + BufferTrend[i] = 1; + else + BufferTrend[i] = BufferTrend[i-1]; + } + + if(BufferTrend[i] == 1) + { + BufferSupertrend[i] = BufferLowerBand[i]; + BufferColor[i] = 0; + if(BufferTrend[i-1] == -1) + BufferSupertrend[i-1] = BufferLowerBand[i]; + } + else + { + BufferSupertrend[i] = BufferUpperBand[i]; + BufferColor[i] = 1; + if(BufferTrend[i-1] == 1) + BufferSupertrend[i-1] = BufferUpperBand[i]; + } + } + } + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+