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:
@@ -0,0 +1,279 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| StochRSI_Pro_HeikinAshi.mq5 |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
#property link ""
|
||||
#property version "1.00"
|
||||
#property description "Stochastic RSI Pro on Heikin Ashi data"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//--- Indicator Window and Level Properties ---
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 4 // %K, %D, RawK, and HA_RSI buffer
|
||||
#property indicator_plots 2
|
||||
#property indicator_level1 20.0
|
||||
#property indicator_level2 80.0
|
||||
#property indicator_minimum -10.0
|
||||
#property indicator_maximum 110.0
|
||||
|
||||
//--- Plot 1: %K line
|
||||
#property indicator_label1 "HA_%K"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrLightSeaGreen
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
|
||||
//--- Plot 2: %D line
|
||||
#property indicator_label2 "HA_%D"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrRed
|
||||
#property indicator_style2 STYLE_DOT
|
||||
#property indicator_width2 1
|
||||
|
||||
//--- Input Parameters ---
|
||||
input int InpRSIPeriod = 14;
|
||||
input int InpKPeriod = 14;
|
||||
input int InpSlowingPeriod = 3;
|
||||
input ENUM_MA_METHOD InpSlowingMAType = MODE_SMA;
|
||||
input int InpDPeriod = 3;
|
||||
input ENUM_MA_METHOD InpDMAType = MODE_SMMA;
|
||||
|
||||
//--- Indicator Buffers ---
|
||||
double BufferK[];
|
||||
double BufferD[];
|
||||
double BufferHA_RSI[];
|
||||
double BufferRawStochK[];
|
||||
|
||||
//--- Global Objects and Variables ---
|
||||
int g_ExtRSIPeriod, g_ExtKPeriod, g_ExtSlowingPeriod, g_ExtDPeriod;
|
||||
CHeikinAshi_RSI_Calculator *g_ha_rsi_calculator;
|
||||
|
||||
//--- Forward declarations for helper functions ---
|
||||
double Highest(const double &array[], int period, int current_pos);
|
||||
double Lowest(const double &array[], int period, int current_pos);
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
g_ExtRSIPeriod = (InpRSIPeriod < 1) ? 1 : InpRSIPeriod;
|
||||
g_ExtKPeriod = (InpKPeriod < 1) ? 1 : InpKPeriod;
|
||||
g_ExtSlowingPeriod = (InpSlowingPeriod < 1) ? 1 : InpSlowingPeriod;
|
||||
g_ExtDPeriod = (InpDPeriod < 1) ? 1 : InpDPeriod;
|
||||
|
||||
SetIndexBuffer(0, BufferK, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, BufferD, INDICATOR_DATA);
|
||||
SetIndexBuffer(2, BufferHA_RSI, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(3, BufferRawStochK, INDICATOR_CALCULATIONS);
|
||||
|
||||
ArraySetAsSeries(BufferK, false);
|
||||
ArraySetAsSeries(BufferD, false);
|
||||
ArraySetAsSeries(BufferHA_RSI, false);
|
||||
ArraySetAsSeries(BufferRawStochK, false);
|
||||
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod - 3);
|
||||
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 4);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_StochRSI_Pro(%d,%d,%d,%d)", g_ExtRSIPeriod, g_ExtKPeriod, g_ExtSlowingPeriod, g_ExtDPeriod));
|
||||
|
||||
g_ha_rsi_calculator = new CHeikinAshi_RSI_Calculator();
|
||||
if(CheckPointer(g_ha_rsi_calculator) == POINTER_INVALID)
|
||||
{
|
||||
Print("Error creating CHeikinAshi_RSI_Calculator object");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator deinitialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(CheckPointer(g_ha_rsi_calculator) != POINTER_INVALID)
|
||||
{
|
||||
delete g_ha_rsi_calculator;
|
||||
g_ha_rsi_calculator = NULL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Pro Stochastic RSI 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_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 3;
|
||||
if(rates_total <= start_pos)
|
||||
return(0);
|
||||
|
||||
//--- STEP 1: Calculate Heikin Ashi RSI values using our toolkit
|
||||
if(!g_ha_rsi_calculator.Calculate(rates_total, g_ExtRSIPeriod, open, high, low, close, BufferHA_RSI))
|
||||
{
|
||||
Print("Heikin Ashi RSI calculation failed.");
|
||||
return(0);
|
||||
}
|
||||
|
||||
//--- STEP 2: Calculate Raw Stochastic %K on the HA_RSI buffer
|
||||
int raw_k_start_pos = g_ExtRSIPeriod + g_ExtKPeriod - 2;
|
||||
for(int i = raw_k_start_pos; i < rates_total; i++)
|
||||
{
|
||||
double highest_ha_rsi = Highest(BufferHA_RSI, g_ExtKPeriod, i);
|
||||
double lowest_ha_rsi = Lowest(BufferHA_RSI, g_ExtKPeriod, i);
|
||||
double range = highest_ha_rsi - lowest_ha_rsi;
|
||||
if(range > 0.00001)
|
||||
BufferRawStochK[i] = (BufferHA_RSI[i] - lowest_ha_rsi) / range * 100.0;
|
||||
else
|
||||
BufferRawStochK[i] = (i > 0) ? BufferRawStochK[i-1] : 50.0;
|
||||
}
|
||||
|
||||
//--- STEP 3: Calculate %K (Main Line) by smoothing Raw %K
|
||||
int k_slow_start_pos = g_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod - 3;
|
||||
for(int i = k_slow_start_pos; i < rates_total; i++)
|
||||
{
|
||||
switch(InpSlowingMAType)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == k_slow_start_pos)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtSlowingPeriod; j++)
|
||||
sum+=BufferRawStochK[i-j];
|
||||
BufferK[i] = sum/g_ExtSlowingPeriod;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(InpSlowingMAType == MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(g_ExtSlowingPeriod+1.0);
|
||||
BufferK[i] = BufferRawStochK[i]*pr + BufferK[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
BufferK[i] = (BufferK[i-1]*(g_ExtSlowingPeriod-1)+BufferRawStochK[i])/g_ExtSlowingPeriod;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum=0, weight_sum=0;
|
||||
for(int j=0; j<g_ExtSlowingPeriod; j++)
|
||||
{
|
||||
int weight=g_ExtSlowingPeriod-j;
|
||||
lwma_sum+=BufferRawStochK[i-j]*weight;
|
||||
weight_sum+=weight;
|
||||
}
|
||||
if(weight_sum>0)
|
||||
BufferK[i]=lwma_sum/weight_sum;
|
||||
}
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtSlowingPeriod; j++)
|
||||
sum+=BufferRawStochK[i-j];
|
||||
BufferK[i] = sum/g_ExtSlowingPeriod;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 4: Calculate %D (Signal Line) by smoothing %K
|
||||
int d_start_pos = g_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 4;
|
||||
for(int i = d_start_pos; i < rates_total; i++)
|
||||
{
|
||||
switch(InpDMAType)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == d_start_pos)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtDPeriod; j++)
|
||||
sum+=BufferK[i-j];
|
||||
BufferD[i] = sum/g_ExtDPeriod;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(InpDMAType == MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(g_ExtDPeriod+1.0);
|
||||
BufferD[i] = BufferK[i]*pr + BufferD[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
BufferD[i] = (BufferD[i-1]*(g_ExtDPeriod-1)+BufferK[i])/g_ExtDPeriod;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum=0, weight_sum=0;
|
||||
for(int j=0; j<g_ExtDPeriod; j++)
|
||||
{
|
||||
int weight=g_ExtDPeriod-j;
|
||||
lwma_sum+=BufferK[i-j]*weight;
|
||||
weight_sum+=weight;
|
||||
}
|
||||
if(weight_sum>0)
|
||||
BufferD[i]=lwma_sum/weight_sum;
|
||||
}
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtDPeriod; j++)
|
||||
sum+=BufferK[i-j];
|
||||
BufferD[i] = sum/g_ExtDPeriod;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Finds the highest value in a given period of an array. |
|
||||
//+------------------------------------------------------------------+
|
||||
double Highest(const double &array[], int period, int current_pos)
|
||||
{
|
||||
double res = array[current_pos];
|
||||
for(int i = 1; i < period; i++)
|
||||
{
|
||||
int index = current_pos - i;
|
||||
if(index < 0)
|
||||
break;
|
||||
if(res < array[index])
|
||||
res = array[index];
|
||||
}
|
||||
return(res);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Finds the lowest value in a given period of an array. |
|
||||
//+------------------------------------------------------------------+
|
||||
double Lowest(const double &array[], int period, int current_pos)
|
||||
{
|
||||
double res = array[current_pos];
|
||||
for(int i = 1; i < period; i++)
|
||||
{
|
||||
int index = current_pos - i;
|
||||
if(index < 0)
|
||||
break;
|
||||
if(res > array[index])
|
||||
res = array[index];
|
||||
}
|
||||
return(res);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user