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//+------------------------------------------------------------------+
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//| MFI_HeikinAshi.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 "2.01" // Corrected volume source handling
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#property description "Money Flow Index on Heikin Ashi data, with a signal line."
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_separate_window
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#property indicator_buffers 2 // MFI and Signal Line
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#property indicator_plots 2
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#property indicator_maximum 100.0
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#property indicator_minimum 0.0
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#property indicator_level1 20.0
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#property indicator_level2 80.0
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#property indicator_level3 50.0
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: MFI line
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#property indicator_label1 "HA_MFI"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: Signal line
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#property indicator_label2 "HA_Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrangeRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Input Parameters ---
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input int InpMFIPeriod = 14;
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
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input group "Signal Line Settings"
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input int InpMAPeriod = 9;
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input ENUM_MA_METHOD InpMAMethod = MODE_SMA;
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//--- Indicator Buffers ---
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double BufferMFI[];
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double BufferSignal[];
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//--- Global Objects and Variables ---
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int g_ExtMFIPeriod, g_ExtMAPeriod;
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CHeikinAshi_Calculator *g_ha_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_ExtMFIPeriod = (InpMFIPeriod < 1) ? 1 : InpMFIPeriod;
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g_ExtMAPeriod = (InpMAPeriod < 1) ? 1 : InpMAPeriod;
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SetIndexBuffer(0, BufferMFI, INDICATOR_DATA);
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SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
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ArraySetAsSeries(BufferMFI, false);
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ArraySetAsSeries(BufferSignal, false);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtMFIPeriod);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtMFIPeriod + g_ExtMAPeriod - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_MFI(%d, %d)", g_ExtMFIPeriod, g_ExtMAPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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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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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| MFI 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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int start_pos = g_ExtMFIPeriod + g_ExtMAPeriod;
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if(rates_total <= start_pos)
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return(0);
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//--- Intermediate Heikin Ashi Buffers
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, 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, ha_open, ha_high, ha_low, ha_close);
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//--- STEP 2: Calculate HA Typical Price and Raw Money Flow
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double ha_typical_price[], raw_money_flow[];
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ArrayResize(ha_typical_price, rates_total);
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ArrayResize(raw_money_flow, rates_total);
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for(int i=0; i<rates_total; i++)
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{
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ha_typical_price[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
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// --- FIX: Use ternary operator to select volume source ---
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raw_money_flow[i] = ha_typical_price[i] * ((InpVolumeType == VOLUME_TICK) ? tick_volume[i] : volume[i]);
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}
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//--- STEP 3: Calculate Positive and Negative Money Flow
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double positive_mf[], negative_mf[];
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ArrayResize(positive_mf, rates_total);
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ArrayResize(negative_mf, rates_total);
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for(int i=1; i<rates_total; i++)
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{
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if(ha_typical_price[i] > ha_typical_price[i-1])
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{
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positive_mf[i] = raw_money_flow[i];
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}
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else
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if(ha_typical_price[i] < ha_typical_price[i-1])
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{
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negative_mf[i] = raw_money_flow[i];
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}
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}
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//--- STEP 4: Calculate Money Flow Ratio and MFI using a sliding window sum
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double sum_pos = 0;
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double sum_neg = 0;
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for(int i = 1; i < rates_total; i++)
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{
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sum_pos += positive_mf[i];
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sum_neg += negative_mf[i];
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if(i > g_ExtMFIPeriod)
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{
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sum_pos -= positive_mf[i - g_ExtMFIPeriod];
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sum_neg -= negative_mf[i - g_ExtMFIPeriod];
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}
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if(i >= g_ExtMFIPeriod)
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{
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if(sum_neg > 0)
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{
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double money_ratio = sum_pos / sum_neg;
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BufferMFI[i] = 100.0 - (100.0 / (1.0 + money_ratio));
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}
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else
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{
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BufferMFI[i] = 100.0;
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}
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}
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}
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//--- STEP 5: Calculate the Signal Line (MA of MFI)
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int ma_start_pos = g_ExtMFIPeriod + g_ExtMAPeriod - 1;
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for(int i = ma_start_pos; i < rates_total; i++)
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{
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switch(InpMAMethod)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == ma_start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtMAPeriod; j++)
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sum+=BufferMFI[i-j];
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BufferSignal[i] = sum/g_ExtMAPeriod;
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}
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else
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{
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if(InpMAMethod == MODE_EMA)
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{
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double pr=2.0/(g_ExtMAPeriod+1.0);
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BufferSignal[i] = BufferMFI[i]*pr + BufferSignal[i-1]*(1.0-pr);
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}
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else
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BufferSignal[i] = (BufferSignal[i-1]*(g_ExtMAPeriod-1)+BufferMFI[i])/g_ExtMAPeriod;
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}
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break;
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case MODE_LWMA:
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{
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double lwma_sum=0, weight_sum=0;
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for(int j=0; j<g_ExtMAPeriod; j++)
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{
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int weight=g_ExtMAPeriod-j;
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lwma_sum+=BufferMFI[i-j]*weight;
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weight_sum+=weight;
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}
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if(weight_sum>0)
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BufferSignal[i]=lwma_sum/weight_sum;
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}
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break;
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default: // MODE_SMA
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{
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double sum=0;
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for(int j=0; j<g_ExtMAPeriod; j++)
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sum+=BufferMFI[i-j];
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BufferSignal[i] = sum/g_ExtMAPeriod;
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}
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break;
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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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