diff --git a/Indicators/MyIndicators/VIDYA_TrendActivity.mq5 b/Indicators/MyIndicators/VIDYA_TrendActivity.mq5 new file mode 100644 index 0000000..bc8bea0 --- /dev/null +++ b/Indicators/MyIndicators/VIDYA_TrendActivity.mq5 @@ -0,0 +1,222 @@ +//+------------------------------------------------------------------+ +//| VIDYA_TrendActivity.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "4.03" // Adjusted vertical scale +#property description "Measures the trend activity (slope) of a VIDYA line using Arctan normalization." +#property description "High values suggest a trending market, low values suggest a flat/ranging market." + +//--- 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 clrDodgerBlue +#property indicator_width1 2 +#property indicator_label1 "Activity" +#property indicator_minimum 0.0 +#property indicator_maximum 0.5 // Adjusted for better visualization + +//--- Input Parameters --- +input group "VIDYA Settings" +input int InpPeriodCMO = 9; +input int InpPeriodEMA = 12; +input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; +input group "Activity Calculation Settings" +input int InpAtrPeriod = 14; +input int InpSmoothingPeriod = 5; // Final smoothing period for the oscillator + +//--- Indicator Buffers --- +double BufferActivity[]; + +//--- Global Variables --- +int g_ExtPeriodCMO, g_ExtPeriodEMA, g_ExtAtrPeriod, g_ExtSmoothingPeriod; +double g_M_PI_2; + +//--- Forward declarations --- +double CalculateCMO(int position, int period, const double &price_array[]); + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtPeriodCMO = (InpPeriodCMO < 1) ? 1 : InpPeriodCMO; + g_ExtPeriodEMA = (InpPeriodEMA < 1) ? 1 : InpPeriodEMA; + g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod; + g_ExtSmoothingPeriod = (InpSmoothingPeriod < 1) ? 1 : InpSmoothingPeriod; + g_M_PI_2 = M_PI / 2.0; + + SetIndexBuffer(0, BufferActivity, INDICATOR_DATA); + ArraySetAsSeries(BufferActivity, false); + + int draw_begin = g_ExtPeriodCMO + g_ExtPeriodEMA + g_ExtAtrPeriod + g_ExtSmoothingPeriod; + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("VIDYA Activity(%d,%d,%d,%d)", g_ExtPeriodCMO, g_ExtPeriodEMA, g_ExtAtrPeriod, g_ExtSmoothingPeriod)); + IndicatorSetInteger(INDICATOR_DIGITS, 4); + +//--- Programmatically set the vertical scale for better visualization + IndicatorSetDouble(INDICATOR_MINIMUM, 0.0); + IndicatorSetDouble(INDICATOR_MAXIMUM, 0.5); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| VIDYA Trend Activity 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_ExtPeriodCMO + g_ExtPeriodEMA + g_ExtAtrPeriod + g_ExtSmoothingPeriod; + if(rates_total <= start_pos) + return(0); + +//--- STEP 1: Prepare the source price array for VIDYA + double price_source[]; + ArrayResize(price_source, rates_total); + for(int i=0; i vidya_start_pos) + { + double cmo = MathAbs(CalculateCMO(i, g_ExtPeriodCMO, price_source)); + buffer_vidya[i] = price_source[i] * alpha * cmo + buffer_vidya[i-1] * (1 - alpha * cmo); + } + } + +//--- STEP 3: Calculate ATR + double buffer_atr[]; + ArrayResize(buffer_atr, rates_total); + double tr[]; + ArrayResize(tr, rates_total); + for(int i = 1; i < rates_total; i++) + { + tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]); + } + for(int i = 1; i < rates_total; i++) + { + if(i == g_ExtAtrPeriod) + { + double sum_tr = 0; + for(int j = 1; j <= g_ExtAtrPeriod; j++) + sum_tr += tr[j]; + buffer_atr[i] = sum_tr / g_ExtAtrPeriod; + } + else + if(i > g_ExtAtrPeriod) + { + buffer_atr[i] = (buffer_atr[i-1] * (g_ExtAtrPeriod - 1) + tr[i]) / g_ExtAtrPeriod; + } + } + +//--- STEP 4: Calculate Raw Activity and Scale it using MathArctan + double scaled_activity[]; + ArrayResize(scaled_activity, rates_total); + for(int i = vidya_start_pos + 1; i < rates_total; i++) + { + if(buffer_atr[i] > 0) + { + double raw_activity = MathAbs(buffer_vidya[i] - buffer_vidya[i-1]) / buffer_atr[i]; + scaled_activity[i] = MathArctan(raw_activity) / g_M_PI_2; + } + } + +//--- STEP 5: Calculate Final Oscillator (SMA of Scaled Activity) + double sum = 0; + int final_start_pos = vidya_start_pos + g_ExtSmoothingPeriod; + for(int i = vidya_start_pos + 1; i < rates_total; i++) + { + sum += scaled_activity[i]; + if(i >= final_start_pos) + { + if(i > final_start_pos) + { + sum -= scaled_activity[i - g_ExtSmoothingPeriod]; + } + BufferActivity[i] = sum / g_ExtSmoothingPeriod; + } + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| Calculates Chande Momentum Oscillator (CMO) for a given position | +//+------------------------------------------------------------------+ +double CalculateCMO(int position, int period, const double &price_array[]) + { + if(position < period) + return 0.0; + + double sum_up = 0.0; + double sum_down = 0.0; + + for(int i = 0; i < period; i++) + { + double diff = price_array[position - i] - price_array[position - i - 1]; + if(diff > 0.0) + sum_up += diff; + else + sum_down += (-diff); + } + + if(sum_up + sum_down == 0.0) + return 0.0; + + return (sum_up - sum_down) / (sum_up + sum_down); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+