diff --git a/Indicators/MyIndicators/KeltnerChannel_HeikinAshi.mq5 b/Indicators/MyIndicators/KeltnerChannel_HeikinAshi.mq5 new file mode 100644 index 0000000..14e1913 --- /dev/null +++ b/Indicators/MyIndicators/KeltnerChannel_HeikinAshi.mq5 @@ -0,0 +1,231 @@ +//+------------------------------------------------------------------+ +//| KeltnerChannel_HeikinAshi.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "2.00" // Refactored for full recalculation and stability +#property description "Keltner Channels on Heikin Ashi data" + +#include +#include + +//--- Indicator Window and Plot Properties --- +#property indicator_chart_window +#property indicator_buffers 4 // Upper, Lower, Middle, and ATR +#property indicator_plots 3 + +//--- Plot 1: Upper Band +#property indicator_label1 "HA_Upper" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrDodgerBlue +#property indicator_style1 STYLE_DOT + +//--- Plot 2: Lower Band +#property indicator_label2 "HA_Lower" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrDodgerBlue +#property indicator_style2 STYLE_DOT + +//--- Plot 3: Middle Band (Basis) +#property indicator_label3 "HA_Basis" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrDodgerBlue +#property indicator_style3 STYLE_SOLID +#property indicator_width3 1 + +//--- Enum for selecting Heikin Ashi price source for the middle line --- +enum ENUM_HA_APPLIED_PRICE + { + HA_PRICE_CLOSE, // Heikin Ashi Close + HA_PRICE_OPEN, // Heikin Ashi Open + HA_PRICE_HIGH, // Heikin Ashi High + HA_PRICE_LOW, // Heikin Ashi Low + }; + +//--- Input Parameters --- +input int InpMaPeriod = 20; +input ENUM_MA_METHOD InpMaMethod = MODE_EMA; +input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; // HA price for the middle line +input int InpAtrPeriod = 10; +input double InpMultiplier = 2.0; + +//--- Indicator Buffers --- +double BufferUpper[]; +double BufferLower[]; +double BufferMiddle[]; +double BufferATR[]; + +//--- Intermediate Heikin Ashi Buffers --- +double ExtHaOpenBuffer[]; +double ExtHaHighBuffer[]; +double ExtHaLowBuffer[]; +double ExtHaCloseBuffer[]; + +//--- Global Objects and Variables --- +int g_ExtMaPeriod, g_ExtAtrPeriod; +double g_ExtMultiplier; +int g_handle_atr; +CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtMaPeriod = (InpMaPeriod < 1) ? 1 : InpMaPeriod; + g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod; + g_ExtMultiplier = (InpMultiplier <= 0) ? 2.0 : InpMultiplier; + + SetIndexBuffer(0, BufferUpper, INDICATOR_DATA); + SetIndexBuffer(1, BufferLower, INDICATOR_DATA); + SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA); + SetIndexBuffer(3, BufferATR, INDICATOR_CALCULATIONS); + + ArraySetAsSeries(BufferUpper, false); + ArraySetAsSeries(BufferLower, false); + ArraySetAsSeries(BufferMiddle, false); + ArraySetAsSeries(BufferATR, false); + +// ATR is always calculated on standard candles for true volatility + g_handle_atr = iATR(_Symbol, _Period, g_ExtAtrPeriod); + if(g_handle_atr == INVALID_HANDLE) + { + Print("Error creating iATR handle."); + return(INIT_FAILED); + } + + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + int draw_begin = MathMax(g_ExtMaPeriod, g_ExtAtrPeriod); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, g_ExtMaPeriod - 1); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_KC(%d,%d,%.1f)", g_ExtMaPeriod, g_ExtAtrPeriod, g_ExtMultiplier)); + +//--- 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) + { +//--- Free the calculator object + if(CheckPointer(g_ha_calculator) != POINTER_INVALID) + { + delete g_ha_calculator; + g_ha_calculator = NULL; + } +//--- Release the indicator handle + IndicatorRelease(g_handle_atr); + } + +//+------------------------------------------------------------------+ +//| Keltner Channel 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 = MathMax(g_ExtMaPeriod, g_ExtAtrPeriod); + if(rates_total <= start_pos) + 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: Get ATR values (from standard candles) + if(CopyBuffer(g_handle_atr, 0, 0, rates_total, BufferATR) < rates_total) + { + Print("Error copying iATR buffer data."); + // We don't return here, calculation can proceed with partial data + } + +//--- STEP 3: Select the source Heikin Ashi price array for the middle line + double ha_price_source[]; + switch(InpAppliedPrice) + { + case HA_PRICE_OPEN: + ArrayCopy(ha_price_source, ExtHaOpenBuffer); + break; + case HA_PRICE_HIGH: + ArrayCopy(ha_price_source, ExtHaHighBuffer); + break; + case HA_PRICE_LOW: + ArrayCopy(ha_price_source, ExtHaLowBuffer); + break; + default: + ArrayCopy(ha_price_source, ExtHaCloseBuffer); + break; + } + +//--- STEP 4: Calculate Middle, Upper, and Lower bands in a single loop + for(int i = 1; i < rates_total; i++) + { + // --- Calculate the middle line (MA on HA price) --- + if(i >= g_ExtMaPeriod - 1) + { + switch(InpMaMethod) + { + case MODE_EMA: + if(i == g_ExtMaPeriod - 1) + BufferMiddle[i] = SimpleMA(i, g_ExtMaPeriod, ha_price_source); + else + { + double pr = 2.0 / (g_ExtMaPeriod + 1.0); + BufferMiddle[i] = ha_price_source[i] * pr + BufferMiddle[i-1] * (1.0 - pr); + } + break; + case MODE_SMMA: + if(i == g_ExtMaPeriod - 1) + BufferMiddle[i] = SimpleMA(i, g_ExtMaPeriod, ha_price_source); + else + BufferMiddle[i] = (BufferMiddle[i-1] * (g_ExtMaPeriod - 1) + ha_price_source[i]) / g_ExtMaPeriod; + break; + case MODE_LWMA: + BufferMiddle[i] = LinearWeightedMA(i, g_ExtMaPeriod, ha_price_source); + break; + default: // MODE_SMA + BufferMiddle[i] = SimpleMA(i, g_ExtMaPeriod, ha_price_source); + break; + } + } + + // --- Calculate Upper and Lower bands --- + if(i >= start_pos) + { + double atr_value = BufferATR[i]; + double ma_value = BufferMiddle[i]; + + BufferUpper[i] = ma_value + (atr_value * g_ExtMultiplier); + BufferLower[i] = ma_value - (atr_value * g_ExtMultiplier); + } + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+