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Toh4iem9
2025-08-27 13:37:14 +02:00
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Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI_HeikinAshi.mq5
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//+------------------------------------------------------------------+
//| Blau_Ergodic_DTI_HeikinAshi.mq5|
//| Copyright 2025, xxxxxxxx |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.00"
#property description "Ergodic DTI on Heikin Ashi data, with a signal line."
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Indicator Window and Plot Properties ---
#property indicator_separate_window
#property indicator_buffers 2 // DTI and Signal Line
#property indicator_plots 2
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_label1 "HA_Ergodic_DTI"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrOrangeRed
#property indicator_label2 "HA_Signal"
#property indicator_style2 STYLE_DOT
#property indicator_level1 -25.0
#property indicator_level2 25.0
#property indicator_level3 0.0
#property indicator_levelstyle STYLE_DOT
//--- Input Parameters ---
input int InpMomentumPeriod = 1;
input int InpSlowPeriod = 20;
input int InpFastPeriod = 5;
input group "Signal Line Settings"
input int InpSignalPeriod = 3;
input ENUM_MA_METHOD InpSignalMAType = MODE_EMA;
//--- Indicator Buffers ---
double BufferDTI[];
double BufferSignal[];
//--- Global Objects and Variables ---
int g_ExtMomentumPeriod, g_ExtSlowPeriod, g_ExtFastPeriod, g_ExtSignalPeriod;
CHeikinAshi_Calculator *g_ha_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
g_ExtMomentumPeriod = (InpMomentumPeriod < 1) ? 1 : InpMomentumPeriod;
g_ExtSlowPeriod = (InpSlowPeriod < 1) ? 1 : InpSlowPeriod;
g_ExtFastPeriod = (InpFastPeriod < 1) ? 1 : InpFastPeriod;
g_ExtSignalPeriod = (InpSignalPeriod < 1) ? 1 : InpSignalPeriod;
SetIndexBuffer(0, BufferDTI, INDICATOR_DATA);
SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
ArraySetAsSeries(BufferDTI, false);
ArraySetAsSeries(BufferSignal, false);
int dti_draw_begin = g_ExtMomentumPeriod + g_ExtSlowPeriod + g_ExtFastPeriod;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, dti_draw_begin);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, dti_draw_begin + g_ExtSignalPeriod - 1);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_Ergodic_DTI(%d,%d,%d)", g_ExtSlowPeriod, g_ExtFastPeriod, g_ExtSignalPeriod));
IndicatorSetInteger(INDICATOR_DIGITS, 2);
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;
g_ha_calculator = NULL;
}
}
//+------------------------------------------------------------------+
//| Ergodic DTI 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_ExtMomentumPeriod + g_ExtSlowPeriod + g_ExtFastPeriod + g_ExtSignalPeriod;
if(rates_total <= start_pos)
return(0);
//--- Intermediate Heikin Ashi Buffers
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
//--- STEP 1: Calculate Heikin Ashi bars
g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
//--- STEP 2: Calculate Composite High/Low Momentum on HA data
double hlm[], abs_hlm[];
ArrayResize(hlm, rates_total);
ArrayResize(abs_hlm, rates_total);
for(int i = g_ExtMomentumPeriod; i < rates_total; i++)
{
double up_mtm = ha_high[i] - ha_high[i - g_ExtMomentumPeriod];
if(up_mtm < 0)
up_mtm = 0;
double down_mtm = ha_low[i - g_ExtMomentumPeriod] - ha_low[i];
if(down_mtm < 0)
down_mtm = 0;
hlm[i] = up_mtm - down_mtm;
abs_hlm[i] = MathAbs(hlm[i]);
}
//--- STEP 3: First EMA Smoothing (Slow Period)
double ema1_hlm[], ema1_abs_hlm[];
ArrayResize(ema1_hlm, rates_total);
ArrayResize(ema1_abs_hlm, rates_total);
double pr_slow = 2.0 / (g_ExtSlowPeriod + 1.0);
int ema1_start_pos = g_ExtMomentumPeriod + g_ExtSlowPeriod -1;
for(int i = ema1_start_pos; i < rates_total; i++)
{
if(i == ema1_start_pos)
{
double sum_hlm=0, sum_abs_hlm=0;
for(int j=0; j<g_ExtSlowPeriod; j++)
{
sum_hlm += hlm[i-j];
sum_abs_hlm += abs_hlm[i-j];
}
ema1_hlm[i] = sum_hlm / g_ExtSlowPeriod;
ema1_abs_hlm[i] = sum_abs_hlm / g_ExtSlowPeriod;
}
else
{
ema1_hlm[i] = hlm[i] * pr_slow + ema1_hlm[i-1] * (1.0 - pr_slow);
ema1_abs_hlm[i] = abs_hlm[i] * pr_slow + ema1_abs_hlm[i-1] * (1.0 - pr_slow);
}
}
//--- STEP 4: Second EMA Smoothing (Fast Period)
double ema2_hlm[], ema2_abs_hlm[];
ArrayResize(ema2_hlm, rates_total);
ArrayResize(ema2_abs_hlm, rates_total);
double pr_fast = 2.0 / (g_ExtFastPeriod + 1.0);
int ema2_start_pos = ema1_start_pos + g_ExtFastPeriod - 1;
for(int i = ema2_start_pos; i < rates_total; i++)
{
if(i == ema2_start_pos)
{
double sum_ema1=0, sum_abs_ema1=0;
for(int j=0; j<g_ExtFastPeriod; j++)
{
sum_ema1 += ema1_hlm[i-j];
sum_abs_ema1 += ema1_abs_hlm[i-j];
}
ema2_hlm[i] = sum_ema1 / g_ExtFastPeriod;
ema2_abs_hlm[i] = sum_abs_ema1 / g_ExtFastPeriod;
}
else
{
ema2_hlm[i] = ema1_hlm[i] * pr_fast + ema2_hlm[i-1] * (1.0 - pr_fast);
ema2_abs_hlm[i] = ema1_abs_hlm[i] * pr_fast + ema2_abs_hlm[i-1] * (1.0 - pr_fast);
}
}
//--- STEP 5: Calculate final DTI value
for(int i = ema2_start_pos; i < rates_total; i++)
{
if(ema2_abs_hlm[i] > 0)
{
BufferDTI[i] = 100 * (ema2_hlm[i] / ema2_abs_hlm[i]);
}
}
//--- STEP 6: Calculate the Signal Line
int signal_start_pos = ema2_start_pos + g_ExtSignalPeriod - 1;
for(int i = signal_start_pos; i < rates_total; i++)
{
switch(InpSignalMAType)
{
case MODE_EMA:
case MODE_SMMA:
if(i == signal_start_pos)
{
double sum=0;
for(int j=0; j<g_ExtSignalPeriod; j++)
sum+=BufferDTI[i-j];
BufferSignal[i] = sum/g_ExtSignalPeriod;
}
else
{
if(InpSignalMAType == MODE_EMA)
{
double pr=2.0/(g_ExtSignalPeriod+1.0);
BufferSignal[i] = BufferDTI[i]*pr + BufferSignal[i-1]*(1.0-pr);
}
else
BufferSignal[i] = (BufferSignal[i-1]*(g_ExtSignalPeriod-1)+BufferDTI[i])/g_ExtSignalPeriod;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtSignalPeriod; j++)
{
int weight=g_ExtSignalPeriod-j;
lwma_sum+=BufferDTI[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
BufferSignal[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtSignalPeriod; j++)
sum+=BufferDTI[i-j];
BufferSignal[i] = sum/g_ExtSignalPeriod;
}
break;
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+