From b05a22a20389c04e1c8448ffa16f966672412b09 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 27 Aug 2025 13:37:14 +0200 Subject: [PATCH] new files added --- .../Blau/Blau_Ergodic_DTI_HeikinAshi.mq5 | 250 ++++++++++++++++++ 1 file changed, 250 insertions(+) create mode 100644 Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI_HeikinAshi.mq5 diff --git a/Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI_HeikinAshi.mq5 b/Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI_HeikinAshi.mq5 new file mode 100644 index 0000000..c763b81 --- /dev/null +++ b/Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI_HeikinAshi.mq5 @@ -0,0 +1,250 @@ +//+------------------------------------------------------------------+ +//| 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 + +//--- 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 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; j0) + BufferSignal[i]=lwma_sum/weight_sum; + } + break; + default: // MODE_SMA + { + double sum=0; + for(int j=0; j