From c50cd1a67179af439669fa34e8ce74af972f2d3e Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Wed, 27 Aug 2025 13:36:15 +0200
Subject: [PATCH] new files added

---
 .../Authors/Blau/Blau_Ergodic_DTI.mq5         | 220 ++++++++++++++++++
 1 file changed, 220 insertions(+)
 create mode 100644 Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI.mq5

diff --git a/Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI.mq5 b/Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI.mq5
new file mode 100644
index 0000000..1dde05e
--- /dev/null
+++ b/Indicators/MyIndicators/Authors/Blau/Blau_Ergodic_DTI.mq5
@@ -0,0 +1,220 @@
+//+------------------------------------------------------------------+
+//|                                         Blau_Ergodic_DTI.mq5     |
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "1.00"
+#property description "Ergodic Directional Trend Index (DTI) by William Blau."
+#property description "Combines DTI with an optional, configurable signal line."
+
+//--- 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  "Ergodic DTI"
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  clrOrangeRed
+#property indicator_label2  "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;       // Momentum Period
+input int                InpSlowPeriod   = 20;      // Slow EMA Period (1st smoothing)
+input int                InpFastPeriod   = 5;       // Fast EMA Period (2nd smoothing)
+input group              "Signal Line Settings"
+input int                InpSignalPeriod = 3;       // Signal Line Period
+input ENUM_MA_METHOD     InpSignalMAType = MODE_EMA;  // Signal Line MA Type
+
+//--- Indicator Buffers ---
+double    BufferDTI[];
+double    BufferSignal[];
+
+//--- Global Variables ---
+int       g_ExtMomentumPeriod, g_ExtSlowPeriod, g_ExtFastPeriod, g_ExtSignalPeriod;
+
+//+------------------------------------------------------------------+
+//| 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("Ergodic DTI(%d,%d,%d)", g_ExtSlowPeriod, g_ExtFastPeriod, g_ExtSignalPeriod));
+   IndicatorSetInteger(INDICATOR_DIGITS, 2);
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//| Ergodic DTI 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);
+
+//--- STEP 1: Calculate Composite High/Low Momentum and its Absolute Value
+   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 = high[i] - high[i - g_ExtMomentumPeriod];
+      if(up_mtm < 0)
+         up_mtm = 0;
+
+      double down_mtm = low[i - g_ExtMomentumPeriod] - low[i];
+      if(down_mtm < 0)
+         down_mtm = 0;
+
+      hlm[i] = up_mtm - down_mtm;
+      abs_hlm[i] = MathAbs(hlm[i]);
+     }
+
+//--- STEP 2: 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 3: 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 4: 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 5: 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);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+