diff --git a/Indicators/MyIndicators/Holt_Channel.mq5 b/Indicators/MyIndicators/Holt_Channel.mq5 new file mode 100644 index 0000000..198c669 --- /dev/null +++ b/Indicators/MyIndicators/Holt_Channel.mq5 @@ -0,0 +1,125 @@ +//+------------------------------------------------------------------+ +//| Holt_Channel.mq5 | +//| Copyright 2025, xxxxxxxx| +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property version "1.00" +#property description "Holt's Forecast Channel. Displays a channel based on" +#property description "the multi-period forecast of the Holt's Linear Trend model." + +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 3 + +#include + +//--- Plot 1: Upper Band +#property indicator_label1 "Upper Channel" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrSilver +#property indicator_style1 STYLE_DOT +#property indicator_width1 1 + +//--- Plot 2: Lower Band +#property indicator_label2 "Lower Channel" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrSilver +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Plot 3: Center Line (Holt MA) +#property indicator_label3 "Center Line" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrMediumSeaGreen +#property indicator_style3 STYLE_SOLID +#property indicator_width3 2 + +//--- Input Parameters --- +input int InpPeriod = 20; +input double InpAlpha = 0.1; +input double InpBeta = 0.05; +input int InpForecastPeriod = 5; // Forecast period for the channel +input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; + +//--- Indicator Buffers --- +double BufferUpperBand[]; +double BufferLowerBand[]; +double BufferCenterLine[]; + +//--- Global calculator object --- +CHoltMACalculator *g_calculator; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + SetIndexBuffer(0, BufferUpperBand, INDICATOR_DATA); + SetIndexBuffer(1, BufferLowerBand, INDICATOR_DATA); + SetIndexBuffer(2, BufferCenterLine, INDICATOR_DATA); + + ArraySetAsSeries(BufferUpperBand, false); + ArraySetAsSeries(BufferLowerBand, false); + ArraySetAsSeries(BufferCenterLine, false); + + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, 2); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, 2); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Holt Channel(%d, %d)", InpPeriod, InpForecastPeriod)); + + g_calculator = new CHoltMACalculator(); + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpAlpha, InpBeta)) + { + Print("Failed to initialize Holt MA Calculator."); + return(INIT_FAILED); + } + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function. | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + } + +//+------------------------------------------------------------------+ +//| Custom indicator iteration 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[]) + { + if(CheckPointer(g_calculator) != POINTER_INVALID) + { + //--- Step 1: Run the main calculation to get the core components + double trend_buffer[]; + g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferCenterLine, trend_buffer); + + //--- Step 2: Calculate the channel bands based on the forecast and trend + int forecast_period = (InpForecastPeriod < 1) ? 1 : InpForecastPeriod; + + for(int i = 2; i < rates_total; i++) + { + // Reconstruct the Level component: Level = Forecast - Trend + double level = BufferCenterLine[i] - trend_buffer[i]; + + // Calculate the multi-period forecast for the bands + BufferUpperBand[i] = level + forecast_period * trend_buffer[i]; + BufferLowerBand[i] = level - forecast_period * trend_buffer[i]; + } + } + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+