new files added

2026-07-27 20:47:44 +00:00 · 2025-08-19 08:50:57 +02:00
parent 302d5fdb5d
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+//+------------------------------------------------------------------+
+//|                                          ALMA_HeikinAshi.mq5     |
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "2.01" // Fixed indexing logic in ALMA calculation
+#property description "Arnaud Legoux Moving Average (ALMA) on Heikin Ashi data"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//--- Indicator Window and Plot Properties ---
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+
+//--- Plot 1: ALMA line
+#property indicator_label1  "HA_ALMA"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrMediumVioletRed
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+//--- Enum for selecting Heikin Ashi price source ---
+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                  InpAlmaPeriod   = 9;
+input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
+input double               InpAlmaOffset   = 0.85;
+input double               InpAlmaSigma    = 6.0;
+
+//--- Indicator Buffers ---
+double    BufferHA_ALMA[];
+
+//--- Intermediate Heikin Ashi Buffers ---
+double    ExtHaOpenBuffer[];
+double    ExtHaHighBuffer[];
+double    ExtHaLowBuffer[];
+double    ExtHaCloseBuffer[];
+
+//--- Global Objects and Variables ---
+int                       g_ExtAlmaPeriod;
+double                    g_ExtAlmaOffset;
+double                    g_ExtAlmaSigma;
+CHeikinAshi_Calculator   *g_ha_calculator; // Pointer to our Heikin Ashi calculator
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   g_ExtAlmaPeriod = (InpAlmaPeriod < 1) ? 1 : InpAlmaPeriod;
+   g_ExtAlmaOffset = InpAlmaOffset;
+   g_ExtAlmaSigma  = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma;
+
+   SetIndexBuffer(0, BufferHA_ALMA, INDICATOR_DATA);
+   ArraySetAsSeries(BufferHA_ALMA, false);
+
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAlmaPeriod - 1);
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ALMA(%d, %.2f, %.1f)", g_ExtAlmaPeriod, g_ExtAlmaOffset, g_ExtAlmaSigma));
+
+//--- 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 to prevent memory leaks
+   if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
+     {
+      delete g_ha_calculator;
+      g_ha_calculator = NULL;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Arnaud Legoux Moving Average 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[])
+  {
+   if(rates_total < g_ExtAlmaPeriod)
+      return(0);
+
+//--- Resize intermediate buffers to match the available bars
+   ArrayResize(ExtHaOpenBuffer, rates_total);
+   ArrayResize(ExtHaHighBuffer, rates_total);
+   ArrayResize(ExtHaLowBuffer, rates_total);
+   ArrayResize(ExtHaCloseBuffer, rates_total);
+
+//--- STEP 1: Calculate Heikin Ashi bars using our toolkit
+   g_ha_calculator.Calculate(rates_total, open, high, low, close,
+                             ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
+
+//--- STEP 2: Select the source price array for ALMA calculation
+   double source_array[];
+   switch(InpAppliedPrice)
+     {
+      case HA_PRICE_OPEN:
+         ArrayCopy(source_array, ExtHaOpenBuffer);
+         break;
+      case HA_PRICE_HIGH:
+         ArrayCopy(source_array, ExtHaHighBuffer);
+         break;
+      case HA_PRICE_LOW:
+         ArrayCopy(source_array, ExtHaLowBuffer);
+         break;
+      default: // HA_PRICE_CLOSE
+         ArrayCopy(source_array, ExtHaCloseBuffer);
+         break;
+     }
+
+//--- STEP 3: Calculate ALMA based on the selected HA price array
+   double m = g_ExtAlmaOffset * (g_ExtAlmaPeriod - 1.0);
+   double s = (double)g_ExtAlmaPeriod / g_ExtAlmaSigma;
+
+// The main loop iterates through all bars that can be calculated
+   for(int i = g_ExtAlmaPeriod - 1; i < rates_total; i++)
+     {
+      double sum = 0.0;
+      double norm = 0.0;
+
+      // The inner loop calculates the weighted sum for the current bar 'i'
+      for(int j = 0; j < g_ExtAlmaPeriod; j++)
+        {
+         double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));
+
+         // *** FIX: Reverted to the original, correct indexing logic ***
+         // This ensures the weight for position 'j' is applied to the correct price in the window.
+         int price_index = i - (g_ExtAlmaPeriod - 1) + j;
+
+         sum += source_array[price_index] * weight;
+         norm += weight;
+        }
+
+      if(norm > 0)
+         BufferHA_ALMA[i] = sum / norm;
+      else
+         BufferHA_ALMA[i] = 0.0;
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+