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//+------------------------------------------------------------------+
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//| ADX_HeikinAshi.mq5 |
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//| Copyright 2025, xxxxxxxx (Based on MetaQuotes ADXW) |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "4.00" // Refactored for full recalculation and stability
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#property description "ADX by Welles Wilder on Heikin Ashi data."
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// --- Standard and Custom Includes ---
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#include <MyIncludes\HeikinAshiCalculator.mqh>
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_buffers 7 // 3 for plotting, 4 for calculations
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#property indicator_plots 3
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//--- Plot 1: ADX line (Main trend strength)
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#property indicator_label1 "HA_ADX"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLightSeaGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: +DI line (Positive Directional Indicator)
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#property indicator_label2 "HA_+DI"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrLimeGreen
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Plot 3: -DI line (Negative Directional Indicator)
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#property indicator_label3 "HA_-DI"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrTomato
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#property indicator_style3 STYLE_DOT
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#property indicator_width3 1
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//--- Input Parameters ---
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input int InpPeriodADX = 14; // Period for ADX calculations
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//--- Indicator Buffers ---
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double BufferHA_ADX[];
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double BufferHA_PDI[];
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double BufferHA_NDI[];
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double BufferSmoothed_PDM[];
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double BufferSmoothed_NDM[];
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double BufferSmoothed_TR[];
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double BufferDX[];
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//--- Intermediate Heikin Ashi Buffers ---
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double ExtHaOpenBuffer[];
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double ExtHaHighBuffer[];
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double ExtHaLowBuffer[];
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double ExtHaCloseBuffer[];
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//--- Global Objects and Variables ---
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int g_ExtADXPeriod;
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CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Validate and store the ADX period
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g_ExtADXPeriod = (InpPeriodADX < 1) ? 1 : InpPeriodADX;
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//--- Map the buffers
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SetIndexBuffer(0, BufferHA_ADX, INDICATOR_DATA);
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SetIndexBuffer(1, BufferHA_PDI, INDICATOR_DATA);
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SetIndexBuffer(2, BufferHA_NDI, INDICATOR_DATA);
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SetIndexBuffer(3, BufferSmoothed_PDM, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferSmoothed_NDM, INDICATOR_CALCULATIONS);
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SetIndexBuffer(5, BufferSmoothed_TR, INDICATOR_CALCULATIONS);
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SetIndexBuffer(6, BufferDX, INDICATOR_CALCULATIONS);
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//--- Set all buffers as non-timeseries for stable calculation
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ArraySetAsSeries(BufferHA_ADX, false);
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ArraySetAsSeries(BufferHA_PDI, false);
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ArraySetAsSeries(BufferHA_NDI, false);
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ArraySetAsSeries(BufferSmoothed_PDM, false);
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ArraySetAsSeries(BufferSmoothed_NDM, false);
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ArraySetAsSeries(BufferSmoothed_TR, false);
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ArraySetAsSeries(BufferDX, false);
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//--- Set indicator properties
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtADXPeriod * 2 - 1);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtADXPeriod);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, g_ExtADXPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ADXW(%d)", g_ExtADXPeriod));
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//--- Create the calculator instance
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- Free the calculator object to prevent memory leaks
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Custom indicator calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- Check if there is enough historical data for the calculation
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if(rates_total < g_ExtADXPeriod + 1)
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return(0);
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//--- Resize intermediate buffers to match the available bars
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ArrayResize(ExtHaOpenBuffer, rates_total);
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ArrayResize(ExtHaHighBuffer, rates_total);
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ArrayResize(ExtHaLowBuffer, rates_total);
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ArrayResize(ExtHaCloseBuffer, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars using our toolkit
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g_ha_calculator.Calculate(rates_total, open, high, low, close,
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ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
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//--- STEP 2: Calculate raw +DM, -DM, and TR
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double pDM[], nDM[], TR[];
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ArrayResize(pDM, rates_total);
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ArrayResize(nDM, rates_total);
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ArrayResize(TR, rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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double ha_high = ExtHaHighBuffer[i];
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double prev_ha_high = ExtHaHighBuffer[i-1];
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double ha_low = ExtHaLowBuffer[i];
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double prev_ha_low = ExtHaLowBuffer[i-1];
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double prev_ha_close = ExtHaCloseBuffer[i-1];
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pDM[i] = ha_high - prev_ha_high;
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nDM[i] = prev_ha_low - ha_low;
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if(pDM[i] < 0 || pDM[i] < nDM[i])
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pDM[i] = 0;
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if(nDM[i] < 0 || nDM[i] < pDM[i])
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nDM[i] = 0;
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TR[i] = MathMax(ha_high, prev_ha_close) - MathMin(ha_low, prev_ha_close);
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}
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//--- STEP 3: Calculate Smoothed PDM, NDM, and TR
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for(int i = g_ExtADXPeriod; i < rates_total; i++)
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{
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if(i == g_ExtADXPeriod) // First calculation is a simple sum
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{
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double sum_pdm=0, sum_ndm=0, sum_tr=0;
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for(int j=1; j<=g_ExtADXPeriod; j++)
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{
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sum_pdm += pDM[j];
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sum_ndm += nDM[j];
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sum_tr += TR[j];
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}
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BufferSmoothed_PDM[i] = sum_pdm;
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BufferSmoothed_NDM[i] = sum_ndm;
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BufferSmoothed_TR[i] = sum_tr;
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}
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else // Subsequent calculations use Wilder's smoothing
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{
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BufferSmoothed_PDM[i] = BufferSmoothed_PDM[i-1] - (BufferSmoothed_PDM[i-1] / g_ExtADXPeriod) + pDM[i];
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BufferSmoothed_NDM[i] = BufferSmoothed_NDM[i-1] - (BufferSmoothed_NDM[i-1] / g_ExtADXPeriod) + nDM[i];
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BufferSmoothed_TR[i] = BufferSmoothed_TR[i-1] - (BufferSmoothed_TR[i-1] / g_ExtADXPeriod) + TR[i];
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}
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}
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//--- STEP 4: Calculate +DI, -DI, and DX
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for(int i = g_ExtADXPeriod; i < rates_total; i++)
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{
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if(BufferSmoothed_TR[i] != 0.0)
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{
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BufferHA_PDI[i] = (BufferSmoothed_PDM[i] / BufferSmoothed_TR[i]) * 100.0;
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BufferHA_NDI[i] = (BufferSmoothed_NDM[i] / BufferSmoothed_TR[i]) * 100.0;
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}
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double di_sum = BufferHA_PDI[i] + BufferHA_NDI[i];
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if(di_sum != 0.0)
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BufferDX[i] = MathAbs(BufferHA_PDI[i] - BufferHA_NDI[i]) / di_sum * 100.0;
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else
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BufferDX[i] = 0.0;
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}
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//--- STEP 5: Smooth DX to get the final ADX value
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for(int i = g_ExtADXPeriod * 2 - 1; i < rates_total; i++)
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{
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if(i == g_ExtADXPeriod * 2 - 1) // First ADX value is a simple average
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{
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double sum_dx = 0;
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for(int j=i-g_ExtADXPeriod+1; j<=i; j++)
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sum_dx += BufferDX[j];
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BufferHA_ADX[i] = sum_dx / g_ExtADXPeriod;
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}
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else // Subsequent ADX values are smoothed
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{
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BufferHA_ADX[i] = (BufferHA_ADX[i-1] * (g_ExtADXPeriod - 1) + BufferDX[i]) / g_ExtADXPeriod;
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}
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}
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//--- Return value of rates_total to signal a full recalculation
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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