From d16cb2898a4a2b13276fa37eeb12265dc1780da8 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 18 Aug 2025 13:23:02 +0200 Subject: [PATCH] new files added --- Indicators/MyIndicators/ADX_HeikinAshi.mq5 | 232 +++++++++++++++++++++ 1 file changed, 232 insertions(+) create mode 100644 Indicators/MyIndicators/ADX_HeikinAshi.mq5 diff --git a/Indicators/MyIndicators/ADX_HeikinAshi.mq5 b/Indicators/MyIndicators/ADX_HeikinAshi.mq5 new file mode 100644 index 0000000..b310138 --- /dev/null +++ b/Indicators/MyIndicators/ADX_HeikinAshi.mq5 @@ -0,0 +1,232 @@ +//+------------------------------------------------------------------+ +//| ADX_HeikinAshi.mq5 | +//| Copyright 2025, xxxxxxxx (Based on MetaQuotes ADXW) | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "4.00" // Refactored for full recalculation and stability +#property description "ADX by Welles Wilder on Heikin Ashi data." + +// --- Standard and Custom Includes --- +#include + +//--- Indicator Window and Level Properties --- +#property indicator_separate_window +#property indicator_buffers 7 // 3 for plotting, 4 for calculations +#property indicator_plots 3 + +//--- Plot 1: ADX line (Main trend strength) +#property indicator_label1 "HA_ADX" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrLightSeaGreen +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 + +//--- Plot 2: +DI line (Positive Directional Indicator) +#property indicator_label2 "HA_+DI" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrLimeGreen +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Plot 3: -DI line (Negative Directional Indicator) +#property indicator_label3 "HA_-DI" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrTomato +#property indicator_style3 STYLE_DOT +#property indicator_width3 1 + +//--- Input Parameters --- +input int InpPeriodADX = 14; // Period for ADX calculations + +//--- Indicator Buffers --- +double BufferHA_ADX[]; +double BufferHA_PDI[]; +double BufferHA_NDI[]; +double BufferSmoothed_PDM[]; +double BufferSmoothed_NDM[]; +double BufferSmoothed_TR[]; +double BufferDX[]; + +//--- Intermediate Heikin Ashi Buffers --- +double ExtHaOpenBuffer[]; +double ExtHaHighBuffer[]; +double ExtHaLowBuffer[]; +double ExtHaCloseBuffer[]; + +//--- Global Objects and Variables --- +int g_ExtADXPeriod; +CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { +//--- Validate and store the ADX period + g_ExtADXPeriod = (InpPeriodADX < 1) ? 1 : InpPeriodADX; + +//--- Map the buffers + SetIndexBuffer(0, BufferHA_ADX, INDICATOR_DATA); + SetIndexBuffer(1, BufferHA_PDI, INDICATOR_DATA); + SetIndexBuffer(2, BufferHA_NDI, INDICATOR_DATA); + SetIndexBuffer(3, BufferSmoothed_PDM, INDICATOR_CALCULATIONS); + SetIndexBuffer(4, BufferSmoothed_NDM, INDICATOR_CALCULATIONS); + SetIndexBuffer(5, BufferSmoothed_TR, INDICATOR_CALCULATIONS); + SetIndexBuffer(6, BufferDX, INDICATOR_CALCULATIONS); + +//--- Set all buffers as non-timeseries for stable calculation + ArraySetAsSeries(BufferHA_ADX, false); + ArraySetAsSeries(BufferHA_PDI, false); + ArraySetAsSeries(BufferHA_NDI, false); + ArraySetAsSeries(BufferSmoothed_PDM, false); + ArraySetAsSeries(BufferSmoothed_NDM, false); + ArraySetAsSeries(BufferSmoothed_TR, false); + ArraySetAsSeries(BufferDX, false); + +//--- Set indicator properties + IndicatorSetInteger(INDICATOR_DIGITS, 2); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtADXPeriod * 2 - 1); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtADXPeriod); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, g_ExtADXPeriod); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ADXW(%d)", g_ExtADXPeriod)); + +//--- 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; + } + } + +//+------------------------------------------------------------------+ +//| Custom indicator 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[]) + { +//--- Check if there is enough historical data for the calculation + if(rates_total < g_ExtADXPeriod + 1) + 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: Calculate raw +DM, -DM, and TR + double pDM[], nDM[], TR[]; + ArrayResize(pDM, rates_total); + ArrayResize(nDM, rates_total); + ArrayResize(TR, rates_total); + + for(int i = 1; i < rates_total; i++) + { + double ha_high = ExtHaHighBuffer[i]; + double prev_ha_high = ExtHaHighBuffer[i-1]; + double ha_low = ExtHaLowBuffer[i]; + double prev_ha_low = ExtHaLowBuffer[i-1]; + double prev_ha_close = ExtHaCloseBuffer[i-1]; + + pDM[i] = ha_high - prev_ha_high; + nDM[i] = prev_ha_low - ha_low; + + if(pDM[i] < 0 || pDM[i] < nDM[i]) + pDM[i] = 0; + if(nDM[i] < 0 || nDM[i] < pDM[i]) + nDM[i] = 0; + + TR[i] = MathMax(ha_high, prev_ha_close) - MathMin(ha_low, prev_ha_close); + } + +//--- STEP 3: Calculate Smoothed PDM, NDM, and TR + for(int i = g_ExtADXPeriod; i < rates_total; i++) + { + if(i == g_ExtADXPeriod) // First calculation is a simple sum + { + double sum_pdm=0, sum_ndm=0, sum_tr=0; + for(int j=1; j<=g_ExtADXPeriod; j++) + { + sum_pdm += pDM[j]; + sum_ndm += nDM[j]; + sum_tr += TR[j]; + } + BufferSmoothed_PDM[i] = sum_pdm; + BufferSmoothed_NDM[i] = sum_ndm; + BufferSmoothed_TR[i] = sum_tr; + } + else // Subsequent calculations use Wilder's smoothing + { + BufferSmoothed_PDM[i] = BufferSmoothed_PDM[i-1] - (BufferSmoothed_PDM[i-1] / g_ExtADXPeriod) + pDM[i]; + BufferSmoothed_NDM[i] = BufferSmoothed_NDM[i-1] - (BufferSmoothed_NDM[i-1] / g_ExtADXPeriod) + nDM[i]; + BufferSmoothed_TR[i] = BufferSmoothed_TR[i-1] - (BufferSmoothed_TR[i-1] / g_ExtADXPeriod) + TR[i]; + } + } + +//--- STEP 4: Calculate +DI, -DI, and DX + for(int i = g_ExtADXPeriod; i < rates_total; i++) + { + if(BufferSmoothed_TR[i] != 0.0) + { + BufferHA_PDI[i] = (BufferSmoothed_PDM[i] / BufferSmoothed_TR[i]) * 100.0; + BufferHA_NDI[i] = (BufferSmoothed_NDM[i] / BufferSmoothed_TR[i]) * 100.0; + } + + double di_sum = BufferHA_PDI[i] + BufferHA_NDI[i]; + if(di_sum != 0.0) + BufferDX[i] = MathAbs(BufferHA_PDI[i] - BufferHA_NDI[i]) / di_sum * 100.0; + else + BufferDX[i] = 0.0; + } + +//--- STEP 5: Smooth DX to get the final ADX value + for(int i = g_ExtADXPeriod * 2 - 1; i < rates_total; i++) + { + if(i == g_ExtADXPeriod * 2 - 1) // First ADX value is a simple average + { + double sum_dx = 0; + for(int j=i-g_ExtADXPeriod+1; j<=i; j++) + sum_dx += BufferDX[j]; + BufferHA_ADX[i] = sum_dx / g_ExtADXPeriod; + } + else // Subsequent ADX values are smoothed + { + BufferHA_ADX[i] = (BufferHA_ADX[i-1] * (g_ExtADXPeriod - 1) + BufferDX[i]) / g_ExtADXPeriod; + } + } + +//--- Return value of rates_total to signal a full recalculation + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+