diff --git a/Indicators/MyIndicators/SMI_HeikenAshi.mq5 b/Indicators/MyIndicators/SMI_HeikenAshi.mq5 new file mode 100644 index 0000000..90c4ffd --- /dev/null +++ b/Indicators/MyIndicators/SMI_HeikenAshi.mq5 @@ -0,0 +1,241 @@ +//+------------------------------------------------------------------+ +//| SMI_HeikenAshi.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "1.00" +#property description "Stochastic Momentum Index (SMI) on Heiken Ashi data" + +// --- Custom Toolkit Include --- +#include + +//--- Indicator Window and Level Properties --- +#property indicator_separate_window +#property indicator_level1 40.0 +#property indicator_level2 0.0 +#property indicator_level3 -40.0 +#property indicator_levelstyle STYLE_DOT + +//--- Buffers and Plots --- +#property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers +#property indicator_plots 2 + +//--- Plot 1: SMI line +#property indicator_label1 "HA_SMI" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrBlue +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 + +//--- Plot 2: Signal line (EMA of SMI) +#property indicator_label2 "HA_Signal" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrOrange +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Input Parameters --- +input int InpLengthK = 10; // %K Length +input int InpLengthD = 3; // %D Length (for double smoothing) +input int InpLengthEMA = 3; // EMA Length (for signal line) + +//--- Indicator Buffers --- +double BufferSMI[]; +double BufferSignal[]; +double BufferHighestHigh[]; +double BufferLowestLow[]; +double BufferHighestLowestRange[]; +double BufferRelativeRange[]; +double BufferEmaEma_Relative[]; +double BufferEmaEma_Range[]; + +//--- Global Objects and Variables --- +int ExtLengthK, ExtLengthD, ExtLengthEMA; +CHA_Calculator g_ha_calculator; + +//--- Forward declarations for helper functions --- +double Highest(const double &array[], int period, int current_pos); +double Lowest(const double &array[], int period, int current_pos); + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- Validate and store inputs + ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK; + ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD; + ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA; + +//--- Map the buffers + SetIndexBuffer(0, BufferSMI, INDICATOR_DATA); + SetIndexBuffer(1, BufferSignal, INDICATOR_DATA); + SetIndexBuffer(2, BufferHighestHigh, INDICATOR_CALCULATIONS); + SetIndexBuffer(3, BufferLowestLow, INDICATOR_CALCULATIONS); + SetIndexBuffer(4, BufferHighestLowestRange, INDICATOR_CALCULATIONS); + SetIndexBuffer(5, BufferRelativeRange, INDICATOR_CALCULATIONS); + SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS); + SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS); + +//--- Set all buffers to non-timeseries manually --- + ArraySetAsSeries(BufferSMI, false); + ArraySetAsSeries(BufferSignal, false); + ArraySetAsSeries(BufferHighestHigh, false); + ArraySetAsSeries(BufferLowestLow, false); + ArraySetAsSeries(BufferHighestLowestRange, false); + ArraySetAsSeries(BufferRelativeRange, false); + ArraySetAsSeries(BufferEmaEma_Relative, false); + ArraySetAsSeries(BufferEmaEma_Range, false); + +//--- Set indicator properties + IndicatorSetInteger(INDICATOR_DIGITS, 2); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtLengthK + ExtLengthD - 2); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtLengthK + ExtLengthD + ExtLengthEMA - 3); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_SMI(%d,%d,%d)", ExtLengthK, ExtLengthD, ExtLengthEMA)); + } + +//+------------------------------------------------------------------+ +//| Stochastic Momentum Index 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 for enough data + if(rates_total < ExtLengthK + ExtLengthD) + return(0); + +//--- STEP 1: Calculate Heiken Ashi bars using our toolkit + if(!g_ha_calculator.Calculate(rates_total, 0, open, high, low, close)) + return(0); + +//--- STEP 2-4: Calculate Highest, Lowest, and Ranges using HA data + for(int i = ExtLengthK - 1; i < rates_total; i++) + { + // Use HA High and HA Low from our calculator + BufferHighestHigh[i] = Highest(g_ha_calculator.ha_high, ExtLengthK, i); + BufferLowestLow[i] = Lowest(g_ha_calculator.ha_low, ExtLengthK, i); + BufferHighestLowestRange[i] = BufferHighestHigh[i] - BufferLowestLow[i]; + // Use HA Close from our calculator + BufferRelativeRange[i] = g_ha_calculator.ha_close[i] - (BufferHighestHigh[i] + BufferLowestLow[i]) / 2.0; + } + +//--- STEP 5: Double EMA Smoothing (Robust Manual Calculation) + double temp_ema_relative[], temp_ema_range[]; + ArrayResize(temp_ema_relative, rates_total); + ArrayResize(temp_ema_range, rates_total); + double pr = 2.0 / (ExtLengthD + 1.0); + + for(int i = 1; i < rates_total; i++) + { + if(i < ExtLengthK - 1) + continue; + if(i == ExtLengthK - 1) + { + temp_ema_relative[i] = BufferRelativeRange[i]; + temp_ema_range[i] = BufferHighestLowestRange[i]; + } + else + { + temp_ema_relative[i] = BufferRelativeRange[i] * pr + temp_ema_relative[i-1] * (1.0 - pr); + temp_ema_range[i] = BufferHighestLowestRange[i] * pr + temp_ema_range[i-1] * (1.0 - pr); + } + } + + for(int i = 1; i < rates_total; i++) + { + if(i < ExtLengthK + ExtLengthD - 2) + continue; + if(i == ExtLengthK + ExtLengthD - 2) + { + double sum_rel=0, sum_ran=0; + for(int j=i-ExtLengthD+1; j<=i; j++) + { + sum_rel += temp_ema_relative[j]; + sum_ran += temp_ema_range[j]; + } + BufferEmaEma_Relative[i] = sum_rel / ExtLengthD; + BufferEmaEma_Range[i] = sum_ran / ExtLengthD; + } + else + { + BufferEmaEma_Relative[i] = temp_ema_relative[i] * pr + BufferEmaEma_Relative[i-1] * (1.0 - pr); + BufferEmaEma_Range[i] = temp_ema_range[i] * pr + BufferEmaEma_Range[i-1] * (1.0 - pr); + } + } + +//--- STEP 6: Calculate final SMI value + for(int i = ExtLengthK + ExtLengthD - 2; i < rates_total; i++) + { + if(BufferEmaEma_Range[i] != 0) + BufferSMI[i] = 200 * (BufferEmaEma_Relative[i] / BufferEmaEma_Range[i]); + else + BufferSMI[i] = 0; + } + +//--- STEP 7: Calculate the signal line (EMA of SMI) + double pr_signal = 2.0 / (ExtLengthEMA + 1.0); + for(int i = 1; i < rates_total; i++) + { + if(i < ExtLengthK + ExtLengthD + ExtLengthEMA - 3) + continue; + if(i == ExtLengthK + ExtLengthD + ExtLengthEMA - 3) + { + double sum_smi=0; + for(int j=i-ExtLengthEMA+1; j<=i; j++) + sum_smi += BufferSMI[j]; + BufferSignal[i] = sum_smi / ExtLengthEMA; + } + else + { + BufferSignal[i] = BufferSMI[i] * pr_signal + BufferSignal[i-1] * (1.0 - pr_signal); + } + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| Finds the highest value in a given period of an array. | +//+------------------------------------------------------------------+ +double Highest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res < array[index]) + res = array[index]; + } + return(res); + } + +//+------------------------------------------------------------------+ +//| Finds the lowest value in a given period of an array. | +//+------------------------------------------------------------------+ +double Lowest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res > array[index]) + res = array[index]; + } + return(res); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+