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Toh4iem9
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//+------------------------------------------------------------------+
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//| ADXW_HeikenAshi.mq5 |
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//| Copyright 2024, Your Name (Based on MetaQuotes ADXW) |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, Your Name"
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#property link ""
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#property version "1.03" // Corrected HA calculation and ADX initialization
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#property description "Average Directional Movement Index by Welles Wilder on Heiken Ashi"
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#property indicator_separate_window
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#property indicator_buffers 11 // ADX, +DI, -DI, and 8 calculation buffers
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#property indicator_plots 3
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//--- Plot 1: ADX line
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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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#property indicator_label1 "HA_ADX Wilder"
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//--- Plot 2: +DI line
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrYellowGreen
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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#property indicator_label2 "HA_+DI"
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//--- Plot 3: -DI line
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrWheat
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#property indicator_style3 STYLE_DOT
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#property indicator_width3 1
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#property indicator_label3 "HA_-DI"
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//--- input parameters
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input int InpPeriodADX=14; // ADX Period
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//--- Indicator Buffers
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double BufferHA_ADX[]; // Final ADX
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double BufferHA_PDI[]; // Final +DI
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double BufferHA_NDI[]; // Final -DI
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// Calculation buffers
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double BufferSmoothed_PDM[]; // Smoothed +DM
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double BufferSmoothed_NDM[]; // Smoothed -DM
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double BufferSmoothed_TR[]; // Smoothed True Range (ATR)
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double BufferDX[]; // Directional Index
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// Heiken Ashi Buffers
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double BufferHA_Open[];
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double BufferHA_High[];
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double BufferHA_Low[];
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double BufferHA_Close[];
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int ExtADXPeriod;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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ExtADXPeriod = (InpPeriodADX < 1) ? 1 : InpPeriodADX;
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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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SetIndexBuffer(7, BufferHA_Open, INDICATOR_CALCULATIONS);
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SetIndexBuffer(8, BufferHA_High, INDICATOR_CALCULATIONS);
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SetIndexBuffer(9, BufferHA_Low, INDICATOR_CALCULATIONS);
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SetIndexBuffer(10,BufferHA_Close, INDICATOR_CALCULATIONS);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtADXPeriod * 2 - 1);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtADXPeriod - 1);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, ExtADXPeriod - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ADX Wilder(%d)", ExtADXPeriod));
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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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if(rates_total < ExtADXPeriod * 2) // Need enough data for the full calculation
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return(0);
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//====== STEP 1: CALCULATE HEIKEN ASHI BARS ======
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// This part is not optimized, it recalculates all HA bars every time for simplicity and stability
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BufferHA_Open[0] = (open[0] + close[0]) / 2.0;
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BufferHA_Close[0] = (open[0] + high[0] + low[0] + close[0]) / 4.0;
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BufferHA_High[0] = high[0];
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BufferHA_Low[0] = low[0];
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for(int i = 1; i < rates_total; i++)
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{
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BufferHA_Open[i] = (BufferHA_Open[i-1] + BufferHA_Close[i-1]) / 2.0;
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BufferHA_Close[i] = (open[i] + high[i] + low[i] + close[i]) / 4.0;
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BufferHA_High[i] = MathMax(high[i], MathMax(BufferHA_Open[i], BufferHA_Close[i]));
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BufferHA_Low[i] = MathMin(low[i], MathMin(BufferHA_Open[i], BufferHA_Close[i]));
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}
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//====== STEP 2: CALCULATE ADX FROM SCRATCH ON EVERY CALL ======
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// --- Calculate raw PDM, NDM, TR for all bars ---
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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 pdm = BufferHA_High[i] - BufferHA_High[i-1];
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double ndm = BufferHA_Low[i-1] - BufferHA_Low[i];
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if(pdm < 0 || pdm < ndm)
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pdm = 0;
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if(ndm < 0 || ndm < pdm)
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ndm = 0;
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PDM[i] = pdm;
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NDM[i] = ndm;
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TR[i] = MathMax(BufferHA_High[i], BufferHA_Close[i-1]) - MathMin(BufferHA_Low[i], BufferHA_Close[i-1]);
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}
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// --- Calculate first smoothed values ---
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double sum_pdm=0, sum_ndm=0, sum_tr=0;
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for(int i = 1; i <= ExtADXPeriod; i++)
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{
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sum_pdm += PDM[i];
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sum_ndm += NDM[i];
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sum_tr += TR[i];
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}
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BufferSmoothed_PDM[ExtADXPeriod] = sum_pdm;
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BufferSmoothed_NDM[ExtADXPeriod] = sum_ndm;
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BufferSmoothed_TR[ExtADXPeriod] = sum_tr;
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// --- Smooth subsequent values ---
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for(int i = ExtADXPeriod + 1; i < rates_total; i++)
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{
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BufferSmoothed_PDM[i] = BufferSmoothed_PDM[i-1] - (BufferSmoothed_PDM[i-1] / ExtADXPeriod) + PDM[i];
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BufferSmoothed_NDM[i] = BufferSmoothed_NDM[i-1] - (BufferSmoothed_NDM[i-1] / ExtADXPeriod) + NDM[i];
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BufferSmoothed_TR[i] = BufferSmoothed_TR[i-1] - (BufferSmoothed_TR[i-1] / ExtADXPeriod) + TR[i];
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}
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// --- Calculate DI and DX ---
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for(int i = 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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}
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// --- Calculate ADX ---
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double sum_dx = 0;
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for(int i = ExtADXPeriod; i < ExtADXPeriod * 2; i++)
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{
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sum_dx += BufferDX[i];
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}
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BufferHA_ADX[ExtADXPeriod * 2 - 1] = sum_dx / ExtADXPeriod;
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for(int i = ExtADXPeriod * 2; i < rates_total; i++)
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{
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BufferHA_ADX[i] = (BufferHA_ADX[i-1] * (ExtADXPeriod - 1) + BufferDX[i]) / ExtADXPeriod;
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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