From dc1b2cc26e84e92cb00d4e0e351396900eb0e9a9 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 11 Aug 2025 15:02:12 +0200 Subject: [PATCH] new files added --- Indicators/MyIndicators/ADXW_HeikenAshi.mq5 | 184 ++++++++++++++++++++ 1 file changed, 184 insertions(+) create mode 100644 Indicators/MyIndicators/ADXW_HeikenAshi.mq5 diff --git a/Indicators/MyIndicators/ADXW_HeikenAshi.mq5 b/Indicators/MyIndicators/ADXW_HeikenAshi.mq5 new file mode 100644 index 0000000..d6eef58 --- /dev/null +++ b/Indicators/MyIndicators/ADXW_HeikenAshi.mq5 @@ -0,0 +1,184 @@ +//+------------------------------------------------------------------+ +//| ADXW_HeikenAshi.mq5 | +//| Copyright 2024, Your Name (Based on MetaQuotes ADXW) | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2024, Your Name" +#property link "" +#property version "1.03" // Corrected HA calculation and ADX initialization +#property description "Average Directional Movement Index by Welles Wilder on Heiken Ashi" + +#property indicator_separate_window +#property indicator_buffers 11 // ADX, +DI, -DI, and 8 calculation buffers +#property indicator_plots 3 + +//--- Plot 1: ADX line +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrLightSeaGreen +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 +#property indicator_label1 "HA_ADX Wilder" + +//--- Plot 2: +DI line +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrYellowGreen +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 +#property indicator_label2 "HA_+DI" + +//--- Plot 3: -DI line +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrWheat +#property indicator_style3 STYLE_DOT +#property indicator_width3 1 +#property indicator_label3 "HA_-DI" + +//--- input parameters +input int InpPeriodADX=14; // ADX Period + +//--- Indicator Buffers +double BufferHA_ADX[]; // Final ADX +double BufferHA_PDI[]; // Final +DI +double BufferHA_NDI[]; // Final -DI +// Calculation buffers +double BufferSmoothed_PDM[]; // Smoothed +DM +double BufferSmoothed_NDM[]; // Smoothed -DM +double BufferSmoothed_TR[]; // Smoothed True Range (ATR) +double BufferDX[]; // Directional Index +// Heiken Ashi Buffers +double BufferHA_Open[]; +double BufferHA_High[]; +double BufferHA_Low[]; +double BufferHA_Close[]; + +int ExtADXPeriod; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { + ExtADXPeriod = (InpPeriodADX < 1) ? 1 : InpPeriodADX; + + 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); + SetIndexBuffer(7, BufferHA_Open, INDICATOR_CALCULATIONS); + SetIndexBuffer(8, BufferHA_High, INDICATOR_CALCULATIONS); + SetIndexBuffer(9, BufferHA_Low, INDICATOR_CALCULATIONS); + SetIndexBuffer(10,BufferHA_Close, INDICATOR_CALCULATIONS); + + IndicatorSetInteger(INDICATOR_DIGITS, 2); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtADXPeriod * 2 - 1); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtADXPeriod - 1); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, ExtADXPeriod - 1); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ADX Wilder(%d)", ExtADXPeriod)); + } + +//+------------------------------------------------------------------+ +//| 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[]) + { + if(rates_total < ExtADXPeriod * 2) // Need enough data for the full calculation + return(0); + +//====== STEP 1: CALCULATE HEIKEN ASHI BARS ====== +// This part is not optimized, it recalculates all HA bars every time for simplicity and stability + BufferHA_Open[0] = (open[0] + close[0]) / 2.0; + BufferHA_Close[0] = (open[0] + high[0] + low[0] + close[0]) / 4.0; + BufferHA_High[0] = high[0]; + BufferHA_Low[0] = low[0]; + + for(int i = 1; i < rates_total; i++) + { + BufferHA_Open[i] = (BufferHA_Open[i-1] + BufferHA_Close[i-1]) / 2.0; + BufferHA_Close[i] = (open[i] + high[i] + low[i] + close[i]) / 4.0; + BufferHA_High[i] = MathMax(high[i], MathMax(BufferHA_Open[i], BufferHA_Close[i])); + BufferHA_Low[i] = MathMin(low[i], MathMin(BufferHA_Open[i], BufferHA_Close[i])); + } + +//====== STEP 2: CALCULATE ADX FROM SCRATCH ON EVERY CALL ====== + +// --- Calculate raw PDM, NDM, TR for all bars --- + 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 pdm = BufferHA_High[i] - BufferHA_High[i-1]; + double ndm = BufferHA_Low[i-1] - BufferHA_Low[i]; + if(pdm < 0 || pdm < ndm) + pdm = 0; + if(ndm < 0 || ndm < pdm) + ndm = 0; + PDM[i] = pdm; + NDM[i] = ndm; + TR[i] = MathMax(BufferHA_High[i], BufferHA_Close[i-1]) - MathMin(BufferHA_Low[i], BufferHA_Close[i-1]); + } + +// --- Calculate first smoothed values --- + double sum_pdm=0, sum_ndm=0, sum_tr=0; + for(int i = 1; i <= ExtADXPeriod; i++) + { + sum_pdm += PDM[i]; + sum_ndm += NDM[i]; + sum_tr += TR[i]; + } + BufferSmoothed_PDM[ExtADXPeriod] = sum_pdm; + BufferSmoothed_NDM[ExtADXPeriod] = sum_ndm; + BufferSmoothed_TR[ExtADXPeriod] = sum_tr; + +// --- Smooth subsequent values --- + for(int i = ExtADXPeriod + 1; i < rates_total; i++) + { + BufferSmoothed_PDM[i] = BufferSmoothed_PDM[i-1] - (BufferSmoothed_PDM[i-1] / ExtADXPeriod) + PDM[i]; + BufferSmoothed_NDM[i] = BufferSmoothed_NDM[i-1] - (BufferSmoothed_NDM[i-1] / ExtADXPeriod) + NDM[i]; + BufferSmoothed_TR[i] = BufferSmoothed_TR[i-1] - (BufferSmoothed_TR[i-1] / ExtADXPeriod) + TR[i]; + } + +// --- Calculate DI and DX --- + for(int i = 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; + } + +// --- Calculate ADX --- + double sum_dx = 0; + for(int i = ExtADXPeriod; i < ExtADXPeriod * 2; i++) + { + sum_dx += BufferDX[i]; + } + BufferHA_ADX[ExtADXPeriod * 2 - 1] = sum_dx / ExtADXPeriod; + + for(int i = ExtADXPeriod * 2; i < rates_total; i++) + { + BufferHA_ADX[i] = (BufferHA_ADX[i-1] * (ExtADXPeriod - 1) + BufferDX[i]) / ExtADXPeriod; + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+