mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-28 04:57:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,251 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| VIDYA_TrendActivity_HeikinAshi.mq5|
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
#property link ""
|
||||
#property version "2.00" // Adjusted vertical scale
|
||||
#property description "Measures the trend activity of a Heikin Ashi VIDYA line using Arctan normalization."
|
||||
#property description "High values suggest a trending market, low values suggest a flat/ranging market."
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//--- Indicator Window and Plot Properties ---
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 1
|
||||
#property indicator_plots 1
|
||||
#property indicator_type1 DRAW_HISTOGRAM
|
||||
#property indicator_color1 clrDodgerBlue
|
||||
#property indicator_width1 2
|
||||
#property indicator_label1 "HA_Activity"
|
||||
#property indicator_minimum 0.0
|
||||
#property indicator_maximum 0.5 // Adjusted for better visualization
|
||||
|
||||
//--- Enum for selecting Heikin Ashi price source ---
|
||||
enum ENUM_HA_APPLIED_PRICE
|
||||
{
|
||||
HA_PRICE_CLOSE, // Heikin Ashi Close
|
||||
HA_PRICE_OPEN, // Heikin Ashi Open
|
||||
HA_PRICE_HIGH, // Heikin Ashi High
|
||||
HA_PRICE_LOW, // Heikin Ashi Low
|
||||
};
|
||||
|
||||
//--- Input Parameters ---
|
||||
input group "VIDYA Settings"
|
||||
input int InpPeriodCMO = 9;
|
||||
input int InpPeriodEMA = 12;
|
||||
input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
|
||||
input group "Activity Calculation Settings"
|
||||
input int InpAtrPeriod = 14;
|
||||
input int InpSmoothingPeriod = 5;
|
||||
|
||||
//--- Indicator Buffers ---
|
||||
double BufferActivity[];
|
||||
|
||||
//--- Global Objects and Variables ---
|
||||
int g_ExtPeriodCMO, g_ExtPeriodEMA, g_ExtAtrPeriod, g_ExtSmoothingPeriod;
|
||||
double g_M_PI_2;
|
||||
CHeikinAshi_Calculator *g_ha_calculator;
|
||||
|
||||
//--- Forward declarations ---
|
||||
double CalculateCMO(int position, int period, const double &price_array[]);
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
g_ExtPeriodCMO = (InpPeriodCMO < 1) ? 1 : InpPeriodCMO;
|
||||
g_ExtPeriodEMA = (InpPeriodEMA < 1) ? 1 : InpPeriodEMA;
|
||||
g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
|
||||
g_ExtSmoothingPeriod = (InpSmoothingPeriod < 1) ? 1 : InpSmoothingPeriod;
|
||||
g_M_PI_2 = M_PI / 2.0;
|
||||
|
||||
SetIndexBuffer(0, BufferActivity, INDICATOR_DATA);
|
||||
ArraySetAsSeries(BufferActivity, false);
|
||||
|
||||
int draw_begin = g_ExtPeriodCMO + g_ExtPeriodEMA + g_ExtAtrPeriod + g_ExtSmoothingPeriod;
|
||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA VIDYA Activity(%d,%d,%d,%d)", g_ExtPeriodCMO, g_ExtPeriodEMA, g_ExtAtrPeriod, g_ExtSmoothingPeriod));
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 4);
|
||||
|
||||
//--- Programmatically set the vertical scale for better visualization
|
||||
IndicatorSetDouble(INDICATOR_MINIMUM, 0.0);
|
||||
IndicatorSetDouble(INDICATOR_MAXIMUM, 0.5);
|
||||
|
||||
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)
|
||||
{
|
||||
if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
|
||||
{
|
||||
delete g_ha_calculator;
|
||||
g_ha_calculator = NULL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| VIDYA Trend Activity on Heikin Ashi 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[])
|
||||
{
|
||||
int start_pos = g_ExtPeriodCMO + g_ExtPeriodEMA + g_ExtAtrPeriod + g_ExtSmoothingPeriod;
|
||||
if(rates_total <= start_pos)
|
||||
return(0);
|
||||
|
||||
//--- Intermediate Heikin Ashi Buffers
|
||||
double ha_open[], ha_high[], ha_low[], ha_close[];
|
||||
ArrayResize(ha_open, rates_total);
|
||||
ArrayResize(ha_high, rates_total);
|
||||
ArrayResize(ha_low, rates_total);
|
||||
ArrayResize(ha_close, rates_total);
|
||||
|
||||
//--- STEP 1: Calculate Heikin Ashi bars
|
||||
g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||
|
||||
//--- STEP 2: Prepare the Heikin Ashi source price array for VIDYA
|
||||
double ha_price_source[];
|
||||
ArrayResize(ha_price_source, rates_total);
|
||||
switch(InpAppliedPrice)
|
||||
{
|
||||
case HA_PRICE_OPEN:
|
||||
ArrayCopy(ha_price_source, ha_open);
|
||||
break;
|
||||
case HA_PRICE_HIGH:
|
||||
ArrayCopy(ha_price_source, ha_high);
|
||||
break;
|
||||
case HA_PRICE_LOW:
|
||||
ArrayCopy(ha_price_source, ha_low);
|
||||
break;
|
||||
default:
|
||||
ArrayCopy(ha_price_source, ha_close);
|
||||
break;
|
||||
}
|
||||
|
||||
//--- STEP 3: Calculate Heikin Ashi VIDYA
|
||||
double buffer_vidya[];
|
||||
ArrayResize(buffer_vidya, rates_total);
|
||||
double alpha = 2.0 / (g_ExtPeriodEMA + 1.0);
|
||||
int vidya_start_pos = g_ExtPeriodCMO + g_ExtPeriodEMA;
|
||||
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
{
|
||||
if(i == vidya_start_pos)
|
||||
{
|
||||
double sum = 0;
|
||||
for(int j=0; j<g_ExtPeriodEMA; j++)
|
||||
sum += ha_price_source[i-j];
|
||||
buffer_vidya[i] = sum / g_ExtPeriodEMA;
|
||||
continue;
|
||||
}
|
||||
if(i > vidya_start_pos)
|
||||
{
|
||||
double cmo = MathAbs(CalculateCMO(i, g_ExtPeriodCMO, ha_price_source));
|
||||
buffer_vidya[i] = ha_price_source[i] * alpha * cmo + buffer_vidya[i-1] * (1 - alpha * cmo);
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 4: Calculate Heikin Ashi ATR
|
||||
double buffer_atr[];
|
||||
ArrayResize(buffer_atr, rates_total);
|
||||
double ha_tr[];
|
||||
ArrayResize(ha_tr, rates_total);
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
{
|
||||
ha_tr[i] = MathMax(ha_high[i], ha_close[i-1]) - MathMin(ha_low[i], ha_close[i-1]);
|
||||
}
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
{
|
||||
if(i == g_ExtAtrPeriod)
|
||||
{
|
||||
double sum_tr = 0;
|
||||
for(int j = 1; j <= g_ExtAtrPeriod; j++)
|
||||
sum_tr += ha_tr[j];
|
||||
buffer_atr[i] = sum_tr / g_ExtAtrPeriod;
|
||||
}
|
||||
else
|
||||
if(i > g_ExtAtrPeriod)
|
||||
{
|
||||
buffer_atr[i] = (buffer_atr[i-1] * (g_ExtAtrPeriod - 1) + ha_tr[i]) / g_ExtAtrPeriod;
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 5: Calculate Raw Activity and Scale it using MathArctan
|
||||
double scaled_activity[];
|
||||
ArrayResize(scaled_activity, rates_total);
|
||||
for(int i = vidya_start_pos + 1; i < rates_total; i++)
|
||||
{
|
||||
if(buffer_atr[i] > 0)
|
||||
{
|
||||
double raw_activity = MathAbs(buffer_vidya[i] - buffer_vidya[i-1]) / buffer_atr[i];
|
||||
scaled_activity[i] = MathArctan(raw_activity) / g_M_PI_2;
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 6: Calculate Final Oscillator (SMA of Scaled Activity)
|
||||
double sum = 0;
|
||||
int final_start_pos = vidya_start_pos + g_ExtSmoothingPeriod;
|
||||
for(int i = vidya_start_pos + 1; i < rates_total; i++)
|
||||
{
|
||||
sum += scaled_activity[i];
|
||||
if(i >= final_start_pos)
|
||||
{
|
||||
if(i > final_start_pos)
|
||||
{
|
||||
sum -= scaled_activity[i - g_ExtSmoothingPeriod];
|
||||
}
|
||||
BufferActivity[i] = sum / g_ExtSmoothingPeriod;
|
||||
}
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Calculates Chande Momentum Oscillator (CMO) for a given position |
|
||||
//+------------------------------------------------------------------+
|
||||
double CalculateCMO(int position, int period, const double &price_array[])
|
||||
{
|
||||
if(position < period)
|
||||
return 0.0;
|
||||
|
||||
double sum_up = 0.0;
|
||||
double sum_down = 0.0;
|
||||
|
||||
for(int i = 0; i < period; i++)
|
||||
{
|
||||
double diff = price_array[position - i] - price_array[position - i - 1];
|
||||
if(diff > 0.0)
|
||||
sum_up += diff;
|
||||
else
|
||||
sum_down += (-diff);
|
||||
}
|
||||
|
||||
if(sum_up + sum_down == 0.0)
|
||||
return 0.0;
|
||||
|
||||
return (sum_up - sum_down) / (sum_up + sum_down);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user