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feat: include HA_Tools.mqh

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Toh4iem9
2025-08-11 18:59:08 +02:00
parent dc1b2cc26e
commit dd6201c8b4
1 changed files with 79 additions and 72 deletions
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Indicators/MyIndicators/ADXW_HeikenAshi.mq5
+79 -72
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@@ -8,8 +8,13 @@
#property version "1.03" // Corrected HA calculation and ADX initialization
#property description "Average Directional Movement Index by Welles Wilder on Heiken Ashi"
// --- Standard Includes ---
#include <MovingAverages.mqh>
// --- Custom Toolkit Include ---
#include <MyInclude\HA_Tools.mqh>
#property indicator_separate_window
#property indicator_buffers 11 // ADX, +DI, -DI, and 8 calculation buffers
#property indicator_buffers 7 // ADX, +DI, -DI, and 4 calculation buffers
#property indicator_plots 3
//--- Plot 1: ADX line
@@ -45,13 +50,10 @@ 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;
//--- Global Variables ---
int ExtADXPeriod;
CHA_Calculator ha_calculator; // Global instance of our Heiken Ashi calculator class
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
@@ -60,6 +62,7 @@ void OnInit()
{
ExtADXPeriod = (InpPeriodADX < 1) ? 1 : InpPeriodADX;
// Map only the buffers needed for this indicator's logic
SetIndexBuffer(0, BufferHA_ADX, INDICATOR_DATA);
SetIndexBuffer(1, BufferHA_PDI, INDICATOR_DATA);
SetIndexBuffer(2, BufferHA_NDI, INDICATOR_DATA);
@@ -67,16 +70,12 @@ void OnInit()
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));
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ADXW(%d)", ExtADXPeriod));
}
//+------------------------------------------------------------------+
@@ -93,89 +92,97 @@ int OnCalculate(const int rates_total,
const long &volume[],
const int &spread[])
{
if(rates_total < ExtADXPeriod * 2) // Need enough data for the full calculation
if(rates_total < ExtADXPeriod + 1)
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++)
//====== STEP 1: CALCULATE HEIKEN ASHI BARS using our toolkit ======
if(!ha_calculator.Calculate(rates_total, prev_calculated, open, high, low, close))
{
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]));
Print("Heiken Ashi calculation failed. Indicator will stop.");
return(0);
}
//====== STEP 2: CALCULATE ADX FROM SCRATCH ON EVERY CALL ======
//====== STEP 2: CALCULATE ADX using the results from the HA calculator ======
int start_adx;
if(prev_calculated > ExtADXPeriod)
start_adx = prev_calculated - 1;
else
start_adx = ExtADXPeriod;
// --- 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++)
//--- Main calculation loop
for(int i = start_adx; i < rates_total; i++)
{
double pdm = BufferHA_High[i] - BufferHA_High[i-1];
double ndm = BufferHA_Low[i-1] - BufferHA_Low[i];
//--- Get Heiken Ashi values from the calculator's public buffers
double ha_high = ha_calculator.ha_high[i];
double prev_ha_high = ha_calculator.ha_high[i-1];
double ha_low = ha_calculator.ha_low[i];
double prev_ha_low = ha_calculator.ha_low[i-1];
double prev_ha_close = ha_calculator.ha_close[i-1];
// Calculate raw +DM, -DM, and TR
double pdm = ha_high - prev_ha_high;
double ndm = prev_ha_low - ha_low;
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;
double tr = MathMax(ha_high, prev_ha_close) - MathMin(ha_low, prev_ha_close);
// --- 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];
}
// Smooth PDM, NDM, and TR (Wilder's Smoothing)
if(i == ExtADXPeriod) // First calculation: simple sum
{
double sum_pdm=0, sum_ndm=0, sum_tr=0;
for(int j=1; j<=ExtADXPeriod; j++)
{
double p_pdm = ha_calculator.ha_high[j] - ha_calculator.ha_high[j-1];
double p_ndm = ha_calculator.ha_low[j-1] - ha_calculator.ha_low[j];
if(p_pdm < 0 || p_pdm < p_ndm)
p_pdm = 0;
if(p_ndm < 0 || p_ndm < p_pdm)
p_ndm = 0;
sum_pdm += p_pdm;
sum_ndm += p_ndm;
sum_tr += MathMax(ha_calculator.ha_high[j], ha_calculator.ha_close[j-1]) - MathMin(ha_calculator.ha_low[j], ha_calculator.ha_close[j-1]);
}
BufferSmoothed_PDM[i] = sum_pdm;
BufferSmoothed_NDM[i] = sum_ndm;
BufferSmoothed_TR[i] = sum_tr;
}
else // Subsequent calculations: recursive smoothing
{
BufferSmoothed_PDM[i] = BufferSmoothed_PDM[i-1] - (BufferSmoothed_PDM[i-1] / ExtADXPeriod) + pdm;
BufferSmoothed_NDM[i] = BufferSmoothed_NDM[i-1] - (BufferSmoothed_NDM[i-1] / ExtADXPeriod) + ndm;
BufferSmoothed_TR[i] = BufferSmoothed_TR[i-1] - (BufferSmoothed_TR[i-1] / ExtADXPeriod) + tr;
}
// --- Calculate DI and DX ---
for(int i = ExtADXPeriod; i < rates_total; i++)
{
// Calculate +DI and -DI
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;
}
// Calculate DX
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;
// --- 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;
// Smooth DX to get ADX
if(i == ExtADXPeriod * 2 - 1) // First ADX value is a simple average of DX
{
double sum_dx = 0;
for(int j=i-ExtADXPeriod+1; j<=i; j++)
sum_dx += BufferDX[j];
BufferHA_ADX[i] = sum_dx / ExtADXPeriod;
}
else
if(i > ExtADXPeriod * 2 - 1) // Subsequent ADX values are smoothed
{
BufferHA_ADX[i] = (BufferHA_ADX[i-1] * (ExtADXPeriod - 1) + BufferDX[i]) / ExtADXPeriod;
}
}
return(rates_total);