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//+------------------------------------------------------------------+
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//| HMA_HeikinAshi.mq5 |
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "2.00" // Refactored for full recalculation and stability
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#property description "Hull Moving Average (HMA) on Heikin Ashi data"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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#include <MovingAverages.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_buffers 4
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#property indicator_plots 1
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//--- Plot 1: HMA line
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#property indicator_label1 "HA_HMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDeepPink
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Enum for selecting Heikin Ashi price source ---
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enum ENUM_HA_APPLIED_PRICE
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{
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HA_PRICE_CLOSE, // Heikin Ashi Close
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HA_PRICE_OPEN, // Heikin Ashi Open
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HA_PRICE_HIGH, // Heikin Ashi High
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HA_PRICE_LOW, // Heikin Ashi Low
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};
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//--- Input Parameters ---
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input int InpPeriodHMA = 14;
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input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
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//--- Indicator Buffers ---
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double BufferHA_HMA[];
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double BufferWMA_Half[];
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double BufferWMA_Full[];
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double BufferRawHMA[];
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//--- Intermediate Heikin Ashi Buffers ---
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double ExtHaOpenBuffer[];
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double ExtHaHighBuffer[];
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double ExtHaLowBuffer[];
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double ExtHaCloseBuffer[];
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//--- Global Objects and Variables ---
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int g_ExtPeriodHMA;
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CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtPeriodHMA = (InpPeriodHMA < 1) ? 1 : InpPeriodHMA;
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SetIndexBuffer(0, BufferHA_HMA, INDICATOR_DATA);
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SetIndexBuffer(1, BufferWMA_Half, INDICATOR_CALCULATIONS);
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SetIndexBuffer(2, BufferWMA_Full, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferRawHMA, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferHA_HMA, false);
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ArraySetAsSeries(BufferWMA_Half, false);
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ArraySetAsSeries(BufferWMA_Full, false);
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ArraySetAsSeries(BufferRawHMA, false);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodHMA + (int)MathFloor(MathSqrt(g_ExtPeriodHMA)) - 2);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_HMA(%d)", g_ExtPeriodHMA));
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//--- Create the calculator instance
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- Free the calculator object to prevent memory leaks
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Hull Moving Average on Heikin Ashi 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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int start_pos = g_ExtPeriodHMA + (int)MathFloor(MathSqrt(g_ExtPeriodHMA)) - 2;
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if(rates_total <= start_pos)
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return(0);
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//--- Resize intermediate buffers
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ArrayResize(ExtHaOpenBuffer, rates_total);
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ArrayResize(ExtHaHighBuffer, rates_total);
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ArrayResize(ExtHaLowBuffer, rates_total);
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ArrayResize(ExtHaCloseBuffer, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close,
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ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
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//--- STEP 2: Select the source Heikin Ashi price array
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double ha_price_source[];
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switch(InpAppliedPrice)
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{
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case HA_PRICE_OPEN:
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ArrayCopy(ha_price_source, ExtHaOpenBuffer);
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break;
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case HA_PRICE_HIGH:
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ArrayCopy(ha_price_source, ExtHaHighBuffer);
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break;
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case HA_PRICE_LOW:
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ArrayCopy(ha_price_source, ExtHaLowBuffer);
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break;
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default:
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ArrayCopy(ha_price_source, ExtHaCloseBuffer);
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break;
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}
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//--- STEP 3: Calculate all HMA components in a single, efficient loop
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int period_half = (int)MathMax(1, MathRound(g_ExtPeriodHMA / 2.0));
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int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(g_ExtPeriodHMA)));
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for(int i = g_ExtPeriodHMA - 1; i < rates_total; i++)
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{
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// Calculate the two base WMAs
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BufferWMA_Half[i] = LinearWeightedMA(i, period_half, ha_price_source);
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BufferWMA_Full[i] = LinearWeightedMA(i, g_ExtPeriodHMA, ha_price_source);
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// Calculate the raw HMA
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BufferRawHMA[i] = 2 * BufferWMA_Half[i] - BufferWMA_Full[i];
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}
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//--- STEP 4: Smooth the raw HMA with the final WMA
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for(int i = start_pos; i < rates_total; i++)
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{
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BufferHA_HMA[i] = LinearWeightedMA(i, period_sqrt, BufferRawHMA);
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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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