diff --git a/Indicators/MyIndicators/HMA_HeikinAshi.mq5 b/Indicators/MyIndicators/HMA_HeikinAshi.mq5 new file mode 100644 index 0000000..1173715 --- /dev/null +++ b/Indicators/MyIndicators/HMA_HeikinAshi.mq5 @@ -0,0 +1,169 @@ +//+------------------------------------------------------------------+ +//| HMA_HeikinAshi.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "2.00" // Refactored for full recalculation and stability +#property description "Hull Moving Average (HMA) on Heikin Ashi data" + +#include +#include + +//--- Indicator Window and Plot Properties --- +#property indicator_chart_window +#property indicator_buffers 4 +#property indicator_plots 1 + +//--- Plot 1: HMA line +#property indicator_label1 "HA_HMA" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrDeepPink +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +//--- 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 int InpPeriodHMA = 14; +input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; + +//--- Indicator Buffers --- +double BufferHA_HMA[]; +double BufferWMA_Half[]; +double BufferWMA_Full[]; +double BufferRawHMA[]; + +//--- Intermediate Heikin Ashi Buffers --- +double ExtHaOpenBuffer[]; +double ExtHaHighBuffer[]; +double ExtHaLowBuffer[]; +double ExtHaCloseBuffer[]; + +//--- Global Objects and Variables --- +int g_ExtPeriodHMA; +CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtPeriodHMA = (InpPeriodHMA < 1) ? 1 : InpPeriodHMA; + + SetIndexBuffer(0, BufferHA_HMA, INDICATOR_DATA); + SetIndexBuffer(1, BufferWMA_Half, INDICATOR_CALCULATIONS); + SetIndexBuffer(2, BufferWMA_Full, INDICATOR_CALCULATIONS); + SetIndexBuffer(3, BufferRawHMA, INDICATOR_CALCULATIONS); + + ArraySetAsSeries(BufferHA_HMA, false); + ArraySetAsSeries(BufferWMA_Half, false); + ArraySetAsSeries(BufferWMA_Full, false); + ArraySetAsSeries(BufferRawHMA, false); + + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodHMA + (int)MathFloor(MathSqrt(g_ExtPeriodHMA)) - 2); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_HMA(%d)", g_ExtPeriodHMA)); + +//--- Create the calculator instance + 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) + { +//--- Free the calculator object to prevent memory leaks + if(CheckPointer(g_ha_calculator) != POINTER_INVALID) + { + delete g_ha_calculator; + g_ha_calculator = NULL; + } + } + +//+------------------------------------------------------------------+ +//| Hull Moving Average 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_ExtPeriodHMA + (int)MathFloor(MathSqrt(g_ExtPeriodHMA)) - 2; + if(rates_total <= start_pos) + return(0); + +//--- Resize intermediate buffers + ArrayResize(ExtHaOpenBuffer, rates_total); + ArrayResize(ExtHaHighBuffer, rates_total); + ArrayResize(ExtHaLowBuffer, rates_total); + ArrayResize(ExtHaCloseBuffer, rates_total); + +//--- STEP 1: Calculate Heikin Ashi bars + g_ha_calculator.Calculate(rates_total, open, high, low, close, + ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer); + +//--- STEP 2: Select the source Heikin Ashi price array + double ha_price_source[]; + switch(InpAppliedPrice) + { + case HA_PRICE_OPEN: + ArrayCopy(ha_price_source, ExtHaOpenBuffer); + break; + case HA_PRICE_HIGH: + ArrayCopy(ha_price_source, ExtHaHighBuffer); + break; + case HA_PRICE_LOW: + ArrayCopy(ha_price_source, ExtHaLowBuffer); + break; + default: + ArrayCopy(ha_price_source, ExtHaCloseBuffer); + break; + } + +//--- STEP 3: Calculate all HMA components in a single, efficient loop + int period_half = (int)MathMax(1, MathRound(g_ExtPeriodHMA / 2.0)); + int period_sqrt = (int)MathMax(1, MathRound(MathSqrt(g_ExtPeriodHMA))); + + for(int i = g_ExtPeriodHMA - 1; i < rates_total; i++) + { + // Calculate the two base WMAs + BufferWMA_Half[i] = LinearWeightedMA(i, period_half, ha_price_source); + BufferWMA_Full[i] = LinearWeightedMA(i, g_ExtPeriodHMA, ha_price_source); + + // Calculate the raw HMA + BufferRawHMA[i] = 2 * BufferWMA_Half[i] - BufferWMA_Full[i]; + } + +//--- STEP 4: Smooth the raw HMA with the final WMA + for(int i = start_pos; i < rates_total; i++) + { + BufferHA_HMA[i] = LinearWeightedMA(i, period_sqrt, BufferRawHMA); + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+