new files added

2026-07-27 20:47:44 +00:00 · 2026-03-06 10:25:04 +01:00
parent 74862473f9
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+//+------------------------------------------------------------------+
+//|                                           Hurst_Exponent_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "2.10" // Single color line
+#property description "Hurst Exponent - Fractal Market Analysis."
+#property description "Supports Classic R/S and Robust DFA."
+
+#property indicator_separate_window
+#property indicator_buffers 1
+#property indicator_plots   1
+
+// Levels
+#property indicator_level1 0.5
+#property indicator_level2 0.6
+#property indicator_level3 0.4
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+#property indicator_minimum 0.0
+#property indicator_maximum 1.0
+
+// Plot: Hurst Line (Single Color)
+#property indicator_label1  "Hurst"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrDeepSkyBlue
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\Hurst_Calculator.mqh>
+
+//--- Input Parameters
+input group             "Settings"
+input int               InpPeriod      = 256;          // Period for Analysis
+input ENUM_HURST_METHOD InpMethod      = METHOD_DFA;   // Calculation Method
+input ENUM_APPLIED_PRICE InpPrice      = PRICE_CLOSE;
+
+//--- Buffers
+double BufHurst[];
+
+//--- Objects
+CHurstCalculator *g_calc;
+double g_price[];
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufHurst, INDICATOR_DATA);
+
+   string method_str = (InpMethod == METHOD_DFA) ? "DFA" : "R/S";
+   string name = StringFormat("Hurst %s(%d)", method_str, InpPeriod);
+   IndicatorSetString(INDICATOR_SHORTNAME, name);
+   IndicatorSetInteger(INDICATOR_DIGITS, 3);
+
+   g_calc = new CHurstCalculator();
+   if(!g_calc.Init(InpPeriod, InpMethod))
+      return INIT_FAILED;
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void OnDeinit(const int r)
+  {
+   if(CheckPointer(g_calc)==POINTER_DYNAMIC)
+      delete g_calc;
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate                                                        |
+//+------------------------------------------------------------------+
+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 < InpPeriod + 10)
+      return 0;
+
+   if(ArraySize(g_price) != rates_total)
+      ArrayResize(g_price, rates_total);
+
+   int start_copy = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+   for(int i=start_copy; i<rates_total; i++)
+     {
+      switch(InpPrice)
+        {
+         case PRICE_CLOSE:
+            g_price[i]=close[i];
+            break;
+         case PRICE_OPEN:
+            g_price[i]=open[i];
+            break;
+         case PRICE_HIGH:
+            g_price[i]=high[i];
+            break;
+         case PRICE_LOW:
+            g_price[i]=low[i];
+            break;
+         case PRICE_MEDIAN:
+            g_price[i]=(high[i]+low[i])/2;
+            break;
+         case PRICE_TYPICAL:
+            g_price[i]=(high[i]+low[i]+close[i])/3;
+            break;
+         case PRICE_WEIGHTED:
+            g_price[i]=(high[i]+low[i]+2*close[i])/4;
+            break;
+         default:
+            g_price[i]=close[i];
+            break;
+        }
+     }
+
+   g_calc.Calculate(rates_total, prev_calculated, g_price, BufHurst);
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+