//+------------------------------------------------------------------+ //| WPRMA_HeikinAshi.mq5 | //| Copyright 2025, xxxxxxxx (Based on MetaQuotes WPR) | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "2.02" // Reverted to robust manual MA calculation #property description "WPR on Heikin Ashi candles, with a Moving Average." // --- Standard and Custom Includes --- #include // For SimpleMA and LinearWeightedMA single-value functions #include //--- Indicator Window and Level Properties --- #property indicator_separate_window #property indicator_level1 -20.0 #property indicator_level2 -80.0 #property indicator_levelstyle STYLE_DOT #property indicator_levelcolor clrSilver #property indicator_levelwidth 1 #property indicator_maximum 0.0 #property indicator_minimum -100.0 //--- Buffers and Plots --- #property indicator_buffers 2 // WPRMA and the raw WPR #property indicator_plots 2 //--- Plot 1: WPR MA line (smoothed) #property indicator_label1 "HA_WPRMA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed //--- Plot 2: WPR line (raw) #property indicator_label2 "HA_WPR" #property indicator_type2 DRAW_LINE #property indicator_color2 clrDodgerBlue //--- Input Parameters --- input int InpWPRPeriod = 14; // Period for WPR calculation input int InpMAPeriod = 14; // Period for Moving Average input ENUM_MA_METHOD InpMAMethod = MODE_SMA; // Method for Moving Average //--- Indicator Buffers --- double BufferHA_WPRMA[]; // Buffer for the smoothed WPR line double BufferHA_WPR[]; // Buffer for the raw Heikin Ashi WPR line //--- Intermediate Heikin Ashi Buffers --- double ExtHaOpenBuffer[]; double ExtHaHighBuffer[]; double ExtHaLowBuffer[]; double ExtHaCloseBuffer[]; //--- Global Objects and Variables --- int g_ExtWPRPeriod; int g_ExtMAPeriod; CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator //--- Forward declarations for helper functions --- double Highest(const double &array[], int period, int current_pos); double Lowest(const double &array[], int period, int current_pos); //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { //--- Validate and store input periods g_ExtWPRPeriod = (InpWPRPeriod < 1) ? 1 : InpWPRPeriod; g_ExtMAPeriod = (InpMAPeriod < 1) ? 1 : InpMAPeriod; //--- Map the buffers SetIndexBuffer(0, BufferHA_WPRMA, INDICATOR_DATA); SetIndexBuffer(1, BufferHA_WPR, INDICATOR_DATA); //--- Set buffers to non-timeseries for stable calculation ArraySetAsSeries(BufferHA_WPRMA, false); ArraySetAsSeries(BufferHA_WPR, false); //--- Set indicator properties PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtWPRPeriod + g_ExtMAPeriod - 2); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtWPRPeriod - 1); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_WPRMA(%d, %d)", g_ExtWPRPeriod, g_ExtMAPeriod)); IndicatorSetInteger(INDICATOR_DIGITS, 2); //--- 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; } } //+------------------------------------------------------------------+ //| Williams’ Percent Range on Heikin Ashi with MA. | //+------------------------------------------------------------------+ 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[]) { //--- Check if there is enough historical data for the first calculation if(rates_total < g_ExtWPRPeriod) return(0); //--- Resize intermediate buffers to match the available bars ArrayResize(ExtHaOpenBuffer, rates_total); ArrayResize(ExtHaHighBuffer, rates_total); ArrayResize(ExtHaLowBuffer, rates_total); ArrayResize(ExtHaCloseBuffer, rates_total); //--- STEP 1: Calculate Heikin Ashi bars using our toolkit (full recalculation) g_ha_calculator.Calculate(rates_total, open, high, low, close, ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer); //--- STEP 2: Calculate the raw WPR based on the Heikin Ashi results for(int i = g_ExtWPRPeriod - 1; i < rates_total; i++) { double max_ha_high = Highest(ExtHaHighBuffer, g_ExtWPRPeriod, i); double min_ha_low = Lowest(ExtHaLowBuffer, g_ExtWPRPeriod, i); if(max_ha_high != min_ha_low) BufferHA_WPR[i] = - (max_ha_high - ExtHaCloseBuffer[i]) * 100.0 / (max_ha_high - min_ha_low); else BufferHA_WPR[i] = (i > 0) ? BufferHA_WPR[i-1] : -50.0; } //--- STEP 3: Calculate the Moving Average on the raw WPR buffer using a manual loop int ma_start_pos = g_ExtWPRPeriod + g_ExtMAPeriod - 2; for(int i = ma_start_pos; i < rates_total; i++) { switch(InpMAMethod) { case MODE_EMA: // --- Special handling for EMA --- if(i == ma_start_pos) // First EMA value is an SMA { BufferHA_WPRMA[i] = SimpleMA(i, g_ExtMAPeriod, BufferHA_WPR); } else // Subsequent EMA values are calculated recursively { double pr = 2.0 / (g_ExtMAPeriod + 1.0); BufferHA_WPRMA[i] = BufferHA_WPR[i] * pr + BufferHA_WPRMA[i-1] * (1.0 - pr); } break; case MODE_SMMA: if(i == ma_start_pos) // First SMMA value is an SMA { BufferHA_WPRMA[i] = SimpleMA(i, g_ExtMAPeriod, BufferHA_WPR); } else // Subsequent SMMA values are calculated recursively { BufferHA_WPRMA[i] = (BufferHA_WPRMA[i-1] * (g_ExtMAPeriod - 1) + BufferHA_WPR[i]) / g_ExtMAPeriod; } break; case MODE_LWMA: BufferHA_WPRMA[i] = LinearWeightedMA(i, g_ExtMAPeriod, BufferHA_WPR); break; default: // MODE_SMA BufferHA_WPRMA[i] = SimpleMA(i, g_ExtMAPeriod, BufferHA_WPR); break; } } //--- Return value of rates_total to signal a full recalculation return(rates_total); } //+------------------------------------------------------------------+ //| Finds the highest value in a given period of an array. | //+------------------------------------------------------------------+ double Highest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res < array[index]) res = array[index]; } return(res); } //+------------------------------------------------------------------+ //| Finds the lowest value in a given period of an array. | //+------------------------------------------------------------------+ double Lowest(const double &array[], int period, int current_pos) { double res = array[current_pos]; for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; if(res > array[index]) res = array[index]; } return(res); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+