//+------------------------------------------------------------------+ //| MFI_HeikinAshi.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "2.01" // Corrected volume source handling #property description "Money Flow Index on Heikin Ashi data, with a signal line." #include //--- Indicator Window and Plot Properties --- #property indicator_separate_window #property indicator_buffers 2 // MFI and Signal Line #property indicator_plots 2 #property indicator_maximum 100.0 #property indicator_minimum 0.0 #property indicator_level1 20.0 #property indicator_level2 80.0 #property indicator_level3 50.0 #property indicator_levelstyle STYLE_DOT //--- Plot 1: MFI line #property indicator_label1 "HA_MFI" #property indicator_type1 DRAW_LINE #property indicator_color1 clrDodgerBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- Plot 2: Signal line #property indicator_label2 "HA_Signal" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrangeRed #property indicator_style2 STYLE_DOT #property indicator_width2 1 //--- Input Parameters --- input int InpMFIPeriod = 14; input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; input group "Signal Line Settings" input int InpMAPeriod = 9; input ENUM_MA_METHOD InpMAMethod = MODE_SMA; //--- Indicator Buffers --- double BufferMFI[]; double BufferSignal[]; //--- Global Objects and Variables --- int g_ExtMFIPeriod, g_ExtMAPeriod; CHeikinAshi_Calculator *g_ha_calculator; //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { g_ExtMFIPeriod = (InpMFIPeriod < 1) ? 1 : InpMFIPeriod; g_ExtMAPeriod = (InpMAPeriod < 1) ? 1 : InpMAPeriod; SetIndexBuffer(0, BufferMFI, INDICATOR_DATA); SetIndexBuffer(1, BufferSignal, INDICATOR_DATA); ArraySetAsSeries(BufferMFI, false); ArraySetAsSeries(BufferSignal, false); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtMFIPeriod); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtMFIPeriod + g_ExtMAPeriod - 1); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_MFI(%d, %d)", g_ExtMFIPeriod, g_ExtMAPeriod)); IndicatorSetInteger(INDICATOR_DIGITS, 2); 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) { if(CheckPointer(g_ha_calculator) != POINTER_INVALID) { delete g_ha_calculator; g_ha_calculator = NULL; } } //+------------------------------------------------------------------+ //| MFI 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_ExtMFIPeriod + g_ExtMAPeriod; if(rates_total <= start_pos) return(0); //--- Intermediate Heikin Ashi Buffers double ha_open[], ha_high[], ha_low[], ha_close[]; ArrayResize(ha_open, rates_total); ArrayResize(ha_high, rates_total); ArrayResize(ha_low, rates_total); ArrayResize(ha_close, rates_total); //--- STEP 1: Calculate Heikin Ashi bars g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); //--- STEP 2: Calculate HA Typical Price and Raw Money Flow double ha_typical_price[], raw_money_flow[]; ArrayResize(ha_typical_price, rates_total); ArrayResize(raw_money_flow, rates_total); for(int i=0; i ha_typical_price[i-1]) { positive_mf[i] = raw_money_flow[i]; } else if(ha_typical_price[i] < ha_typical_price[i-1]) { negative_mf[i] = raw_money_flow[i]; } } //--- STEP 4: Calculate Money Flow Ratio and MFI using a sliding window sum double sum_pos = 0; double sum_neg = 0; for(int i = 1; i < rates_total; i++) { sum_pos += positive_mf[i]; sum_neg += negative_mf[i]; if(i > g_ExtMFIPeriod) { sum_pos -= positive_mf[i - g_ExtMFIPeriod]; sum_neg -= negative_mf[i - g_ExtMFIPeriod]; } if(i >= g_ExtMFIPeriod) { if(sum_neg > 0) { double money_ratio = sum_pos / sum_neg; BufferMFI[i] = 100.0 - (100.0 / (1.0 + money_ratio)); } else { BufferMFI[i] = 100.0; } } } //--- STEP 5: Calculate the Signal Line (MA of MFI) int ma_start_pos = g_ExtMFIPeriod + g_ExtMAPeriod - 1; for(int i = ma_start_pos; i < rates_total; i++) { switch(InpMAMethod) { case MODE_EMA: case MODE_SMMA: if(i == ma_start_pos) { double sum=0; for(int j=0; j0) BufferSignal[i]=lwma_sum/weight_sum; } break; default: // MODE_SMA { double sum=0; for(int j=0; j