//+------------------------------------------------------------------+ //| SMI_HeikinAshi.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "2.00" // Refactored for full recalculation and stability #property description "Stochastic Momentum Index (SMI) on Heikin Ashi data" // --- Custom Toolkit Include --- #include //--- Indicator Window and Level Properties --- #property indicator_separate_window #property indicator_level1 40.0 #property indicator_level2 0.0 #property indicator_level3 -40.0 #property indicator_levelstyle STYLE_DOT //--- Buffers and Plots --- #property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers #property indicator_plots 2 //--- Plot 1: SMI line #property indicator_label1 "HA_SMI" #property indicator_type1 DRAW_LINE #property indicator_color1 clrBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- Plot 2: Signal line (EMA of SMI) #property indicator_label2 "HA_Signal" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrange #property indicator_style2 STYLE_DOT #property indicator_width2 1 //--- Input Parameters --- input int InpLengthK = 10; // %K Length input int InpLengthD = 3; // %D Length (for double smoothing) input int InpLengthEMA = 3; // EMA Length (for signal line) //--- Indicator Buffers --- double BufferSMI[]; double BufferSignal[]; double BufferHighestLowestRange[]; double BufferRelativeRange[]; double BufferEma_Relative[]; double BufferEma_Range[]; double BufferEmaEma_Relative[]; double BufferEmaEma_Range[]; //--- Intermediate Heikin Ashi Buffers --- double ExtHaOpenBuffer[]; double ExtHaHighBuffer[]; double ExtHaLowBuffer[]; double ExtHaCloseBuffer[]; //--- Global Objects and Variables --- int g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA; 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 inputs g_ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK; g_ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD; g_ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA; //--- Map the buffers SetIndexBuffer(0, BufferSMI, INDICATOR_DATA); SetIndexBuffer(1, BufferSignal, INDICATOR_DATA); SetIndexBuffer(2, BufferHighestLowestRange, INDICATOR_CALCULATIONS); SetIndexBuffer(3, BufferRelativeRange, INDICATOR_CALCULATIONS); SetIndexBuffer(4, BufferEma_Relative, INDICATOR_CALCULATIONS); SetIndexBuffer(5, BufferEma_Range, INDICATOR_CALCULATIONS); SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS); SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS); //--- Set all buffers to non-timeseries ArraySetAsSeries(BufferSMI, false); ArraySetAsSeries(BufferSignal, false); ArraySetAsSeries(BufferHighestLowestRange, false); ArraySetAsSeries(BufferRelativeRange, false); ArraySetAsSeries(BufferEma_Relative, false); ArraySetAsSeries(BufferEma_Range, false); ArraySetAsSeries(BufferEmaEma_Relative, false); ArraySetAsSeries(BufferEmaEma_Range, false); //--- Set indicator properties IndicatorSetInteger(INDICATOR_DIGITS, 2); int smi_draw_begin = g_ExtLengthK + g_ExtLengthD - 2; PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, smi_draw_begin); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, smi_draw_begin + g_ExtLengthEMA - 1); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_SMI(%d,%d,%d)", g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA)); //--- 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 if(CheckPointer(g_ha_calculator) != POINTER_INVALID) { delete g_ha_calculator; g_ha_calculator = NULL; } } //+------------------------------------------------------------------+ //| Stochastic Momentum Index 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_ExtLengthK + g_ExtLengthD + g_ExtLengthEMA - 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: Calculate Highest, Lowest, and Ranges for(int i = g_ExtLengthK - 1; i < rates_total; i++) { double highest_high = Highest(ExtHaHighBuffer, g_ExtLengthK, i); double lowest_low = Lowest(ExtHaLowBuffer, g_ExtLengthK, i); BufferHighestLowestRange[i] = highest_high - lowest_low; BufferRelativeRange[i] = ExtHaCloseBuffer[i] - (highest_high + lowest_low) / 2.0; } //--- STEP 3-7: Calculate all smoothed values and final SMI in a single loop double pr_d = 2.0 / (g_ExtLengthD + 1.0); double pr_ema = 2.0 / (g_ExtLengthEMA + 1.0); int ema1_start = g_ExtLengthK + g_ExtLengthD - 2; int ema2_start = ema1_start + g_ExtLengthD - 1; int signal_start = ema2_start + g_ExtLengthEMA - 1; for(int i = g_ExtLengthK - 1; i < rates_total; i++) { // --- 1st EMA Smoothing --- if(i == g_ExtLengthK - 1) // Initialization { BufferEma_Relative[i] = BufferRelativeRange[i]; BufferEma_Range[i] = BufferHighestLowestRange[i]; } else // Recursive { BufferEma_Relative[i] = BufferRelativeRange[i] * pr_d + BufferEma_Relative[i-1] * (1.0 - pr_d); BufferEma_Range[i] = BufferHighestLowestRange[i] * pr_d + BufferEma_Range[i-1] * (1.0 - pr_d); } // --- 2nd EMA Smoothing --- if(i == ema1_start) // Initialization with manual SMA { double sum_rel=0, sum_ran=0; for(int j=0; j ema1_start) // Recursive { BufferEmaEma_Relative[i] = BufferEma_Relative[i] * pr_d + BufferEmaEma_Relative[i-1] * (1.0 - pr_d); BufferEmaEma_Range[i] = BufferEma_Range[i] * pr_d + BufferEmaEma_Range[i-1] * (1.0 - pr_d); } // --- Final SMI Value --- if(i >= ema1_start) { if(BufferEmaEma_Range[i] != 0) BufferSMI[i] = 100 * (BufferEmaEma_Relative[i] / (BufferEmaEma_Range[i] / 2.0)); else BufferSMI[i] = 0; } // --- Signal Line --- if(i == signal_start) // Initialization with manual SMA { double sum_smi=0; for(int j=0; j signal_start) // Recursive { BufferSignal[i] = BufferSMI[i] * pr_ema + BufferSignal[i-1] * (1.0 - pr_ema); } } 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); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+