//+------------------------------------------------------------------+ //| WPR_HeikinAshi.mq5 | //| Copyright 2025, xxxxxxxx (Based on MetaQuotes WPR) | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "3.00" // Refactored for stability and new calculator #property description "Larry Williams' Percent Range based on Heikin Ashi candles" //--- Custom Toolkit Include --- #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 1 // Only one buffer is needed for the WPR line #property indicator_plots 1 //--- Plot 1: WPR line #property indicator_type1 DRAW_LINE #property indicator_color1 clrDodgerBlue #property indicator_label1 "HA_WPR" //--- Input Parameters --- input int InpWPRPeriod=14; // Period for WPR calculation //--- Indicator Buffers --- double BufferHA_WPR[]; // The final WPR values for plotting //--- Intermediate Heikin Ashi Buffers --- double ExtHaOpenBuffer[]; double ExtHaHighBuffer[]; double ExtHaLowBuffer[]; double ExtHaCloseBuffer[]; //--- Global Objects and Variables --- int g_ExtPeriodWPR; 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 the WPR period g_ExtPeriodWPR = (InpWPRPeriod < 1) ? 1 : InpWPRPeriod; //--- Map the buffer to the indicator's internal memory SetIndexBuffer(0, BufferHA_WPR, INDICATOR_DATA); //--- Set buffer as non-timeseries for stable calculation ArraySetAsSeries(BufferHA_WPR, false); //--- Set indicator properties PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodWPR - 1); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_WPR(%d)", g_ExtPeriodWPR)); 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. | //+------------------------------------------------------------------+ 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_ExtPeriodWPR) 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 WPR based on the Heikin Ashi results // Start from the first bar that has enough preceding data for the WPR period for(int i = g_ExtPeriodWPR - 1; i < rates_total; i++) { // Find the highest HA_High and lowest HA_Low over the WPR period double max_ha_high = Highest(ExtHaHighBuffer, g_ExtPeriodWPR, i); double min_ha_low = Lowest(ExtHaLowBuffer, g_ExtPeriodWPR, i); // Calculate WPR using the current HA_Close if(max_ha_high != min_ha_low) BufferHA_WPR[i] = - (max_ha_high - ExtHaCloseBuffer[i]) * 100.0 / (max_ha_high - min_ha_low); else // If max high equals min low, avoid division by zero BufferHA_WPR[i] = (i > 0) ? BufferHA_WPR[i-1] : -50.0; } //--- 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]; //--- Loop backwards from the current position for 'period' bars for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; // Stop if we go out of bounds 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]; //--- Loop backwards from the current position for 'period' bars for(int i = 1; i < period; i++) { int index = current_pos - i; if(index < 0) break; // Stop if we go out of bounds if(res > array[index]) res = array[index]; } return(res); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+