//+------------------------------------------------------------------+ //| AMA_TrendActivity_HeikinAshi.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "1.00" #property description "Measures the trend activity of a Heikin Ashi AMA line using Arctan normalization." #property description "High values suggest a trending market, low values suggest a flat/ranging market." #include //--- Indicator Window and Plot Properties --- #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_type1 DRAW_HISTOGRAM #property indicator_color1 clrDodgerBlue #property indicator_width1 2 #property indicator_label1 "HA_Activity" #property indicator_minimum 0.0 #property indicator_maximum 0.5 //--- Enum for selecting Heikin Ashi price source --- enum ENUM_HA_APPLIED_PRICE { HA_PRICE_CLOSE, HA_PRICE_OPEN, HA_PRICE_HIGH, HA_PRICE_LOW }; //--- Input Parameters --- input group "AMA Settings" input int InpAmaPeriod = 10; input int InpFastEmaPeriod= 2; input int InpSlowEmaPeriod= 30; input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; input group "Activity Calculation Settings" input int InpAtrPeriod = 14; input int InpSmoothingPeriod = 5; //--- Indicator Buffers --- double BufferActivity[]; //--- Global Objects and Variables --- int g_ExtAmaPeriod, g_ExtFastEmaPeriod, g_ExtSlowEmaPeriod, g_ExtAtrPeriod, g_ExtSmoothingPeriod; double g_M_PI_2; CHeikinAshi_Calculator *g_ha_calculator; //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { g_ExtAmaPeriod = (InpAmaPeriod < 1) ? 1 : InpAmaPeriod; g_ExtFastEmaPeriod = (InpFastEmaPeriod < 1) ? 1 : InpFastEmaPeriod; g_ExtSlowEmaPeriod = (InpSlowEmaPeriod < 1) ? 1 : InpSlowEmaPeriod; g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod; g_ExtSmoothingPeriod = (InpSmoothingPeriod < 1) ? 1 : InpSmoothingPeriod; g_M_PI_2 = M_PI / 2.0; SetIndexBuffer(0, BufferActivity, INDICATOR_DATA); ArraySetAsSeries(BufferActivity, false); int draw_begin = g_ExtAmaPeriod + g_ExtAtrPeriod + g_ExtSmoothingPeriod; PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA AMA Activity(%d,%d,%d)", g_ExtAmaPeriod, g_ExtAtrPeriod, g_ExtSmoothingPeriod)); IndicatorSetInteger(INDICATOR_DIGITS, 4); IndicatorSetDouble(INDICATOR_MINIMUM, 0.0); IndicatorSetDouble(INDICATOR_MAXIMUM, 0.5); 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; } } //+------------------------------------------------------------------+ //| AMA Trend Activity 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_ExtAmaPeriod + g_ExtAtrPeriod + g_ExtSmoothingPeriod; 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: Prepare the Heikin Ashi source price array for AMA double ha_price_source[]; ArrayResize(ha_price_source, rates_total); switch(InpAppliedPrice) { case HA_PRICE_OPEN: ArrayCopy(ha_price_source, ha_open); break; case HA_PRICE_HIGH: ArrayCopy(ha_price_source, ha_high); break; case HA_PRICE_LOW: ArrayCopy(ha_price_source, ha_low); break; default: ArrayCopy(ha_price_source, ha_close); break; } //--- STEP 3: Calculate AMA on HA data double buffer_ama[]; ArrayResize(buffer_ama, rates_total); double fast_sc = 2.0 / (g_ExtFastEmaPeriod + 1.0); double slow_sc = 2.0 / (g_ExtSlowEmaPeriod + 1.0); for(int i = 1; i < rates_total; i++) { if(i == g_ExtAmaPeriod) { buffer_ama[i] = ha_price_source[i]; continue; } if(i > g_ExtAmaPeriod) { double direction = MathAbs(ha_price_source[i] - ha_price_source[i - g_ExtAmaPeriod]); double volatility = 0; for(int j = 0; j < g_ExtAmaPeriod; j++) { volatility += MathAbs(ha_price_source[i - j] - ha_price_source[i - j - 1]); } double er = (volatility > 0) ? direction / volatility : 0; double ssc = er * (fast_sc - slow_sc) + slow_sc; double ssc_sq = ssc * ssc; buffer_ama[i] = buffer_ama[i-1] + ssc_sq * (ha_price_source[i] - buffer_ama[i-1]); } } //--- STEP 4: Calculate Heikin Ashi ATR double buffer_atr[]; ArrayResize(buffer_atr, rates_total); double ha_tr[]; ArrayResize(ha_tr, rates_total); for(int i = 1; i < rates_total; i++) { ha_tr[i] = MathMax(ha_high[i], ha_close[i-1]) - MathMin(ha_low[i], ha_close[i-1]); } for(int i = 1; i < rates_total; i++) { if(i == g_ExtAtrPeriod) { double sum_tr = 0; for(int j = 1; j <= g_ExtAtrPeriod; j++) sum_tr += ha_tr[j]; buffer_atr[i] = sum_tr / g_ExtAtrPeriod; } else if(i > g_ExtAtrPeriod) { buffer_atr[i] = (buffer_atr[i-1] * (g_ExtAtrPeriod - 1) + ha_tr[i]) / g_ExtAtrPeriod; } } //--- STEP 5: Calculate Raw Activity and Scale it using MathArctan double scaled_activity[]; ArrayResize(scaled_activity, rates_total); for(int i = g_ExtAmaPeriod + 1; i < rates_total; i++) { if(buffer_atr[i] > 0) { double raw_activity = MathAbs(buffer_ama[i] - buffer_ama[i-1]) / buffer_atr[i]; scaled_activity[i] = MathArctan(raw_activity) / g_M_PI_2; } } //--- STEP 6: Calculate Final Oscillator (SMA of Scaled Activity) double sum = 0; int final_start_pos = g_ExtAmaPeriod + g_ExtSmoothingPeriod; for(int i = g_ExtAmaPeriod + 1; i < rates_total; i++) { sum += scaled_activity[i]; if(i >= final_start_pos) { if(i > final_start_pos) { sum -= scaled_activity[i - g_ExtSmoothingPeriod]; } BufferActivity[i] = sum / g_ExtSmoothingPeriod; } } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+