//+------------------------------------------------------------------+ //| Chaikin_AD_Calculator.mqh | //| Engine for Chaikin's Accumulation/Distribution Line. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include // Enum from the main file enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI }; //+==================================================================+ class CChaikinADCalculator { protected: ENUM_APPLIED_VOLUME m_volume_type; double m_high[], m_low[], m_close[]; virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]); public: CChaikinADCalculator(void) {}; virtual ~CChaikinADCalculator(void) {}; bool Init(ENUM_APPLIED_VOLUME vol_type); void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &ad_buffer[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CChaikinADCalculator_HA : public CChaikinADCalculator { private: CHeikinAshi_Calculator m_ha_calculator; protected: virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+==================================================================+ //| METHOD IMPLEMENTATIONS | //+==================================================================+ //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CChaikinADCalculator::Init(ENUM_APPLIED_VOLUME vol_type) { m_volume_type = vol_type; return true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CChaikinADCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &ad_buffer[]) { if(rates_total < 1) return; if(!PrepareSourceData(rates_total, open, high, low, close)) return; double prev_ad = 0; for(int i = 0; i < rates_total; i++) { double money_flow_multiplier = 0; double range = m_high[i] - m_low[i]; if(range > 0.000001) { money_flow_multiplier = ((m_close[i] - m_low[i]) - (m_high[i] - m_close[i])) / range; } double money_flow_volume = money_flow_multiplier * (double)volume[i]; ad_buffer[i] = prev_ad + money_flow_volume; prev_ad = ad_buffer[i]; } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CChaikinADCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) { ArrayResize(m_high, rates_total); ArrayResize(m_low, rates_total); ArrayResize(m_close, rates_total); ArrayCopy(m_high, high, 0, 0, rates_total); ArrayCopy(m_low, low, 0, 0, rates_total); ArrayCopy(m_close, close, 0, 0, rates_total); return true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CChaikinADCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) { 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); m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); ArrayResize(m_high, rates_total); ArrayResize(m_low, rates_total); ArrayResize(m_close, rates_total); ArrayCopy(m_high, ha_high, 0, 0, rates_total); ArrayCopy(m_low, ha_low, 0, 0, rates_total); ArrayCopy(m_close, ha_close, 0, 0, rates_total); return true; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+