//+------------------------------------------------------------------+ //| MarketFacilitationIndex_Calculator.mqh | //| VERSION 1.30: Re-architected to 4-buffer histogram. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI }; //+==================================================================+ class CMarketFacilitationIndexCalculator { protected: ENUM_APPLIED_VOLUME m_volume_type; double m_high[], m_low[]; virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]); public: CMarketFacilitationIndexCalculator(void) {}; virtual ~CMarketFacilitationIndexCalculator(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 &green_buffer[], double &fade_buffer[], double &fake_buffer[], double &squat_buffer[]); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CMarketFacilitationIndexCalculator_HA : public CMarketFacilitationIndexCalculator { 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 CMarketFacilitationIndexCalculator::Init(ENUM_APPLIED_VOLUME vol_type) { m_volume_type = vol_type; return true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CMarketFacilitationIndexCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[], double &green_buffer[], double &fade_buffer[], double &fake_buffer[], double &squat_buffer[]) { if(rates_total < 2) return; if(!PrepareSourceData(rates_total, open, high, low, close)) return; double mfi_buffer[]; // Temporary buffer for MFI values ArrayResize(mfi_buffer, rates_total); for(int i = 1; i < rates_total; i++) { //--- Initialize all buffers to empty for this bar --- green_buffer[i] = EMPTY_VALUE; fade_buffer[i] = EMPTY_VALUE; fake_buffer[i] = EMPTY_VALUE; squat_buffer[i] = EMPTY_VALUE; //--- Step 1: Calculate MFI value --- double range = m_high[i] - m_low[i]; long vol = volume[i]; if(vol > 0) mfi_buffer[i] = range / (double)vol; else mfi_buffer[i] = 0; //--- Step 2: Determine the color and place value in the correct buffer --- bool mfi_up = mfi_buffer[i] > mfi_buffer[i-1]; bool vol_up = volume[i] > volume[i-1]; if(mfi_up && vol_up) // MFI up, Volume up green_buffer[i] = mfi_buffer[i]; else if(!mfi_up && !vol_up)// MFI down, Volume down fade_buffer[i] = mfi_buffer[i]; else if(mfi_up && !vol_up) // MFI up, Volume down fake_buffer[i] = mfi_buffer[i]; else // MFI down, Volume up squat_buffer[i] = mfi_buffer[i]; } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CMarketFacilitationIndexCalculator::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); ArrayCopy(m_high, high, 0, 0, rates_total); ArrayCopy(m_low, low, 0, 0, rates_total); return true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CMarketFacilitationIndexCalculator_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); ArrayCopy(m_high, ha_high, 0, 0, rates_total); ArrayCopy(m_low, ha_low, 0, 0, rates_total); return true; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+