//+------------------------------------------------------------------+ //| ALMA_HeikinAshi.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "2.01" // Fixed indexing logic in ALMA calculation #property description "Arnaud Legoux Moving Average (ALMA) on Heikin Ashi data" #include //--- Indicator Window and Plot Properties --- #property indicator_chart_window #property indicator_buffers 1 #property indicator_plots 1 //--- Plot 1: ALMA line #property indicator_label1 "HA_ALMA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrMediumVioletRed #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- Enum for selecting Heikin Ashi price source --- enum ENUM_HA_APPLIED_PRICE { HA_PRICE_CLOSE, // Heikin Ashi Close HA_PRICE_OPEN, // Heikin Ashi Open HA_PRICE_HIGH, // Heikin Ashi High HA_PRICE_LOW, // Heikin Ashi Low }; //--- Input Parameters --- input int InpAlmaPeriod = 9; input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; input double InpAlmaOffset = 0.85; input double InpAlmaSigma = 6.0; //--- Indicator Buffers --- double BufferHA_ALMA[]; //--- Intermediate Heikin Ashi Buffers --- double ExtHaOpenBuffer[]; double ExtHaHighBuffer[]; double ExtHaLowBuffer[]; double ExtHaCloseBuffer[]; //--- Global Objects and Variables --- int g_ExtAlmaPeriod; double g_ExtAlmaOffset; double g_ExtAlmaSigma; CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { g_ExtAlmaPeriod = (InpAlmaPeriod < 1) ? 1 : InpAlmaPeriod; g_ExtAlmaOffset = InpAlmaOffset; g_ExtAlmaSigma = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma; SetIndexBuffer(0, BufferHA_ALMA, INDICATOR_DATA); ArraySetAsSeries(BufferHA_ALMA, false); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAlmaPeriod - 1); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ALMA(%d, %.2f, %.1f)", g_ExtAlmaPeriod, g_ExtAlmaOffset, g_ExtAlmaSigma)); //--- 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; } } //+------------------------------------------------------------------+ //| Arnaud Legoux Moving Average 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[]) { if(rates_total < g_ExtAlmaPeriod) 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 g_ha_calculator.Calculate(rates_total, open, high, low, close, ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer); //--- STEP 2: Select the source price array for ALMA calculation double source_array[]; switch(InpAppliedPrice) { case HA_PRICE_OPEN: ArrayCopy(source_array, ExtHaOpenBuffer); break; case HA_PRICE_HIGH: ArrayCopy(source_array, ExtHaHighBuffer); break; case HA_PRICE_LOW: ArrayCopy(source_array, ExtHaLowBuffer); break; default: // HA_PRICE_CLOSE ArrayCopy(source_array, ExtHaCloseBuffer); break; } //--- STEP 3: Calculate ALMA based on the selected HA price array double m = g_ExtAlmaOffset * (g_ExtAlmaPeriod - 1.0); double s = (double)g_ExtAlmaPeriod / g_ExtAlmaSigma; // The main loop iterates through all bars that can be calculated for(int i = g_ExtAlmaPeriod - 1; i < rates_total; i++) { double sum = 0.0; double norm = 0.0; // The inner loop calculates the weighted sum for the current bar 'i' for(int j = 0; j < g_ExtAlmaPeriod; j++) { double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s)); // *** FIX: Reverted to the original, correct indexing logic *** // This ensures the weight for position 'j' is applied to the correct price in the window. int price_index = i - (g_ExtAlmaPeriod - 1) + j; sum += source_array[price_index] * weight; norm += weight; } if(norm > 0) BufferHA_ALMA[i] = sum / norm; else BufferHA_ALMA[i] = 0.0; } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+