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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
131 lines
4.2 KiB
Plaintext
131 lines
4.2 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Hurst_Exponent_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.10" // Single color line
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#property description "Hurst Exponent - Fractal Market Analysis."
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#property description "Supports Classic R/S and Robust DFA."
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#property indicator_separate_window
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#property indicator_buffers 1
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#property indicator_plots 1
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// Levels
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#property indicator_level1 0.5
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#property indicator_level2 0.6
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#property indicator_level3 0.4
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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#property indicator_minimum 0.0
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#property indicator_maximum 1.0
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// Plot: Hurst Line (Single Color)
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#property indicator_label1 "Hurst"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDeepSkyBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\Hurst_Calculator.mqh>
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//--- Input Parameters
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input group "Settings"
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input int InpPeriod = 256; // Period for Analysis
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input ENUM_HURST_METHOD InpMethod = METHOD_DFA; // Calculation Method
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input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE;
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//--- Buffers
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double BufHurst[];
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//--- Objects
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CHurstCalculator *g_calc;
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double g_price[];
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufHurst, INDICATOR_DATA);
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string method_str = (InpMethod == METHOD_DFA) ? "DFA" : "R/S";
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string name = StringFormat("Hurst %s(%d)", method_str, InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 3);
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g_calc = new CHurstCalculator();
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if(!g_calc.Init(InpPeriod, InpMethod))
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return INIT_FAILED;
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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if(CheckPointer(g_calc)==POINTER_DYNAMIC)
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delete g_calc;
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}
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//+------------------------------------------------------------------+
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//| Calculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < InpPeriod + 10)
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return 0;
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if(ArraySize(g_price) != rates_total)
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ArrayResize(g_price, rates_total);
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int start_copy = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i=start_copy; i<rates_total; i++)
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{
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switch(InpPrice)
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{
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case PRICE_CLOSE:
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g_price[i]=close[i];
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break;
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case PRICE_OPEN:
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g_price[i]=open[i];
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break;
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case PRICE_HIGH:
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g_price[i]=high[i];
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break;
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case PRICE_LOW:
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g_price[i]=low[i];
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break;
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case PRICE_MEDIAN:
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g_price[i]=(high[i]+low[i])/2;
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break;
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case PRICE_TYPICAL:
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g_price[i]=(high[i]+low[i]+close[i])/3;
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break;
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case PRICE_WEIGHTED:
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g_price[i]=(high[i]+low[i]+2*close[i])/4;
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break;
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default:
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g_price[i]=close[i];
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break;
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}
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}
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g_calc.Calculate(rates_total, prev_calculated, g_price, BufHurst);
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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