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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
252 lines
8.7 KiB
Plaintext
252 lines
8.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| VIDYA_TrendActivity_HeikinAshi.mq5|
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "2.00" // Adjusted vertical scale
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#property description "Measures the trend activity of a Heikin Ashi VIDYA line using Arctan normalization."
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#property description "High values suggest a trending market, low values suggest a flat/ranging market."
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Plot Properties ---
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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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#property indicator_type1 DRAW_HISTOGRAM
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#property indicator_color1 clrDodgerBlue
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#property indicator_width1 2
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#property indicator_label1 "HA_Activity"
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#property indicator_minimum 0.0
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#property indicator_maximum 0.5 // Adjusted for better visualization
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//--- Enum for selecting Heikin Ashi price source ---
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enum ENUM_HA_APPLIED_PRICE
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{
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HA_PRICE_CLOSE, // Heikin Ashi Close
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HA_PRICE_OPEN, // Heikin Ashi Open
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HA_PRICE_HIGH, // Heikin Ashi High
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HA_PRICE_LOW, // Heikin Ashi Low
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};
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//--- Input Parameters ---
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input group "VIDYA Settings"
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input int InpPeriodCMO = 9;
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input int InpPeriodEMA = 12;
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input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
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input group "Activity Calculation Settings"
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input int InpAtrPeriod = 14;
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input int InpSmoothingPeriod = 5;
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//--- Indicator Buffers ---
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double BufferActivity[];
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//--- Global Objects and Variables ---
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int g_ExtPeriodCMO, g_ExtPeriodEMA, g_ExtAtrPeriod, g_ExtSmoothingPeriod;
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double g_M_PI_2;
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CHeikinAshi_Calculator *g_ha_calculator;
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//--- Forward declarations ---
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double CalculateCMO(int position, int period, const double &price_array[]);
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtPeriodCMO = (InpPeriodCMO < 1) ? 1 : InpPeriodCMO;
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g_ExtPeriodEMA = (InpPeriodEMA < 1) ? 1 : InpPeriodEMA;
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g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
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g_ExtSmoothingPeriod = (InpSmoothingPeriod < 1) ? 1 : InpSmoothingPeriod;
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g_M_PI_2 = M_PI / 2.0;
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SetIndexBuffer(0, BufferActivity, INDICATOR_DATA);
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ArraySetAsSeries(BufferActivity, false);
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int draw_begin = g_ExtPeriodCMO + g_ExtPeriodEMA + g_ExtAtrPeriod + g_ExtSmoothingPeriod;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA VIDYA Activity(%d,%d,%d,%d)", g_ExtPeriodCMO, g_ExtPeriodEMA, g_ExtAtrPeriod, g_ExtSmoothingPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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//--- Programmatically set the vertical scale for better visualization
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IndicatorSetDouble(INDICATOR_MINIMUM, 0.0);
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IndicatorSetDouble(INDICATOR_MAXIMUM, 0.5);
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| VIDYA Trend Activity on Heikin Ashi calculation function. |
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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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int start_pos = g_ExtPeriodCMO + g_ExtPeriodEMA + g_ExtAtrPeriod + g_ExtSmoothingPeriod;
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if(rates_total <= start_pos)
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return(0);
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//--- Intermediate Heikin Ashi Buffers
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- STEP 2: Prepare the Heikin Ashi source price array for VIDYA
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double ha_price_source[];
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ArrayResize(ha_price_source, rates_total);
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switch(InpAppliedPrice)
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{
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case HA_PRICE_OPEN:
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ArrayCopy(ha_price_source, ha_open);
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break;
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case HA_PRICE_HIGH:
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ArrayCopy(ha_price_source, ha_high);
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break;
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case HA_PRICE_LOW:
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ArrayCopy(ha_price_source, ha_low);
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break;
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default:
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ArrayCopy(ha_price_source, ha_close);
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break;
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}
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//--- STEP 3: Calculate Heikin Ashi VIDYA
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double buffer_vidya[];
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ArrayResize(buffer_vidya, rates_total);
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double alpha = 2.0 / (g_ExtPeriodEMA + 1.0);
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int vidya_start_pos = g_ExtPeriodCMO + g_ExtPeriodEMA;
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for(int i = 1; i < rates_total; i++)
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{
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if(i == vidya_start_pos)
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{
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double sum = 0;
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for(int j=0; j<g_ExtPeriodEMA; j++)
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sum += ha_price_source[i-j];
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buffer_vidya[i] = sum / g_ExtPeriodEMA;
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continue;
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}
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if(i > vidya_start_pos)
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{
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double cmo = MathAbs(CalculateCMO(i, g_ExtPeriodCMO, ha_price_source));
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buffer_vidya[i] = ha_price_source[i] * alpha * cmo + buffer_vidya[i-1] * (1 - alpha * cmo);
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}
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}
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//--- STEP 4: Calculate Heikin Ashi ATR
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double buffer_atr[];
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ArrayResize(buffer_atr, rates_total);
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double ha_tr[];
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ArrayResize(ha_tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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ha_tr[i] = MathMax(ha_high[i], ha_close[i-1]) - MathMin(ha_low[i], ha_close[i-1]);
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}
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for(int i = 1; i < rates_total; i++)
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{
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if(i == g_ExtAtrPeriod)
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{
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double sum_tr = 0;
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for(int j = 1; j <= g_ExtAtrPeriod; j++)
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sum_tr += ha_tr[j];
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buffer_atr[i] = sum_tr / g_ExtAtrPeriod;
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}
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else
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if(i > g_ExtAtrPeriod)
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{
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buffer_atr[i] = (buffer_atr[i-1] * (g_ExtAtrPeriod - 1) + ha_tr[i]) / g_ExtAtrPeriod;
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}
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}
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//--- STEP 5: Calculate Raw Activity and Scale it using MathArctan
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double scaled_activity[];
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ArrayResize(scaled_activity, rates_total);
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for(int i = vidya_start_pos + 1; i < rates_total; i++)
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{
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if(buffer_atr[i] > 0)
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{
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double raw_activity = MathAbs(buffer_vidya[i] - buffer_vidya[i-1]) / buffer_atr[i];
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scaled_activity[i] = MathArctan(raw_activity) / g_M_PI_2;
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}
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}
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//--- STEP 6: Calculate Final Oscillator (SMA of Scaled Activity)
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double sum = 0;
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int final_start_pos = vidya_start_pos + g_ExtSmoothingPeriod;
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for(int i = vidya_start_pos + 1; i < rates_total; i++)
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{
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sum += scaled_activity[i];
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if(i >= final_start_pos)
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{
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if(i > final_start_pos)
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{
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sum -= scaled_activity[i - g_ExtSmoothingPeriod];
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}
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BufferActivity[i] = sum / g_ExtSmoothingPeriod;
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Calculates Chande Momentum Oscillator (CMO) for a given position |
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//+------------------------------------------------------------------+
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double CalculateCMO(int position, int period, const double &price_array[])
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{
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if(position < period)
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return 0.0;
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double sum_up = 0.0;
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double sum_down = 0.0;
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for(int i = 0; i < period; i++)
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{
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double diff = price_array[position - i] - price_array[position - i - 1];
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if(diff > 0.0)
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sum_up += diff;
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else
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sum_down += (-diff);
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}
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if(sum_up + sum_down == 0.0)
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return 0.0;
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return (sum_up - sum_down) / (sum_up + sum_down);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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