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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
126 lines
4.8 KiB
Plaintext
126 lines
4.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Holt_Channel.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 version "1.00"
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#property description "Holt's Forecast Channel. Displays a channel based on"
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#property description "the multi-period forecast of the Holt's Linear Trend model."
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 3
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#include <MyIncludes\Holt_Calculator.mqh>
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//--- Plot 1: Upper Band
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#property indicator_label1 "Upper Channel"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrSilver
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#property indicator_style1 STYLE_DOT
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#property indicator_width1 1
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//--- Plot 2: Lower Band
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#property indicator_label2 "Lower Channel"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrSilver
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Plot 3: Center Line (Holt MA)
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#property indicator_label3 "Center Line"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrMediumSeaGreen
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 2
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//--- Input Parameters ---
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input int InpPeriod = 20;
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input double InpAlpha = 0.1;
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input double InpBeta = 0.05;
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input int InpForecastPeriod = 5; // Forecast period for the channel
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input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
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//--- Indicator Buffers ---
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double BufferUpperBand[];
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double BufferLowerBand[];
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double BufferCenterLine[];
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//--- Global calculator object ---
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CHoltMACalculator *g_calculator;
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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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SetIndexBuffer(0, BufferUpperBand, INDICATOR_DATA);
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SetIndexBuffer(1, BufferLowerBand, INDICATOR_DATA);
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SetIndexBuffer(2, BufferCenterLine, INDICATOR_DATA);
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ArraySetAsSeries(BufferUpperBand, false);
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ArraySetAsSeries(BufferLowerBand, false);
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ArraySetAsSeries(BufferCenterLine, false);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 2);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, 2);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, 2);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Holt Channel(%d, %d)", InpPeriod, InpForecastPeriod));
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g_calculator = new CHoltMACalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpAlpha, InpBeta))
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{
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Print("Failed to initialize Holt MA Calculator.");
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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_calculator) != POINTER_INVALID)
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delete g_calculator;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration 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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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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//--- Step 1: Run the main calculation to get the core components
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double trend_buffer[];
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g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferCenterLine, trend_buffer);
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//--- Step 2: Calculate the channel bands based on the forecast and trend
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int forecast_period = (InpForecastPeriod < 1) ? 1 : InpForecastPeriod;
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for(int i = 2; i < rates_total; i++)
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{
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// Reconstruct the Level component: Level = Forecast - Trend
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double level = BufferCenterLine[i] - trend_buffer[i];
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// Calculate the multi-period forecast for the bands
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BufferUpperBand[i] = level + forecast_period * trend_buffer[i];
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BufferLowerBand[i] = level - forecast_period * trend_buffer[i];
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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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//+------------------------------------------------------------------+
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