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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
223 lines
7.6 KiB
Plaintext
223 lines
7.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| VIDYA_TrendActivity.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 "4.03" // Adjusted vertical scale
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#property description "Measures the trend activity (slope) of a 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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//--- 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 "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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//--- 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_APPLIED_PRICE InpAppliedPrice = 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; // Final smoothing period for the oscillator
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//--- Indicator Buffers ---
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double BufferActivity[];
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//--- Global 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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//--- 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("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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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| VIDYA Trend Activity 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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//--- STEP 1: Prepare the source price array for VIDYA
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double price_source[];
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ArrayResize(price_source, rates_total);
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for(int i=0; i<rates_total; i++)
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{
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switch(InpAppliedPrice)
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{
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case PRICE_OPEN:
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price_source[i] = open[i];
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break;
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case PRICE_HIGH:
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price_source[i] = high[i];
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break;
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case PRICE_LOW:
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price_source[i] = low[i];
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break;
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case PRICE_MEDIAN:
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price_source[i] = (high[i] + low[i]) / 2.0;
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break;
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case PRICE_TYPICAL:
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price_source[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case PRICE_WEIGHTED:
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price_source[i]= (high[i] + low[i] + 2*close[i]) / 4.0;
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break;
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default:
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price_source[i] = close[i];
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break;
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}
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}
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//--- STEP 2: Calculate 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 += 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, price_source));
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buffer_vidya[i] = 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 3: Calculate ATR
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double buffer_atr[];
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ArrayResize(buffer_atr, rates_total);
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double tr[];
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ArrayResize(tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], 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 += 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) + tr[i]) / g_ExtAtrPeriod;
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}
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}
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//--- STEP 4: 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 5: 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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