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117 lines
5.0 KiB
Plaintext
117 lines
5.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| HA_Tools.mqh |
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//| A toolkit for Heiken Ashi calculations |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#include <Object.mqh>
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//+------------------------------------------------------------------+
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//| Class CHA_Calculator. |
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//| Purpose: Encapsulates the logic for calculating Heiken Ashi |
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//| candle values from standard OHLC data. This class |
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//| manages its own data buffers. |
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//+------------------------------------------------------------------+
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class CHA_Calculator : public CObject
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{
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public:
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//--- Public Data Members ---
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// These buffers store the calculated Heiken Ashi values and are
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// publicly accessible for indicators to use in their calculations.
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double ha_open[];
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double ha_high[];
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double ha_low[];
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double ha_close[];
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public:
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//--- Constructor and Destructor
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CHA_Calculator(void);
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~CHA_Calculator(void);
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//--- Public Interface
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bool Calculate(const int rates_total,
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const int prev_calculated,
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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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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CHA_Calculator::CHA_Calculator(void)
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{
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//--- No specific initialization required in the constructor
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CHA_Calculator::~CHA_Calculator(void)
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{
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//--- No specific deinitialization required in the destructor
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}
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//+------------------------------------------------------------------+
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//| Calculates Heiken Ashi values for the entire history. |
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//| INPUT: rates_total - The total number of bars available. |
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//| prev_calculated - The number of bars calculated previously.|
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//| open[], high[], low[], close[] - Standard price arrays. |
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//| RETURN: true if calculation was successful, false otherwise. |
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//+------------------------------------------------------------------+
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bool CHA_Calculator::Calculate(const int rates_total,
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const int prev_calculated,
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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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{
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//--- Ensure internal buffers are sized correctly
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if(ArrayResize(ha_open, rates_total) < 0 ||
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ArrayResize(ha_high, rates_total) < 0 ||
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ArrayResize(ha_low, rates_total) < 0 ||
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ArrayResize(ha_close, rates_total) < 0)
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{
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Print("CHA_Calculator: Error resizing Heiken Ashi buffers!");
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return false;
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}
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//--- Determine the starting bar for calculation to optimize performance
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int start_pos = 0;
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if(prev_calculated > 1)
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{
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// On subsequent calls, only calculate new bars
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start_pos = prev_calculated - 1;
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}
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//--- Calculate the very first HA bar (index 0) on the first run
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if(start_pos == 0)
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{
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ha_open[0] = (open[0] + close[0]) / 2.0;
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ha_close[0] = (open[0] + high[0] + low[0] + close[0]) / 4.0;
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// For the first bar, HA High/Low are the same as the regular High/Low
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ha_high[0] = high[0];
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ha_low[0] = low[0];
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start_pos = 1; // Set the starting position for the main loop to the next bar
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}
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//--- Main loop to calculate all subsequent HA bars
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for(int i = start_pos; i < rates_total; i++)
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{
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// HA Open is the midpoint of the previous HA bar's body
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ha_open[i] = (ha_open[i-1] + ha_close[i-1]) / 2.0;
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// HA Close is the average price of the current regular bar
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ha_close[i] = (open[i] + high[i] + low[i] + close[i]) / 4.0;
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// HA High is the maximum of the current regular High, HA Open, and HA Close
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ha_high[i] = MathMax(high[i], MathMax(ha_open[i], ha_close[i]));
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// HA Low is the minimum of the current regular Low, HA Open, and HA Close
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ha_low[i] = MathMin(low[i], MathMin(ha_open[i], ha_close[i]));
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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