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mql5/Include/MyIncludes/HeikinAshi_Tools.mqh
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//+------------------------------------------------------------------+
//| HeikinAshi_Tools.mqh |
//| A toolkit for various Heikin Ashi calculations |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
//--- Unified Price Enum
enum ENUM_APPLIED_PRICE_HA_ALL
{
PRICE_HA_CLOSE = -1,
PRICE_HA_OPEN = -2,
PRICE_HA_HIGH = -3,
PRICE_HA_LOW = -4,
PRICE_HA_MEDIAN = -5,
PRICE_HA_TYPICAL = -6,
PRICE_HA_WEIGHTED = -7,
PRICE_CLOSE_STD = PRICE_CLOSE,
PRICE_OPEN_STD = PRICE_OPEN,
PRICE_HIGH_STD = PRICE_HIGH,
PRICE_LOW_STD = PRICE_LOW,
PRICE_MEDIAN_STD = PRICE_MEDIAN,
PRICE_TYPICAL_STD = PRICE_TYPICAL,
PRICE_WEIGHTED_STD= PRICE_WEIGHTED
};
//+------------------------------------------------------------------+
//| Class CHeikinAshi_Calculator |
//| Purpose: Stateless calculation engine for Heikin Ashi candles. |
//+------------------------------------------------------------------+
class CHeikinAshi_Calculator
{
public:
//--- STRICT INTERFACE: Always requires start_index for optimization.
void Calculate(const int rates_total,
const int start_index,
const double &open[],
const double &high[],
const double &low[],
const double &close[],
double &ha_open[],
double &ha_high[],
double &ha_low[],
double &ha_close[]);
};
//+------------------------------------------------------------------+
//| Implementation |
//+------------------------------------------------------------------+
void CHeikinAshi_Calculator::Calculate(const int rates_total,
const int start_index,
const double &open[],
const double &high[],
const double &low[],
const double &close[],
double &ha_open[],
double &ha_high[],
double &ha_low[],
double &ha_close[])
{
if(rates_total < 2)
return;
int i = start_index;
//--- Initialization logic (only if starting from the very beginning)
if(i == 0)
{
ha_open[0] = (open[0] + close[0]) / 2.0;
ha_close[0] = (open[0] + high[0] + low[0] + close[0]) / 4.0;
ha_high[0] = high[0];
ha_low[0] = low[0];
i = 1;
}
//--- Main Optimization Loop
//--- Calculates only from start_index to the end
for(; i < rates_total; i++)
{
// HA Open relies on the PREVIOUS calculated HA candle (i-1)
ha_open[i] = (ha_open[i - 1] + ha_close[i - 1]) / 2.0;
ha_close[i] = (open[i] + high[i] + low[i] + close[i]) / 4.0;
ha_high[i] = MathMax(high[i], MathMax(ha_open[i], ha_close[i]));
ha_low[i] = MathMin(low[i], MathMin(ha_open[i], ha_close[i]));
}
}
//+------------------------------------------------------------------+