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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
121 lines
4.8 KiB
Plaintext
121 lines
4.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AMA_TrendActivity_Pro.mq5 |
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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 version "3.00" // Refactored to use Composition Pattern
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#property description "Measures the trend activity (slope) of an AMA line using Arctan normalization."
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#property description "Selectable price source (Standard or Heikin Ashi) for both AMA and ATR calculations."
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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
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//--- Include the calculator engine ---
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#include <MyIncludes\AMA_TrendActivity_Calculator.mqh>
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//--- Input Parameters ---
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input group "AMA Settings"
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input int InpAmaPeriod = 10;
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input int InpFastEmaPeriod = 2;
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input int InpSlowEmaPeriod = 30;
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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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 calculator object ---
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CActivityCalculator *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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//--- Map the buffer and set as non-timeseries
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SetIndexBuffer(0, BufferActivity, INDICATOR_DATA);
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ArraySetAsSeries(BufferActivity, false);
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//--- Create the calculator instance
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g_calculator = new CActivityCalculator();
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//--- Determine if Heikin Ashi is needed
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bool use_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
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//--- Initialize the calculator
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//--- Note: We pass 'use_ha' here, and the calculator handles the sub-engines internally.
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpAmaPeriod, InpFastEmaPeriod, InpSlowEmaPeriod, InpAtrPeriod, InpSmoothingPeriod, use_ha))
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{
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Print("Failed to create or initialize Activity Calculator object.");
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return(INIT_FAILED);
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}
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//--- Set Short Name
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string type = use_ha ? " HA" : "";
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("AMA Activity%s(%d,%d,%d)", type, InpAmaPeriod, InpAtrPeriod, InpSmoothingPeriod));
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//--- Set indicator display properties
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int draw_begin = InpAmaPeriod + InpAtrPeriod + InpSmoothingPeriod;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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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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//| 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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//--- Free the calculator object to prevent memory leaks
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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 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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//--- Ensure the calculator object is valid
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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//--- Convert our custom enum to the standard ENUM_APPLIED_PRICE
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ENUM_APPLIED_PRICE price_type;
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
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else
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price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
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//--- Delegate the calculation with incremental optimization
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g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferActivity);
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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