mql5/Indicators/MyIndicators/WPR_HeikenAshi.mq5

//+------------------------------------------------------------------+
//|                                              WPR_HeikenAshi.mq5  |
//|            Copyright 2024, Your Name (Based on MetaQuotes WPR)   |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright   "Copyright 2024, Your Name"
#property link        ""
#property description "Larry Williams' Percent Range based on Heiken Ashi candles"

//--- indicator settings
#property indicator_separate_window
#property indicator_level1     -20.0
#property indicator_level2     -80.0
#property indicator_levelstyle STYLE_DOT
#property indicator_levelcolor clrSilver
#property indicator_levelwidth 1
#property indicator_maximum    0.0
#property indicator_minimum    -100.0

//--- Buffers and Plots
#property indicator_buffers    5 // WPR, HA_Open, HA_High, HA_Low, HA_Close
#property indicator_plots      1

//--- Plot 1: WPR line
#property indicator_type1      DRAW_LINE
#property indicator_color1     clrDodgerBlue

//--- input parameters
input int InpWPRPeriod=14; // Period

//--- Indicator Buffers
// Plotted buffer
double    BufferHA_WPR[];
// Calculation buffers for Heiken Ashi
double    BufferHA_Open[];
double    BufferHA_High[];
double    BufferHA_Low[];
double    BufferHA_Close[];

//--- global variables
int       ExtPeriodWPR;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- Validate input
   ExtPeriodWPR = (InpWPRPeriod < 1) ? 1 : InpWPRPeriod;

//--- Indicator buffers mapping
   SetIndexBuffer(0, BufferHA_WPR,   INDICATOR_DATA);
   SetIndexBuffer(1, BufferHA_Open,  INDICATOR_CALCULATIONS);
   SetIndexBuffer(2, BufferHA_High,  INDICATOR_CALCULATIONS);
   SetIndexBuffer(3, BufferHA_Low,   INDICATOR_CALCULATIONS);
   SetIndexBuffer(4, BufferHA_Close, INDICATOR_CALCULATIONS);

//--- Set drawing start position
   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodWPR - 1);

//--- Set name for DataWindow and indicator subwindow label
   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_WPR(%d)", ExtPeriodWPR));

//--- Set display precision
   IndicatorSetInteger(INDICATOR_DIGITS, 2);
  }

//+------------------------------------------------------------------+
//| Williams’ Percent Range on Heiken Ashi                           |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//--- Check if there is enough data
   if(rates_total < ExtPeriodWPR)
      return(0);

//====== STEP 1: CALCULATE HEIKEN ASHI BARS ======

// Calculate the very first HA bar
   BufferHA_Open[0]  = (open[0] + close[0]) / 2.0;
   BufferHA_Close[0] = (open[0] + high[0] + low[0] + close[0]) / 4.0;
   BufferHA_High[0]  = MathMax(high[0], MathMax(BufferHA_Open[0], BufferHA_Close[0]));
   BufferHA_Low[0]   = MathMin(low[0], MathMin(BufferHA_Open[0], BufferHA_Close[0]));

// Loop to calculate all subsequent HA bars
   for(int i = 1; i < rates_total; i++)
     {
      BufferHA_Open[i]  = (BufferHA_Open[i-1] + BufferHA_Close[i-1]) / 2.0;
      BufferHA_Close[i] = (open[i] + high[i] + low[i] + close[i]) / 4.0;
      BufferHA_High[i]  = MathMax(high[i], MathMax(BufferHA_Open[i], BufferHA_Close[i]));
      BufferHA_Low[i]   = MathMin(low[i], MathMin(BufferHA_Open[i], BufferHA_Close[i]));
     }

//====== STEP 2: CALCULATE WPR BASED ON HEIKEN ASHI BARS ======

// Determine starting bar for calculation
   int start_pos;
   if(prev_calculated > 0)
      start_pos = prev_calculated - 1;
   else
      start_pos = ExtPeriodWPR - 1;

// Main calculation loop
   for(int i = start_pos; i < rates_total && !IsStopped(); i++)
     {
      // Find the highest HA_High and lowest HA_Low over the WPR period
      double max_ha_high = Highest(BufferHA_High, ExtPeriodWPR, i);
      double min_ha_low  = Lowest(BufferHA_Low, ExtPeriodWPR, i);

      // Calculate WPR using the current HA_Close
      if(max_ha_high != min_ha_low)
         BufferHA_WPR[i] = - (max_ha_high - BufferHA_Close[i]) * 100.0 / (max_ha_high - min_ha_low);
      else
         // If max high equals min low, avoid division by zero
         BufferHA_WPR[i] = (i > 0) ? BufferHA_WPR[i-1] : -50.0;
     }

   return(rates_total);
  }

//+------------------------------------------------------------------+
//| Finds the highest value in a given period of an array            |
//+------------------------------------------------------------------+
double Highest(const double &array[], int period, int current_pos)
  {
   double res = array[current_pos];
// Loop backwards from the previous bar for 'period'-1 bars
   for(int i = 1; i < period; i++)
     {
      int index = current_pos - i;
      if(index < 0)
         break; // Stop if we go out of bounds

      if(res < array[index])
         res = array[index];
     }
   return(res);
  }

//+------------------------------------------------------------------+
//| Finds the lowest value in a given period of an array             |
//+------------------------------------------------------------------+
double Lowest(const double &array[], int period, int current_pos)
  {
   double res = array[current_pos];
// Loop backwards from the previous bar for 'period'-1 bars
   for(int i = 1; i < period; i++)
     {
      int index = current_pos - i;
      if(index < 0)
         break; // Stop if we go out of bounds

      if(res > array[index])
         res = array[index];
     }
   return(res);
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+