mql5/Indicators/MyIndicators/WPR_HeikenAshi.mq5

//+------------------------------------------------------------------+
//|                                              WPR_HeikenAshi.mq5  |
//|             Copyright 2025, xxxxxxxx (Based on MetaQuotes WPR)   |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright   "Copyright 2025, xxxxxxxx"
#property link        ""
#property version     "2.00" // Refactored to use HA_Tools.mqh
#property description "Larry Williams' Percent Range based on Heiken Ashi candles"

//--- Custom Toolkit Include ---
#include <MyIncludes\HA_Tools.mqh>

//--- Indicator Window and Level Properties ---
#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    1 // Only one buffer is needed for the WPR line
#property indicator_plots      1

//--- Plot 1: WPR line
#property indicator_type1      DRAW_LINE
#property indicator_color1     clrDodgerBlue
#property indicator_label1     "HA_WPR"

//--- Input Parameters ---
input int InpWPRPeriod=14; // Period for WPR calculation

//--- Indicator Buffers ---
double    BufferHA_WPR[]; // The only buffer, for the final WPR values

//--- Global Objects and Variables ---
int              ExtPeriodWPR;
CHA_Calculator   g_ha_calculator; // Global instance of our Heiken Ashi calculator

//--- Forward declarations for helper functions ---
double Highest(const double &array[], int period, int current_pos);
double Lowest(const double &array[], int period, int current_pos);

//+------------------------------------------------------------------+
//| Custom indicator initialization function.                        |
//| Called once when the indicator is first loaded.                  |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- Validate and store the WPR period
   ExtPeriodWPR = (InpWPRPeriod < 1) ? 1 : InpWPRPeriod;

//--- Map the buffer to the indicator's internal memory
   SetIndexBuffer(0, BufferHA_WPR, INDICATOR_DATA);

//--- Set indicator properties
   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodWPR - 1);
   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_WPR(%d)", ExtPeriodWPR));
   IndicatorSetInteger(INDICATOR_DIGITS, 2);
  }

//+------------------------------------------------------------------+
//| Williams’ Percent Range on Heiken Ashi.                          |
//| Called on every new tick or new bar.                             |
//+------------------------------------------------------------------+
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 historical data
   if(rates_total < ExtPeriodWPR)
      return(0);

//--- STEP 1: Calculate Heiken Ashi bars using our toolkit
   if(!g_ha_calculator.Calculate(rates_total, prev_calculated, open, high, low, close))
     {
      Print("Heiken Ashi calculation failed.");
      return(0);
     }

//--- STEP 2: Calculate WPR based on the results from the HA calculator
   int start_pos;
   if(prev_calculated > 0)
      start_pos = prev_calculated - 1; // Optimization for subsequent calls
   else
      start_pos = ExtPeriodWPR - 1; // Start from the first bar with enough data

//--- 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
      // using the calculator's public buffers
      double max_ha_high = Highest(g_ha_calculator.ha_high, ExtPeriodWPR, i);
      double min_ha_low  = Lowest(g_ha_calculator.ha_low, ExtPeriodWPR, i);

      // Calculate WPR using the current HA_Close from the calculator
      if(max_ha_high != min_ha_low)
         BufferHA_WPR[i] = - (max_ha_high - g_ha_calculator.ha_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 value of prev_calculated for the next call
   return(rates_total);
  }

//+------------------------------------------------------------------+
//| Finds the highest value in a given period of an array.           |
//| INPUT:  array[]     - The data array to search in.               |
//|         period      - The number of elements to look back.       |
//|         current_pos - The starting position (index) to search from.|
//| RETURN: The highest value found in the specified range.          |
//+------------------------------------------------------------------+
double Highest(const double &array[], int period, int current_pos)
  {
   double res = array[current_pos];
//--- Loop backwards from the current position for 'period' 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.            |
//| INPUT:  array[]     - The data array to search in.               |
//|         period      - The number of elements to look back.       |
//|         current_pos - The starting position (index) to search from.|
//| RETURN: The lowest value found in the specified range.           |
//+------------------------------------------------------------------+
double Lowest(const double &array[], int period, int current_pos)
  {
   double res = array[current_pos];
//--- Loop backwards from the current position for 'period' 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);
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+