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139 lines
10 KiB
Plaintext
139 lines
10 KiB
Plaintext
//+------------------------------------------------------------------+
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//| ALMA_HeikenAshi.mq5 |
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "1.04" // Final version with correct indexing and stable structure
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#property description "Arnaud Legoux Moving Average (ALMA) on Heiken Ashi data"
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#include <MyIncludes\HA_Tools.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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//--- Plot 1: ALMA line
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#property indicator_label1 "HA_ALMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrMediumVioletRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Enum for selecting Heiken Ashi price source ---
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enum ENUM_HA_APPLIED_PRICE
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{
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HA_PRICE_CLOSE, // Heiken Ashi Close
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HA_PRICE_OPEN, // Heiken Ashi Open
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HA_PRICE_HIGH, // Heiken Ashi High
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HA_PRICE_LOW, // Heiken Ashi Low
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};
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//--- Input Parameters ---
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input int InpAlmaPeriod = 9;
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input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
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input double InpAlmaOffset = 0.85;
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input double InpAlmaSigma = 6.0;
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//--- Indicator Buffers ---
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double BufferHA_ALMA[];
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//--- Global Objects and Variables ---
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int ExtAlmaPeriod;
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double ExtAlmaOffset;
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double ExtAlmaSigma;
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CHA_Calculator g_ha_calculator;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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ExtAlmaPeriod = (InpAlmaPeriod < 1) ? 1 : InpAlmaPeriod;
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ExtAlmaOffset = InpAlmaOffset;
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ExtAlmaSigma = (InpAlmaSigma <= 0) ? 0.01 : InpAlmaSigma;
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SetIndexBuffer(0, BufferHA_ALMA, INDICATOR_DATA);
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ArraySetAsSeries(BufferHA_ALMA, false);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtAlmaPeriod - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_ALMA(%d, %.2f, %.1f)", ExtAlmaPeriod, ExtAlmaOffset, ExtAlmaSigma));
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}
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//+------------------------------------------------------------------+
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//| Arnaud Legoux Moving Average 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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if(rates_total < ExtAlmaPeriod)
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return(0);
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//--- STEP 1: Calculate Heiken Ashi bars using our toolkit
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if(!g_ha_calculator.Calculate(rates_total, 0, open, high, low, close))
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return(0);
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//--- STEP 2: Calculate ALMA based on the selected HA price
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double m = ExtAlmaOffset * (ExtAlmaPeriod - 1.0);
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double s = (double)ExtAlmaPeriod / ExtAlmaSigma;
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// The main loop iterates through all bars that can be calculated
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for(int i = ExtAlmaPeriod - 1; i < rates_total; i++)
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{
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double sum = 0.0;
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double norm = 0.0;
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// The inner loop calculates the weighted sum for the current bar 'i'
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for(int j = 0; j < ExtAlmaPeriod; j++)
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{
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double weight = MathExp(-1 * MathPow(j - m, 2) / (2 * s * s));
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// --- FIX: Correct indexing to match Pine Script's logic ---
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// This calculates the index of the bar within the sliding window,
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// starting from the oldest to the newest.
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int price_index = i - (ExtAlmaPeriod - 1) + j;
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// Select the correct price from the HA buffers using the calculated index
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double price = 0;
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switch(InpAppliedPrice)
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{
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case HA_PRICE_OPEN:
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price = g_ha_calculator.ha_open[price_index];
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break;
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case HA_PRICE_HIGH:
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price = g_ha_calculator.ha_high[price_index];
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break;
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case HA_PRICE_LOW:
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price = g_ha_calculator.ha_low[price_index];
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break;
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default: // HA_PRICE_CLOSE
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price = g_ha_calculator.ha_close[price_index];
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break;
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}
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sum += price * weight;
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norm += weight;
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}
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if(norm > 0)
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BufferHA_ALMA[i] = sum / norm;
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else
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BufferHA_ALMA[i] = 0.0;
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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