Doteki Heikin Ashi

ÿþ//+---------------------------------------------------------------------------------------+

#define   _NAME_      "DM
teki Heikin Ashi"

//+---------------------------------------------------------------------------------------+



#property version     "1.001"

#property description _NAME_

#property description "MetaTrader 4/5 Indicator (Build 2018-10-16 08:51)"

#property copyright   "Copyright \x00A9 2018, Fernando M. I. Carreiro, All rights reserved"

#property link        "https://www.mql5.com/en/users/FMIC"

#property strict





//+---------------------------------------------------------------------------------------+

//  Indicator Setup

//+---------------------------------------------------------------------------------------+



#property indicator_chart_window



#ifdef __MQL5__

   #property indicator_buffers   8

   #property indicator_plots     1

   #property indicator_label1    "dhaOpen;dhaHigh;dhaLow;dhaClose"

   #property indicator_type1     DRAW_COLOR_CANDLES

   #property indicator_color1    clrLimeGreen, clrFireBrick, clrGold

#else

   #property indicator_buffers   4



   #property indicator_label1    "dhaOpen"

   #property indicator_label2    "dhaClose"

   #property indicator_label3    "dhaLowHigh"

   #property indicator_label4    "dhaHighLow"



   #property indicator_color1    clrFireBrick

   #property indicator_color2    clrLimeGreen

   #property indicator_color3    clrFireBrick

   #property indicator_color4    clrLimeGreen



   #property indicator_width1    3

   #property indicator_width2    3

   #property indicator_width3    1

   #property indicator_width4    1



   #property indicator_style1    STYLE_SOLID

   #property indicator_style2    STYLE_SOLID

   #property indicator_style3    STYLE_SOLID

   #property indicator_style4    STYLE_SOLID



   #property indicator_type1     DRAW_HISTOGRAM

   #property indicator_type2     DRAW_HISTOGRAM

   #property indicator_type3     DRAW_HISTOGRAM

   #property indicator_type4     DRAW_HISTOGRAM

#endif





//+---------------------------------------------------------------------------------------+

// Special Macro Definitions & Enumerations

//+---------------------------------------------------------------------------------------+



#ifdef __MQL4__    // for Compatibility with MQL5

   #define ENUM_DRAW_TYPE int

#endif





//+---------------------------------------------------------------------------------------+

//  Indicator Settings

//+---------------------------------------------------------------------------------------+



//--- Indicator Settings



   //---- Define Averaging Parameters

   input double

      dblPeriod      = 3.0;      // Averaging Period for Heikin Ashi (Original = 3.0)

   input bool

      boolZeroLag    = false,    // Use a Zero-Lag Exponential Averaging

      boolLineGraph  = true,     // Set Chart Mode to Line Graph

      boolHideLine   = false;    // Hide Close Line in Line Graph mode





//--- Define Global Variables

ENUM_CHART_MODE

   enumChartMode     = WRONG_VALUE; // Save the Initial Chart Mode for Deinitialisation

color

   clrChartLine      = WRONG_VALUE; // Save Colour of Line Graph for Deinitialisation

double

   dblEMAWeight,     // Weight to be used for EMA

   dblEMAComplement; // Complement of the Weight to be used for EMA



//---- Define Indicator Buffers

double

   dblBufferOpen[],  // Buffer Array for Opening Price

   dblBufferHigh[],  // Buffer Array for High Price (or Low)

   dblBufferLow[],   // Buffer Array for Low  Price (or High)

   dblBufferClose[], // Buffer Array for Closing Price

   dblBufferEMA[],   // Buffer Array for Exponential Moving Average of Total Price

   dblBufferDEMA[],  // Buffer Array for Double Exponential Moving Average

   dblBufferZEMA[];  // Buffer Array for Zero-Lag Exponential Moving Average



#ifdef __MQL5__

   double dblBufferColour[];  // Buffer Array for Candle Colour

#endif



//+---------------------------------------------------------------------------------------+

//  Indicator Functions

//+---------------------------------------------------------------------------------------+



//--- Initialise Buffer Index and other Properties

int intInvalidParameter( string strText )

{

   Print( "Error: ", strText );

   return( INIT_PARAMETERS_INCORRECT );

}

int OnInit(void)

{

   // Validate Input Parameters

   if( dblPeriod <= 1.0 )  return( intInvalidParameter( "Invalid Averaging Period!" ) );



   dblEMAWeight     = 2.0 / ( dblPeriod + 1.0 );

   dblEMAComplement = 1.0 - dblEMAWeight;



   // Set Chart Mode

   enumChartMode = WRONG_VALUE;

   clrChartLine  = WRONG_VALUE;



   if( boolLineGraph )

   {

      enumChartMode = (ENUM_CHART_MODE) ChartGetInteger( 0, CHART_MODE );

      ChartSetInteger( 0, CHART_MODE, CHART_LINE );



      if( boolHideLine )

      {

         clrChartLine = (color) ChartGetInteger( 0, CHART_COLOR_CHART_LINE );

         ChartSetInteger( 0, CHART_COLOR_CHART_LINE, clrNONE );

      }

   }



   // Set Number of Significant Digits (Precision)

   IndicatorSetInteger( INDICATOR_DIGITS, _Digits );



   // Set Buffers

   #ifdef __MQL5__

      SetIndexBuffer( 0, dblBufferOpen  , INDICATOR_DATA         );

      SetIndexBuffer( 1, dblBufferHigh  , INDICATOR_DATA         );

      SetIndexBuffer( 2, dblBufferLow   , INDICATOR_DATA         );

      SetIndexBuffer( 3, dblBufferClose , INDICATOR_DATA         );

      SetIndexBuffer( 4, dblBufferColour, INDICATOR_COLOR_INDEX  );

      SetIndexBuffer( 5, dblBufferEMA   , INDICATOR_CALCULATIONS );

      if( boolZeroLag )

      {

         SetIndexBuffer( 6, dblBufferDEMA, INDICATOR_CALCULATIONS );

         SetIndexBuffer( 7, dblBufferZEMA, INDICATOR_CALCULATIONS );

      }

      ArraySetAsSeries( dblBufferColour, true );

   #else

      IndicatorBuffers( 5 );

      SetIndexBuffer( 0, dblBufferOpen  , INDICATOR_DATA         );

      SetIndexBuffer( 1, dblBufferClose , INDICATOR_DATA         );

      SetIndexBuffer( 2, dblBufferLow   , INDICATOR_DATA         );

      SetIndexBuffer( 3, dblBufferHigh  , INDICATOR_DATA         );

      SetIndexBuffer( 4, dblBufferEMA   , INDICATOR_CALCULATIONS );

      if( boolZeroLag )

      {

         IndicatorBuffers( 7 );

         SetIndexBuffer( 5, dblBufferDEMA, INDICATOR_CALCULATIONS );

         SetIndexBuffer( 6, dblBufferZEMA, INDICATOR_CALCULATIONS );

      }

      else

      SetIndexStyle( 0, DRAW_HISTOGRAM, STYLE_SOLID );

      SetIndexStyle( 1, DRAW_HISTOGRAM, STYLE_SOLID );

      SetIndexStyle( 2, DRAW_HISTOGRAM, STYLE_SOLID );

      SetIndexStyle( 3, DRAW_HISTOGRAM, STYLE_SOLID );

   #endif



   // Set Buffers as Series

   ArraySetAsSeries( dblBufferOpen,  true );

   ArraySetAsSeries( dblBufferHigh,  true );

   ArraySetAsSeries( dblBufferLow,   true );

   ArraySetAsSeries( dblBufferClose, true );

   ArraySetAsSeries( dblBufferEMA,   true );

   if( boolZeroLag )

   {

      ArraySetAsSeries( dblBufferDEMA, true );

      ArraySetAsSeries( dblBufferZEMA, true );

   }



   // Set Indicator Name

   IndicatorSetString( INDICATOR_SHORTNAME,

      _NAME_ + ( boolZeroLag ? "(Z" : "(" ) + DoubleToString( dblPeriod, 3 ) + ")" );



   // Successful Initialisation of Indicator

   return( INIT_SUCCEEDED );

}



//--- Deinitialise Procedure

void OnDeinit(const int reason)

{

   if( boolLineGraph && ( (int) enumChartMode != WRONG_VALUE ) )

     ChartSetInteger( 0, CHART_MODE, enumChartMode );



   if( boolHideLine  && ( (int) clrChartLine  != WRONG_VALUE ) )

      ChartSetInteger( 0, CHART_COLOR_CHART_LINE, clrChartLine );

}



//--- Calculate Indicator Values

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[]

   )

{

   int intPrevCalc = prev_calculated;



   ArraySetAsSeries( open,  true );

   ArraySetAsSeries( high,  true );

   ArraySetAsSeries( low,   true );

   ArraySetAsSeries( close, true );



   // Define Local Variables

   bool

      boolUpCandle, boolDownCandle;

   double

      dblClose, dblEMA, dblDEMA = 0, dblZEMA = 0,

      dblClosePrevious, dblEMAPrevious, dblDEMAPrevious,

      dblOpen = EMPTY_VALUE, dblLow, dblHigh;

   int

      intMax         = rates_total - 1,

      intLimit       = rates_total - ( ( intPrevCalc < 1 ) ? 1 : intPrevCalc ),

      intIndex       = intLimit,

      intIndexPrev   = intIndex + 1;



   // Main Loop, Fill in the arrays with data values

   for( ; intIndex >= 0; intIndex--, intIndexPrev-- )

   {

      // Calculate Total Price for Close

      dblLow                     = low[  intIndex ];

      dblHigh                    = high[ intIndex ];

      dblBufferClose[ intIndex ] =

      dblClose                   = NormalizeDouble(

                                    (   open[  intIndex ]

                                      + dblHigh

                                      + dblLow

                                      + close[ intIndex ]

                                    ) * 0.25,

                                    _Digits );



      // Calculate other Buffer Values

      if( intIndex < intMax )

      {

         // Get Previous Total Price

         dblClosePrevious = dblBufferClose[ intIndexPrev ];



         // Update EMA Values

         dblEMAPrevious = dblBufferEMA[ intIndexPrev ];

         dblOpen        =

         dblEMA         = dblEMAPrevious

                        + ( dblClosePrevious - dblEMAPrevious )

                        * dblEMAWeight;



         // Update DEMA and ZEMA

         if( boolZeroLag )

         {

            dblDEMAPrevious           = dblBufferDEMA[ intIndexPrev ];

            dblBufferDEMA[ intIndex ] =

            dblDEMA                   = dblDEMAPrevious

                                      + ( dblEMA - dblDEMAPrevious )

                                      * dblEMAWeight;

            dblBufferZEMA[ intIndex ] =

            dblOpen                   =

            dblZEMA                   = dblEMA * 2 - dblDEMA;

         }



         dblLow  = fmin( fmin( dblLow,  dblOpen ), dblClose );

         dblHigh = fmax( fmax( dblHigh, dblOpen ), dblClose );

      }

      else

      {

         // Define Initial Values

         dblClosePrevious =

         dblOpen          =

         dblZEMA          =

         dblDEMA          =

         dblEMA           = open[ intIndex ]

                          + ( close[ intIndex ] - open[ intIndex ] )

                          * dblEMAWeight;

      }



      // Set Buffer Values

      dblBufferEMA[ intIndex ] = dblEMA;



      if( boolZeroLag )

      {

         dblBufferDEMA[ intIndex ] = dblDEMA;

         dblBufferZEMA[ intIndex ] = dblZEMA;

      }



      dblBufferOpen[ intIndex ] =

      dblOpen                   = NormalizeDouble( dblOpen, _Digits );



      boolUpCandle   = dblOpen < dblClose;

      boolDownCandle = dblOpen > dblClose;



      #ifdef __MQL5__

         dblBufferLow[    intIndex ] = dblLow;

         dblBufferHigh[   intIndex ] = dblHigh;

         dblBufferColour[ intIndex ] = boolUpCandle ? 0 : ( boolDownCandle ? 1 : 2 );

      #else

         if( !boolUpCandle && !boolDownCandle )

            boolUpCandle = dblClosePrevious < dblClose;

         if( boolUpCandle )

         {

            dblBufferLow[  intIndex ] = dblLow;

            dblBufferHigh[ intIndex ] = dblHigh;

         }

         else

         {

            dblBufferLow[  intIndex ] = dblHigh;

            dblBufferHigh[ intIndex ] = dblLow;

         }

      #endif

   }



   // Return value of prev_calculated for next call

   return( rates_total );

}



//+---------------------------------------------------------------------------------------+