version 3.14
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Artur
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//+------------------------------------------------------------------+
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//| CATROnRingBuffer.mqh |
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//| Copyright 2012, Konstantin Gruzdev |
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//| https://login.mql5.com/ru/users/Lizar |
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//| Revision 01 Dec 2012 |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2012, Konstantin Gruzdev"
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#property link "https://login.mql5.com/ru/users/Lizar"
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//--- Class to calculate the MA using the ring buffer:
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#include <IncOnRingBuffer\CMAOnRingBuffer.mqh>
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//+------------------------------------------------------------------+
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//| Class CATROnRingBuffer |
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//| Appointment: class is designed for the calculation of the |
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//| technical indicator Average True Range (Average |
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//| True Range, ATR) using the class for working with |
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//| the ring buffer. |
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//| Link: http://www.mql5.com/ru/code/1344 |
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//+------------------------------------------------------------------+
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class CATROnRingBuffer
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{
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private:
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CMAOnRingBuffer m_ma; // instance the class for MA calculation
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double m_tr; // true range
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double m_atr; // average true range
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string m_name; // indicator name
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bool m_as_series; // true, if the indexing as in time series
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int m_bars_required; // number of elements required to calculate
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int m_begin; // index of the first significant element
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int m_start; // index of element to start the calculation
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int m_index; // current element index
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double m_close; // closing price of the current bar
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double m_prev_close; // closing price of the previous bar
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public:
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CATROnRingBuffer() {}
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~CATROnRingBuffer() {}
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//--- initialization method:
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bool Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false);
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//--- basic methods:
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int MainOnArray(const int rates_total,
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const int prev_calculated,
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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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double MainOnValue(const int rates_total,
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const int prev_calculated,
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const int begin,
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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 int index);
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//--- methods to get access to private data:
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int BarsRequired() { return(m_bars_required); }
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string Name() { return(m_name); }
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string MAMethod() { return(m_ma.MAMethod()); }
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int MAPeriod() { return(m_ma.MAPeriod()); }
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int Size() { return(m_ma.Size()); }
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//--- returns the value of element with the specified index:
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double operator [](const int index) const { return(m_ma.At(index)); }
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};
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//+------------------------------------------------------------------+
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//| Initialization method |
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//+------------------------------------------------------------------+
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bool CATROnRingBuffer :: Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false)
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{
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//--- Initialization for MA:
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if(!m_ma.Init(ma_period,ma_method,size_buffer)) return false;
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//---
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m_as_series=as_series;
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m_bars_required=m_ma.BarsRequired()+1;
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m_name="ATR("+IntegerToString(ma_period)+","+MAMethod()+")";
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//---
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return true;
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}
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//+------------------------------------------------------------------+
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//| Indicator on array |
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//+------------------------------------------------------------------+
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int CATROnRingBuffer :: MainOnArray(const int rates_total,
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const int prev_calculated,
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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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{
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//--- save as_series flags:
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bool as_series_high = ArrayGetAsSeries(high);
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bool as_series_low = ArrayGetAsSeries(low);
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bool as_series_close = ArrayGetAsSeries(close);
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if(as_series_high) ArraySetAsSeries(high, false);
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if(as_series_low) ArraySetAsSeries(low, false);
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if(as_series_close) ArraySetAsSeries(close,false);
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//--- first calculation:
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if(prev_calculated==0)
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{
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for(int i=0;i<rates_total;i++)
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{
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if(high[i]!=0 && high[i]!=EMPTY_VALUE &&
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low[i]!=0 && low[i]!=EMPTY_VALUE &&
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close[i]!=0 && close[i]!=EMPTY_VALUE)
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{
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m_start=MathMax(i+1,rates_total-Size()-m_bars_required);
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break;
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}
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}
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m_begin=m_start;
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}
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//--- number of bars was changed:
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else m_start=prev_calculated-1;
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//--- main loop:
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for(int i=m_start;i<rates_total;i++)
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{
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m_tr=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
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m_ma.MainOnValue(rates_total,prev_calculated,m_begin,m_tr,i);
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}
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//--- restore as_series flags:
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if(as_series_high) ArraySetAsSeries(high, true);
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if(as_series_low) ArraySetAsSeries(low, true);
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if(as_series_close) ArraySetAsSeries(close,true);
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//--- return value of prev_calculated for next call:
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Indicator on value |
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//+------------------------------------------------------------------+
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double CATROnRingBuffer:: MainOnValue(const int rates_total,
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const int prev_calculated,
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const int begin,
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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 int index)
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{
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//--- check as_series flags:
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if(m_as_series) m_index=rates_total-1-index;
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else m_index=index;
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//--- check begin:
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if(m_index<begin) return(EMPTY_VALUE);
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//--- initial calculation:
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if(m_index==begin)
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{
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m_close=close;
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return (EMPTY_VALUE);
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}
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//--- remember the closing price:
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if(prev_calculated-1!=m_index) m_prev_close=close;
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m_close=close;
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//--- main calculation:
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m_tr=MathMax(high,m_prev_close)-MathMin(low,m_prev_close);
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m_ma.MainOnValue(rates_total,prev_calculated,begin+1,m_tr,m_index);
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//--- result:
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return(m_ma.Last());
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}
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