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refactor:

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Toh4iem9
2025-08-19 18:03:24 +02:00
parent 10c9ce3b9e
commit 2b8b85ddff
1 changed files with 84 additions and 60 deletions
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Indicators/MyIndicators/KeltnerChannel_HeikinAshi.mq5
+84 -60
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@@ -1,15 +1,14 @@
//+------------------------------------------------------------------+
//| KeltnerChannel_HeikinAshi.mq5 |
//| KeltnerChannel_HeikinAshi.mq5 |
//| Copyright 2025, xxxxxxxx |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "2.00" // Refactored for full recalculation and stability
#property description "Keltner Channels on Heikin Ashi data"
#property version "3.01" // Corrected OnCalculate signature and SMA logic
#property description "Keltner Channels with HA middle line and Standard ATR"
#include <MyIncludes\HeikinAshi_Tools.mqh>
#include <MovingAverages.mqh>
//--- Indicator Window and Plot Properties ---
#property indicator_chart_window
@@ -47,7 +46,7 @@ enum ENUM_HA_APPLIED_PRICE
//--- Input Parameters ---
input int InpMaPeriod = 20;
input ENUM_MA_METHOD InpMaMethod = MODE_EMA;
input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; // HA price for the middle line
input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
input int InpAtrPeriod = 10;
input double InpMultiplier = 2.0;
@@ -57,17 +56,10 @@ double BufferLower[];
double BufferMiddle[];
double BufferATR[];
//--- Intermediate Heikin Ashi Buffers ---
double ExtHaOpenBuffer[];
double ExtHaHighBuffer[];
double ExtHaLowBuffer[];
double ExtHaCloseBuffer[];
//--- Global Objects and Variables ---
int g_ExtMaPeriod, g_ExtAtrPeriod;
double g_ExtMultiplier;
int g_handle_atr;
CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator
CHeikinAshi_Calculator *g_ha_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
@@ -88,14 +80,6 @@ int OnInit()
ArraySetAsSeries(BufferMiddle, false);
ArraySetAsSeries(BufferATR, false);
// ATR is always calculated on standard candles for true volatility
g_handle_atr = iATR(_Symbol, _Period, g_ExtAtrPeriod);
if(g_handle_atr == INVALID_HANDLE)
{
Print("Error creating iATR handle.");
return(INIT_FAILED);
}
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
int draw_begin = MathMax(g_ExtMaPeriod, g_ExtAtrPeriod);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
@@ -103,7 +87,6 @@ int OnInit()
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, g_ExtMaPeriod - 1);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_KC(%d,%d,%.1f)", g_ExtMaPeriod, g_ExtAtrPeriod, g_ExtMultiplier));
//--- Create the calculator instance
g_ha_calculator = new CHeikinAshi_Calculator();
if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
{
@@ -119,19 +102,17 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- Free the calculator object
if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
{
delete g_ha_calculator;
g_ha_calculator = NULL;
}
//--- Release the indicator handle
IndicatorRelease(g_handle_atr);
}
//+------------------------------------------------------------------+
//| Keltner Channel on Heikin Ashi calculation function. |
//+------------------------------------------------------------------+
// --- FIX: Restored the full, correct function signature ---
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
@@ -147,69 +128,115 @@ int OnCalculate(const int rates_total,
if(rates_total <= start_pos)
return(0);
//--- Resize intermediate buffers
ArrayResize(ExtHaOpenBuffer, rates_total);
ArrayResize(ExtHaHighBuffer, rates_total);
ArrayResize(ExtHaLowBuffer, rates_total);
ArrayResize(ExtHaCloseBuffer, rates_total);
//--- Intermediate Heikin Ashi Buffers
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
//--- STEP 1: Calculate Heikin Ashi bars
g_ha_calculator.Calculate(rates_total, open, high, low, close,
ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
//--- STEP 2: Get ATR values (from standard candles)
if(CopyBuffer(g_handle_atr, 0, 0, rates_total, BufferATR) < rates_total)
//--- STEP 2: Calculate Standard True Range manually
double tr[];
ArrayResize(tr, rates_total);
for(int i = 1; i < rates_total; i++)
{
Print("Error copying iATR buffer data.");
// We don't return here, calculation can proceed with partial data
tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
}
//--- STEP 3: Select the source Heikin Ashi price array for the middle line
//--- STEP 3: Prepare HA price source for the middle line
double ha_price_source[];
ArrayResize(ha_price_source, rates_total);
switch(InpAppliedPrice)
{
case HA_PRICE_OPEN:
ArrayCopy(ha_price_source, ExtHaOpenBuffer);
ArrayCopy(ha_price_source, ha_open);
break;
case HA_PRICE_HIGH:
ArrayCopy(ha_price_source, ExtHaHighBuffer);
ArrayCopy(ha_price_source, ha_high);
break;
case HA_PRICE_LOW:
ArrayCopy(ha_price_source, ExtHaLowBuffer);
ArrayCopy(ha_price_source, ha_low);
break;
default:
ArrayCopy(ha_price_source, ExtHaCloseBuffer);
ArrayCopy(ha_price_source, ha_close);
break;
}
//--- STEP 4: Calculate Middle, Upper, and Lower bands in a single loop
//--- STEP 4: Calculate ATR, Middle, Upper, and Lower bands
double sma_sum = 0;
for(int i = 1; i < rates_total; i++)
{
// --- Calculate Standard ATR (using Wilder's smoothing) ---
if(i == g_ExtAtrPeriod) // Initialization with manual SMA
{
double atr_sum = 0;
for(int j=1; j<=g_ExtAtrPeriod; j++)
atr_sum += tr[j];
BufferATR[i] = atr_sum / g_ExtAtrPeriod;
}
else
if(i > g_ExtAtrPeriod) // Recursive calculation
{
BufferATR[i] = (BufferATR[i-1] * (g_ExtAtrPeriod - 1) + tr[i]) / g_ExtAtrPeriod;
}
// --- Calculate the middle line (MA on HA price) ---
if(i >= g_ExtMaPeriod - 1)
{
switch(InpMaMethod)
{
case MODE_EMA:
if(i == g_ExtMaPeriod - 1)
BufferMiddle[i] = SimpleMA(i, g_ExtMaPeriod, ha_price_source);
else
{
double pr = 2.0 / (g_ExtMaPeriod + 1.0);
BufferMiddle[i] = ha_price_source[i] * pr + BufferMiddle[i-1] * (1.0 - pr);
}
break;
case MODE_SMMA:
if(i == g_ExtMaPeriod - 1)
BufferMiddle[i] = SimpleMA(i, g_ExtMaPeriod, ha_price_source);
{
double sum = 0;
for(int j=0; j<g_ExtMaPeriod; j++)
sum += ha_price_source[i-j];
BufferMiddle[i] = sum / g_ExtMaPeriod;
}
else
BufferMiddle[i] = (BufferMiddle[i-1] * (g_ExtMaPeriod - 1) + ha_price_source[i]) / g_ExtMaPeriod;
{
if(InpMaMethod == MODE_EMA)
{
double pr = 2.0 / (g_ExtMaPeriod + 1.0);
BufferMiddle[i] = ha_price_source[i] * pr + BufferMiddle[i-1] * (1.0 - pr);
}
else
{
BufferMiddle[i] = (BufferMiddle[i-1] * (g_ExtMaPeriod - 1) + ha_price_source[i]) / g_ExtMaPeriod;
}
}
break;
case MODE_LWMA:
BufferMiddle[i] = LinearWeightedMA(i, g_ExtMaPeriod, ha_price_source);
break;
{
double lwma_sum = 0;
double weight_sum = 0;
for(int j=0; j<g_ExtMaPeriod; j++)
{
int weight = g_ExtMaPeriod - j;
lwma_sum += ha_price_source[i-j] * weight;
weight_sum += weight;
}
if(weight_sum > 0)
BufferMiddle[i] = lwma_sum / weight_sum;
}
break;
default: // MODE_SMA
BufferMiddle[i] = SimpleMA(i, g_ExtMaPeriod, ha_price_source);
if(i == g_ExtMaPeriod - 1) // First calculation
{
sma_sum = 0; // Re-initialize sum for the first calculation point
for(int j=0; j<g_ExtMaPeriod; j++)
sma_sum += ha_price_source[i-j];
}
else // Subsequent calculations use the sliding window
{
sma_sum += ha_price_source[i];
sma_sum -= ha_price_source[i - g_ExtMaPeriod];
}
BufferMiddle[i] = sma_sum / g_ExtMaPeriod;
break;
}
}
@@ -217,11 +244,8 @@ int OnCalculate(const int rates_total,
// --- Calculate Upper and Lower bands ---
if(i >= start_pos)
{
double atr_value = BufferATR[i];
double ma_value = BufferMiddle[i];
BufferUpper[i] = ma_value + (atr_value * g_ExtMultiplier);
BufferLower[i] = ma_value - (atr_value * g_ExtMultiplier);
BufferUpper[i] = BufferMiddle[i] + (BufferATR[i] * g_ExtMultiplier);
BufferLower[i] = BufferMiddle[i] - (BufferATR[i] * g_ExtMultiplier);
}
}