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//+------------------------------------------------------------------+
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//| Bollinger_ATR_Oscillator.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 version "1.00"
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#property description "Bollinger Bands ATR Oscillator by Jon Anderson."
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#property description "Measures the ratio of ATR to Bollinger Bandwidth."
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#property indicator_separate_window
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#property indicator_buffers 1
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#property indicator_plots 1
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//--- Plot 1: Oscillator Line
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#property indicator_label1 "BB ATR Ratio"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrMediumTurquoise
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Input Parameters ---
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input int InpAtrPeriod = 22;
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input int InpBandsPeriod = 55;
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input double InpBandsDev = 2.0;
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input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
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//--- Indicator Buffers ---
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double BufferOscillator[];
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//+------------------------------------------------------------------+
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//| CLASS: CBollingerATROscillatorCalculator |
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//+------------------------------------------------------------------+
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class CBollingerATROscillatorCalculator
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{
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private:
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int m_atr_period;
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int m_bb_period;
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double m_bb_dev;
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double m_price[];
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double m_atr_buffer[];
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double m_ma_buffer[];
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double m_upper_band[];
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double m_lower_band[];
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public:
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CBollingerATROscillatorCalculator(void) {};
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~CBollingerATROscillatorCalculator(void) {};
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bool Init(int atr_p, int bb_p, double bb_dev);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &osc_out[]);
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};
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//+------------------------------------------------------------------+
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//| CBollingerATROscillatorCalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CBollingerATROscillatorCalculator::Init(int atr_p, int bb_p, double bb_dev)
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{
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m_atr_period = (atr_p < 1) ? 1 : atr_p;
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m_bb_period = (bb_p < 1) ? 1 : bb_p;
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m_bb_dev = bb_dev;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CBollingerATROscillatorCalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CBollingerATROscillatorCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &osc_out[])
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{
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int start_pos = MathMax(m_atr_period, m_bb_period);
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if(rates_total <= start_pos)
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return;
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ArrayResize(m_price, rates_total);
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ArrayResize(m_atr_buffer, rates_total);
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ArrayResize(m_ma_buffer, rates_total);
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ArrayResize(m_upper_band, rates_total);
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ArrayResize(m_lower_band, rates_total);
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//--- Prepare Source Price for Bollinger Bands
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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// ... add other price types if needed
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default:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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}
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//--- Step 1: Calculate ATR (Wilder's Smoothing)
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double tr[];
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ArrayResize(tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
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for(int i = m_atr_period; i < rates_total; i++)
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{
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if(i == m_atr_period)
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{
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double sum=0;
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for(int j=1; j<=m_atr_period; j++)
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sum+=tr[j];
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m_atr_buffer[i]=sum/m_atr_period;
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}
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else
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m_atr_buffer[i] = (m_atr_buffer[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period;
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}
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//--- Step 2: Calculate Bollinger Bands components
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// MA centerline
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for(int i = m_bb_period - 1; i < rates_total; i++)
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{
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double sum = 0;
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for(int j = 0; j < m_bb_period; j++)
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sum += m_price[i-j];
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m_ma_buffer[i] = sum / m_bb_period;
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}
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// Bands
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for(int i = m_bb_period - 1; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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for(int j = 0; j < m_bb_period; j++)
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sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
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std_dev_val = sqrt(sum_sq / m_bb_period);
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m_upper_band[i] = m_ma_buffer[i] + m_bb_dev * std_dev_val;
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m_lower_band[i] = m_ma_buffer[i] - m_bb_dev * std_dev_val;
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}
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//--- Step 3: Calculate the final Oscillator value
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for(int i = start_pos; i < rates_total; i++)
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{
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double bb_diff = m_upper_band[i] - m_lower_band[i];
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if(bb_diff != 0)
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{
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osc_out[i] = m_atr_buffer[i] / bb_diff;
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}
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}
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}
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//--- Global calculator object ---
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CBollingerATROscillatorCalculator *g_calculator;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferOscillator, INDICATOR_DATA);
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ArraySetAsSeries(BufferOscillator, false);
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g_calculator = new CBollingerATROscillatorCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpAtrPeriod, InpBandsPeriod, InpBandsDev))
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{
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Print("Failed to initialize Bollinger ATR Oscillator Calculator.");
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return(INIT_FAILED);
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}
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, MathMax(InpAtrPeriod, InpBandsPeriod));
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB_ATR_Osc(%d, %d)", InpAtrPeriod, InpBandsPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferOscillator);
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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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