new files added

2026-07-27 20:47:44 +00:00 · 2025-09-29 11:24:00 +02:00
parent 0b1ceccc31
commit 33cfc1d1c6
1 changed files with 127 additions and 0 deletions
@@ -0,0 +1,127 @@
+//+------------------------------------------------------------------+
+//|                                               ATR_Calculator.mqh |
+//|         Calculation engine for Standard and Heikin Ashi ATR.     |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CATRCalculator (Base Class)                 |
+//|                                                                  |
+//+==================================================================+
+class CATRCalculator
+  {
+protected:
+   int               m_atr_period;
+
+   //--- Virtual method for preparing the raw True Range values.
+   virtual void      PrepareTrueRange(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &tr_buffer[]);
+
+public:
+                     CATRCalculator(void) {};
+   virtual          ~CATRCalculator(void) {};
+
+   //--- Public methods
+   bool              Init(int period);
+   int               GetPeriod(void) const { return m_atr_period; }
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &atr_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CATRCalculator: Initialization                                   |
+//+------------------------------------------------------------------+
+bool CATRCalculator::Init(int period)
+  {
+   m_atr_period = (period < 1) ? 1 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CATRCalculator: Main Calculation Method (Shared Logic)           |
+//+------------------------------------------------------------------+
+void CATRCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &atr_buffer[])
+  {
+   if(rates_total <= m_atr_period)
+      return;
+
+//--- STEP 1: Calculate True Range (delegated to virtual method)
+   double tr[];
+   PrepareTrueRange(rates_total, open, high, low, close, tr);
+
+//--- STEP 2: Calculate ATR (Wilder's Smoothing)
+   for(int i = 1; i < rates_total; i++)
+     {
+      if(i == m_atr_period) // Initialization with a simple average of TR
+        {
+         double sum_tr = 0;
+         for(int j = 1; j <= m_atr_period; j++)
+            sum_tr += tr[j];
+         atr_buffer[i] = sum_tr / m_atr_period;
+        }
+      else
+         if(i > m_atr_period) // Recursive calculation
+           {
+            atr_buffer[i] = (atr_buffer[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period;
+           }
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CATRCalculator: Prepares raw TR from standard prices.            |
+//+------------------------------------------------------------------+
+void CATRCalculator::PrepareTrueRange(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &tr_buffer[])
+  {
+   ArrayResize(tr_buffer, rates_total);
+   for(int i = 1; i < rates_total; i++)
+     {
+      double range1 = high[i] - low[i];
+      double range2 = MathAbs(high[i] - close[i-1]);
+      double range3 = MathAbs(low[i] - close[i-1]);
+      tr_buffer[i] = MathMax(range1, MathMax(range2, range3));
+     }
+  }
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 2: CATRCalculator_HA (Heikin Ashi)             |
+//|                                                                  |
+//+==================================================================+
+class CATRCalculator_HA : public CATRCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   //--- Overridden method to prepare Heikin Ashi based TR
+   virtual void      PrepareTrueRange(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &tr_buffer[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| CATRCalculator_HA: Prepares raw TR from HA prices.               |
+//+------------------------------------------------------------------+
+void CATRCalculator_HA::PrepareTrueRange(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], double &tr_buffer[])
+  {
+//--- 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);
+
+//--- Calculate the HA candles first
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
+
+//--- Now, calculate TR using the HA candles
+   ArrayResize(tr_buffer, rates_total);
+   for(int i = 1; i < rates_total; i++)
+     {
+      double range1 = ha_high[i] - ha_low[i];
+      double range2 = MathAbs(ha_high[i] - ha_close[i-1]);
+      double range3 = MathAbs(ha_low[i] - ha_close[i-1]);
+      tr_buffer[i] = MathMax(range1, MathMax(range2, range3));
+     }
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+