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refactor: Refactored to support volume arrays for VWMA integration

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This commit is contained in:
Toh4iem9
2026-06-21 19:23:15 +02:00
parent 38afbb2a29
commit 3a7f35a3a8
1 changed files with 62 additions and 5 deletions
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Include/MyIncludes/KeltnerChannel_Calculator.mqh
+62 -5
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@@ -1,9 +1,13 @@
//+------------------------------------------------------------------+
//| KeltnerChannel_Calculator.mqh|
//| VERSION 3.00: Uses MovingAverage_Engine & ATR Engine. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 3.10: Dynamic Volume-Weighted MA Support (VWMA) |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Refactored to support volume arrays for VWMA integration
#ifndef KELTNER_CHANNEL_CALCULATOR_MQH
#define KELTNER_CHANNEL_CALCULATOR_MQH
#include <MyIncludes\MovingAverage_Engine.mqh>
#include <MyIncludes\ATR_Calculator.mqh>
@@ -32,8 +36,14 @@ public:
//--- Init now takes ENUM_MA_TYPE
bool Init(int ma_p, ENUM_MA_TYPE ma_m, int atr_p, double mult, ENUM_ATR_SOURCE atr_src);
//--- Standard Calculate (Without volume)
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]);
//--- Overloaded Calculate with Volume (Specifically for VWMA support)
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
const long &volume[],
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]);
};
//+------------------------------------------------------------------+
@@ -90,7 +100,7 @@ bool CKeltnerChannelCalculator::Init(int ma_p, ENUM_MA_TYPE ma_m, int atr_p, dou
}
//+------------------------------------------------------------------+
//| Main Calculation |
//| Calculate (Standard - No Volume) |
//+------------------------------------------------------------------+
void CKeltnerChannelCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[])
@@ -134,6 +144,52 @@ void CKeltnerChannelCalculator::Calculate(int rates_total, int prev_calculated,
}
}
//+------------------------------------------------------------------+
//| Calculate (Overloaded - With Volume for VWMA) |
//+------------------------------------------------------------------+
void CKeltnerChannelCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
const long &volume[],
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[])
{
if(CheckPointer(m_ma_calc) == POINTER_INVALID || CheckPointer(m_atr_calc) == POINTER_INVALID)
return;
//--- Resize internal ATR buffer
if(ArraySize(m_atr_buffer) != rates_total)
ArrayResize(m_atr_buffer, rates_total);
//--- 1. Calculate Middle Line (MA) - Incremental with Volume
m_ma_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, middle_buffer);
//--- 2. Calculate ATR - Incremental
m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer);
//--- 3. Calculate Bands - Incremental Loop
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
int ma_period = m_ma_calc.GetPeriod();
int atr_period = m_atr_calc.GetPeriod();
int start_pos = MathMax(ma_period, atr_period);
int loop_start = MathMax(start_pos, start_index);
for(int i = loop_start; i < rates_total; i++)
{
// Ensure both components are valid
if(middle_buffer[i] != 0.0 && middle_buffer[i] != EMPTY_VALUE &&
m_atr_buffer[i] != 0.0 && m_atr_buffer[i] != EMPTY_VALUE)
{
upper_buffer[i] = middle_buffer[i] + (m_atr_buffer[i] * m_multiplier);
lower_buffer[i] = middle_buffer[i] - (m_atr_buffer[i] * m_multiplier);
}
else
{
upper_buffer[i] = EMPTY_VALUE;
lower_buffer[i] = EMPTY_VALUE;
}
}
}
//+==================================================================+
//| CLASS 2: CKeltnerChannelCalculator_HA |
//+==================================================================+
@@ -150,4 +206,5 @@ void CKeltnerChannelCalculator_HA::CreateCalculators(void)
m_ma_calc = new CMovingAverageCalculator_HA();
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
#endif // KELTNER_CHANNEL_CALCULATOR_MQH
//+------------------------------------------------------------------+