diff --git a/Include/MyIncludes/KeltnerChannel_Calculator.mqh b/Include/MyIncludes/KeltnerChannel_Calculator.mqh index a17766d..57feb2e 100644 --- a/Include/MyIncludes/KeltnerChannel_Calculator.mqh +++ b/Include/MyIncludes/KeltnerChannel_Calculator.mqh @@ -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 #include @@ -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 +//+------------------------------------------------------------------+ \ No newline at end of file