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refactor: prices

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This commit is contained in:
Toh4iem9
2025-09-24 09:18:37 +02:00
parent db69c944f6
commit 3eeea963e8
1 changed files with 47 additions and 127 deletions
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Indicators/MyIndicators/Bollinger_ATR_Oscillator.mq5
+47 -127
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@@ -4,14 +4,16 @@
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "1.00"
#property version "2.01"
#property description "Bollinger Bands ATR Oscillator by Jon Anderson."
#property description "Measures the ratio of ATR to Bollinger Bandwidth."
#property description "Includes a full range of standard and Heikin Ashi price sources."
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
#include <MyIncludes\Bollinger_ATR_Oscillator_Calculator.mqh>
//--- Plot 1: Oscillator Line
#property indicator_label1 "BB ATR Ratio"
#property indicator_type1 DRAW_LINE
@@ -19,133 +21,36 @@
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- Custom Enum for Price Source, including Heikin Ashi
enum ENUM_APPLIED_PRICE_HA_ALL
{
//--- Heikin Ashi Prices
PRICE_HA_CLOSE = -1,
PRICE_HA_OPEN = -2,
PRICE_HA_HIGH = -3,
PRICE_HA_LOW = -4,
PRICE_HA_MEDIAN = -5,
PRICE_HA_TYPICAL = -6,
PRICE_HA_WEIGHTED = -7,
//--- Standard Prices
PRICE_CLOSE_STD = PRICE_CLOSE,
PRICE_OPEN_STD = PRICE_OPEN,
PRICE_HIGH_STD = PRICE_HIGH,
PRICE_LOW_STD = PRICE_LOW,
PRICE_MEDIAN_STD = PRICE_MEDIAN,
PRICE_TYPICAL_STD = PRICE_TYPICAL,
PRICE_WEIGHTED_STD = PRICE_WEIGHTED
};
//--- Input Parameters ---
input int InpAtrPeriod = 22;
input int InpBandsPeriod = 55;
input double InpBandsDev = 2.0;
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
input int InpAtrPeriod = 22;
input int InpBandsPeriod = 55;
input double InpBandsDev = 2.0;
input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
//--- Indicator Buffers ---
double BufferOscillator[];
//+------------------------------------------------------------------+
//| CLASS: CBollingerATROscillatorCalculator |
//+------------------------------------------------------------------+
class CBollingerATROscillatorCalculator
{
private:
int m_atr_period;
int m_bb_period;
double m_bb_dev;
double m_price[];
double m_atr_buffer[];
double m_ma_buffer[];
double m_upper_band[];
double m_lower_band[];
public:
CBollingerATROscillatorCalculator(void) {};
~CBollingerATROscillatorCalculator(void) {};
bool Init(int atr_p, int bb_p, double bb_dev);
void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &osc_out[]);
};
//+------------------------------------------------------------------+
//| CBollingerATROscillatorCalculator: Initialization |
//+------------------------------------------------------------------+
bool CBollingerATROscillatorCalculator::Init(int atr_p, int bb_p, double bb_dev)
{
m_atr_period = (atr_p < 1) ? 1 : atr_p;
m_bb_period = (bb_p < 1) ? 1 : bb_p;
m_bb_dev = bb_dev;
return true;
}
//+------------------------------------------------------------------+
//| CBollingerATROscillatorCalculator: Main Calculation Method |
//+------------------------------------------------------------------+
void CBollingerATROscillatorCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
double &osc_out[])
{
int start_pos = MathMax(m_atr_period, m_bb_period);
if(rates_total <= start_pos)
return;
ArrayResize(m_price, rates_total);
ArrayResize(m_atr_buffer, rates_total);
ArrayResize(m_ma_buffer, rates_total);
ArrayResize(m_upper_band, rates_total);
ArrayResize(m_lower_band, rates_total);
//--- Prepare Source Price for Bollinger Bands
switch(price_type)
{
case PRICE_CLOSE:
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
case PRICE_OPEN:
ArrayCopy(m_price, open, 0, 0, rates_total);
break;
// ... add other price types if needed
default:
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
}
//--- Step 1: Calculate ATR (Wilder's Smoothing)
double tr[];
ArrayResize(tr, rates_total);
for(int i = 1; i < rates_total; i++)
tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
for(int i = m_atr_period; i < rates_total; i++)
{
if(i == m_atr_period)
{
double sum=0;
for(int j=1; j<=m_atr_period; j++)
sum+=tr[j];
m_atr_buffer[i]=sum/m_atr_period;
}
else
m_atr_buffer[i] = (m_atr_buffer[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period;
}
//--- Step 2: Calculate Bollinger Bands components
// MA centerline
for(int i = m_bb_period - 1; i < rates_total; i++)
{
double sum = 0;
for(int j = 0; j < m_bb_period; j++)
sum += m_price[i-j];
m_ma_buffer[i] = sum / m_bb_period;
}
// Bands
for(int i = m_bb_period - 1; i < rates_total; i++)
{
double std_dev_val = 0, sum_sq = 0;
for(int j = 0; j < m_bb_period; j++)
sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
std_dev_val = sqrt(sum_sq / m_bb_period);
m_upper_band[i] = m_ma_buffer[i] + m_bb_dev * std_dev_val;
m_lower_band[i] = m_ma_buffer[i] - m_bb_dev * std_dev_val;
}
//--- Step 3: Calculate the final Oscillator value
for(int i = start_pos; i < rates_total; i++)
{
double bb_diff = m_upper_band[i] - m_lower_band[i];
if(bb_diff != 0)
{
osc_out[i] = m_atr_buffer[i] / bb_diff;
}
}
}
//--- Global calculator object ---
CBollingerATROscillatorCalculator *g_calculator;
@@ -157,7 +62,17 @@ int OnInit()
SetIndexBuffer(0, BufferOscillator, INDICATOR_DATA);
ArraySetAsSeries(BufferOscillator, false);
g_calculator = new CBollingerATROscillatorCalculator();
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CBollingerATROscillatorCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB_ATR_Osc HA(%d, %d)", InpAtrPeriod, InpBandsPeriod));
}
else
{
g_calculator = new CBollingerATROscillatorCalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB_ATR_Osc(%d, %d)", InpAtrPeriod, InpBandsPeriod));
}
if(CheckPointer(g_calculator) == POINTER_INVALID ||
!g_calculator.Init(InpAtrPeriod, InpBandsPeriod, InpBandsDev))
{
@@ -166,7 +81,6 @@ int OnInit()
}
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, MathMax(InpAtrPeriod, InpBandsPeriod));
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BB_ATR_Osc(%d, %d)", InpAtrPeriod, InpBandsPeriod));
IndicatorSetInteger(INDICATOR_DIGITS, 4);
return(INIT_SUCCEEDED);
@@ -188,7 +102,13 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
{
if(CheckPointer(g_calculator) != POINTER_INVALID)
{
g_calculator.Calculate(rates_total, InpSourcePrice, open, high, low, close, BufferOscillator);
ENUM_APPLIED_PRICE price_type;
if(InpSourcePrice <= PRICE_HA_CLOSE)
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
else
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
g_calculator.Calculate(rates_total, price_type, open, high, low, close, BufferOscillator);
}
return(rates_total);
}