diff --git a/Indicators/MyIndicators/Bollinger_ATR_Oscillator.mq5 b/Indicators/MyIndicators/Bollinger_ATR_Oscillator.mq5 index 51d7b31..6505cc1 100644 --- a/Indicators/MyIndicators/Bollinger_ATR_Oscillator.mq5 +++ b/Indicators/MyIndicators/Bollinger_ATR_Oscillator.mq5 @@ -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 + //--- 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); }