new files added

2026-07-27 20:47:44 +00:00 · 2025-10-01 08:53:48 +02:00
parent 1f015e7609
commit 70b945a196
1 changed files with 194 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                          Supertrend_Calculator.mqh|
+//|    Calculation engine for Standard and Heikin Ashi Supertrend.   |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\ATR_Calculator.mqh> // Re-use our robust ATR calculator
+
+//--- Enum for ATR Calculation Source ---
+enum ENUM_ATR_SOURCE
+  {
+   ATR_SOURCE_STANDARD,    // Calculate ATR from standard candles
+   ATR_SOURCE_HEIKIN_ASHI  // Calculate ATR from Heikin Ashi candles
+  };
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 1: CSupertrendCalculator (Base Class)            |
+//|                                                                  |
+//+==================================================================+
+class CSupertrendCalculator
+  {
+protected:
+   int               m_atr_period;
+   double            m_factor;
+
+   CATRCalculator    *m_atr_calculator;
+
+   double            m_src_high[], m_src_low[], m_src_close[];
+
+   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CSupertrendCalculator(void);
+   virtual          ~CSupertrendCalculator(void);
+
+   bool              Init(int atr_p, double factor, ENUM_ATR_SOURCE atr_src);
+   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
+                               double &st_buffer[], double &color_buffer[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CSupertrendCalculator: Constructor                               |
+//+------------------------------------------------------------------+
+CSupertrendCalculator::CSupertrendCalculator(void)
+  {
+   m_atr_calculator = NULL; // Initialize pointer to NULL
+  }
+
+//+------------------------------------------------------------------+
+//| CSupertrendCalculator: Destructor                                |
+//+------------------------------------------------------------------+
+CSupertrendCalculator::~CSupertrendCalculator(void)
+  {
+   if(CheckPointer(m_atr_calculator) != POINTER_INVALID)
+      delete m_atr_calculator;
+  }
+
+//+------------------------------------------------------------------+
+//| CSupertrendCalculator: Initialization                            |
+//+------------------------------------------------------------------+
+bool CSupertrendCalculator::Init(int atr_p, double factor, ENUM_ATR_SOURCE atr_src)
+  {
+   m_atr_period = (atr_p < 1) ? 1 : atr_p;
+   m_factor     = (factor <= 0) ? 3.0 : factor;
+
+   if(CheckPointer(m_atr_calculator) != POINTER_INVALID)
+      delete m_atr_calculator;
+
+   if(atr_src == ATR_SOURCE_HEIKIN_ASHI)
+     {
+      m_atr_calculator = new CATRCalculator_HA();
+     }
+   else
+     {
+      m_atr_calculator = new CATRCalculator();
+     }
+
+   if(CheckPointer(m_atr_calculator) == POINTER_INVALID)
+      return false;
+   return m_atr_calculator.Init(m_atr_period);
+  }
+
+//+------------------------------------------------------------------+
+//| CSupertrendCalculator: Main Calculation Method (Shared Logic)    |
+//+------------------------------------------------------------------+
+void CSupertrendCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
+                                      double &st_buffer[], double &color_buffer[])
+  {
+   if(rates_total <= m_atr_period || CheckPointer(m_atr_calculator) == POINTER_INVALID)
+      return;
+   if(!PrepareSourceData(rates_total, open, high, low, close))
+      return;
+
+   double atr[], upper[], lower[], trend[];
+   ArrayResize(atr, rates_total);
+   ArrayResize(upper, rates_total);
+   ArrayResize(lower, rates_total);
+   ArrayResize(trend, rates_total);
+
+   m_atr_calculator.Calculate(rates_total, open, high, low, close, atr);
+
+   for(int i = 1; i < rates_total; i++)
+     {
+      double hl2 = (m_src_high[i] + m_src_low[i]) / 2.0;
+      double atr_val = m_factor * atr[i];
+
+      double upper_basic = hl2 + atr_val;
+      double lower_basic = hl2 - atr_val;
+
+      if(upper_basic < upper[i-1] || m_src_close[i-1] > upper[i-1])
+         upper[i] = upper_basic;
+      else
+         upper[i] = upper[i-1];
+
+      if(lower_basic > lower[i-1] || m_src_close[i-1] < lower[i-1])
+         lower[i] = lower_basic;
+      else
+         lower[i] = lower[i-1];
+
+      if(i == m_atr_period)
+         trend[i] = (m_src_close[i] > hl2) ? 1 : -1;
+      else
+         if(i > m_atr_period)
+           {
+            if(trend[i-1] == 1 && m_src_close[i] < lower[i])
+               trend[i] = -1;
+            else
+               if(trend[i-1] == -1 && m_src_close[i] > upper[i])
+                  trend[i] = 1;
+               else
+                  trend[i] = trend[i-1];
+           }
+
+      if(trend[i] == 1)
+        {
+         st_buffer[i] = lower[i];
+         color_buffer[i] = 0;
+         if(trend[i-1] == -1)
+            st_buffer[i-1] = lower[i];
+        }
+      else
+        {
+         st_buffer[i] = upper[i];
+         color_buffer[i] = 1;
+         if(trend[i-1] == 1)
+            st_buffer[i-1] = upper[i];
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CSupertrendCalculator: Prepares the standard source data.        |
+//+------------------------------------------------------------------+
+bool CSupertrendCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_src_high, rates_total);
+   ArrayCopy(m_src_high, high, 0, 0, rates_total);
+   ArrayResize(m_src_low, rates_total);
+   ArrayCopy(m_src_low, low, 0, 0, rates_total);
+   ArrayResize(m_src_close, rates_total);
+   ArrayCopy(m_src_close, close, 0, 0, rates_total);
+   return true;
+  }
+
+//+==================================================================+
+//|                                                                  |
+//|         CLASS 2: CSupertrendCalculator_HA (Heikin Ashi)          |
+//|                                                                  |
+//+==================================================================+
+class CSupertrendCalculator_HA : public CSupertrendCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| CSupertrendCalculator_HA: Prepares the HA source data.           |
+//+------------------------------------------------------------------+
+bool CSupertrendCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   double ha_open[];
+   ArrayResize(ha_open, rates_total);
+   ArrayResize(m_src_high, rates_total);
+   ArrayResize(m_src_low, rates_total);
+   ArrayResize(m_src_close, rates_total);
+   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, m_src_high, m_src_low, m_src_close);
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+