gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-17 06:18:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor(indicators): Added ENUM_ATR_SOURCE definition

Browse Source
This commit is contained in:
Toh4iem9
2026-01-16 16:24:37 +01:00
parent 913d3caa00
commit 753600926e
1 changed files with 13 additions and 21 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/ATR_Calculator.mqh
+13 -21
View File
@@ -1,18 +1,23 @@
//+------------------------------------------------------------------+
//| ATR_Calculator.mqh |
//| VERSION 2.21: Fixed ATR Percent incremental bug. |
//| Copyright 2025, xxxxxxxx |
//| VERSION 2.30: Added ENUM_ATR_SOURCE definition. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property copyright "Copyright 2026, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- CORRECTED: Moved enum here to be accessible by other calculators ---
//--- Enums needed for ATR logic ---
enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
//--- NEW: Enum for display mode ---
enum ENUM_ATR_DISPLAY_MODE { ATR_POINTS, ATR_PERCENT };
//--- MOVED HERE: Common enum for selecting ATR source type ---
enum ENUM_ATR_SOURCE
{
ATR_SOURCE_STANDARD, // Calculate ATR from standard candles
ATR_SOURCE_HEIKIN_ASHI // Calculate ATR from Heikin Ashi candles
};
//+==================================================================+
//| CLASS 1: CATRCalculator (Base Class) |
//+==================================================================+
@@ -26,7 +31,6 @@ protected:
double m_tr[];
double m_atr_raw[]; // Stores ATR in points for recursion
//--- Updated: Accepts start_index
virtual bool PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
@@ -36,7 +40,6 @@ public:
bool Init(int period, ENUM_ATR_DISPLAY_MODE mode);
int GetPeriod(void) const { return m_atr_period; }
//--- Updated: Accepts prev_calculated
void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &atr_buffer[]);
};
@@ -58,25 +61,21 @@ void CATRCalculator::Calculate(int rates_total, int prev_calculated, const doubl
if(rates_total <= m_atr_period)
return;
//--- 1. Determine Start Index
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
//--- 2. Resize Buffers
if(ArraySize(m_tr) != rates_total)
{
ArrayResize(m_tr, rates_total);
ArrayResize(m_atr_raw, rates_total);
}
//--- 3. Prepare True Range (Optimized)
if(!PrepareTrueRange(rates_total, start_index, open, high, low, close))
return;
//--- 4. Calculate ATR (Wilder's Smoothing) using Internal Raw Buffer
int loop_start = MathMax(m_atr_period, start_index);
for(int i = loop_start; i < rates_total; i++)
@@ -89,12 +88,9 @@ void CATRCalculator::Calculate(int rates_total, int prev_calculated, const doubl
m_atr_raw[i] = sum_tr / m_atr_period;
}
else
// Recursive calculation uses m_atr_raw[i-1] which is always in POINTS
m_atr_raw[i] = (m_atr_raw[i-1] * (m_atr_period - 1) + m_tr[i]) / m_atr_period;
}
//--- 5. Output to Buffer (Convert if needed)
// We must update the output buffer from loop_start
for(int i = loop_start; i < rates_total; i++)
{
if(m_display_mode == ATR_PERCENT)
@@ -112,7 +108,7 @@ void CATRCalculator::Calculate(int rates_total, int prev_calculated, const doubl
}
//+------------------------------------------------------------------+
//| Prepare True Range (Standard - Optimized) |
//| Prepare True Range (Standard) |
//+------------------------------------------------------------------+
bool CATRCalculator::PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
@@ -135,7 +131,6 @@ class CATRCalculator_HA : public CATRCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected:
@@ -143,11 +138,10 @@ protected:
};
//+------------------------------------------------------------------+
//| Prepare True Range (Heikin Ashi - Optimized) |
//| Prepare True Range (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CATRCalculator_HA::PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
@@ -156,11 +150,9 @@ bool CATRCalculator_HA::PrepareTrueRange(int rates_total, int start_index, const
ArrayResize(m_ha_close, rates_total);
}
//--- STRICT CALL: Use the optimized 10-param HA calculation
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
//--- Calculate TR using HA candles (Optimized loop)
int i = (start_index < 1) ? 1 : start_index;
for(; i < rates_total; i++)