refactor(indicators): Added strict array bounds safety checks

This commit is contained in:
Toh4iem9
2026-02-03 10:58:41 +01:00
parent ab0aa7a1ac
commit 97d7f7d754
+45 -12
View File
@@ -1,22 +1,26 @@
//+------------------------------------------------------------------+
//| ATR_Calculator.mqh |
//| VERSION 2.30: Added ENUM_ATR_SOURCE definition. |
//| VERSION 2.32: Added strict array bounds safety checks. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Enums needed for ATR logic ---
//--- Enums Definitions Guard
#ifndef ENUM_ATR_DEFINITIONS_DEFINED
#define ENUM_ATR_DEFINITIONS_DEFINED
#ifndef ENUM_CANDLE_SOURCE_DEFINED
#define ENUM_CANDLE_SOURCE_DEFINED
enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
#endif
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
ATR_SOURCE_STANDARD,
ATR_SOURCE_HEIKIN_ASHI
};
#endif
//+==================================================================+
//| CLASS 1: CATRCalculator (Base Class) |
@@ -29,7 +33,7 @@ protected:
//--- Persistent Buffer for True Range and Raw ATR
double m_tr[];
double m_atr_raw[]; // Stores ATR in points for recursion
double m_atr_raw[];
virtual bool PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
@@ -54,25 +58,40 @@ bool CATRCalculator::Init(int period, ENUM_ATR_DISPLAY_MODE mode)
}
//+------------------------------------------------------------------+
//| Main Calculation (Optimized) |
//| Main Calculation (Strict Safety) |
//+------------------------------------------------------------------+
void CATRCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &atr_buffer[])
{
// Safety 1: Period Check
if(rates_total <= m_atr_period)
return;
// Safety 2: Array Bounds Check (Crucial Fix)
// Ensure all input arrays are at least as large as the loop limit (rates_total)
if(ArraySize(open) < rates_total || ArraySize(high) < rates_total ||
ArraySize(low) < rates_total || ArraySize(close) < rates_total)
{
// Log error (optional) and exit to prevent crash
return;
}
int start_index;
if(prev_calculated == 0)
start_index = 0;
else
start_index = prev_calculated - 1;
// Resize internal buffers
if(ArraySize(m_tr) != rates_total)
{
ArrayResize(m_tr, rates_total);
ArrayResize(m_atr_raw, rates_total);
}
// Resize output buffer if needed (usually handled by caller, but safety first)
if(ArraySize(atr_buffer) != rates_total)
ArrayResize(atr_buffer, rates_total);
if(!PrepareTrueRange(rates_total, start_index, open, high, low, close))
return;
@@ -80,14 +99,14 @@ void CATRCalculator::Calculate(int rates_total, int prev_calculated, const doubl
for(int i = loop_start; i < rates_total; i++)
{
if(i == m_atr_period) // Initialization
if(i == m_atr_period) // Initialization (SMA)
{
double sum_tr = 0;
for(int j = 1; j <= m_atr_period; j++)
sum_tr += m_tr[j];
for(int j = 0; j < m_atr_period; j++)
sum_tr += m_tr[i-j];
m_atr_raw[i] = sum_tr / m_atr_period;
}
else
else // Smoothing (RMA/Wilder's)
m_atr_raw[i] = (m_atr_raw[i-1] * (m_atr_period - 1) + m_tr[i]) / m_atr_period;
}
@@ -112,11 +131,19 @@ void CATRCalculator::Calculate(int rates_total, int prev_calculated, const doubl
//+------------------------------------------------------------------+
bool CATRCalculator::PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
// Correct logic: Start from 1 to allow [i-1] access
int i = (start_index < 1) ? 1 : start_index;
// Handle special case for index 0 (if full recalc)
if(start_index == 0)
{
m_tr[0] = high[0] - low[0];
}
for(; i < rates_total; i++)
{
double range1 = high[i] - low[i];
// Bound check implicitly handled by Calculate's Safety 2, but logic ensures i-1 >= 0
double range2 = MathAbs(high[i] - close[i-1]);
double range3 = MathAbs(low[i] - close[i-1]);
m_tr[i] = MathMax(range1, MathMax(range2, range3));
@@ -155,6 +182,11 @@ bool CATRCalculator_HA::PrepareTrueRange(int rates_total, int start_index, const
int i = (start_index < 1) ? 1 : start_index;
if(start_index == 0)
{
m_tr[0] = m_ha_high[0] - m_ha_low[0];
}
for(; i < rates_total; i++)
{
double range1 = m_ha_high[i] - m_ha_low[i];
@@ -165,3 +197,4 @@ bool CATRCalculator_HA::PrepareTrueRange(int rates_total, int start_index, const
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+