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