From 99405cf61bba02b6a56cdcecb3471b606f59d6d1 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Fri, 4 Sep 2026 16:07:04 +0200 Subject: [PATCH] refactor: Leak-free pointer lifecycle, bounds protection & full VWMA routing --- .../MyIncludes/KeltnerChannel_Calculator.mqh | 356 ++++++++++++++---- 1 file changed, 276 insertions(+), 80 deletions(-) diff --git a/Include/MyIncludes/KeltnerChannel_Calculator.mqh b/Include/MyIncludes/KeltnerChannel_Calculator.mqh index 57feb2e0..6fdade1d 100644 --- a/Include/MyIncludes/KeltnerChannel_Calculator.mqh +++ b/Include/MyIncludes/KeltnerChannel_Calculator.mqh @@ -1,10 +1,10 @@ //+------------------------------------------------------------------+ //| KeltnerChannel_Calculator.mqh| -//| VERSION 3.10: Dynamic Volume-Weighted MA Support (VWMA) | -//| Copyright 2026, xxxxxxxx | +//| Engine for Classic Keltner Channels (MA + ATR Envelope) | +//| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "3.10" // Refactored to support volume arrays for VWMA integration +#property version "4.00" // Leak-free pointer lifecycle, bounds protection & full VWMA routing #ifndef KELTNER_CHANNEL_CALCULATOR_MQH #define KELTNER_CHANNEL_CALCULATOR_MQH @@ -18,41 +18,72 @@ class CKeltnerChannelCalculator { protected: - double m_multiplier; + double m_multiplier; + int m_ma_period; + int m_atr_period; + ENUM_MA_TYPE m_ma_type; + ENUM_ATR_SOURCE m_atr_source; + ENUM_APPLIED_PRICE_HA_ALL m_source_price; - //--- Composition: Use dedicated engines + //--- Composition Engines CMovingAverageCalculator *m_ma_calc; CATRCalculator *m_atr_calc; - //--- Internal Buffers for intermediate results - double m_atr_buffer[]; + //--- Persistent State Buffers + double m_atr_buffer[]; - virtual void CreateCalculators(void); + virtual void CreateCalculators(void); public: CKeltnerChannelCalculator(void); - virtual ~CKeltnerChannelCalculator(void); + virtual ~CKeltnerChannelCalculator(void); - //--- Init now takes ENUM_MA_TYPE - bool Init(int ma_p, ENUM_MA_TYPE ma_m, int atr_p, double mult, ENUM_ATR_SOURCE atr_src); + //--- Enhanced Pro Init (6 Parameters) + bool Init(const int ma_p, const ENUM_MA_TYPE ma_m, const int atr_p, const double mult, + const ENUM_ATR_SOURCE atr_src, const ENUM_APPLIED_PRICE_HA_ALL price_source); - //--- Standard Calculate (Without volume) - void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, - double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]); + //--- Legacy Compatible Init (5 Parameters) + bool Init(const int ma_p, const ENUM_MA_TYPE ma_m, const int atr_p, const double mult, const ENUM_ATR_SOURCE atr_src) + { + return Init(ma_p, ma_m, atr_p, mult, atr_src, PRICE_TYPICAL_STD); + } - //--- Overloaded Calculate with Volume (Specifically for VWMA support) - void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, - const long &volume[], - double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]); + //--- Standard Calculate (Without Volume) + void Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], const double &low[], const double &close[], + const ENUM_APPLIED_PRICE price_type, + double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]); + + //--- Overloaded Calculate with Long Volume (For VWMA Support) + void Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], const double &low[], const double &close[], + const ENUM_APPLIED_PRICE price_type, + const long &volume[], + double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]); + + //--- Overloaded Calculate with Double Volume (For MTF VWMA) + void Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], const double &low[], const double &close[], + const ENUM_APPLIED_PRICE price_type, + const double &volume[], + double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]); + + int GetRequiredWarmup(void) const { return MathMax(m_ma_period, m_atr_period); } }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ -CKeltnerChannelCalculator::CKeltnerChannelCalculator(void) +CKeltnerChannelCalculator::CKeltnerChannelCalculator(void) : m_multiplier(2.0), + m_ma_period(20), + m_atr_period(10), + m_ma_type(EMA), + m_atr_source(ATR_SOURCE_STANDARD), + m_source_price(PRICE_TYPICAL_STD), + m_ma_calc(NULL), + m_atr_calc(NULL) { - m_ma_calc = NULL; - m_atr_calc = NULL; + ArraySetAsSeries(m_atr_buffer, false); } //+------------------------------------------------------------------+ @@ -61,9 +92,15 @@ CKeltnerChannelCalculator::CKeltnerChannelCalculator(void) CKeltnerChannelCalculator::~CKeltnerChannelCalculator(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) + { delete m_ma_calc; + m_ma_calc = NULL; + } if(CheckPointer(m_atr_calc) != POINTER_INVALID) + { delete m_atr_calc; + m_atr_calc = NULL; + } } //+------------------------------------------------------------------+ @@ -71,29 +108,45 @@ CKeltnerChannelCalculator::~CKeltnerChannelCalculator(void) //+------------------------------------------------------------------+ void CKeltnerChannelCalculator::CreateCalculators(void) { + if(CheckPointer(m_ma_calc) != POINTER_INVALID) + { + delete m_ma_calc; + m_ma_calc = NULL; + } m_ma_calc = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ -//| Init | +//| Enhanced Pro Initialization | //+------------------------------------------------------------------+ -bool CKeltnerChannelCalculator::Init(int ma_p, ENUM_MA_TYPE ma_m, int atr_p, double mult, ENUM_ATR_SOURCE atr_src) +bool CKeltnerChannelCalculator::Init(const int ma_p, const ENUM_MA_TYPE ma_m, const int atr_p, const double mult, + const ENUM_ATR_SOURCE atr_src, const ENUM_APPLIED_PRICE_HA_ALL price_source) { - m_multiplier = (mult <= 0) ? 2.0 : mult; + m_ma_period = (ma_p < 1) ? 1 : ma_p; + m_ma_type = ma_m; + m_atr_period = (atr_p < 1) ? 1 : atr_p; + m_multiplier = (mult <= 0.0) ? 2.0 : mult; + m_atr_source = atr_src; + m_source_price = price_source; -// Create MA Calculator (Virtual call handles HA override) +// 1. Initialize MA Calculator (Virtual Factory handles HA subclass) CreateCalculators(); + if(CheckPointer(m_ma_calc) == POINTER_INVALID || !m_ma_calc.Init(m_ma_period, m_ma_type)) + return false; -// Create ATR Calculator based on source selection - if(atr_src == ATR_SOURCE_HEIKIN_ASHI) +// 2. Initialize ATR Calculator + if(CheckPointer(m_atr_calc) != POINTER_INVALID) + { + delete m_atr_calc; + m_atr_calc = NULL; + } + + if(m_atr_source == ATR_SOURCE_HEIKIN_ASHI) m_atr_calc = new CATRCalculator_HA(); else m_atr_calc = new CATRCalculator(); - if(CheckPointer(m_ma_calc) == POINTER_INVALID || !m_ma_calc.Init(ma_p, ma_m)) - return false; - - if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(atr_p, ATR_POINTS)) + if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(m_atr_period, ATR_POINTS)) return false; return true; @@ -102,39 +155,72 @@ bool CKeltnerChannelCalculator::Init(int ma_p, ENUM_MA_TYPE ma_m, int atr_p, dou //+------------------------------------------------------------------+ //| Calculate (Standard - No Volume) | //+------------------------------------------------------------------+ -void CKeltnerChannelCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, +void CKeltnerChannelCalculator::Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], const double &low[], const double &close[], + const ENUM_APPLIED_PRICE price_type, double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]) { - if(CheckPointer(m_ma_calc) == POINTER_INVALID || CheckPointer(m_atr_calc) == POINTER_INVALID) + int warmup = GetRequiredWarmup(); + if(rates_total <= warmup || CheckPointer(m_ma_calc) == POINTER_INVALID || CheckPointer(m_atr_calc) == POINTER_INVALID) return; -//--- Resize internal ATR buffer - if(ArraySize(m_atr_buffer) != rates_total) - ArrayResize(m_atr_buffer, rates_total); +// Safe allocation of destination arrays + if(ArraySize(middle_buffer) != rates_total) + { + ArrayResize(middle_buffer, rates_total); + ArraySetAsSeries(middle_buffer, false); + ArrayInitialize(middle_buffer, EMPTY_VALUE); + } + if(ArraySize(upper_buffer) != rates_total) + { + ArrayResize(upper_buffer, rates_total); + ArraySetAsSeries(upper_buffer, false); + ArrayInitialize(upper_buffer, EMPTY_VALUE); + } + if(ArraySize(lower_buffer) != rates_total) + { + ArrayResize(lower_buffer, rates_total); + ArraySetAsSeries(lower_buffer, false); + ArrayInitialize(lower_buffer, EMPTY_VALUE); + } -//--- 1. Calculate Middle Line (MA) - Incremental +// Resize internal ATR buffer + if(ArraySize(m_atr_buffer) != rates_total) + { + ArrayResize(m_atr_buffer, rates_total); + ArraySetAsSeries(m_atr_buffer, false); + } + +// 1. Calculate Middle Line (MA) - Incremental m_ma_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer); -//--- 2. Calculate ATR - Incremental +// 2. Calculate ATR - Incremental m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer); -//--- 3. Calculate Bands - Incremental Loop - int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; - - int ma_period = m_ma_calc.GetPeriod(); - int atr_period = m_atr_calc.GetPeriod(); - int start_pos = MathMax(ma_period, atr_period); - - int loop_start = MathMax(start_pos, start_index); - - for(int i = loop_start; i < rates_total; i++) +// 3. Clean invalid warmup range on fresh calculation + if(prev_calculated == 0) { - // Ensure both components are valid - if(middle_buffer[i] != 0.0 && middle_buffer[i] != EMPTY_VALUE && - m_atr_buffer[i] != 0.0 && m_atr_buffer[i] != EMPTY_VALUE) + for(int i = 0; i < warmup; i++) { - upper_buffer[i] = middle_buffer[i] + (m_atr_buffer[i] * m_multiplier); - lower_buffer[i] = middle_buffer[i] - (m_atr_buffer[i] * m_multiplier); + middle_buffer[i] = EMPTY_VALUE; + upper_buffer[i] = EMPTY_VALUE; + lower_buffer[i] = EMPTY_VALUE; + } + } + + int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : warmup; + if(start_index < warmup) + start_index = warmup; + +// 4. Calculate Bands + for(int i = start_index; i < rates_total; i++) + { + if(middle_buffer[i] != EMPTY_VALUE && middle_buffer[i] > 0.0 && + m_atr_buffer[i] != EMPTY_VALUE && m_atr_buffer[i] > 0.0) + { + double channel_width = m_atr_buffer[i] * m_multiplier; + upper_buffer[i] = middle_buffer[i] + channel_width; + lower_buffer[i] = middle_buffer[i] - channel_width; } else { @@ -145,42 +231,148 @@ void CKeltnerChannelCalculator::Calculate(int rates_total, int prev_calculated, } //+------------------------------------------------------------------+ -//| Calculate (Overloaded - With Volume for VWMA) | +//| Calculate (Overloaded - With Long Volume for VWMA) | //+------------------------------------------------------------------+ -void CKeltnerChannelCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, +void CKeltnerChannelCalculator::Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], const double &low[], const double &close[], + const ENUM_APPLIED_PRICE price_type, const long &volume[], double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]) { - if(CheckPointer(m_ma_calc) == POINTER_INVALID || CheckPointer(m_atr_calc) == POINTER_INVALID) + int warmup = GetRequiredWarmup(); + if(rates_total <= warmup || CheckPointer(m_ma_calc) == POINTER_INVALID || CheckPointer(m_atr_calc) == POINTER_INVALID) return; -//--- Resize internal ATR buffer - if(ArraySize(m_atr_buffer) != rates_total) - ArrayResize(m_atr_buffer, rates_total); + if(ArraySize(middle_buffer) != rates_total) + { + ArrayResize(middle_buffer, rates_total); + ArraySetAsSeries(middle_buffer, false); + ArrayInitialize(middle_buffer, EMPTY_VALUE); + } + if(ArraySize(upper_buffer) != rates_total) + { + ArrayResize(upper_buffer, rates_total); + ArraySetAsSeries(upper_buffer, false); + ArrayInitialize(upper_buffer, EMPTY_VALUE); + } + if(ArraySize(lower_buffer) != rates_total) + { + ArrayResize(lower_buffer, rates_total); + ArraySetAsSeries(lower_buffer, false); + ArrayInitialize(lower_buffer, EMPTY_VALUE); + } -//--- 1. Calculate Middle Line (MA) - Incremental with Volume + if(ArraySize(m_atr_buffer) != rates_total) + { + ArrayResize(m_atr_buffer, rates_total); + ArraySetAsSeries(m_atr_buffer, false); + } + +// 1. Calculate Middle Line with Volume m_ma_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, middle_buffer); -//--- 2. Calculate ATR - Incremental +// 2. Calculate ATR m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer); -//--- 3. Calculate Bands - Incremental Loop - int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; - - int ma_period = m_ma_calc.GetPeriod(); - int atr_period = m_atr_calc.GetPeriod(); - int start_pos = MathMax(ma_period, atr_period); - - int loop_start = MathMax(start_pos, start_index); - - for(int i = loop_start; i < rates_total; i++) + if(prev_calculated == 0) { - // Ensure both components are valid - if(middle_buffer[i] != 0.0 && middle_buffer[i] != EMPTY_VALUE && - m_atr_buffer[i] != 0.0 && m_atr_buffer[i] != EMPTY_VALUE) + for(int i = 0; i < warmup; i++) { - upper_buffer[i] = middle_buffer[i] + (m_atr_buffer[i] * m_multiplier); - lower_buffer[i] = middle_buffer[i] - (m_atr_buffer[i] * m_multiplier); + middle_buffer[i] = EMPTY_VALUE; + upper_buffer[i] = EMPTY_VALUE; + lower_buffer[i] = EMPTY_VALUE; + } + } + + int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : warmup; + if(start_index < warmup) + start_index = warmup; + +// 3. Calculate Bands + for(int i = start_index; i < rates_total; i++) + { + if(middle_buffer[i] != EMPTY_VALUE && middle_buffer[i] > 0.0 && + m_atr_buffer[i] != EMPTY_VALUE && m_atr_buffer[i] > 0.0) + { + double channel_width = m_atr_buffer[i] * m_multiplier; + upper_buffer[i] = middle_buffer[i] + channel_width; + lower_buffer[i] = middle_buffer[i] - channel_width; + } + else + { + upper_buffer[i] = EMPTY_VALUE; + lower_buffer[i] = EMPTY_VALUE; + } + } + } + +//+------------------------------------------------------------------+ +//| Calculate (Overloaded - With Double Volume for MTF VWMA) | +//+------------------------------------------------------------------+ +void CKeltnerChannelCalculator::Calculate(const int rates_total, const int prev_calculated, + const double &open[], const double &high[], const double &low[], const double &close[], + const ENUM_APPLIED_PRICE price_type, + const double &volume[], + double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]) + { + int warmup = GetRequiredWarmup(); + if(rates_total <= warmup || CheckPointer(m_ma_calc) == POINTER_INVALID || CheckPointer(m_atr_calc) == POINTER_INVALID) + return; + + if(ArraySize(middle_buffer) != rates_total) + { + ArrayResize(middle_buffer, rates_total); + ArraySetAsSeries(middle_buffer, false); + ArrayInitialize(middle_buffer, EMPTY_VALUE); + } + if(ArraySize(upper_buffer) != rates_total) + { + ArrayResize(upper_buffer, rates_total); + ArraySetAsSeries(upper_buffer, false); + ArrayInitialize(upper_buffer, EMPTY_VALUE); + } + if(ArraySize(lower_buffer) != rates_total) + { + ArrayResize(lower_buffer, rates_total); + ArraySetAsSeries(lower_buffer, false); + ArrayInitialize(lower_buffer, EMPTY_VALUE); + } + + if(ArraySize(m_atr_buffer) != rates_total) + { + ArrayResize(m_atr_buffer, rates_total); + ArraySetAsSeries(m_atr_buffer, false); + } + +// 1. Calculate Middle Line with Double Volume Array + m_ma_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, volume, middle_buffer); + +// 2. Calculate ATR + m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer); + + if(prev_calculated == 0) + { + for(int i = 0; i < warmup; i++) + { + middle_buffer[i] = EMPTY_VALUE; + upper_buffer[i] = EMPTY_VALUE; + lower_buffer[i] = EMPTY_VALUE; + } + } + + int start_index = (prev_calculated > 0) ? (prev_calculated - 1) : warmup; + if(start_index < warmup) + start_index = warmup; + +// 3. Calculate Bands + for(int i = start_index; i < rates_total; i++) + { + if(middle_buffer[i] != EMPTY_VALUE && middle_buffer[i] > 0.0 && + m_atr_buffer[i] != EMPTY_VALUE && m_atr_buffer[i] > 0.0) + { + double channel_width = m_atr_buffer[i] * m_multiplier; + upper_buffer[i] = middle_buffer[i] + channel_width; + lower_buffer[i] = middle_buffer[i] - channel_width; } else { @@ -191,7 +383,7 @@ void CKeltnerChannelCalculator::Calculate(int rates_total, int prev_calculated, } //+==================================================================+ -//| CLASS 2: CKeltnerChannelCalculator_HA | +//| CLASS 2: CKeltnerChannelCalculator_HA (Legacy) | //+==================================================================+ class CKeltnerChannelCalculator_HA : public CKeltnerChannelCalculator { @@ -202,9 +394,13 @@ protected: //+------------------------------------------------------------------+ void CKeltnerChannelCalculator_HA::CreateCalculators(void) { -// Override to create HA version of MA calculator + if(CheckPointer(m_ma_calc) != POINTER_INVALID) + { + delete m_ma_calc; + m_ma_calc = NULL; + } m_ma_calc = new CMovingAverageCalculator_HA(); } -//+------------------------------------------------------------------+ + #endif // KELTNER_CHANNEL_CALCULATOR_MQH -//+------------------------------------------------------------------+ \ No newline at end of file +//+------------------------------------------------------------------+