refactor: Adapted to new ATR Calculator

This commit is contained in:
Toh4iem9
2025-11-27 14:29:47 +01:00
parent 97833891ef
commit ad6826c259
+30 -42
View File
@@ -1,16 +1,12 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Supertrend_Calculator.mqh| //| Supertrend_Calculator.mqh|
//| Calculation engine for Standard and Heikin Ashi Supertrend. | //| VERSION 3.20: Adapted to new ATR Calculator. |
//| Copyright 2025, xxxxxxxx | //| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\ATR_Calculator.mqh> // Re-use our robust ATR calculator #include <MyIncludes\ATR_Calculator.mqh>
//+==================================================================+
//| |
//| CLASS 1: CSupertrendCalculator (Base Class) |
//| |
//+==================================================================+ //+==================================================================+
class CSupertrendCalculator class CSupertrendCalculator
{ {
@@ -26,50 +22,56 @@ public:
CSupertrendCalculator(void); CSupertrendCalculator(void);
virtual ~CSupertrendCalculator(void); virtual ~CSupertrendCalculator(void);
bool Init(int atr_p, double factor, ENUM_ATR_SOURCE atr_src); bool Init(int atr_p, double factor, ENUM_CANDLE_SOURCE atr_src);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
double &st_odd[], double &color_odd[], double &st_even[], double &color_even[]); double &st_odd[], double &color_odd[], double &st_even[], double &color_even[]);
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CSupertrendCalculator: Constructor | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CSupertrendCalculator::CSupertrendCalculator(void) class CSupertrendCalculator_HA : public CSupertrendCalculator
{ {
m_atr_calculator = NULL; 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;
};
//+==================================================================+
//| METHOD IMPLEMENTATIONS |
//+==================================================================+
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CSupertrendCalculator: Destructor | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CSupertrendCalculator::~CSupertrendCalculator(void) CSupertrendCalculator::CSupertrendCalculator(void) { m_atr_calculator = NULL; }
{ CSupertrendCalculator::~CSupertrendCalculator(void) { if(CheckPointer(m_atr_calculator) != POINTER_INVALID) delete m_atr_calculator; }
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) bool CSupertrendCalculator::Init(int atr_p, double factor, ENUM_CANDLE_SOURCE atr_src)
{ {
m_atr_period = (atr_p < 1) ? 1 : atr_p; m_atr_period = (atr_p < 1) ? 1 : atr_p;
m_factor = (factor <= 0) ? 3.0 : factor; m_factor = (factor <= 0) ? 3.0 : factor;
if(CheckPointer(m_atr_calculator) != POINTER_INVALID) if(CheckPointer(m_atr_calculator) != POINTER_INVALID)
delete m_atr_calculator; delete m_atr_calculator;
if(atr_src == ATR_SOURCE_HEIKIN_ASHI)
if(atr_src == CANDLE_HEIKIN_ASHI)
m_atr_calculator = new CATRCalculator_HA(); m_atr_calculator = new CATRCalculator_HA();
else else
m_atr_calculator = new CATRCalculator(); m_atr_calculator = new CATRCalculator();
if(CheckPointer(m_atr_calculator) == POINTER_INVALID) if(CheckPointer(m_atr_calculator) == POINTER_INVALID)
return false; return false;
return m_atr_calculator.Init(m_atr_period);
return m_atr_calculator.Init(m_atr_period, ATR_POINTS);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CSupertrendCalculator: Main Calculation Method (Shared Logic) | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSupertrendCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], void CSupertrendCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[],
double &st_odd[], double &color_odd[], double &st_even[], double &color_even[]) double &st_odd[], double &color_odd[], double &st_even[], double &color_even[])
@@ -88,7 +90,6 @@ void CSupertrendCalculator::Calculate(int rates_total, const double &open[], con
m_atr_calculator.Calculate(rates_total, open, high, low, close, atr); m_atr_calculator.Calculate(rates_total, open, high, low, close, atr);
int trend_segment_index = 1; int trend_segment_index = 1;
for(int i = 1; i < rates_total; i++) for(int i = 1; i < rates_total; i++)
{ {
double hl2 = (m_src_high[i] + m_src_low[i]) / 2.0; double hl2 = (m_src_high[i] + m_src_low[i]) / 2.0;
@@ -126,14 +127,14 @@ void CSupertrendCalculator::Calculate(int rates_total, const double &open[], con
if(trend[i] == 1) // Uptrend if(trend[i] == 1) // Uptrend
{ {
if(trend_segment_index % 2 != 0) // Odd segment if(trend_segment_index % 2 != 0) // Odd
{ {
st_odd[i] = lower[i]; st_odd[i] = lower[i];
color_odd[i] = 0; color_odd[i] = 0;
st_even[i] = EMPTY_VALUE; st_even[i] = EMPTY_VALUE;
color_even[i] = 0; color_even[i] = 0;
} }
else // Even segment else // Even
{ {
st_even[i] = lower[i]; st_even[i] = lower[i];
color_even[i] = 0; color_even[i] = 0;
@@ -143,14 +144,14 @@ void CSupertrendCalculator::Calculate(int rates_total, const double &open[], con
} }
else // Downtrend else // Downtrend
{ {
if(trend_segment_index % 2 != 0) // Odd segment if(trend_segment_index % 2 != 0) // Odd
{ {
st_odd[i] = upper[i]; st_odd[i] = upper[i];
color_odd[i] = 1; color_odd[i] = 1;
st_even[i] = EMPTY_VALUE; st_even[i] = EMPTY_VALUE;
color_even[i] = 1; color_even[i] = 1;
} }
else // Even segment else // Even
{ {
st_even[i] = upper[i]; st_even[i] = upper[i];
color_even[i] = 1; color_even[i] = 1;
@@ -162,7 +163,7 @@ void CSupertrendCalculator::Calculate(int rates_total, const double &open[], con
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CSupertrendCalculator: Prepares the standard source data. | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CSupertrendCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) bool CSupertrendCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
{ {
@@ -175,21 +176,8 @@ bool CSupertrendCalculator::PrepareSourceData(int rates_total, const double &ope
return true; 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[]) bool CSupertrendCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
{ {