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