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fix: Restored root #ifndef include-guard pair

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Toh4iem9
2026-09-28 18:55:22 +02:00
parent 73adb86a9b
commit ef578a114e
1 changed files with 43 additions and 43 deletions
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Include/MyIncludes/ATR_Calculator.mqh
+43 -43
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@@ -1,12 +1,15 @@
//+------------------------------------------------------------------+
//| ATR_Calculator.mqh |
//| VERSION 3.00: Optimized state safety & zero-lag registers |
//| VERSION 3.11: Pipelined RMA math & Fused Output Loop |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.00" // Fully optimized with chronological safeguards and type-cast efficiency
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.11" // Fixed: Restored root #ifndef include-guard pair
#property description "Institutional-grade stateful ATR Calculator Engine."
#ifndef ATR_CALCULATOR_MQH
#define ATR_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Enums Definitions Guard
@@ -32,6 +35,8 @@ class CATRCalculator
protected:
int m_atr_period;
ENUM_ATR_DISPLAY_MODE m_display_mode;
double m_decay; // Precalculated (period - 1) / period
double m_inv_period; // Precalculated 1.0 / period
//--- Persistent State Buffers
double m_tr[];
@@ -40,7 +45,7 @@ protected:
virtual bool PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
public:
CATRCalculator(void) {};
CATRCalculator(void);
virtual ~CATRCalculator(void) {};
bool Init(int period, ENUM_ATR_DISPLAY_MODE mode);
@@ -50,98 +55,97 @@ public:
};
//+------------------------------------------------------------------+
//| Init |
//| Constructor |
//+------------------------------------------------------------------+
CATRCalculator::CATRCalculator(void) :
m_atr_period(14),
m_display_mode(ATR_POINTS),
m_decay(0.0),
m_inv_period(0.0)
{
ArraySetAsSeries(m_tr, false);
ArraySetAsSeries(m_atr_raw, false);
}
//+------------------------------------------------------------------+
//| Init (Precalculates Wilder Multipliers) |
//+------------------------------------------------------------------+
bool CATRCalculator::Init(int period, ENUM_ATR_DISPLAY_MODE mode)
{
m_atr_period = (period < 1) ? 1 : period;
m_atr_period = (period < 1) ? 1 : period;
m_display_mode = mode;
m_inv_period = 1.0 / (double)m_atr_period;
m_decay = (double)(m_atr_period - 1) * m_inv_period;
return true;
}
//+------------------------------------------------------------------+
//| Main Calculation (Strict Chronological Safety & Performance) |
//| Main Calculation (Fused FMA Architecture) |
//+------------------------------------------------------------------+
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: Boundary check to prevent access violations
if(ArraySize(open) < rates_total || ArraySize(high) < rates_total ||
ArraySize(low) < rates_total || ArraySize(close) < rates_total)
{
return;
}
int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- Resize state buffers and enforce chronological safety
// Resize state buffers
if(ArraySize(m_tr) != rates_total)
{
ArrayResize(m_tr, rates_total);
ArrayResize(m_atr_raw, rates_total);
ArraySetAsSeries(m_tr, false);
ArrayResize(m_atr_raw, rates_total);
ArraySetAsSeries(m_atr_raw, false);
}
//--- Enforce chronological safety on caller output buffer if resized
if(ArraySize(atr_buffer) != rates_total)
{
ArrayResize(atr_buffer, rates_total);
ArraySetAsSeries(atr_buffer, false);
}
//--- Prepare True Range
// 1. Prepare True Range
if(!PrepareTrueRange(rates_total, start_index, open, high, low, close))
return;
int loop_start = MathMax(m_atr_period, start_index);
double period_double = (double)m_atr_period;
//--- Primary calculation loop (Wilder's RMA smoothing)
// 2. Fused Primary Calculation Loop (Wilder's RMA Smoothing + Output Assignment)
for(int i = loop_start; i < rates_total; i++)
{
if(i == m_atr_period) // Initial SMA setup
if(i == m_atr_period) // Initial Cumulative Baseline Sum
{
double sum_tr = 0.0;
for(int j = 0; j < m_atr_period; j++)
sum_tr += m_tr[i - j];
m_atr_raw[i] = sum_tr / period_double;
m_atr_raw[i] = sum_tr * m_inv_period;
}
else // Dynamic state-safe recursive smoothing
else // Fast Pipelined FMA Multiplication: Zero divisions in loop!
{
m_atr_raw[i] = (m_atr_raw[i - 1] * (period_double - 1.0) + m_tr[i]) / period_double;
m_atr_raw[i] = m_atr_raw[i - 1] * m_decay + m_tr[i] * m_inv_period;
}
}
//--- Map raw values to display output
for(int i = loop_start; i < rates_total; i++)
{
// Fused Output Mapping (Eliminates second loop for standard ATR)
if(m_display_mode == ATR_PERCENT)
{
atr_buffer[i] = (close[i] > 0.0) ? (m_atr_raw[i] / close[i]) * 100.0 : 0.0;
}
else
{
atr_buffer[i] = m_atr_raw[i];
}
}
}
//+------------------------------------------------------------------+
//| Prepare True Range (Standard - Optimized) |
//| Prepare True Range (Standard) |
//+------------------------------------------------------------------+
bool CATRCalculator::PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
int i = (start_index < 1) ? 1 : start_index;
if(start_index == 0)
{
m_tr[0] = high[0] - low[0];
}
for(; i < rates_total; i++)
{
@@ -167,34 +171,29 @@ protected:
};
//+------------------------------------------------------------------+
//| Prepare True Range (Heikin Ashi - Chronologically Safe) |
//| Prepare True Range (Heikin Ashi) |
//+------------------------------------------------------------------+
bool CATRCalculator_HA::PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
{
//--- Resize HA caches and enforce chronological alignment
if(ArraySize(m_ha_open) != rates_total)
{
ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArrayResize(m_ha_high, rates_total);
ArraySetAsSeries(m_ha_high, false);
ArrayResize(m_ha_low, rates_total);
ArraySetAsSeries(m_ha_low, false);
ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_close, false);
}
//--- Delegate calculation to Heikin Ashi core toolkit
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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++)
{
@@ -205,5 +204,6 @@ bool CATRCalculator_HA::PrepareTrueRange(int rates_total, int start_index, const
}
return true;
}
//+------------------------------------------------------------------+
#endif // ATR_CALCULATOR_MQH
//+------------------------------------------------------------------+