//+------------------------------------------------------------------+ //| KeltnerChannel_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "3.10" // VWMA compatible with dynamic volume routing #property description "Professional Keltner Channels with separate source selection" #property description "for the Middle Line (MA) and the ATR calculation." //--- Indicator Window and Plot Properties --- #property indicator_chart_window #property indicator_buffers 3 #property indicator_plots 3 //--- Plot 1: Upper Band #property indicator_label1 "Upper Band" #property indicator_type1 DRAW_LINE #property indicator_color1 clrOliveDrab #property indicator_style1 STYLE_DOT #property indicator_width1 1 //--- Plot 2: Lower Band #property indicator_label2 "Lower Band" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOliveDrab #property indicator_style2 STYLE_DOT #property indicator_width2 1 //--- Plot 3: Middle Band (Basis) #property indicator_label3 "Basis" #property indicator_type3 DRAW_LINE #property indicator_color3 clrOliveDrab #property indicator_style3 STYLE_SOLID #property indicator_width3 1 //--- Include the calculator engine --- #include //--- Input Parameters --- input group "Middle Line (MA) Settings" input int InpMaPeriod = 20; input ENUM_MA_TYPE InpMaMethod = EMA; // Middle Line MA Type input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_TYPICAL_STD; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ input group "Channel (ATR) Settings" input int InpAtrPeriod = 10; input double InpMultiplier = 2.0; input ENUM_ATR_SOURCE InpAtrSource = ATR_SOURCE_STANDARD; //--- Indicator Buffers --- double BufferUpper[]; double BufferLower[]; double BufferMiddle[]; //--- Global calculator object --- CKeltnerChannelCalculator *g_calculator; //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0, BufferUpper, INDICATOR_DATA); SetIndexBuffer(1, BufferLower, INDICATOR_DATA); SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA); ArraySetAsSeries(BufferUpper, false); ArraySetAsSeries(BufferLower, false); ArraySetAsSeries(BufferMiddle, false); if(InpSourcePrice <= PRICE_HA_CLOSE) { g_calculator = new CKeltnerChannelCalculator_HA(); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KC HA(%d,%d,%s)", InpMaPeriod, InpAtrPeriod, EnumToString(InpMaMethod))); } else { g_calculator = new CKeltnerChannelCalculator(); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("KC(%d,%d,%s)", InpMaPeriod, InpAtrPeriod, EnumToString(InpMaMethod))); } if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpMaPeriod, InpMaMethod, InpAtrPeriod, InpMultiplier, InpAtrSource)) { Print("Failed to create or initialize Keltner Channel Calculator object."); return(INIT_FAILED); } IndicatorSetInteger(INDICATOR_DIGITS, _Digits); int draw_begin = MathMax(InpMaPeriod, InpAtrPeriod); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpMaPeriod - 1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function. | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } //+------------------------------------------------------------------+ //| Custom indicator calculation function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { if(CheckPointer(g_calculator) == POINTER_INVALID) return 0; ENUM_APPLIED_PRICE price_type; if(InpSourcePrice <= PRICE_HA_CLOSE) price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); else price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; //--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); //--- Route calculations dynamically to support volume-weighted types (VWMA) if(volume_limit > 0) { g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, volume, BufferMiddle, BufferUpper, BufferLower); } else { g_calculator.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, tick_volume, BufferMiddle, BufferUpper, BufferLower); } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+