//+------------------------------------------------------------------+ //| ATR_Calculator.mqh | //| VERSION 2.21: Fixed ATR Percent incremental bug. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //--- CORRECTED: Moved enum here to be accessible by other calculators --- enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI }; //--- NEW: Enum for display mode --- enum ENUM_ATR_DISPLAY_MODE { ATR_POINTS, ATR_PERCENT }; //+==================================================================+ //| CLASS 1: CATRCalculator (Base Class) | //+==================================================================+ class CATRCalculator { protected: int m_atr_period; ENUM_ATR_DISPLAY_MODE m_display_mode; //--- Persistent Buffer for True Range and Raw ATR double m_tr[]; double m_atr_raw[]; // Stores ATR in points for recursion //--- Updated: Accepts start_index virtual bool PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CATRCalculator(void) {}; virtual ~CATRCalculator(void) {}; bool Init(int period, ENUM_ATR_DISPLAY_MODE mode); int GetPeriod(void) const { return m_atr_period; } //--- Updated: Accepts prev_calculated void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &atr_buffer[]); }; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CATRCalculator::Init(int period, ENUM_ATR_DISPLAY_MODE mode) { m_atr_period = (period < 1) ? 1 : period; m_display_mode = mode; return true; } //+------------------------------------------------------------------+ //| Main Calculation (Optimized) | //+------------------------------------------------------------------+ void CATRCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &atr_buffer[]) { if(rates_total <= m_atr_period) return; //--- 1. Determine Start Index int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; //--- 2. Resize Buffers if(ArraySize(m_tr) != rates_total) { ArrayResize(m_tr, rates_total); ArrayResize(m_atr_raw, rates_total); } //--- 3. Prepare True Range (Optimized) if(!PrepareTrueRange(rates_total, start_index, open, high, low, close)) return; //--- 4. Calculate ATR (Wilder's Smoothing) using Internal Raw Buffer int loop_start = MathMax(m_atr_period, start_index); for(int i = loop_start; i < rates_total; i++) { if(i == m_atr_period) // Initialization { double sum_tr = 0; for(int j = 1; j <= m_atr_period; j++) sum_tr += m_tr[j]; m_atr_raw[i] = sum_tr / m_atr_period; } else // Recursive calculation uses m_atr_raw[i-1] which is always in POINTS m_atr_raw[i] = (m_atr_raw[i-1] * (m_atr_period - 1) + m_tr[i]) / m_atr_period; } //--- 5. Output to Buffer (Convert if needed) // We must update the output buffer from loop_start for(int i = loop_start; i < rates_total; i++) { if(m_display_mode == ATR_PERCENT) { if(close[i] > 0) atr_buffer[i] = (m_atr_raw[i] / close[i]) * 100.0; else atr_buffer[i] = 0; } else { atr_buffer[i] = m_atr_raw[i]; } } } //+------------------------------------------------------------------+ //| Prepare True Range (Standard - Optimized) | //+------------------------------------------------------------------+ 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; for(; i < rates_total; i++) { double range1 = high[i] - low[i]; double range2 = MathAbs(high[i] - close[i-1]); double range3 = MathAbs(low[i] - close[i-1]); m_tr[i] = MathMax(range1, MathMax(range2, range3)); } return true; } //+==================================================================+ //| CLASS 2: CATRCalculator_HA (Heikin Ashi) | //+==================================================================+ class CATRCalculator_HA : public CATRCalculator { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; protected: virtual bool PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) override; }; //+------------------------------------------------------------------+ //| Prepare True Range (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ bool CATRCalculator_HA::PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { // Resize internal HA buffers 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); } //--- STRICT CALL: Use the optimized 10-param HA calculation m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close); //--- Calculate TR using HA candles (Optimized loop) int i = (start_index < 1) ? 1 : start_index; for(; i < rates_total; i++) { double range1 = m_ha_high[i] - m_ha_low[i]; double range2 = MathAbs(m_ha_high[i] - m_ha_close[i-1]); double range3 = MathAbs(m_ha_low[i] - m_ha_close[i-1]); m_tr[i] = MathMax(range1, MathMax(range2, range3)); } return true; } //+------------------------------------------------------------------+