//+------------------------------------------------------------------+ //| KeltnerChannel_Calculator.mqh| //| VERSION 2.01: Fixed enum definition visibility. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include #include //--- Define the Enum here, BEFORE the class uses it --- enum ENUM_ATR_SOURCE { ATR_SOURCE_STANDARD, // Calculate ATR from standard candles ATR_SOURCE_HEIKIN_ASHI // Calculate ATR from Heikin Ashi candles }; //+==================================================================+ //| CLASS 1: CKeltnerChannelCalculator (Base Class) | //+==================================================================+ class CKeltnerChannelCalculator { protected: double m_multiplier; //--- Composition: Use dedicated engines CMovingAverageCalculator *m_ma_calc; CATRCalculator *m_atr_calc; //--- Internal Buffers for intermediate results double m_atr_buffer[]; virtual void CreateCalculators(void); public: CKeltnerChannelCalculator(void); virtual ~CKeltnerChannelCalculator(void); bool Init(int ma_p, ENUM_MA_METHOD ma_m, int atr_p, double mult, ENUM_ATR_SOURCE atr_src); void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CKeltnerChannelCalculator::CKeltnerChannelCalculator(void) { m_ma_calc = NULL; m_atr_calc = NULL; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CKeltnerChannelCalculator::~CKeltnerChannelCalculator(void) { if(CheckPointer(m_ma_calc) != POINTER_INVALID) delete m_ma_calc; if(CheckPointer(m_atr_calc) != POINTER_INVALID) delete m_atr_calc; } //+------------------------------------------------------------------+ //| Factory Method (Virtual) | //+------------------------------------------------------------------+ void CKeltnerChannelCalculator::CreateCalculators(void) { m_ma_calc = new CMovingAverageCalculator(); } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CKeltnerChannelCalculator::Init(int ma_p, ENUM_MA_METHOD ma_m, int atr_p, double mult, ENUM_ATR_SOURCE atr_src) { m_multiplier = (mult <= 0) ? 2.0 : mult; // Create MA Calculator CreateCalculators(); // Create ATR Calculator based on source selection // Note: CATRCalculator_HA is defined in ATR_Calculator.mqh? // No, usually in the same file or we need to ensure visibility. // Assuming ATR_Calculator.mqh contains both classes. if(atr_src == ATR_SOURCE_HEIKIN_ASHI) m_atr_calc = new CATRCalculator_HA(); else m_atr_calc = new CATRCalculator(); if(CheckPointer(m_ma_calc) == POINTER_INVALID || !m_ma_calc.Init(ma_p, (ENUM_MA_TYPE)ma_m)) return false; if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(atr_p, ATR_POINTS)) return false; return true; } //+------------------------------------------------------------------+ //| Main Calculation | //+------------------------------------------------------------------+ void CKeltnerChannelCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]) { if(CheckPointer(m_ma_calc) == POINTER_INVALID || CheckPointer(m_atr_calc) == POINTER_INVALID) return; //--- Resize internal ATR buffer if(ArraySize(m_atr_buffer) != rates_total) ArrayResize(m_atr_buffer, rates_total); //--- 1. Calculate Middle Line (MA) - Incremental m_ma_calc.Calculate(rates_total, prev_calculated, price_type, open, high, low, close, middle_buffer); //--- 2. Calculate ATR - Incremental // Note: ATR engine ignores price_type for TR calculation (uses High/Low/Close) m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer); //--- 3. Calculate Bands - Incremental Loop int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; int ma_period = m_ma_calc.GetPeriod(); int atr_period = m_atr_calc.GetPeriod(); int start_pos = MathMax(ma_period, atr_period); int loop_start = MathMax(start_pos, start_index); for(int i = loop_start; i < rates_total; i++) { if(middle_buffer[i] != EMPTY_VALUE && m_atr_buffer[i] != EMPTY_VALUE) { upper_buffer[i] = middle_buffer[i] + (m_atr_buffer[i] * m_multiplier); lower_buffer[i] = middle_buffer[i] - (m_atr_buffer[i] * m_multiplier); } else { upper_buffer[i] = EMPTY_VALUE; lower_buffer[i] = EMPTY_VALUE; } } } //+==================================================================+ //| CLASS 2: CKeltnerChannelCalculator_HA | //+==================================================================+ class CKeltnerChannelCalculator_HA : public CKeltnerChannelCalculator { protected: virtual void CreateCalculators(void) override; }; //+------------------------------------------------------------------+ void CKeltnerChannelCalculator_HA::CreateCalculators(void) { // Override to create HA version of MA calculator m_ma_calc = new CMovingAverageCalculator_HA(); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+