//+------------------------------------------------------------------+ //| ATR_Calculator.mqh | //| VERSION 2.32: Added strict array bounds safety checks. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #include //--- Enums Definitions Guard #ifndef ENUM_ATR_DEFINITIONS_DEFINED #define ENUM_ATR_DEFINITIONS_DEFINED #ifndef ENUM_CANDLE_SOURCE_DEFINED #define ENUM_CANDLE_SOURCE_DEFINED enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI }; #endif enum ENUM_ATR_DISPLAY_MODE { ATR_POINTS, ATR_PERCENT }; enum ENUM_ATR_SOURCE { ATR_SOURCE_STANDARD, ATR_SOURCE_HEIKIN_ASHI }; #endif //+==================================================================+ //| 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[]; 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; } 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 (Strict Safety) | //+------------------------------------------------------------------+ 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: Array Bounds Check (Crucial Fix) // Ensure all input arrays are at least as large as the loop limit (rates_total) if(ArraySize(open) < rates_total || ArraySize(high) < rates_total || ArraySize(low) < rates_total || ArraySize(close) < rates_total) { // Log error (optional) and exit to prevent crash return; } int start_index; if(prev_calculated == 0) start_index = 0; else start_index = prev_calculated - 1; // Resize internal buffers if(ArraySize(m_tr) != rates_total) { ArrayResize(m_tr, rates_total); ArrayResize(m_atr_raw, rates_total); } // Resize output buffer if needed (usually handled by caller, but safety first) if(ArraySize(atr_buffer) != rates_total) ArrayResize(atr_buffer, rates_total); if(!PrepareTrueRange(rates_total, start_index, open, high, low, close)) return; int loop_start = MathMax(m_atr_period, start_index); for(int i = loop_start; i < rates_total; i++) { if(i == m_atr_period) // Initialization (SMA) { double sum_tr = 0; for(int j = 0; j < m_atr_period; j++) sum_tr += m_tr[i-j]; m_atr_raw[i] = sum_tr / m_atr_period; } else // Smoothing (RMA/Wilder's) m_atr_raw[i] = (m_atr_raw[i-1] * (m_atr_period - 1) + m_tr[i]) / m_atr_period; } 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) | //+------------------------------------------------------------------+ bool CATRCalculator::PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { // Correct logic: Start from 1 to allow [i-1] access int i = (start_index < 1) ? 1 : start_index; // Handle special case for index 0 (if full recalc) if(start_index == 0) { m_tr[0] = high[0] - low[0]; } for(; i < rates_total; i++) { double range1 = high[i] - low[i]; // Bound check implicitly handled by Calculate's Safety 2, but logic ensures i-1 >= 0 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; 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) | //+------------------------------------------------------------------+ bool CATRCalculator_HA::PrepareTrueRange(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { 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); } 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++) { 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; } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+