//+------------------------------------------------------------------+ //| Bollinger_ATR_Oscillator_Calculator.mqh| //| Calculation engine for Standard and Heikin Ashi BB ATR Osc. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CBollingerATROscillatorCalculator (Standard) | //| | //+==================================================================+ class CBollingerATROscillatorCalculator { protected: int m_atr_period; int m_bb_period; double m_bb_dev; double m_price[]; double m_atr_buffer[]; double m_ma_buffer[]; double m_upper_band[]; double m_lower_band[]; virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); public: CBollingerATROscillatorCalculator(void) {}; virtual ~CBollingerATROscillatorCalculator(void) {}; bool Init(int atr_p, int bb_p, double bb_dev); void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &osc_out[]); }; //+------------------------------------------------------------------+ //| CBollingerATROscillatorCalculator: Initialization | //+------------------------------------------------------------------+ bool CBollingerATROscillatorCalculator::Init(int atr_p, int bb_p, double bb_dev) { m_atr_period = (atr_p < 1) ? 1 : atr_p; m_bb_period = (bb_p < 1) ? 1 : bb_p; m_bb_dev = bb_dev; return true; } //+------------------------------------------------------------------+ //| CBollingerATROscillatorCalculator: Main Calculation Method | //+------------------------------------------------------------------+ void CBollingerATROscillatorCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[], double &osc_out[]) { int start_pos = MathMax(m_atr_period, m_bb_period); if(rates_total <= start_pos) return; ArrayResize(m_price, rates_total); ArrayResize(m_atr_buffer, rates_total); ArrayResize(m_ma_buffer, rates_total); ArrayResize(m_upper_band, rates_total); ArrayResize(m_lower_band, rates_total); if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; //--- Step 1: Calculate ATR (always on standard candles) double tr[]; ArrayResize(tr, rates_total); for(int i = 1; i < rates_total; i++) tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]); for(int i = m_atr_period; i < rates_total; i++) { if(i == m_atr_period) { double sum=0; for(int j=1; j<=m_atr_period; j++) sum+=tr[j]; m_atr_buffer[i]=sum/m_atr_period; } else m_atr_buffer[i] = (m_atr_buffer[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period; } //--- Step 2: Calculate Bollinger Bands components (on prepared price) for(int i = m_bb_period - 1; i < rates_total; i++) { double sum = 0; for(int j = 0; j < m_bb_period; j++) sum += m_price[i-j]; m_ma_buffer[i] = sum / m_bb_period; } for(int i = m_bb_period - 1; i < rates_total; i++) { double std_dev_val = 0, sum_sq = 0; for(int j = 0; j < m_bb_period; j++) sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2); std_dev_val = sqrt(sum_sq / m_bb_period); m_upper_band[i] = m_ma_buffer[i] + m_bb_dev * std_dev_val; m_lower_band[i] = m_ma_buffer[i] - m_bb_dev * std_dev_val; } //--- Step 3: Calculate the final Oscillator value for(int i = start_pos; i < rates_total; i++) { double bb_diff = m_upper_band[i] - m_lower_band[i]; if(bb_diff != 0) osc_out[i] = m_atr_buffer[i] / bb_diff; } } //+------------------------------------------------------------------+ //| CBollingerATROscillatorCalculator: Prepares the source price. | //+------------------------------------------------------------------+ bool CBollingerATROscillatorCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) { //--- Corrected: Added all price types switch(price_type) { case PRICE_CLOSE: ArrayCopy(m_price, close, 0, 0, rates_total); break; case PRICE_OPEN: ArrayCopy(m_price, open, 0, 0, rates_total); break; case PRICE_HIGH: ArrayCopy(m_price, high, 0, 0, rates_total); break; case PRICE_LOW: ArrayCopy(m_price, low, 0, 0, rates_total); break; case PRICE_MEDIAN: for(int i=0; i