//+------------------------------------------------------------------+ //| Chandelier_Exit_Oscillator_Calculator.mqh | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.10" // Simplified to return raw normalized values for custom wrapper coloring #property description "Stateful calculator implementing normalized distance between Price and Trailing Stop." #ifndef CHANDELIER_EXIT_OSCILLATOR_CALCULATOR_MQH #define CHANDELIER_EXIT_OSCILLATOR_CALCULATOR_MQH #include #include #include //+==================================================================+ //| CLASS: CChandelierExitOscillatorCalculator | //+==================================================================+ class CChandelierExitOscillatorCalculator { private: int m_period; double m_multiplier; bool m_is_ha; CChandelierExitCalculator *m_exit_calc; CATRCalculator *m_atr_calc; // Internal Caches double m_stop_line[]; double m_color_dummy[]; double m_atr_buffer[]; double m_price_close[]; bool PrepareCloseSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]); public: CChandelierExitOscillatorCalculator(void); ~CChandelierExitOscillatorCalculator(void); bool Init(int period, double multiplier, bool is_ha); void Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &osc_buffer[]); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CChandelierExitOscillatorCalculator::CChandelierExitOscillatorCalculator(void) : m_period(22), m_multiplier(3.0), m_is_ha(false), m_exit_calc(NULL), m_atr_calc(NULL) { } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CChandelierExitOscillatorCalculator::~CChandelierExitOscillatorCalculator(void) { if(CheckPointer(m_exit_calc) != POINTER_INVALID) delete m_exit_calc; if(CheckPointer(m_atr_calc) != POINTER_INVALID) delete m_atr_calc; } //+------------------------------------------------------------------+ //| Init (Polymorphic Engines Caching) | //+------------------------------------------------------------------+ bool CChandelierExitOscillatorCalculator::Init(int period, double multiplier, bool is_ha) { m_period = (period < 1) ? 1 : period; m_multiplier = (multiplier <= 0.0) ? 3.0 : multiplier; m_is_ha = is_ha; if(CheckPointer(m_exit_calc) != POINTER_INVALID) { delete m_exit_calc; m_exit_calc = NULL; } if(CheckPointer(m_atr_calc) != POINTER_INVALID) { delete m_atr_calc; m_atr_calc = NULL; } // 1. Instantiate Trailing Stop calculator (Polymorphic Std/HA internally) m_exit_calc = new CChandelierExitCalculator(); if(CheckPointer(m_exit_calc) == POINTER_INVALID || !m_exit_calc.Init(m_period, m_multiplier, m_is_ha)) return false; // 2. Instantiate Raw ATR calculator (Polymorphic Std/HA internally) if(m_is_ha) m_atr_calc = new CATRCalculator_HA(); else m_atr_calc = new CATRCalculator(); if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(m_period, ATR_POINTS)) return false; return true; } //+------------------------------------------------------------------+ //| Calculate (Normalized Volatility Distance) | //+------------------------------------------------------------------+ void CChandelierExitOscillatorCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], double &osc_buffer[]) { if(rates_total < m_period + 5) return; //--- Resize state buffers and enforce chronological safety if(ArraySize(m_stop_line) != rates_total) { ArrayResize(m_stop_line, rates_total); ArrayResize(m_color_dummy, rates_total); ArrayResize(m_atr_buffer, rates_total); ArrayResize(m_price_close, rates_total); ArraySetAsSeries(m_stop_line, false); ArraySetAsSeries(m_color_dummy, false); ArraySetAsSeries(m_atr_buffer, false); ArraySetAsSeries(m_price_close, false); } int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0; if(!PrepareCloseSeries(rates_total, start_index, open, high, low, close)) return; //--- Run underlying Stop Line and raw ATR values m_exit_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_stop_line, m_color_dummy); m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer); int loop_start = MathMax(m_period, start_index); if(loop_start == m_period) { for(int i = 0; i < m_period; i++) osc_buffer[i] = 0.0; } //--- Compute Normalized Distance: (Price - Stop) / ATR for(int i = loop_start; i < rates_total; i++) { double atr = m_atr_buffer[i]; if(atr > 1.0e-9) { osc_buffer[i] = (m_price_close[i] - m_stop_line[i]) / atr; } else { osc_buffer[i] = 0.0; } } } //+------------------------------------------------------------------+ //| Prepare Close price (Standard or HA - Clean Execution) | //+------------------------------------------------------------------+ bool CChandelierExitOscillatorCalculator::PrepareCloseSeries(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]) { if(m_is_ha) { static CHeikinAshi_Calculator ha_calc; static double ha_open[], ha_high[], ha_low[], ha_close[]; if(ArraySize(ha_open) != rates_total) { ArrayResize(ha_open, rates_total); ArrayResize(ha_high, rates_total); ArrayResize(ha_low, rates_total); ArrayResize(ha_close, rates_total); ArraySetAsSeries(ha_open, false); ArraySetAsSeries(ha_high, false); ArraySetAsSeries(ha_low, false); ArraySetAsSeries(ha_close, false); } ha_calc.Calculate(rates_total, start_index, open, high, low, close, ha_open, ha_high, ha_low, ha_close); for(int i = start_index; i < rates_total; i++) m_price_close[i] = ha_close[i]; } else { for(int i = start_index; i < rates_total; i++) m_price_close[i] = close[i]; } return true; } #endif // CHANDELIER_EXIT_OSCILLATOR_CALCULATOR_MQH //+------------------------------------------------------------------+