mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
300 lines
11 KiB
Plaintext
300 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Bollinger_ATR_Oscillator_Calculator.mqh|
|
|
//| VERSION 2.20: Full incremental support with selectable ATR src.|
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
|
|
|
//--- Define the Enum here locally
|
|
enum ENUM_ATR_SOURCE
|
|
{
|
|
ATR_SOURCE_STANDARD, // Calculate ATR from standard candles
|
|
ATR_SOURCE_HEIKIN_ASHI // Calculate ATR from Heikin Ashi candles
|
|
};
|
|
|
|
//+==================================================================+
|
|
//| CLASS 1: CBollingerATROscillatorCalculator (Standard) |
|
|
//+==================================================================+
|
|
class CBollingerATROscillatorCalculator
|
|
{
|
|
protected:
|
|
int m_atr_period;
|
|
int m_bb_period;
|
|
double m_bb_dev;
|
|
ENUM_ATR_SOURCE m_atr_source;
|
|
|
|
//--- Persistent Buffers
|
|
double m_price[];
|
|
double m_atr_buffer[];
|
|
double m_ma_buffer[];
|
|
double m_upper_band[];
|
|
double m_lower_band[];
|
|
double m_tr[];
|
|
|
|
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
|
|
|
|
//--- Core logic separated to allow passing different High/Low/Close arrays
|
|
void CalculateCore(int rates_total, int start_index, const double &high[], const double &low[], const double &close[], double &osc_out[]);
|
|
|
|
public:
|
|
CBollingerATROscillatorCalculator(void) {};
|
|
virtual ~CBollingerATROscillatorCalculator(void) {};
|
|
|
|
bool Init(int atr_p, int bb_p, double bb_dev, ENUM_ATR_SOURCE atr_src);
|
|
|
|
virtual void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
|
double &osc_out[]);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Init |
|
|
//+------------------------------------------------------------------+
|
|
bool CBollingerATROscillatorCalculator::Init(int atr_p, int bb_p, double bb_dev, ENUM_ATR_SOURCE atr_src)
|
|
{
|
|
m_atr_period = (atr_p < 1) ? 1 : atr_p;
|
|
m_bb_period = (bb_p < 1) ? 1 : bb_p;
|
|
m_bb_dev = bb_dev;
|
|
m_atr_source = atr_src;
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Main Calculate (Standard) |
|
|
//+------------------------------------------------------------------+
|
|
void CBollingerATROscillatorCalculator::Calculate(int rates_total, int prev_calculated, 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;
|
|
|
|
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
|
|
|
// Resize Buffers
|
|
if(ArraySize(m_price) != rates_total)
|
|
{
|
|
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);
|
|
ArrayResize(m_tr, rates_total);
|
|
}
|
|
|
|
// Prepare Price (Standard) - Fills m_price for BB calculation
|
|
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
|
|
return;
|
|
|
|
// Call Core with Standard Arrays for ATR
|
|
CalculateCore(rates_total, start_index, high, low, close, osc_out);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Core Calculation Logic (ATR + BB + Osc) |
|
|
//+------------------------------------------------------------------+
|
|
void CBollingerATROscillatorCalculator::CalculateCore(int rates_total, int start_index, const double &high[], const double &low[], const double &close[], double &osc_out[])
|
|
{
|
|
//--- 1. Calculate ATR (Incremental)
|
|
int loop_start_atr = MathMax(m_atr_period, start_index);
|
|
|
|
// TR Calculation
|
|
int tr_start = (start_index < 1) ? 1 : start_index;
|
|
for(int i = tr_start; i < rates_total; i++)
|
|
m_tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
|
|
|
|
for(int i = loop_start_atr; i < rates_total; i++)
|
|
{
|
|
if(i == m_atr_period)
|
|
{
|
|
double sum=0;
|
|
for(int j=1; j<=m_atr_period; j++)
|
|
sum+=m_tr[j];
|
|
m_atr_buffer[i]=sum/m_atr_period;
|
|
}
|
|
else
|
|
m_atr_buffer[i] = (m_atr_buffer[i-1] * (m_atr_period - 1) + m_tr[i]) / m_atr_period;
|
|
}
|
|
|
|
//--- 2. Calculate Bollinger Bands (Incremental)
|
|
// Uses m_price which is already prepared by PreparePriceSeries
|
|
int loop_start_bb = MathMax(m_bb_period - 1, start_index);
|
|
|
|
for(int i = loop_start_bb; i < rates_total; i++)
|
|
{
|
|
// SMA
|
|
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;
|
|
|
|
// StdDev
|
|
double sum_sq = 0;
|
|
for(int j = 0; j < m_bb_period; j++)
|
|
sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
|
|
double std_dev = sqrt(sum_sq / m_bb_period);
|
|
|
|
m_upper_band[i] = m_ma_buffer[i] + m_bb_dev * std_dev;
|
|
m_lower_band[i] = m_ma_buffer[i] - m_bb_dev * std_dev;
|
|
}
|
|
|
|
//--- 3. Calculate Oscillator
|
|
int start_pos = MathMax(m_atr_period, m_bb_period);
|
|
int loop_start_osc = MathMax(start_pos, start_index);
|
|
|
|
for(int i = loop_start_osc; 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;
|
|
else
|
|
osc_out[i] = 0;
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Prepare Price (Standard) |
|
|
//+------------------------------------------------------------------+
|
|
bool CBollingerATROscillatorCalculator::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
|
|
{
|
|
for(int i = start_index; i < rates_total; i++)
|
|
{
|
|
switch(price_type)
|
|
{
|
|
case PRICE_CLOSE:
|
|
m_price[i] = close[i];
|
|
break;
|
|
case PRICE_OPEN:
|
|
m_price[i] = open[i];
|
|
break;
|
|
case PRICE_HIGH:
|
|
m_price[i] = high[i];
|
|
break;
|
|
case PRICE_LOW:
|
|
m_price[i] = low[i];
|
|
break;
|
|
case PRICE_MEDIAN:
|
|
m_price[i] = (high[i]+low[i])/2.0;
|
|
break;
|
|
case PRICE_TYPICAL:
|
|
m_price[i] = (high[i]+low[i]+close[i])/3.0;
|
|
break;
|
|
case PRICE_WEIGHTED:
|
|
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
|
|
break;
|
|
default:
|
|
m_price[i] = close[i];
|
|
break;
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
|
|
//+==================================================================+
|
|
//| CLASS 2: CBollingerATROscillatorCalculator_HA |
|
|
//+==================================================================+
|
|
class CBollingerATROscillatorCalculator_HA : public CBollingerATROscillatorCalculator
|
|
{
|
|
private:
|
|
CHeikinAshi_Calculator m_ha_calculator;
|
|
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
|
|
|
|
protected:
|
|
virtual bool PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
|
|
|
|
public:
|
|
virtual void Calculate(int rates_total, int prev_calculated, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
|
|
double &osc_out[]) override;
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Prepare Price (Heikin Ashi) |
|
|
//+------------------------------------------------------------------+
|
|
bool CBollingerATROscillatorCalculator_HA::PreparePriceSeries(int rates_total, int start_index, ENUM_APPLIED_PRICE price_type, 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);
|
|
|
|
for(int i = start_index; i < rates_total; i++)
|
|
{
|
|
switch(price_type)
|
|
{
|
|
case PRICE_CLOSE:
|
|
m_price[i] = m_ha_close[i];
|
|
break;
|
|
case PRICE_OPEN:
|
|
m_price[i] = m_ha_open[i];
|
|
break;
|
|
case PRICE_HIGH:
|
|
m_price[i] = m_ha_high[i];
|
|
break;
|
|
case PRICE_LOW:
|
|
m_price[i] = m_ha_low[i];
|
|
break;
|
|
case PRICE_MEDIAN:
|
|
m_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
|
|
break;
|
|
case PRICE_TYPICAL:
|
|
m_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
|
|
break;
|
|
case PRICE_WEIGHTED:
|
|
m_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
|
|
break;
|
|
default:
|
|
m_price[i] = m_ha_close[i];
|
|
break;
|
|
}
|
|
}
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Calculate (HA Override) |
|
|
//+------------------------------------------------------------------+
|
|
void CBollingerATROscillatorCalculator_HA::Calculate(int rates_total, int prev_calculated, 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;
|
|
|
|
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
|
|
|
// Resize Buffers (Same as base)
|
|
if(ArraySize(m_price) != rates_total)
|
|
{
|
|
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);
|
|
ArrayResize(m_tr, rates_total);
|
|
}
|
|
|
|
// 1. Prepare HA Data (and m_price for BB)
|
|
if(!PreparePriceSeries(rates_total, start_index, price_type, open, high, low, close))
|
|
return;
|
|
|
|
// 2. Call Core with Selected Arrays for ATR
|
|
if(m_atr_source == ATR_SOURCE_HEIKIN_ASHI)
|
|
{
|
|
// Use HA arrays for ATR
|
|
CalculateCore(rates_total, start_index, m_ha_high, m_ha_low, m_ha_close, osc_out);
|
|
}
|
|
else
|
|
{
|
|
// Use Standard arrays for ATR (Hybrid mode)
|
|
CalculateCore(rates_total, start_index, high, low, close, osc_out);
|
|
}
|
|
}
|
|
//+------------------------------------------------------------------+
|