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234 lines
8.4 KiB
Plaintext
234 lines
8.4 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Bollinger_Band_Width_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "3.00" // Updated to use new Calculator with ENUM_MA_TYPE
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#property description "Professional Bollinger Band Width oscillator with selectable analysis modes."
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#property indicator_separate_window
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#property indicator_buffers 4 // Main Width, Upper Channel, Lower Channel, Centerline
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#property indicator_plots 4
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#include <MyIncludes\Bollinger_Bands_Calculator.mqh>
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//--- Plot 1: Band Width Line
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#property indicator_label1 "BandWidth"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrSlateBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: Upper Channel Line
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#property indicator_label2 "Upper Channel"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGray
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Plot 3: Lower Channel Line
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#property indicator_label3 "Lower Channel"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrGray
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#property indicator_style3 STYLE_DOT
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#property indicator_width3 1
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//--- Plot 4: Centerline for Bands on Width
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#property indicator_label4 "Centerline"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrGray
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#property indicator_style4 STYLE_DOT
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#property indicator_width4 1
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//--- Custom Enum for Display Mode
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enum ENUM_BBW_MODE
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{
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MODE_WIDTH_ONLY,
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MODE_BANDS_ON_WIDTH,
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MODE_EXTREMES_CHANNEL
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};
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//--- Input Parameters ---
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input group "Base Bollinger Bands Settings"
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input int InpPeriod = 20;
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input double InpDeviation = 2.0;
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input ENUM_MA_TYPE InpMAType = SMA; // Updated type
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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input group "Analysis Mode"
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input ENUM_BBW_MODE InpDisplayMode = MODE_WIDTH_ONLY;
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input group "Bands on BandWidth Settings"
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input int InpBandsOnWidth_Period = 20;
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input double InpBandsOnWidth_Deviation = 2.0;
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input group "Extremes Channel Settings"
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input int InpExtremesLength = 125;
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//--- Indicator Buffers ---
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double BufferBandWidth[];
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double BufferUpperChannel[];
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double BufferLowerChannel[];
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double BufferCenterline[];
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//--- Internal Buffers (Must be global for incremental calculation) ---
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double BufferUpper_Internal[];
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double BufferLower_Internal[];
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double BufferMA_Internal[];
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//--- Global calculator object ---
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CBollingerBandsCalculator *g_calculator;
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferBandWidth, INDICATOR_DATA);
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SetIndexBuffer(1, BufferUpperChannel, INDICATOR_DATA);
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SetIndexBuffer(2, BufferLowerChannel, INDICATOR_DATA);
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SetIndexBuffer(3, BufferCenterline, INDICATOR_DATA);
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ArraySetAsSeries(BufferBandWidth, false);
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ArraySetAsSeries(BufferUpperChannel, false);
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ArraySetAsSeries(BufferLowerChannel, false);
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ArraySetAsSeries(BufferCenterline, false);
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//--- Factory Logic
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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{
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g_calculator = new CBollingerBandsCalculator_HA();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BBW Pro HA(%d)", InpPeriod));
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}
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else
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{
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g_calculator = new CBollingerBandsCalculator();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("BBW Pro(%d)", InpPeriod));
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}
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//--- Initialize with new Enum
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpPeriod, InpDeviation, InpMAType))
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{
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Print("Failed to initialize Bollinger Bands Calculator.");
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return(INIT_FAILED);
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}
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int draw_begin = InpPeriod - 1;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, draw_begin + InpBandsOnWidth_Period);
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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ArrayFree(BufferUpper_Internal);
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ArrayFree(BufferLower_Internal);
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ArrayFree(BufferMA_Internal);
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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//--- Resize internal buffers
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if(ArraySize(BufferUpper_Internal) != rates_total)
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{
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ArrayResize(BufferUpper_Internal, rates_total);
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ArrayResize(BufferLower_Internal, rates_total);
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ArrayResize(BufferMA_Internal, rates_total);
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}
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ENUM_APPLIED_PRICE price_type = (InpSourcePrice <= PRICE_HA_CLOSE) ?
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(ENUM_APPLIED_PRICE)(-(int)InpSourcePrice) :
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(ENUM_APPLIED_PRICE)InpSourcePrice;
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//--- Step 1: Run the main calculation (Incremental)
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
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BufferMA_Internal, BufferUpper_Internal, BufferLower_Internal);
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//--- Step 2: Calculate BandWidth (Optimized Loop)
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int start_pos = InpPeriod - 1;
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int loop_start = MathMax(start_pos, (prev_calculated > 0 ? prev_calculated - 1 : 0));
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for(int i = loop_start; i < rates_total; i++)
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{
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if(BufferMA_Internal[i] != 0)
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BufferBandWidth[i] = ((BufferUpper_Internal[i] - BufferLower_Internal[i]) / BufferMA_Internal[i]) * 100.0;
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else
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BufferBandWidth[i] = 0;
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}
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//--- Step 3: Calculate Overlays (Optimized Loop)
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if(prev_calculated == 0)
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{
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ArrayInitialize(BufferUpperChannel, EMPTY_VALUE);
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ArrayInitialize(BufferLowerChannel, EMPTY_VALUE);
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ArrayInitialize(BufferCenterline, EMPTY_VALUE);
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}
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switch(InpDisplayMode)
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{
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case MODE_BANDS_ON_WIDTH:
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{
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int bands_start_pos = start_pos + InpBandsOnWidth_Period - 1;
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int loop_start_bands = MathMax(bands_start_pos, loop_start);
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for(int i = loop_start_bands; i < rates_total; i++)
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{
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double sum = 0;
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for(int j = 0; j < InpBandsOnWidth_Period; j++)
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sum += BufferBandWidth[i-j];
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BufferCenterline[i] = sum / InpBandsOnWidth_Period;
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}
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for(int i = loop_start_bands; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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for(int j = 0; j < InpBandsOnWidth_Period; j++)
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sum_sq += pow(BufferBandWidth[i-j] - BufferCenterline[i], 2);
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std_dev_val = sqrt(sum_sq / InpBandsOnWidth_Period);
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BufferUpperChannel[i] = BufferCenterline[i] + InpBandsOnWidth_Deviation * std_dev_val;
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BufferLowerChannel[i] = BufferCenterline[i] - InpBandsOnWidth_Deviation * std_dev_val;
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}
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break;
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}
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case MODE_EXTREMES_CHANNEL:
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{
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int extremes_start_pos = start_pos + InpExtremesLength - 1;
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int loop_start_extremes = MathMax(extremes_start_pos, loop_start);
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for(int i = loop_start_extremes; i < rates_total; i++)
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{
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int start = i - InpExtremesLength + 1;
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int highest_idx = ArrayMaximum(BufferBandWidth, start, InpExtremesLength);
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BufferUpperChannel[i] = BufferBandWidth[highest_idx];
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int lowest_idx = ArrayMinimum(BufferBandWidth, start, InpExtremesLength);
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BufferLowerChannel[i] = BufferBandWidth[lowest_idx];
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}
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break;
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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