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mql5/Include/MyIncludes/KeltnerChannel_Calculator.mqh
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Toh4iem9 d5d60c51a4 new files added
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//+------------------------------------------------------------------+
//| KeltnerChannel_Calculator.mqh|
//| Calculation engine for Standard and Heikin Ashi Keltner Channels.|
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- Re-use the enum from the main file
enum ENUM_ATR_SOURCE
{
ATR_SOURCE_STANDARD, // Calculate ATR from standard candles
ATR_SOURCE_HEIKIN_ASHI // Calculate ATR from Heikin Ashi candles
};
//+==================================================================+
//| |
//| CLASS 1: CKeltnerChannelCalculator (Base Class) |
//| |
//+==================================================================+
class CKeltnerChannelCalculator
{
protected:
int m_ma_period, m_atr_period;
ENUM_MA_METHOD m_ma_method;
double m_multiplier;
ENUM_ATR_SOURCE m_atr_source;
double m_ma_price[];
virtual bool PrepareMAPriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
public:
CKeltnerChannelCalculator(void) {};
virtual ~CKeltnerChannelCalculator(void) {};
bool Init(int ma_p, ENUM_MA_METHOD ma_m, int atr_p, double mult, ENUM_ATR_SOURCE atr_src);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]);
};
//+------------------------------------------------------------------+
//| CKeltnerChannelCalculator: Initialization |
//+------------------------------------------------------------------+
bool CKeltnerChannelCalculator::Init(int ma_p, ENUM_MA_METHOD ma_m, int atr_p, double mult, ENUM_ATR_SOURCE atr_src)
{
m_ma_period = (ma_p < 1) ? 1 : ma_p;
m_ma_method = ma_m;
m_atr_period = (atr_p < 1) ? 1 : atr_p;
m_multiplier = (mult <= 0) ? 2.0 : mult;
m_atr_source = atr_src;
return true;
}
//+------------------------------------------------------------------+
//| CKeltnerChannelCalculator: Main Calculation Method (Shared Logic)|
//+------------------------------------------------------------------+
void CKeltnerChannelCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[])
{
int start_pos = MathMax(m_ma_period, m_atr_period);
if(rates_total <= start_pos)
return;
if(!PrepareMAPriceSeries(rates_total, open, high, low, close, price_type))
return;
double atr_buffer[], tr[];
ArrayResize(atr_buffer, rates_total);
ArrayResize(tr, rates_total);
//--- STEP 1: Calculate True Range based on the selected ATR source
if(m_atr_source == ATR_SOURCE_HEIKIN_ASHI)
{
CHeikinAshi_Calculator ha_calc;
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
ha_calc.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
for(int i = 1; i < rates_total; i++)
tr[i] = MathMax(ha_high[i], ha_close[i-1]) - MathMin(ha_low[i], ha_close[i-1]);
}
else // ATR_SOURCE_STANDARD
{
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 = 1; i < rates_total; i++)
{
//--- STEP 2: Calculate ATR (Wilder's smoothing)
if(i == m_atr_period)
{
double sum=0;
for(int j=1; j<=m_atr_period; j++)
sum+=tr[j];
atr_buffer[i]=sum/m_atr_period;
}
else
if(i > m_atr_period)
atr_buffer[i] = (atr_buffer[i-1]*(m_atr_period-1)+tr[i])/m_atr_period;
//--- STEP 3: Calculate Middle Line (MA)
if(i >= m_ma_period - 1)
{
switch(m_ma_method)
{
case MODE_EMA:
case MODE_SMMA:
if(i==m_ma_period-1)
{
double sum=0;
for(int j=0; j<m_ma_period; j++)
sum+=m_ma_price[i-j];
middle_buffer[i]=sum/m_ma_period;
}
else
{
if(m_ma_method==MODE_EMA)
{
double pr=2.0/(m_ma_period+1.0);
middle_buffer[i]=m_ma_price[i]*pr+middle_buffer[i-1]*(1.0-pr);
}
else
middle_buffer[i]=(middle_buffer[i-1]*(m_ma_period-1)+m_ma_price[i])/m_ma_period;
}
break;
case MODE_LWMA:
{double sum=0,w_sum=0; for(int j=0; j<m_ma_period; j++) {int w=m_ma_period-j; sum+=m_ma_price[i-j]*w; w_sum+=w;} if(w_sum>0) middle_buffer[i]=sum/w_sum;}
break;
default:
{double sum=0; for(int j=0; j<m_ma_period; j++) sum+=m_ma_price[i-j]; middle_buffer[i]=sum/m_ma_period;}
break;
}
}
//--- STEP 4: Calculate Bands
if(i >= start_pos)
{
upper_buffer[i] = middle_buffer[i] + (atr_buffer[i] * m_multiplier);
lower_buffer[i] = middle_buffer[i] - (atr_buffer[i] * m_multiplier);
}
}
}
//+------------------------------------------------------------------+
//| CKeltnerChannelCalculator: Prepares the standard MA source price.|
//+------------------------------------------------------------------+
bool CKeltnerChannelCalculator::PrepareMAPriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
ArrayResize(m_ma_price, rates_total);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_ma_price, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_ma_price, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_ma_price, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_ma_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_ma_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_ma_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
ArrayCopy(m_ma_price, close, 0, 0, rates_total);
break;
}
return true;
}
//+==================================================================+
//| |
//| CLASS 2: CKeltnerChannelCalculator_HA |
//| |
//+==================================================================+
class CKeltnerChannelCalculator_HA : public CKeltnerChannelCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
virtual bool PrepareMAPriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
};
//+------------------------------------------------------------------+
//| CKeltnerChannelCalculator_HA: Prepares the Heikin Ashi MA source.|
//+------------------------------------------------------------------+
bool CKeltnerChannelCalculator_HA::PrepareMAPriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
double ha_open[], ha_high[], ha_low[], ha_close[];
ArrayResize(ha_open, rates_total);
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_ma_price, rates_total);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_ma_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_ma_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_ma_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_ma_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_ma_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_ma_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
break;
default:
ArrayCopy(m_ma_price, ha_close, 0, 0, rates_total);
break;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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