Rename indicators to Indicators
This commit is contained in:
Matt Corcoran
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//+------------------------------------------------------------------+
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//| AtrBands.mqh |
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//| Calculates and visualizes ATR-based dynamic bands |
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//| |
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//| 2025 xMattC (github.com/xMattC) |
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//+------------------------------------------------------------------+
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#property copyright "2025 xMattC (github.com/xMattC)"
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#property link "https://github.com/xMattC"
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#property version "1.00"
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#include <MyLibs/Utils/MarketDataUtils.mqh>
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#include <MyLibs/Utils/AtrHandleManager.mqh>
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// ---------------------------------------------------------------------
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// CLASS: AtrBands
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// ---------------------------------------------------------------------
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// Provides ATR-based upper/lower/middle band calculations and checks.
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// Useful for volatility-based stop placement, trend filters, or overlays.
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// ---------------------------------------------------------------------
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class AtrBands {
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private:
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MarketDataUtils market_data_utils;
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AtrHandleManager atr_manager;
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double get_atr(string symbol, int atr_period, ENUM_TIMEFRAMES tf, int shift);
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public:
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double upper_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1);
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double lower_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1);
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double middle_band(string symbol, double trendline_var, ENUM_TIMEFRAMES tf, int shift = 1);
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bool inside_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1);
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bool inside_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1);
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bool crossed_below_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1);
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bool crossed_above_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1);
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void plot_bands(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int bars = 100, color clr = clrSkyBlue, int width = 1);
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};
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// ---------------------------------------------------------------------
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// Returns the upper ATR band level.
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//
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// Parameters:
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// - symbol : Symbol to use.
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// - trendline_var : Base trendline value (e.g., MA).
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// - atr_period : ATR period.
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// - tf : Timeframe for ATR.
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// - mult : ATR multiplier.
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// - shift : Bar shift to evaluate.
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// ---------------------------------------------------------------------
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double AtrBands::upper_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) {
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double atr = get_atr(symbol, atr_period, tf, shift);
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return trendline_var + atr * mult;
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}
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// ---------------------------------------------------------------------
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// Returns the lower ATR band level.
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//
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// Parameters:
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// - Same as upper_band, except lower band logic.
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// ---------------------------------------------------------------------
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double AtrBands::lower_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) {
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double atr = get_atr(symbol, atr_period, tf, shift);
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return trendline_var - atr * mult;
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}
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// ---------------------------------------------------------------------
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// Returns the middle band, which is simply the trendline.
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//
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// Parameters:
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// - symbol : Symbol.
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// - trendline_var : The trendline value.
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// - tf : Timeframe (unused here).
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// - shift : Shift index (unused here).
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// ---------------------------------------------------------------------
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double AtrBands::middle_band(string symbol, double trendline_var, ENUM_TIMEFRAMES tf, int shift) {
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return trendline_var;
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}
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// ---------------------------------------------------------------------
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// Checks if price is between trendline and upper band.
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//
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// Logic:
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// - Retrieves trendline and price.
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// - Compares if price lies between trendline and upper band.
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// ---------------------------------------------------------------------
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bool AtrBands::inside_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) {
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double price = iClose(symbol, tf, shift);
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double trendline_var = market_data_utils.get_buffer_value(handle, shift);
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double upper = upper_band(symbol, trendline_var, atr_period, tf, mult, shift);
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if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || upper == EMPTY_VALUE)
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return false;
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return (price > trendline_var && price < upper);
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}
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// ---------------------------------------------------------------------
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// Checks if price is between trendline and lower band.
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//
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// Logic:
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// - Retrieves trendline and price.
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// - Compares if price lies between trendline and lower band.
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// ---------------------------------------------------------------------
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bool AtrBands::inside_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) {
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double price = iClose(symbol, tf, shift);
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double trendline_var = market_data_utils.get_buffer_value(handle, shift);
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double lower = lower_band(symbol, trendline_var, atr_period, tf, mult, shift);
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if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || lower == EMPTY_VALUE)
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return false;
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return (price < trendline_var && price > lower);
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}
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// ---------------------------------------------------------------------
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// Detects if price has crossed below the upper band.
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//
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// Logic:
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// - Checks crossover from above to below upper band between bars [shift+1] and [shift].
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// ---------------------------------------------------------------------
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bool AtrBands::crossed_below_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) {
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double price = iClose(symbol, tf, shift);
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double prev_price = iClose(symbol, tf, shift + 1);
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double trendline_var = market_data_utils.get_buffer_value(handle, shift);
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double prev_trendline_var = market_data_utils.get_buffer_value(handle, shift + 1);
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double upper = upper_band(symbol, trendline_var, atr_period, tf, mult, shift);
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double prev_upper = upper_band(symbol, prev_trendline_var, atr_period, tf, mult, shift + 1);
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if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || prev_trendline_var == EMPTY_VALUE)
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return false;
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return (prev_price > prev_upper && price < upper);
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}
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// ---------------------------------------------------------------------
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// Detects if price has crossed above the lower band.
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//
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// Logic:
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// - Checks crossover from below to above lower band between bars [shift+1] and [shift].
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// ---------------------------------------------------------------------
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bool AtrBands::crossed_above_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) {
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double price = iClose(symbol, tf, shift);
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double prev_price = iClose(symbol, tf, shift + 1);
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double trendline_var = market_data_utils.get_buffer_value(handle, shift);
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double prev_trendline_var = market_data_utils.get_buffer_value(handle, shift + 1);
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double lower = lower_band(symbol, trendline_var, atr_period, tf, mult, shift);
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double prev_lower = lower_band(symbol, prev_trendline_var, atr_period, tf, mult, shift + 1);
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if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || prev_trendline_var == EMPTY_VALUE)
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return false;
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return (prev_price < prev_lower && price > lower);
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}
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// ---------------------------------------------------------------------
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// Plots the ATR bands as OBJ_TREND lines on chart.
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//
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// Parameters:
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// - symbol : Symbol to draw on.
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// - handle : Trendline handle (e.g., MA).
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// - atr_period : ATR period for bands.
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// - tf : Timeframe.
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// - mult : ATR multiplier.
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// - bars : Number of bars to plot.
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// - clr : Line color.
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// - width : Line width.
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// ---------------------------------------------------------------------
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void AtrBands::plot_bands(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int bars, color line_color, int width) {
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for (int i = bars; i >= 1; i--) {
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double trendline = market_data_utils.get_buffer_value(handle, i);
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if (trendline == EMPTY_VALUE)
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continue;
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double atr = get_atr(symbol, atr_period, tf, i);
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if (atr == EMPTY_VALUE)
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continue;
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double upper = trendline + atr * mult;
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double lower = trendline - atr * mult;
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datetime time1 = iTime(symbol, tf, i);
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datetime time2 = iTime(symbol, tf, i - 1);
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string upper_name = "ATR_Upper_" + symbol + "_" + TimeToString(time1, TIME_DATE | TIME_MINUTES);
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string lower_name = "ATR_Lower_" + symbol + "_" + TimeToString(time1, TIME_DATE | TIME_MINUTES);
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string middle_name = "ATR_Middle_" + symbol + "_" + TimeToString(time1, TIME_DATE | TIME_MINUTES);
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if (ObjectFind(0, upper_name) < 0) {
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ObjectCreate(0, upper_name, OBJ_TREND, 0, time1, upper, time2, upper);
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ObjectSetInteger(0, upper_name, OBJPROP_COLOR, line_color);
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ObjectSetInteger(0, upper_name, OBJPROP_WIDTH, width);
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ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, upper_name, OBJPROP_BACK, true);
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ObjectSetInteger(0, upper_name, OBJPROP_SELECTED, false);
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}
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if (ObjectFind(0, lower_name) < 0) {
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ObjectCreate(0, lower_name, OBJ_TREND, 0, time1, lower, time2, lower);
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ObjectSetInteger(0, lower_name, OBJPROP_COLOR, line_color);
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ObjectSetInteger(0, lower_name, OBJPROP_WIDTH, width);
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ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, lower_name, OBJPROP_BACK, true);
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ObjectSetInteger(0, lower_name, OBJPROP_SELECTED, false);
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}
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if (ObjectFind(0, middle_name) < 0) {
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ObjectCreate(0, middle_name, OBJ_TREND, 0, time1, trendline, time2, trendline);
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ObjectSetInteger(0, middle_name, OBJPROP_COLOR, line_color);
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ObjectSetInteger(0, middle_name, OBJPROP_WIDTH, width);
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ObjectSetInteger(0, middle_name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, middle_name, OBJPROP_BACK, true);
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ObjectSetInteger(0, middle_name, OBJPROP_SELECTED, false);
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}
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}
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ChartRedraw();
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}
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// ---------------------------------------------------------------------
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// Retrieves the ATR value via the shared ATR manager.
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//
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// Parameters:
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// - symbol : Symbol to calculate ATR on.
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// - atr_period : ATR calculation period.
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// - tf : Timeframe of the ATR.
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// - shift : Bar index to retrieve.
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//
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// Returns:
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// - The ATR value at the given shift.
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// ---------------------------------------------------------------------
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double AtrBands::get_atr(string symbol, int atr_period, ENUM_TIMEFRAMES tf, int shift) {
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return atr_manager.get_atr_value(symbol, tf, atr_period, shift);
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}
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@@ -0,0 +1,80 @@
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//+------------------------------------------------------------------+
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//| TrendlineAnalyser.mqh |
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//| Detects price crossovers and trend direction for a ma buffer |
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//| |
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//| 2025 xMattC (github.com/xMattC) |
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//+------------------------------------------------------------------+
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#property copyright "2025 xMattC (github.com/xMattC)"
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#property link "https://github.com/xMattC"
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#property version "1.00"
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#include <MyLibs/Utils/MarketDataUtils.mqh>
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class TrendlineAnalyser {
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private:
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MarketDataUtils market_data_utils;
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public:
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void detect_cross(string symbol, int handle, bool& cross_long, bool& cross_short, int shift = 1);
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void trend_direction(string symbol, int handle, bool& direction_long, bool& direction_short, int shift = 1);
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};
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// ---------------------------------------------------------------------
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// Detects whether price has crossed above (long) or below (short)
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// a trendline between the two most recent closed bars.
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//
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// Parameters:
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// - symbol : Trading symbol (e.g., "EURUSD").
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// - handle : Indicator handle for the trendline buffer.
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// - cross_long : Output true if bullish crossover detected.
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// - cross_short : Output true if bearish crossover detected.
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// - shift : Bar shift to evaluate (default: 1 = last closed bar).
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//
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// Logic:
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// - Retrieves price and trendline values for the current and previous bar.
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// - Checks for a crossover by comparing price vs trendline movement.
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// ---------------------------------------------------------------------
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void TrendlineAnalyser::detect_cross(string symbol, int handle, bool& cross_long, bool& cross_short, int shift) {
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cross_long = false;
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cross_short = false;
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double price = iClose(symbol, PERIOD_CURRENT, shift);
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double prev_price = iClose(symbol, PERIOD_CURRENT, shift + 1);
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double trendline = market_data_utils.get_buffer_value(handle, shift);
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double prev_trendline = market_data_utils.get_buffer_value(handle, shift + 1);
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if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline == EMPTY_VALUE || prev_trendline == EMPTY_VALUE)
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return;
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cross_long = (prev_price < prev_trendline && price > trendline);
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cross_short = (prev_price > prev_trendline && price < trendline);
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}
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// ---------------------------------------------------------------------
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// Checks if price is currently above or below the trendline.
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//
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// Parameters:
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// - symbol : Trading symbol (e.g., "EURUSD").
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// - handle : Trendline indicator handle.
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// - direction_long : Output true if price is above trendline.
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// - direction_short : Output true if price is below trendline.
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// - shift : Bar index to check (default: 1).
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//
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// Logic:
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// - Retrieves price and trendline at the specified shift.
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// - Compares relative position of price to trendline.
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// ---------------------------------------------------------------------
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void TrendlineAnalyser::trend_direction(string symbol, int handle, bool& direction_long, bool& direction_short, int shift) {
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direction_long = false;
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direction_short = false;
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double price = iClose(symbol, PERIOD_CURRENT, shift);
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double trendline = market_data_utils.get_buffer_value(handle, shift);
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if (price == EMPTY_VALUE || trendline == EMPTY_VALUE)
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return;
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direction_long = (price > trendline);
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direction_short = (price < trendline);
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}
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