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Creation of Atr haldle manger and other methods

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This commit is contained in:
Matt Corcoran
2025-07-11 16:30:06 +02:00
parent 7de4cf3cb6
commit ec3fc120ce
9 changed files with 516 additions and 367 deletions
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Utils/MarketDataUtils.mqh
+39 -12
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@@ -7,23 +7,44 @@ public:
double get_bid_ask_price(string symbol, int price_side);
protected:
datetime previousTime; // Stores the last recorded bar open time
datetime bar_open_time; // Stores the current bar's open time
datetime previousTimes[]; // Stores last recorded open time per key
string bar_keys[]; // Keys are symbol+TF combinations, e.g. "EURUSD_PERIOD_H1"
};
// Helper function to find index of a key in an array
int LinearSearch(string &arr[], string target) {
for (int i = 0; i < ArraySize(arr); i++) {
if (arr[i] == target)
return i;
}
return -1; // Not found
}
// Checks if a new bar has opened on the given timeframe and symbol
bool MarketDataUtils::is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string daily_start_time) {
bar_open_time = iTime(symbol, time_frame, 0); // Current open time
datetime bar_open_time = iTime(symbol, time_frame, 0); // Current open time
string key = symbol + "_" + EnumToString(time_frame);
if (previousTime != bar_open_time) {
int idx = LinearSearch(bar_keys, key);
if (idx == -1) {
int new_size = ArraySize(bar_keys) + 1;
ArrayResize(bar_keys, new_size);
ArrayResize(previousTimes, new_size);
idx = new_size - 1;
bar_keys[idx] = key;
previousTimes[idx] = 0;
}
if (previousTimes[idx] != bar_open_time) {
// For daily timeframe, wait for specific time (e.g., 00:10) before triggering
if (PeriodSeconds(time_frame) == PeriodSeconds(PERIOD_D1)) {
if (TimeCurrent() > StringToTime(daily_start_time)) {
previousTime = bar_open_time;
previousTimes[idx] = bar_open_time;
return true;
}
} else {
previousTime = bar_open_time;
previousTimes[idx] = bar_open_time;
return true;
}
}
@@ -35,17 +56,23 @@ bool MarketDataUtils::is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, stri
// shift = 1 is the most recently closed candle
// shift = 2 is the one before that, etc.
double MarketDataUtils::get_buffer_value(int handle, int shift) {
double val[];
ArraySetAsSeries(val, true);
double val[];
ArraySetAsSeries(val, true);
int copied = CopyBuffer(handle, 0, shift, 1, val);
if (copied <= 0) {
Print("CopyBuffer failed: handle=", handle, " shift=", shift);
return EMPTY_VALUE;
}
if (CopyBuffer(handle, 0, shift, 1, val) == 1 && val[0] != EMPTY_VALUE)
return val[0];
if (val[0] == EMPTY_VALUE) {
Print("EMPTY_VALUE returned for buffer at shift=", shift);
return EMPTY_VALUE;
}
return EMPTY_VALUE;
return val[0];
}
// Adjusts the point value for symbol to account for fractional pips (e.g., 5-digit brokers)
double MarketDataUtils::adjusted_point(string symbol) {
int symbol_digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);