#include #include class AtrBands { private: MarketDataUtils market_data_utils; AtrHandleManager atr_manager; public: // Core band accessors double upper_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1); double lower_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1); double middle_band(string symbol, double trendline_var, ENUM_TIMEFRAMES tf, int shift = 1); // Band checkers bool inside_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1); bool inside_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1); bool crossed_below_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1); bool crossed_above_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1); // Plotting 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); protected: double get_atr(string symbol, int atr_period, ENUM_TIMEFRAMES tf, int shift); }; // ------------------- // Public Methods // ------------------- double AtrBands::upper_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) { double atr = get_atr(symbol, atr_period, tf, shift); return trendline_var + atr * mult; } double AtrBands::lower_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) { double atr = get_atr(symbol, atr_period, tf, shift); return trendline_var - atr * mult; } double AtrBands::middle_band(string symbol, double trendline_var, ENUM_TIMEFRAMES tf, int shift) { return trendline_var; } bool AtrBands::inside_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) { double price = iClose(symbol, tf, shift); double trendline_var = market_data_utils.get_buffer_value(handle, shift); double upper = upper_band(symbol, trendline_var, atr_period, tf, mult, shift); if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || upper == EMPTY_VALUE) return false; return (price > trendline_var && price < upper); } bool AtrBands::inside_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) { double price = iClose(symbol, tf, shift); double trendline_var = market_data_utils.get_buffer_value(handle, shift); double lower = lower_band(symbol, trendline_var, atr_period, tf, mult, shift); if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || lower == EMPTY_VALUE) return false; return (price < trendline_var && price > lower); } bool AtrBands::crossed_below_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) { double price = iClose(symbol, tf, shift); double prev_price = iClose(symbol, tf, shift + 1); double trendline_var = market_data_utils.get_buffer_value(handle, shift); double prev_trendline_var = market_data_utils.get_buffer_value(handle, shift + 1); double upper = upper_band(symbol, trendline_var, atr_period, tf, mult, shift); double prev_upper = upper_band(symbol, prev_trendline_var, atr_period, tf, mult, shift + 1); if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || prev_trendline_var == EMPTY_VALUE) return false; return (prev_price > prev_upper && price < upper); } bool AtrBands::crossed_above_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift) { double price = iClose(symbol, tf, shift); double prev_price = iClose(symbol, tf, shift + 1); double trendline_var = market_data_utils.get_buffer_value(handle, shift); double prev_trendline_var = market_data_utils.get_buffer_value(handle, shift + 1); double lower = lower_band(symbol, trendline_var, atr_period, tf, mult, shift); double prev_lower = lower_band(symbol, prev_trendline_var, atr_period, tf, mult, shift + 1); if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || prev_trendline_var == EMPTY_VALUE) return false; return (prev_price < prev_lower && price > lower); } void AtrBands::plot_bands(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int bars, color line_color, int width) { for (int i = bars; i >= 1; i--) { double trendline = market_data_utils.get_buffer_value(handle, i); if (trendline == EMPTY_VALUE) continue; double atr = get_atr(symbol, atr_period, tf, i); if (atr == EMPTY_VALUE) continue; double upper = trendline + atr * mult; double lower = trendline - atr * mult; datetime time1 = iTime(symbol, tf, i); datetime time2 = iTime(symbol, tf, i - 1); string upper_name = "ATR_Upper_" + symbol + "_" + TimeToString(time1, TIME_DATE | TIME_MINUTES); string lower_name = "ATR_Lower_" + symbol + "_" + TimeToString(time1, TIME_DATE | TIME_MINUTES); string middle_name = "ATR_middle_" + symbol + "_" + TimeToString(time1, TIME_DATE | TIME_MINUTES); if (ObjectFind(0, upper_name) < 0) { ObjectCreate(0, upper_name, OBJ_TREND, 0, time1, upper, time2, upper); ObjectSetInteger(0, upper_name, OBJPROP_COLOR, line_color); ObjectSetInteger(0, upper_name, OBJPROP_WIDTH, width); ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, upper_name, OBJPROP_BACK, true); ObjectSetInteger(0, upper_name, OBJPROP_SELECTED, false); } if (ObjectFind(0, lower_name) < 0) { ObjectCreate(0, lower_name, OBJ_TREND, 0, time1, lower, time2, lower); ObjectSetInteger(0, lower_name, OBJPROP_COLOR, line_color); ObjectSetInteger(0, lower_name, OBJPROP_WIDTH, width); ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, lower_name, OBJPROP_BACK, true); ObjectSetInteger(0, lower_name, OBJPROP_SELECTED, false); } if (ObjectFind(0, middle_name) < 0) { ObjectCreate(0, middle_name, OBJ_TREND, 0, time1, trendline, time2, trendline); ObjectSetInteger(0, middle_name, OBJPROP_COLOR, line_color); ObjectSetInteger(0, middle_name, OBJPROP_WIDTH, width); ObjectSetInteger(0, middle_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, middle_name, OBJPROP_BACK, true); ObjectSetInteger(0, middle_name, OBJPROP_SELECTED, false); } } ChartRedraw(); } double AtrBands::get_atr(string symbol, int atr_period, ENUM_TIMEFRAMES tf, int shift) { return atr_manager.get_atr_value(symbol, tf, atr_period, shift); }