Matt Corcoran
102 lines
3.7 KiB
Plaintext
102 lines
3.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AtrHandleManager.mqh |
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//| ATR Handle Caching Utility for MQL5 EAs |
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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 <Trade/SymbolInfo.mqh>
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class AtrHandleManager {
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private:
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struct AtrEntry {
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string symbol;
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ENUM_TIMEFRAMES tf;
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int period;
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int handle;
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};
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AtrEntry cache[]; // internal cache of ATR handles
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public:
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// ---------------------------------------------------------------------
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// Returns a valid ATR handle for the given symbol, timeframe, and period.
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// Creates and caches the handle if not already available.
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//
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// Parameters:
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// - symbol : Trading symbol (e.g., "EURUSD").
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// - tf : Timeframe (e.g., PERIOD_H1).
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// - period : ATR period (e.g., 14).
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//
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// Returns:
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// - The ATR indicator handle, or INVALID_HANDLE if failed.
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// ---------------------------------------------------------------------
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int get_atr_handle(string symbol, ENUM_TIMEFRAMES tf, int period) {
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for (int i = 0; i < ArraySize(cache); i++) {
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if (cache[i].symbol == symbol && cache[i].tf == tf && cache[i].period == period)
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return cache[i].handle;
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}
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int handle = iATR(symbol, tf, period);
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if (handle == INVALID_HANDLE) {
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Print("Failed to create ATR handle for ", symbol);
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return INVALID_HANDLE;
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}
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AtrEntry entry = { symbol, tf, period, handle };
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ArrayResize(cache, ArraySize(cache) + 1);
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cache[ArraySize(cache) - 1] = entry;
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return handle;
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}
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// ---------------------------------------------------------------------
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// Gets the ATR value for a given symbol, timeframe, and period.
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//
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// Parameters:
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// - symbol : Trading symbol (e.g., "EURUSD").
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// - tf : Timeframe to use (e.g., PERIOD_H1).
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// - period : ATR period to calculate.
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// - shift : Bar shift to read the value from (default is 1 for last closed bar. NEVER use 0!).
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//
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// Returns:
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// - ATR value at the given shift, or EMPTY_VALUE on failure.
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// ---------------------------------------------------------------------
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double get_atr_value(string symbol, ENUM_TIMEFRAMES tf, int period, int shift = 1) {
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int handle = get_atr_handle(symbol, tf, period);
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if (handle == INVALID_HANDLE) {
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PrintFormat("Invalid ATR handle for %s (TF=%d, Period=%d)", symbol, tf, period);
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return EMPTY_VALUE;
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}
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double buffer[];
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ArraySetAsSeries(buffer, true);
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if (CopyBuffer(handle, 0, shift, 1, buffer) != 1 || buffer[0] == EMPTY_VALUE) {
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PrintFormat("Failed to read ATR buffer for %s shift=%d", symbol, shift);
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return EMPTY_VALUE;
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}
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return buffer[0];
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}
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// ---------------------------------------------------------------------
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// Releases all cached ATR handles and clears the internal cache.
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//
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// Logic:
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// - Calls IndicatorRelease for each handle.
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// - Clears the `cache` array.
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// ---------------------------------------------------------------------
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void release_handles() {
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for (int i = 0; i < ArraySize(cache); i++) {
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if (cache[i].handle != INVALID_HANDLE)
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IndicatorRelease(cache[i].handle);
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}
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ArrayResize(cache, 0);
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}
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};
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