last ...

2025-10-15 13:24:34 +03:30
parent cfe8734715
commit d24610c47b
4 changed files with 1981 additions and 346 deletions
@@ -7095,6 +7095,163 @@ bool SetChartVolumesColor(
 // END Chart Info ...
 //

+//
+// START ATR ...
+//
+
+/**
+ * Calculate True Range of Specified Bar ...
+ *
+ * @param  _symbol: string, Symbol ...
+ * @param  _period: ENUM_TIMEFRAMES, period ...
+ * @param  _barIndex: int, Specified Bar Index ...
+ * @param  ignorePC: bool, Ignore Previous Bar ...
+ *
+ * @return ( double )
+ */
+double GetTrueRange(
+    string _symbol = NULL,
+    ENUM_TIMEFRAMES _period = NULL,
+    int _barIndex = 0,
+    bool ignorePC = false // Ignore Previous Close ...
+)
+{
+    //
+    double result = EMPTY_VALUE;
+
+    //
+    // Normalize ...
+    _symbol = NormalizeSymbol(_symbol);
+    _period = NormalizePeriod(_period);
+    _barIndex = NormalizeInt(_barIndex, 0);
+
+    //
+    XOHCL bar;
+    XOHCL pBar;
+
+    //
+    bool has =
+        bar.Init(
+            _symbol,
+            _period,
+            _barIndex //
+        );
+    if (!ignorePC)
+    {
+        //
+        has = has &&
+              bar.GetPreviousBar(pBar);
+    }
+    if (!has)
+    {
+        return result;
+    }
+
+    //
+    double hlDiff = bar.high - bar.low;
+
+    //
+    if (!ignorePC)
+    {
+        //
+        double hpcDiff = MathAbs(bar.high - pBar.close);
+        double lpcDiff = MathAbs(bar.high - pBar.close);
+
+        //
+        result = MathMax(hlDiff, hpcDiff);
+        result = MathMax(result, lpcDiff);
+    }
+    else
+    {
+        result = hlDiff;
+    }
+
+    //
+    // Cleanup ...
+    bar.Clean();
+    pBar.Clean();
+
+    //
+    return result;
+}
+
+/**
+ * Calculate ATR ...
+ *
+ * @param  _symbol: string, Symbol ...
+ * @param  _period: ENUM_TIMEFRAMES, period ...
+ * @param  _barIndex: int, Specified Bar Index ...
+ * @param  _length: int ATR Period ...
+ *
+ * @return ( double )
+ */
+double GetAverageTrueRange(
+    string _symbol = NULL,
+    ENUM_TIMEFRAMES _period = NULL,
+    int _barIndex = 0,
+    int _length = 14 //
+)
+{
+    //
+    double result = EMPTY_VALUE;
+
+    //
+    // Normalize ...
+    _symbol = NormalizeSymbol(_symbol);
+    _period = NormalizePeriod(_period);
+    _length = NormalizeInt(_length, 2);
+    _barIndex = NormalizeInt(_barIndex, 0);
+
+    //
+    // Collect True Ranges ...
+    double itr;
+    double _trs[];
+    bool has = false;
+    int start = _barIndex;
+    int end = start + _length;
+    for (int i = start; i < end; i++)
+    {
+        //
+        itr = GetTrueRange(
+            _symbol,
+            _period,
+            _barIndex,
+            i == end - 1 // Ignore PC ...
+        );
+        has = NotEmptyZero(itr);
+        if (has)
+        {
+            //
+            Add(
+                itr,
+                _trs //
+            );
+        }
+    }
+
+    //
+    int count = ArraySize(_trs);
+    has = HasChild(_trs);
+    if (!has)
+    {
+        return result;
+    }
+
+    //
+    result = GetAverage(_trs);
+
+    //
+    // Cleanup ...
+    XClean(_trs);
+
+    //
+    return result;
+}
+
+//
+// END َATR ...
+//
+
 //
 // START Linear Regression ...
 //