347 lines
13 KiB
MQL5
347 lines
13 KiB
MQL5
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//+------------------------------------------------------------------+
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//| MA + ATR Bands.mq5 |
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//| Copyright 2026, HectorandAlgos |
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//| https://www.mql5.com/en/users/hector001 |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, HectorandAlgos"
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#property link "https://www.mql5.com/en/users/hector001"
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#property version "1.00"
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#property indicator_chart_window
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#property indicator_buffers 4
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#property indicator_plots 3
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//--- Plot SMA
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#property indicator_label1 "SMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot Upper Band
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#property indicator_label2 "Upper Band"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrangeRed
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Plot Lower Band
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#property indicator_label3 "Lower Band"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrLimeGreen
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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enum ENUM_MODE
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{
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MODE_SYMMETRIC,
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MODE_ASYMMETRIC
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};
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enum ENUM_REFERENCE_PRICE
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{
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PRICE_CURRENT_BAR,
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PRICE_PREVIOUS_BAR
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};
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//--- Input parameters
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input int MAPeriod = 20; // MA Period
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input int ATRPeriod = 14; // ATR Period
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input double Multiplier = 2.0; // Mode 1 Multiplier
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input double BigMultiplier = 2.5; // Mode 2 Big Multiplier
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input double SmallMultiplier= 1.5; // Mode 2 Small Multiplier
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input ENUM_MODE Mode = MODE_SYMMETRIC; // Mode 1 - Symmetric OR Mode 2 - Asymmetric
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input ENUM_REFERENCE_PRICE RefPrice = PRICE_CURRENT_BAR; // Use Current Bar Close OR Use Previous Bar Close
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input bool UsePriceCenter = false; // Use Current Price as Center?
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input bool DebugPrint = true; // Enable Debug Printing
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//--- Indicator buffers
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double SMABuffer[];
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double UpperBuffer[];
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double LowerBuffer[];
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double PriceCenterBuffer[];
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//--- Handles
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int maHandle;
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int atrHandle;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Set buffers
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SetIndexBuffer(0, SMABuffer, INDICATOR_DATA);
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SetIndexBuffer(1, UpperBuffer, INDICATOR_DATA);
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SetIndexBuffer(2, LowerBuffer, INDICATOR_DATA);
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SetIndexBuffer(3, PriceCenterBuffer, INDICATOR_CALCULATIONS);
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//--- Set plot labels
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PlotIndexSetString(0, PLOT_LABEL, "SMA");
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PlotIndexSetString(1, PLOT_LABEL, "Upper Band");
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PlotIndexSetString(2, PLOT_LABEL, "Lower Band");
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//--- Create handles
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maHandle = iMA(_Symbol, _Period, MAPeriod, 0, MODE_SMA, PRICE_CLOSE);
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atrHandle = iATR(_Symbol, _Period, ATRPeriod);
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if(maHandle == INVALID_HANDLE || atrHandle == INVALID_HANDLE)
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{
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Print("Error creating indicator handles");
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return(INIT_FAILED);
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}
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if(DebugPrint)
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{
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Print("========================================");
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Print("MA + ATR Bands Indicator Initialized");
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Print("Symbol: ", _Symbol, " | Period: ", EnumToString(_Period));
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Print("MA Period: ", MAPeriod, " | ATR Period: ", ATRPeriod);
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Print("Mode: ", Mode == MODE_SYMMETRIC ? "Symmetric" : "Asymmetric");
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Print("Reference Price: ", RefPrice == PRICE_CURRENT_BAR ? "Current Bar" : "Previous Bar");
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Print("Use Price Center: ", UsePriceCenter ? "YES" : "NO");
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Print("Multiplier (Mode 1): ", Multiplier);
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Print("Big Multiplier (Mode 2): ", BigMultiplier);
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Print("Small Multiplier (Mode 2): ", SmallMultiplier);
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Print("Debug Print: ", DebugPrint ? "ENABLED" : "DISABLED");
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Print("========================================");
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(maHandle != INVALID_HANDLE) IndicatorRelease(maHandle);
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if(atrHandle != INVALID_HANDLE) IndicatorRelease(atrHandle);
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if(DebugPrint)
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{
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Print("========================================");
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Print("MA + ATR Bands Indicator Deinitialized");
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Print("Reason: ", reason);
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Print("========================================");
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}
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < MAPeriod || rates_total < ATRPeriod)
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{
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if(DebugPrint)
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Print("Not enough bars: rates_total=", rates_total, " MAPeriod=", MAPeriod, " ATRPeriod=", ATRPeriod);
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return(0);
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}
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//--- Determine start point
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int start = 0;
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if(prev_calculated == 0)
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{
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start = 0;
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if(DebugPrint)
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Print("First run: Starting from bar 0");
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}
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else
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{
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start = prev_calculated - 1;
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if(start < 1) start = 1;
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if(DebugPrint)
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Print("Update run: Starting from bar ", start, " (prev_calculated=", prev_calculated, ")");
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}
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//--- FIX: Copy data WITHOUT setting as series
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//--- We'll use normal array indexing (0 = oldest, rates_total-1 = newest)
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double maBuffer[];
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double atrBuffer[];
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//--- Copy ALL bars from the beginning
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int maCopied = CopyBuffer(maHandle, 0, 0, rates_total, maBuffer);
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int atrCopied = CopyBuffer(atrHandle, 0, 0, rates_total, atrBuffer);
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if(DebugPrint)
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{
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Print("Data Copy Status:");
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Print(" maCopied: ", maCopied, " / ", rates_total, " bars");
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Print(" atrCopied: ", atrCopied, " / ", rates_total, " bars");
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//--- Check first few values to verify data is valid
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if(maCopied > 0 && atrCopied > 0)
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{
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Print(" Sample SMA[0]: ", DoubleToString(maBuffer[0], _Digits));
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Print(" Sample SMA[", rates_total-1, "]: ", DoubleToString(maBuffer[rates_total-1], _Digits));
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Print(" Sample ATR[0]: ", DoubleToString(atrBuffer[0], _Digits));
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Print(" Sample ATR[", rates_total-1, "]: ", DoubleToString(atrBuffer[rates_total-1], _Digits));
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}
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}
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if(maCopied <= 0 || atrCopied <= 0)
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{
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if(DebugPrint)
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{
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Print("ERROR: Failed to copy indicator data!");
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Print(" maCopied=", maCopied, " atrCopied=", atrCopied);
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}
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return(0);
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}
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//--- Check for invalid data (DBL_MAX or DBL_MIN)
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bool validData = true;
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if(maCopied > 0)
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{
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double lastSMA = maBuffer[rates_total-1];
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if(!MathIsValidNumber(lastSMA) || lastSMA > 1e308 || lastSMA < 1e-308)
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{
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if(DebugPrint)
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Print("ERROR: Invalid SMA data! lastSMA=", DoubleToString(lastSMA, _Digits));
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validData = false;
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}
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}
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if(atrCopied > 0)
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{
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double lastATR = atrBuffer[rates_total-1];
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if(!MathIsValidNumber(lastATR) || lastATR > 1e308 || lastATR < 1e-308)
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{
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if(DebugPrint)
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Print("ERROR: Invalid ATR data! lastATR=", DoubleToString(lastATR, _Digits));
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validData = false;
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}
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}
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if(!validData)
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return(0);
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//--- Main calculation loop - process from start to end
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for(int i = start; i < rates_total; i++)
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{
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double sma = maBuffer[i];
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double atr = atrBuffer[i];
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double currentPrice = close[i];
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//--- Determine which price to use for comparison
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double refPrice;
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if(RefPrice == PRICE_CURRENT_BAR)
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refPrice = close[i];
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else // PRICE_PREVIOUS_BAR
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refPrice = (i > 0) ? close[i-1] : close[i];
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//--- Center for bands
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double center = UsePriceCenter ? currentPrice : sma;
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PriceCenterBuffer[i] = center;
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//--- Calculate bands based on mode
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if(Mode == MODE_SYMMETRIC)
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{
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UpperBuffer[i] = center + (Multiplier * atr);
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LowerBuffer[i] = center - (Multiplier * atr);
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}
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else // MODE_ASYMMETRIC
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{
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if(refPrice > sma)
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{
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UpperBuffer[i] = center + (BigMultiplier * atr);
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LowerBuffer[i] = center - (SmallMultiplier * atr);
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}
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else if(refPrice < sma)
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{
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UpperBuffer[i] = center + (SmallMultiplier * atr);
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LowerBuffer[i] = center - (BigMultiplier * atr);
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}
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else // refPrice == sma
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{
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UpperBuffer[i] = center + (BigMultiplier * atr);
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LowerBuffer[i] = center - (BigMultiplier * atr);
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}
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}
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SMABuffer[i] = sma;
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}
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//--- DEBUG: Print last candle figures
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if(DebugPrint && rates_total > 0)
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{
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int lastIdx = rates_total - 1;
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Print("========================================");
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Print("LAST CANDLE FIGURES (Index: ", lastIdx, ")");
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Print("----------------------------------------");
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Print("Time: ", TimeToString(time[lastIdx]));
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Print("Price Data:");
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Print(" Open: ", DoubleToString(open[lastIdx], _Digits));
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Print(" High: ", DoubleToString(high[lastIdx], _Digits));
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Print(" Low: ", DoubleToString(low[lastIdx], _Digits));
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Print(" Close: ", DoubleToString(close[lastIdx], _Digits));
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Print("----------------------------------------");
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Print("Indicator Values:");
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Print(" SMA: ", DoubleToString(SMABuffer[lastIdx], _Digits));
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Print(" ATR: ", DoubleToString(atrBuffer[lastIdx], _Digits));
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Print(" Center: ", DoubleToString(PriceCenterBuffer[lastIdx], _Digits));
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Print(" Upper Band: ", DoubleToString(UpperBuffer[lastIdx], _Digits));
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Print(" Lower Band: ", DoubleToString(LowerBuffer[lastIdx], _Digits));
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Print("----------------------------------------");
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Print("Calculation Details:");
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Print(" Ref Price: ", DoubleToString(refPriceFromClose(close, RefPrice, lastIdx), _Digits));
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Print(" Center Source: ", UsePriceCenter ? "Current Close" : "SMA");
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if(Mode == MODE_SYMMETRIC)
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{
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Print(" Mode: Symmetric");
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Print(" Formula: Upper = Center + (", Multiplier, " × ATR)");
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Print(" Lower = Center - (", Multiplier, " × ATR)");
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}
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else
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{
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Print(" Mode: Asymmetric");
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double refPriceVal = refPriceFromClose(close, RefPrice, lastIdx);
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string position = refPriceVal > SMABuffer[lastIdx] ? "ABOVE SMA" :
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(refPriceVal < SMABuffer[lastIdx] ? "BELOW SMA" : "EQUAL TO SMA");
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Print(" Price Position: ", position);
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if(refPriceVal > SMABuffer[lastIdx])
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{
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Print(" Formula: Upper = Center + (", BigMultiplier, " × ATR)");
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Print(" Lower = Center - (", SmallMultiplier, " × ATR)");
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}
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else if(refPriceVal < SMABuffer[lastIdx])
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{
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Print(" Formula: Upper = Center + (", SmallMultiplier, " × ATR)");
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Print(" Lower = Center - (", BigMultiplier, " × ATR)");
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}
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else
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{
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Print(" Formula: Upper = Center + (", BigMultiplier, " × ATR)");
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Print(" Lower = Center - (", BigMultiplier, " × ATR)");
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}
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}
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Print(" Spread: ", spread[lastIdx]);
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Print(" Tick Volume: ", tick_volume[lastIdx]);
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Print("========================================");
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Helper function to get reference price |
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//+------------------------------------------------------------------+
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double refPriceFromClose(const double &close[], ENUM_REFERENCE_PRICE refType, int index)
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{
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if(refType == PRICE_CURRENT_BAR)
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return close[index];
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else // PRICE_PREVIOUS_BAR
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return (index > 0) ? close[index-1] : close[index];
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}
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//+------------------------------------------------------------------+
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