| #ifndef DUALEA_INDICATORS_KELTNER_MQH
|
| #define DUALEA_INDICATORS_KELTNER_MQH
|
|
|
| class CKeltner
|
| {
|
| private:
|
| string m_symbol;
|
| ENUM_TIMEFRAMES m_tf;
|
| int m_emaPeriod;
|
| int m_atrPeriod;
|
| double m_atrMult;
|
| int m_hEMA;
|
| int m_hATR;
|
|
|
| public:
|
| CKeltner(): m_symbol(""), m_tf(PERIOD_CURRENT), m_emaPeriod(20), m_atrPeriod(10), m_atrMult(1.5), m_hEMA(-1), m_hATR(-1) {}
|
|
|
| bool Init(const string symbol, const ENUM_TIMEFRAMES tf, const int emaPeriod=20, const int atrPeriod=10, const double atrMult=1.5)
|
| {
|
| m_symbol = symbol; m_tf=tf; m_emaPeriod=emaPeriod; m_atrPeriod=atrPeriod; m_atrMult=atrMult;
|
| m_hEMA = iMA(m_symbol, m_tf, m_emaPeriod, 0, MODE_EMA, PRICE_TYPICAL);
|
| m_hATR = iATR(m_symbol, m_tf, m_atrPeriod);
|
| return (m_hEMA>0 && m_hATR>0);
|
| }
|
|
|
| double Middle(const int shift)
|
| {
|
| if(m_hEMA<=0) return 0.0; double b[1];
|
| if(CopyBuffer(m_hEMA, 0, shift, 1, b)==1) return b[0];
|
| return 0.0;
|
| }
|
|
|
| double BandWidth(const int shift)
|
| {
|
| if(m_hATR<=0) return 0.0; double b[1];
|
| if(CopyBuffer(m_hATR, 0, shift, 1, b)==1) return m_atrMult * b[0];
|
| return 0.0;
|
| }
|
|
|
| double Upper(const int shift)
|
| {
|
| double m = Middle(shift);
|
| double w = BandWidth(shift);
|
| if(m<=0 || w<=0) return 0.0;
|
| return m + w;
|
| }
|
|
|
| double Lower(const int shift)
|
| {
|
| double m = Middle(shift);
|
| double w = BandWidth(shift);
|
| if(m<=0 || w<=0) return 0.0;
|
| return m - w;
|
| }
|
|
|
| double MiddleSlope(const int shift)
|
| {
|
| double v0 = Middle(shift);
|
| double v1 = Middle(shift+1);
|
| return (v0 - v1);
|
| }
|
| };
|
|
|
| #endif // DUALEA_INDICATORS_KELTNER_MQH
|
