This commit is contained in:
2025-03-29 04:11:38 +03:30
parent b2c585bc93
commit 1b93b469a1
9 changed files with 2811 additions and 15 deletions
+458 -1
View File
@@ -26,12 +26,14 @@
#include "../Helpers/x-saherelm.x121.xatr.helper.mq5"
#include "../Helpers/x-saherelm.x121.xcc.helper.mq5"
#include "../Helpers/x-saherelm.x121.xche.helper.mq5"
#include "../Helpers/x-saherelm.x121.xdelta.helper.mq5"
#include "../Helpers/x-saherelm.x121.xdon.helper.mq5"
#include "../Helpers/x-saherelm.x121.xhk.helper.mq5"
#include "../Helpers/x-saherelm.x121.xich.helper.mq5"
#include "../Helpers/x-saherelm.x121.xmas.helper.mq5"
#include "../Helpers/x-saherelm.x121.xpv.helper.mq5"
#include "../Helpers/x-saherelm.x121.xstr.helper.mq5"
#include "../Helpers/x-saherelm.x121.xvolume.helper.mq5"
#include "../Helpers/x-saherelm.x121.xvwap.helper.mq5"
//
@@ -52,6 +54,8 @@ struct X121Inputs
X121XDONInputs xdonInputs;
X121X3MAInputs x3maInputs;
X121XVWAPInputs xvwapInputs;
X121XDELTAInputs xdeltaInputs;
X121XVOLUMEInputs xvolumeInputs;
//
// Constructor ...
@@ -79,6 +83,8 @@ struct X121Inputs
xcheInputs.Clean();
xdonInputs.Clean();
xvwapInputs.Clean();
xdeltaInputs.Clean();
xvolumeInputs.Clean();
//
ZeroMemory(this);
@@ -101,6 +107,8 @@ struct X121Inputs
xdonInputs.Default();
x3maInputs.Default();
xvwapInputs.Default();
xdeltaInputs.Default();
xvolumeInputs.Default();
}
/**
@@ -125,7 +133,9 @@ struct X121Inputs
xstrInputs.IsValid() &&
xcheInputs.IsValid() &&
xdonInputs.IsValid() &&
xvwapInputs.IsValid()
xvwapInputs.IsValid() &&
xdeltaInputs.IsValid() &&
xvolumeInputs.IsValid()
//
;
@@ -153,6 +163,8 @@ struct X121Inputs
int xdonMax = xdonInputs.Max();
int xichMax = xichInputs.Max();
int xvwapMax = xvwapInputs.Max();
int xdeltaMax = xdeltaInputs.Max();
int xvolumeMax = xvolumeInputs.Max();
//
result = MathMax(xpvMax, xhkMax);
@@ -163,6 +175,8 @@ struct X121Inputs
result = MathMax(result, xdonMax);
result = MathMax(result, xichMax);
result = MathMax(result, xvwapMax);
result = MathMax(result, xdeltaMax);
result = MathMax(result, xvolumeMax);
//
return result;
@@ -209,7 +223,9 @@ struct X121Conditions
double valesBuffer[];
double strUpBuffer[];
double downTBuffer[];
double deltaBuffer[];
double masMidBuffer[];
double deltaMaBuffer[];
double strDownBuffer[];
double vwapMidBuffer[];
double upTrendBuffer[];
@@ -237,6 +253,7 @@ struct X121Conditions
double xhkRawLowBuffer[];
double xhkSMOpenBuffer[];
double xhkSMHighBuffer[];
double deltaStateBuffer[];
double xhkRawOpenBuffer[];
double xhkRawHighBuffer[];
double xhkSMCloseBuffer[];
@@ -258,6 +275,8 @@ struct X121Conditions
double donHighUpperBuffer[];
double donHighLowerBuffer[];
double x3maMidStateBuffer[];
double bullishVolumeBuffer[];
double bearishVolumeBuffer[];
double fractalsUpperBuffer[];
double fractalsLowerBuffer[];
double vwapFastStateBuffer[];
@@ -266,6 +285,8 @@ struct X121Conditions
double donCloseLowerBuffer[];
double x3maFastStateBuffer[];
double x3maSlowStateBuffer[];
double bullishVolumeMaBuffer[];
double bearishVolumeMaBuffer[];
//
double rsiSlope;
@@ -575,12 +596,14 @@ struct X121Conditions
Clean(valesBuffer);
Clean(strUpBuffer);
Clean(downTBuffer);
Clean(deltaBuffer);
Clean(volumeBuffer);
Clean(masMidBuffer);
Clean(strDownBuffer);
Clean(vwapMidBuffer);
Clean(upTrendBuffer);
Clean(x3maMidBuffer);
Clean(deltaMaBuffer);
Clean(masUpperBuffer);
Clean(masLowerBuffer);
Clean(le1StartBuffer);
@@ -609,6 +632,7 @@ struct X121Conditions
Clean(xhkRawHighBuffer);
Clean(xhkSMCloseBuffer);
Clean(vwapVolumeBuffer);
Clean(deltaStateBuffer);
Clean(senkouSpanABuffer);
Clean(senkouSpanBBuffer);
Clean(peaksGoldenBuffer);
@@ -625,6 +649,8 @@ struct X121Conditions
Clean(donHighUpperBuffer);
Clean(donHighLowerBuffer);
Clean(x3maMidStateBuffer);
Clean(bullishVolumeBuffer);
Clean(bearishVolumeBuffer);
Clean(fractalsUpperBuffer);
Clean(fractalsLowerBuffer);
Clean(vwapFastStateBuffer);
@@ -633,6 +659,9 @@ struct X121Conditions
Clean(donCloseLowerBuffer);
Clean(x3maFastStateBuffer);
Clean(x3maSlowStateBuffer);
Clean(bullishVolumeMaBuffer);
Clean(bearishVolumeMaBuffer);
//
ArraySetAsSeries(maBuffer, true);
ArraySetAsSeries(rsiBuffer, true);
@@ -661,8 +690,10 @@ struct X121Conditions
ArraySetAsSeries(valesBuffer, true);
ArraySetAsSeries(strUpBuffer, true);
ArraySetAsSeries(downTBuffer, true);
ArraySetAsSeries(deltaBuffer, true);
ArraySetAsSeries(volumeBuffer, true);
ArraySetAsSeries(masMidBuffer, true);
ArraySetAsSeries(deltaMaBuffer, true);
ArraySetAsSeries(strDownBuffer, true);
ArraySetAsSeries(vwapMidBuffer, true);
ArraySetAsSeries(upTrendBuffer, true);
@@ -690,6 +721,7 @@ struct X121Conditions
ArraySetAsSeries(xhkRawLowBuffer, true);
ArraySetAsSeries(xhkSMOpenBuffer, true);
ArraySetAsSeries(xhkSMHighBuffer, true);
ArraySetAsSeries(deltaStateBuffer, true);
ArraySetAsSeries(chikouSpanBuffer, true);
ArraySetAsSeries(xhkRawOpenBuffer, true);
ArraySetAsSeries(xhkRawHighBuffer, true);
@@ -711,6 +743,8 @@ struct X121Conditions
ArraySetAsSeries(donHighUpperBuffer, true);
ArraySetAsSeries(donHighLowerBuffer, true);
ArraySetAsSeries(x3maMidStateBuffer, true);
ArraySetAsSeries(bullishVolumeBuffer, true);
ArraySetAsSeries(bearishVolumeBuffer, true);
ArraySetAsSeries(fractalsUpperBuffer, true);
ArraySetAsSeries(fractalsLowerBuffer, true);
ArraySetAsSeries(vwapFastStateBuffer, true);
@@ -719,6 +753,8 @@ struct X121Conditions
ArraySetAsSeries(donCloseLowerBuffer, true);
ArraySetAsSeries(x3maFastStateBuffer, true);
ArraySetAsSeries(x3maSlowStateBuffer, true);
ArraySetAsSeries(bullishVolumeMaBuffer, true);
ArraySetAsSeries(bearishVolumeMaBuffer, true);
//
cheMin = 0;
@@ -2132,6 +2168,8 @@ class XCX121Helper : public XCBase
XCX121XDONHelper *xdonHelper;
XCX121X3MAHelper *x3maHelper;
XCX121XVWAPHelper *xvwapHelper;
XCX121XDELTAHelper *xdeltaHelper;
XCX121XVOLUMEHelper *xvolumeHelper;
//
// Constructors ...
@@ -2156,6 +2194,8 @@ class XCX121Helper : public XCBase
xcheInputs.Clean();
x3maInputs.Clean();
xvwapInputs.Clean();
xdeltaInputs.Clean();
xvolumeInputs.Clean();
//
delete xccHelper;
@@ -2169,6 +2209,8 @@ class XCX121Helper : public XCBase
delete xdonHelper;
delete x3maHelper;
delete xvwapHelper;
delete xdeltaHelper;
delete xvolumeHelper;
//
ZeroMemory(xccHelper);
@@ -2182,6 +2224,8 @@ class XCX121Helper : public XCBase
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
}
//
@@ -2247,6 +2291,8 @@ class XCX121Helper : public XCBase
xdonInputs = inputs.xdonInputs;
x3maInputs = inputs.x3maInputs;
xvwapInputs = inputs.xvwapInputs;
xdeltaInputs = inputs.xdeltaInputs;
xvolumeInputs = inputs.xvolumeInputs;
//
// Initial Helpers ...
@@ -2261,6 +2307,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2274,6 +2336,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2287,6 +2365,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2300,6 +2394,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2313,6 +2423,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2326,6 +2452,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2339,6 +2481,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2352,6 +2510,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2365,6 +2539,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2378,6 +2568,22 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2391,6 +2597,80 @@ class XCX121Helper : public XCBase
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
//
// XDELTA ...
xdeltaHelper = new XCX121XDELTAHelper();
result = xdeltaHelper.Init(
symbol,
period,
xdeltaInputs //
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
//
// XVOLUME ...
xvolumeHelper = new XCX121XVOLUMEHelper();
result = xvolumeHelper.Init(
symbol,
period,
xvolumeInputs //
);
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
@@ -2409,6 +2689,22 @@ class XCX121Helper : public XCBase
result = mRSIHandler != INVALID_HANDLE;
if (!result)
{
//
ZeroMemory(xccHelper);
ZeroMemory(xpvHelper);
ZeroMemory(xhkHelper);
ZeroMemory(xmasHelper);
ZeroMemory(xatrHelper);
ZeroMemory(xichHelper);
ZeroMemory(xstrHelper);
ZeroMemory(xcheHelper);
ZeroMemory(xdonHelper);
ZeroMemory(x3maHelper);
ZeroMemory(xvwapHelper);
ZeroMemory(xdeltaHelper);
ZeroMemory(xvolumeHelper);
//
return result;
}
}
@@ -2640,6 +2936,50 @@ class XCX121Helper : public XCBase
return result;
}
//
// XDELTA ...
bool GetDELTAConditions(
X121XDELTAConditions &conditions, //
int barIndex = 0, //
int loopback = 5 //
)
{
//
bool result = false;
//
result = xdeltaHelper.GetConditions(
conditions,
barIndex,
loopback //
);
//
return result;
}
//
// XVOLUME ...
bool GetVOLUMEConditions(
X121XVOLUMEConditions &conditions, //
int barIndex = 0, //
int loopback = 5 //
)
{
//
bool result = false;
//
result = xvolumeHelper.GetConditions(
conditions,
barIndex,
loopback //
);
//
return result;
}
//
void Free()
{
@@ -2936,6 +3276,61 @@ class XCX121Helper : public XCBase
return result;
}
//
// XDELTA ...
X121XDELTAConditions xdeltaConditions;
result = GetDELTAConditions(
xdeltaConditions,
barIndex,
loopback //
);
if (!result)
{
//
xpvConditions.Clean();
xhkConditions.Clean();
xichConditions.Clean();
xmasConditions.Clean();
xatrConditions.Clean();
xstrConditions.Clean();
xcheConditions.Clean();
xdonConditions.Clean();
x3maConditions.Clean();
xvwapConditions.Clean();
xdeltaConditions.Clean();
//
return result;
}
//
// XVOLUME ...
X121XVOLUMEConditions xvolumeConditions;
result = GetVOLUMEConditions(
xvolumeConditions,
barIndex,
loopback //
);
if (!result)
{
//
xpvConditions.Clean();
xhkConditions.Clean();
xichConditions.Clean();
xmasConditions.Clean();
xatrConditions.Clean();
xstrConditions.Clean();
xcheConditions.Clean();
xdonConditions.Clean();
x3maConditions.Clean();
xvwapConditions.Clean();
xdeltaConditions.Clean();
xvolumeConditions.Clean();
//
return result;
}
//
// Fill Volume Buffer ...
for (int i = barIndex; i < barIndex + loopback; i++)
@@ -3639,6 +4034,66 @@ class XCX121Helper : public XCBase
conditions.senkouMax = MathMax(xichConditions.senkouSpanABuffer[cIDX], xichConditions.senkouSpanBBuffer[cIDX]);
conditions.senkouMin = MathMin(xichConditions.senkouSpanABuffer[cIDX], xichConditions.senkouSpanBBuffer[cIDX]);
//
// XDELTA ...
//
// Buffers ...
//
Copy(
xdeltaConditions.deltaBuffer,
conditions.deltaBuffer //
);
//
Copy(
xdeltaConditions.deltaMaBuffer,
conditions.deltaMaBuffer //
);
//
Copy(
xdeltaConditions.deltaStateBuffer,
conditions.deltaStateBuffer //
);
//
// Conditions ...
//
// XVOLUME ...
//
// Buffers ...
//
Copy(
xvolumeConditions.bullishVolumeBuffer,
conditions.bullishVolumeBuffer //
);
//
Copy(
xvolumeConditions.bullishVolumeMaBuffer,
conditions.bullishVolumeMaBuffer //
);
//
Copy(
xvolumeConditions.bearishVolumeBuffer,
conditions.bearishVolumeBuffer //
);
//
Copy(
xvolumeConditions.bearishVolumeMaBuffer,
conditions.bearishVolumeMaBuffer //
);
//
// Conditions ...
//
// Slopes ...
@@ -4152,6 +4607,8 @@ class XCX121Helper : public XCBase
X121XCHEInputs xcheInputs;
X121X3MAInputs x3maInputs;
X121XVWAPInputs xvwapInputs;
X121XDELTAInputs xdeltaInputs;
X121XVOLUMEInputs xvolumeInputs;
//
int mRSIHandler;
+780
View File
@@ -0,0 +1,780 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Helper Class Library
// ----------------------------------------------
// Name: XCX121XDELTASHelper
// Description: provides all Indicator
// Helper requirements ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
#include "../Classes/x-saherelm.x-helper.class.mq5"
//
// Definitions ...
enum ENUM_X121_XDELTA_BUFFERS
{
//
X121_XDELTA_VOLUME_LINE = 0,
X121_XDELTA_HISTOGRAM_LINE = 1,
X121_XDELTA_MA_LINE = 3,
X121_XDELTA_STATE_LINE = 5,
};
//
// Input Models ...
struct X121XDELTAInputs
{
//
// Props ...
//
// Makret ...
int maLength; // Moving Averge Length
ENUM_X_MA_METHOD maMethod; // Moving Averge Method
//
// Presentation ...
int startCalculationForLastBars; // Calculate Last n Bars
bool showDeltaLine; // Show Delta Line
bool showDeltaHistogram; // Show Delta Histogram
bool showDeltaMa; // Show Delta Moving Average
//
// Constructor(s) ...
X121XDELTAInputs()
{
Clean();
}
//
// Tools ...
/**
* Cleanup Model ...
*/
void Clean()
{
//
// Makret ...
maLength = 0; // Moving Averge Length
maMethod = X_MA_MODE_NONE; // Moving Averge Method
//
// Presentation ...
startCalculationForLastBars = 0; // Calculate Last n Bars
showDeltaLine = false; // Show Delta Line
showDeltaHistogram = false; // Show Delta Histogram
showDeltaMa = false; // Show Delta Moving Average
//
ZeroMemory(this);
}
/**
* Default Inputs ...
*/
void Default()
{
//
// Makret ...
maLength = 14; // Moving Averge Length
maMethod = X_MA_MODE_EMA; // Moving Averge Method
//
// Presentation ...
startCalculationForLastBars = 1000; // Calculate Last n Bars
showDeltaLine = true; // Show Delta Line
showDeltaHistogram = true; // Show Delta Histogram
showDeltaMa = true; // Show Delta Moving Average
}
/**
* Validate Model ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
//
maLength > 0 &&
IsValid(maMethod)
//
;
//
return result;
}
/**
* Retrieve Max Input Length ...
*
* @return ( int )
*/
int Max()
{
//
int result = 0;
//
result = MathMax(result, maLength);
//
return result;
}
//
};
//
// Conditions ...
struct X121XDELTAConditions
{
//
// Common ...
string symbol;
ENUM_TIMEFRAMES period;
datetime time;
//
// Buffers ...
double deltaBuffer[];
double deltaMaBuffer[];
double deltaStateBuffer[];
//
// Conditions ...
//
// Constructor ...
X121XDELTAConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
// Commons ...
time = NULL;
symbol = NULL;
period = NULL;
//
// Buffers ...
//
Clean(deltaBuffer);
Clean(deltaMaBuffer);
Clean(deltaStateBuffer);
//
ArraySetAsSeries(deltaBuffer, true);
ArraySetAsSeries(deltaMaBuffer, true);
ArraySetAsSeries(deltaStateBuffer, true);
//
// Conditions ...
//
ZeroMemory(this);
}
/**
* Generate Conditions Scores ...
*
* @param bullishScore: Double, Directional Scores Reference ...
* @param bearishScore: Double, Directional Scores Reference ...
*/
void GenerateScore(
double &bullishScore,
double &bearishScore //
)
{
//
bullishScore = 0;
bearishScore = 0;
//
// TODO: Implement if Required ...
}
/**
* Generate Summary String for Represent Conditions State ...
*
* @param onlyCommons: Boolean, Just Generate Only Commons Conditions ...
* @param onlyConditions: Boolean, Just Generate Only Conditions ...
* @param includeScores: Boolean, Attach Scores Representations on Result ...
* @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ...
* @param separator: String, Separate Lines ...
*
* @return ( string )
*/
string GenerateSummary(
bool onlyCommons = false,
bool onlyConditions = false,
bool includeScores = true,
bool ignoreFalseConditions = true,
string separator = "\n" //
)
{
//
string result = NULL;
//
double bullishScore = 0;
double bearishScore = 0;
GenerateScore(
bullishScore,
bearishScore //
);
//
string scoresStr =
//
"Scores: " + separator +
"---------------" + separator +
"Bullish: " + ToString(bullishScore) + separator +
"Bearish: " + ToString(bearishScore) + separator +
""
//
;
//
string commonStr = GenerateSpecifiedCommonSummary(
this,
separator,
includeScores //
);
//
string conditionsStr =
//
//
""
//
;
//
result =
//
"[" + GetTag() + "]" + separator +
(onlyConditions
? ""
: commonStr) +
(!includeScores
? ""
: scoresStr) +
" " + separator +
(onlyCommons
? ""
: conditionsStr) +
""
//
;
//
return result;
}
/**
* Retrieve nique Tag Identifier ...
*
* @return ( string )
*/
string GetTag()
{
return GetTypeName(this);
}
//
};
//
// Class ...
class XCX121XDELTAHelper : public XCBaseHelper
{
//
// Public ...
public:
//
// Props ...
//
// Constructors ...
XCX121XDELTAHelper()
: XCBaseHelper(_Symbol, _Period)
{
}
//
// Deconstructor ...
~XCX121XDELTAHelper()
{
//
mInputs.Clean();
//
Clean(deltaBuffer);
Clean(deltaMaBuffer);
Clean(deltaStateBuffer);
}
//
// Tools ...
bool Init(
string symbol, // Trading Symbol
ENUM_TIMEFRAMES period, // Trading Period
X121XDELTAInputs &inputs // Inputs
)
{
//
bool result = false;
//
mSymbol = symbol;
mPeriod = period;
//
result = inputs.IsValid();
if (!result)
{
return result;
}
//
ArraySetAsSeries(deltaBuffer, true);
ArraySetAsSeries(deltaMaBuffer, true);
ArraySetAsSeries(deltaStateBuffer, true);
//
mInputs = inputs;
//
mHandler = iCustom(
mSymbol,
mPeriod,
"x-saherelm.x121.xdelta",
//
// Inputs ...
//
// Market ...
"",
mInputs.maLength,
mInputs.maMethod,
//
// Presentation ...
"",
//
mInputs.startCalculationForLastBars,
mInputs.showDeltaLine,
mInputs.showDeltaHistogram,
mInputs.showDeltaMa
//
);
result = mHandler != INVALID_HANDLE;
if (!result)
{
return result;
}
//
return result;
}
//
// Inputs ...
//
X121XDELTAInputs GetInputs()
{
return mInputs;
}
//
bool SetInputs(
X121XDELTAInputs &inputs // Configs
)
{
//
return Init(
mSymbol,
mPeriod,
inputs
//
);
}
//
// Readers ...
//
// Bullish ...
//
double GetDelta(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
int count = ArraySize(deltaBuffer);
if (barIndex >= count)
{
barIndex = count - 1;
}
//
return deltaBuffer[barIndex];
}
//
int CopyDelta(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
deltaBuffer,
buffer,
forceClean
//
);
}
//
double GetDeltaState(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
int count = ArraySize(deltaStateBuffer);
if (barIndex >= count)
{
barIndex = count - 1;
}
//
return deltaStateBuffer[barIndex];
}
//
int CopyDeltaState(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
deltaStateBuffer,
buffer,
forceClean
//
);
}
//
double GetDeltaMa(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
int count = ArraySize(deltaMaBuffer);
if (barIndex >= count)
{
barIndex = count - 1;
}
//
return deltaMaBuffer[barIndex];
}
//
int CopyDeltaMa(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
deltaMaBuffer,
buffer,
forceClean
//
);
}
//
bool GetConditions(
X121XDELTAConditions &conditions, //
int barIndex = 0, //
int loopback = 5 //
)
{
//
bool result = true;
//
if (loopback < 5)
{
loopback = 5;
}
//
conditions.Clean();
//
conditions.symbol = mSymbol;
conditions.period = mPeriod;
conditions.time = TimeCurrent();
//
int zIndex = barIndex;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
XOHCL zBar;
result = zBar.Init(
mSymbol,
mPeriod,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
mSymbol,
mPeriod,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
mSymbol,
mPeriod,
pIndex //
);
if (!result)
{
return result;
}
//
// Buffers ...
//
CopyDelta(
zIndex,
loopback,
conditions.deltaBuffer //
);
//
CopyDeltaState(
zIndex,
loopback,
conditions.deltaStateBuffer //
);
//
CopyDeltaMa(
zIndex,
loopback,
conditions.deltaMaBuffer //
);
//
// Conditions ...
//
int cIDX = 1;
int pIDX = cIDX + 1;
//
// SAR ...
//
Cleanup();
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
//
return result;
}
//
// Protected ...
protected:
//
// Private ...
private:
//
// Props ...
X121XDELTAInputs mInputs; // Inputs ...
//
// Buffers ...
double deltaBuffer[];
double deltaMaBuffer[];
double deltaStateBuffer[];
//
void Calculate(
int maxRequiredBars = 100 //
)
{
//
// Buffers ...
//
CopyBuffer(
mHandler,
X121_XDELTA_VOLUME_LINE,
0,
maxRequiredBars,
deltaBuffer
//
);
//
CopyBuffer(
mHandler,
X121_XDELTA_MA_LINE,
0,
maxRequiredBars,
deltaMaBuffer
//
);
//
CopyBuffer(
mHandler,
X121_XDELTA_STATE_LINE,
0,
maxRequiredBars,
deltaStateBuffer
//
);
}
//
void Cleanup(
int maxAllowed = 100 //
)
{
//
CleanupArray(
deltaBuffer,
maxAllowed //
);
//
CleanupArray(
deltaMaBuffer,
maxAllowed //
);
//
CleanupArray(
deltaStateBuffer,
maxAllowed //
);
}
//
};
//
-2
View File
@@ -27,8 +27,6 @@
//
// Definitions ...
//
// Definitions ...
enum ENUM_X121_XMAS_BUFFERS
{
//
+865
View File
@@ -0,0 +1,865 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Helper Class Library
// ----------------------------------------------
// Name: XCX121XVOLUMESHelper
// Description: provides all Indicator
// Helper requirements ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
#include "../Classes/x-saherelm.x-helper.class.mq5"
//
// Definitions ...
enum ENUM_X121_XVOLUME_BUFFERS
{
//
X121_XVOLUME_BULLISH_LINE = 0,
X121_XVOLUME_BULLISH_MA_LINE = 1,
X121_XVOLUME_BEARISH_LINE = 2,
X121_XVOLUME_BEARISH_MA_LINE = 3,
};
//
// Input Models ...
struct X121XVOLUMEInputs
{
//
// Props ...
//
// Makret ...
int maLength; // Moving Averge Length
ENUM_X_MA_METHOD maMethod; // Moving Averge Method
//
// Presentation ...
int startCalculationForLastBars; // Calculate Last n Bars
bool showBullishVolume; // Show Bullish Volume
bool showBullishVolumeMa; // Show Bullish Volume Moving Average
bool showBearishVolume; // Show Bearish Volume
bool showBearishVolumeMa; // Show Bearish Volume Moving Average
//
// Constructor(s) ...
X121XVOLUMEInputs()
{
Clean();
}
//
// Tools ...
/**
* Cleanup Model ...
*/
void Clean()
{
//
// Makret ...
maLength = 0; // Moving Averge Length
maMethod = X_MA_MODE_NONE; // Moving Averge Method
//
// Presentation ...
startCalculationForLastBars = 0; // Calculate Last n Bars
showBullishVolume = false; // Show Bullish Volume
showBullishVolumeMa = false; // Show Bullish Volume Moving Average
showBearishVolume = false; // Show Bearish Volume
showBearishVolumeMa = false; // Show Bearish Volume Moving Average
//
ZeroMemory(this);
}
/**
* Default Inputs ...
*/
void Default()
{
//
// Makret ...
maLength = 14; // Moving Averge Length
maMethod = X_MA_MODE_EMA; // Moving Averge Method
//
// Presentation ...
startCalculationForLastBars = 1000; // Calculate Last n Bars
showBullishVolume = true; // Show Bullish Volume
showBullishVolumeMa = true; // Show Bullish Volume Moving Average
showBearishVolume = true; // Show Bearish Volume
showBearishVolumeMa = true; // Show Bearish Volume Moving Average
}
/**
* Validate Model ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
//
maLength > 0 &&
IsValid(maMethod)
//
;
//
return result;
}
/**
* Retrieve Max Input Length ...
*
* @return ( int )
*/
int Max()
{
//
int result = 0;
//
result = MathMax(result, maLength);
//
return result;
}
//
};
//
// Conditions ...
struct X121XVOLUMEConditions
{
//
// Common ...
string symbol;
ENUM_TIMEFRAMES period;
datetime time;
//
// Buffers ...
double bullishVolumeBuffer[];
double bullishVolumeMaBuffer[];
double bearishVolumeBuffer[];
double bearishVolumeMaBuffer[];
//
// Conditions ...
//
// Constructor ...
X121XVOLUMEConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
// Commons ...
time = NULL;
symbol = NULL;
period = NULL;
//
// Buffers ...
//
Clean(bullishVolumeBuffer);
Clean(bullishVolumeMaBuffer);
Clean(bearishVolumeBuffer);
Clean(bearishVolumeMaBuffer);
//
ArraySetAsSeries(bullishVolumeBuffer, true);
ArraySetAsSeries(bullishVolumeMaBuffer, true);
ArraySetAsSeries(bearishVolumeBuffer, true);
ArraySetAsSeries(bearishVolumeMaBuffer, true);
//
// Conditions ...
//
ZeroMemory(this);
}
/**
* Generate Conditions Scores ...
*
* @param bullishScore: Double, Directional Scores Reference ...
* @param bearishScore: Double, Directional Scores Reference ...
*/
void GenerateScore(
double &bullishScore,
double &bearishScore //
)
{
//
bullishScore = 0;
bearishScore = 0;
//
// TODO: Implement if Required ...
}
/**
* Generate Summary String for Represent Conditions State ...
*
* @param onlyCommons: Boolean, Just Generate Only Commons Conditions ...
* @param onlyConditions: Boolean, Just Generate Only Conditions ...
* @param includeScores: Boolean, Attach Scores Representations on Result ...
* @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ...
* @param separator: String, Separate Lines ...
*
* @return ( string )
*/
string GenerateSummary(
bool onlyCommons = false,
bool onlyConditions = false,
bool includeScores = true,
bool ignoreFalseConditions = true,
string separator = "\n" //
)
{
//
string result = NULL;
//
double bullishScore = 0;
double bearishScore = 0;
GenerateScore(
bullishScore,
bearishScore //
);
//
string scoresStr =
//
"Scores: " + separator +
"---------------" + separator +
"Bullish: " + ToString(bullishScore) + separator +
"Bearish: " + ToString(bearishScore) + separator +
""
//
;
//
string commonStr = GenerateSpecifiedCommonSummary(
this,
separator,
includeScores //
);
//
string conditionsStr =
//
//
""
//
;
//
result =
//
"[" + GetTag() + "]" + separator +
(onlyConditions
? ""
: commonStr) +
(!includeScores
? ""
: scoresStr) +
" " + separator +
(onlyCommons
? ""
: conditionsStr) +
""
//
;
//
return result;
}
/**
* Retrieve nique Tag Identifier ...
*
* @return ( string )
*/
string GetTag()
{
return GetTypeName(this);
}
//
};
//
// Class ...
class XCX121XVOLUMEHelper : public XCBaseHelper
{
//
// Public ...
public:
//
// Props ...
//
// Constructors ...
XCX121XVOLUMEHelper()
: XCBaseHelper(_Symbol, _Period)
{
}
//
// Deconstructor ...
~XCX121XVOLUMEHelper()
{
//
mInputs.Clean();
//
Clean(bullishVolumeBuffer);
Clean(bullishVolumeMaBuffer);
Clean(bearishVolumeBuffer);
Clean(bearishVolumeMaBuffer);
}
//
// Tools ...
bool Init(
string symbol, // Trading Symbol
ENUM_TIMEFRAMES period, // Trading Period
X121XVOLUMEInputs &inputs // Inputs
)
{
//
bool result = false;
//
mSymbol = symbol;
mPeriod = period;
//
result = inputs.IsValid();
if (!result)
{
return result;
}
//
ArraySetAsSeries(bullishVolumeBuffer, true);
ArraySetAsSeries(bullishVolumeMaBuffer, true);
ArraySetAsSeries(bearishVolumeBuffer, true);
ArraySetAsSeries(bearishVolumeMaBuffer, true);
//
mInputs = inputs;
//
mHandler = iCustom(
mSymbol,
mPeriod,
"x-saherelm.x121.xvolume",
//
// Inputs ...
//
// Market ...
"",
mInputs.maLength,
mInputs.maMethod,
//
// Presentation ...
"",
//
mInputs.startCalculationForLastBars,
mInputs.showBullishVolume,
mInputs.showBullishVolumeMa,
mInputs.showBearishVolume,
mInputs.showBearishVolumeMa
//
);
result = mHandler != INVALID_HANDLE;
if (!result)
{
return result;
}
//
return result;
}
//
// Inputs ...
//
X121XVOLUMEInputs GetInputs()
{
return mInputs;
}
//
bool SetInputs(
X121XVOLUMEInputs &inputs // Configs
)
{
//
return Init(
mSymbol,
mPeriod,
inputs
//
);
}
//
// Readers ...
//
// Bullish ...
//
double GetBullishVolume(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
int count = ArraySize(bullishVolumeBuffer);
if (barIndex >= count)
{
barIndex = count - 1;
}
//
return bullishVolumeBuffer[barIndex];
}
//
int CopyBullishVolume(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
bullishVolumeBuffer,
buffer,
forceClean
//
);
}
//
double GetBullishVolumeMa(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
int count = ArraySize(bullishVolumeMaBuffer);
if (barIndex >= count)
{
barIndex = count - 1;
}
//
return bullishVolumeMaBuffer[barIndex];
}
//
int CopyBullishVolumeMa(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
bullishVolumeMaBuffer,
buffer,
forceClean
//
);
}
//
// Bearish ...
//
double GetBearishVolume(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
int count = ArraySize(bearishVolumeBuffer);
if (barIndex >= count)
{
barIndex = count - 1;
}
//
return bearishVolumeBuffer[barIndex];
}
//
int CopyBearishVolume(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
bearishVolumeBuffer,
buffer,
forceClean
//
);
}
//
double GetBearishVolumeMa(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
int count = ArraySize(bearishVolumeMaBuffer);
if (barIndex >= count)
{
barIndex = count - 1;
}
//
return bearishVolumeMaBuffer[barIndex];
}
//
int CopyBearishVolumeMa(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
bearishVolumeMaBuffer,
buffer,
forceClean
//
);
}
//
bool GetConditions(
X121XVOLUMEConditions &conditions, //
int barIndex = 0, //
int loopback = 5 //
)
{
//
bool result = true;
//
if (loopback < 5)
{
loopback = 5;
}
//
conditions.Clean();
//
conditions.symbol = mSymbol;
conditions.period = mPeriod;
conditions.time = TimeCurrent();
//
int zIndex = barIndex;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
XOHCL zBar;
result = zBar.Init(
mSymbol,
mPeriod,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
mSymbol,
mPeriod,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
mSymbol,
mPeriod,
pIndex //
);
if (!result)
{
return result;
}
//
// Buffers ...
//
CopyBullishVolume(
zIndex,
loopback,
conditions.bullishVolumeBuffer //
);
//
CopyBullishVolumeMa(
zIndex,
loopback,
conditions.bullishVolumeMaBuffer //
);
//
CopyBearishVolume(
zIndex,
loopback,
conditions.bearishVolumeBuffer //
);
//
CopyBearishVolumeMa(
zIndex,
loopback,
conditions.bearishVolumeMaBuffer //
);
//
// Conditions ...
//
int cIDX = 1;
int pIDX = cIDX + 1;
//
// SAR ...
//
Cleanup();
//
zBar.Clean();
cBar.Clean();
pBar.Clean();
//
return result;
}
//
// Protected ...
protected:
//
// Private ...
private:
//
// Props ...
X121XVOLUMEInputs mInputs; // Inputs ...
//
// Buffers ...
double bullishVolumeBuffer[];
double bullishVolumeMaBuffer[];
double bearishVolumeBuffer[];
double bearishVolumeMaBuffer[];
//
void Calculate(
int maxRequiredBars = 100 //
)
{
//
// Buffers ...
//
CopyBuffer(
mHandler,
X121_XVOLUME_BULLISH_LINE,
0,
maxRequiredBars,
bullishVolumeBuffer
//
);
//
CopyBuffer(
mHandler,
X121_XVOLUME_BULLISH_MA_LINE,
0,
maxRequiredBars,
bullishVolumeMaBuffer
//
);
//
CopyBuffer(
mHandler,
X121_XVOLUME_BEARISH_LINE,
0,
maxRequiredBars,
bearishVolumeBuffer
//
);
//
CopyBuffer(
mHandler,
X121_XVOLUME_BEARISH_MA_LINE,
0,
maxRequiredBars,
bearishVolumeMaBuffer
//
);
}
//
void Cleanup(
int maxAllowed = 100 //
)
{
//
CleanupArray(
bullishVolumeBuffer,
maxAllowed //
);
//
CleanupArray(
bullishVolumeMaBuffer,
maxAllowed //
);
//
CleanupArray(
bearishVolumeBuffer,
maxAllowed //
);
//
CleanupArray(
bearishVolumeMaBuffer,
maxAllowed //
);
}
//
};
//