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saherelm
2025-03-29 04:11:38 +03:30
parent b2c585bc93
commit 1b93b469a1
9 changed files with 2811 additions and 15 deletions
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Documents/BKP/cumulative-delta.1.pine
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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LonesomeTheBlue
//@version=4
study("Cumulative Delta Volume", "CDV")
linestyle = input(defval = 'Candle', title = "Style", options = ['Candle', 'Line'])
hacandle = input(defval = true, title = "Heikin Ashi Candles?")
showma1 = input(defval = false, title = "SMA 1", inline = "ma1")
ma1len = input(defval = 50, title = "", minval = 1, inline = "ma1")
ma1col = input(defval = color.lime, title = "", inline = "ma1")
showma2 = input(defval = false, title = "SMA 2", inline = "ma2")
ma2len = input(defval = 200, title = "", minval = 1, inline = "ma2")
ma2col = input(defval = color.red, title = "", inline = "ma2")
showema1 = input(defval = false, title = "EMA 1", inline = "ema1")
ema1len = input(defval = 50, title = "", minval = 1, inline = "ema1")
ema1col = input(defval = color.lime, title = "", inline = "ema1")
showema2 = input(defval = false, title = "EMA 2", inline = "ema2")
ema2len = input(defval = 200, title = "", minval = 1, inline = "ema2")
ema2col = input(defval = color.red, title = "", inline = "ema2")
colorup = input(defval = color.lime, title = "Body", inline = "bcol")
colordown = input(defval = color.red, title = "", inline = "bcol")
bcolup = input(defval = #74e05e, title = "Border", inline = "bocol")
bcoldown = input(defval = #ffad7d, title = "", inline = "bocol")
wcolup = input(defval = #b5b5b8, title = "Wicks", inline = "wcol")
wcoldown = input(defval = #b5b5b8, title = "", inline = "wcol")
tw = high - max(open, close)
bw = min(open, close) - low
body = abs(close - open)
_rate(cond) =>
ret = 0.5 * (tw + bw + (cond ? 2 * body : 0)) / (tw + bw + body)
ret := nz(ret) == 0 ? 0.5 : ret
ret
deltaup = volume * _rate(open <= close)
deltadown = volume * _rate(open > close)
delta = close >= open ? deltaup : -deltadown
cumdelta = cum(delta)
float ctl = na
float o = na
float h = na
float l = na
float c = na
if linestyle == 'Candle'
o := cumdelta[1]
h := max(cumdelta, cumdelta[1])
l := min(cumdelta, cumdelta[1])
c := cumdelta
ctl
else
ctl := cumdelta
plot(ctl, title = "CDV Line", color = color.blue, linewidth = 2)
float haclose = na
float haopen = na
float hahigh = na
float halow = na
haclose := (o + h + l + c) / 4
haopen := na(haopen[1]) ? (o + c) / 2 : (haopen[1] + haclose[1]) / 2
hahigh := max(h, max(haopen, haclose))
halow := min(l, min(haopen, haclose))
c_ = hacandle ? haclose : c
o_ = hacandle ? haopen : o
h_ = hacandle ? hahigh : h
l_ = hacandle ? halow : l
plotcandle(o_, h_, l_, c_, title='CDV Candles', color = o_ <= c_ ? colorup : colordown, bordercolor = o_ <= c_ ? bcolup : bcoldown, wickcolor = o_ <= c_ ? bcolup : bcoldown)
plot(showma1 and linestyle == "Candle" ? sma(c_, ma1len) : na, title = "SMA 1", color = ma1col)
plot(showma2 and linestyle == "Candle" ? sma(c_, ma2len) : na, title = "SMA 2", color = ma2col)
plot(showema1 and linestyle == "Candle" ? ema(c_, ema1len) : na, title = "EMA 1", color = ema1col)
plot(showema2 and linestyle == "Candle" ? ema(c_, ema2len) : na, title = "EMA 2", color = ema2col)
Documents/BKP/cumulative-delta.pine
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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Ankit_1618
//@version=4
study("Cumulative Volume Delta")
upper_wick = close>open ? high-close : high-open
lower_wick = close>open ? open-low : close-low
spread = high-low
body_length = spread - (upper_wick + lower_wick)
percent_upper_wick = upper_wick/spread
percent_lower_wick = lower_wick/spread
percent_body_length = body_length/spread
buying_volume = close>open ? (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume : ((percent_upper_wick + percent_lower_wick)/2) * volume
selling_volume = close<open ? (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume : ((percent_upper_wick + percent_lower_wick)/2) * volume
cumulation_length = input(14)
cumulative_buying_volume = ema(buying_volume,cumulation_length)
cumulative_selling_volume = ema(selling_volume,cumulation_length)
fill_color = cumulative_buying_volume > cumulative_selling_volume ? color.green : cumulative_buying_volume < cumulative_selling_volume ? color.red : color.yellow
pb = plot(cumulative_buying_volume, color=color.green , transp=70)
ps = plot(cumulative_selling_volume, color=color.red , transp=70)
fill(pb, ps, color = fill_color)
volume_strength_wave = cumulative_buying_volume > cumulative_selling_volume ? cumulative_buying_volume : cumulative_selling_volume
ema_volume_strength_wave = ema(volume_strength_wave , cumulation_length)
plot(ema_volume_strength_wave, color=color.gray, transp=80)
cumulative_volume_delta = cumulative_buying_volume - cumulative_selling_volume
plot(cumulative_volume_delta, color= cumulative_volume_delta>0 ? color.green : color.red, style=plot.style_columns, transp=61)
Documents/BKP/x-saherelm.x121.xcdv.mq5
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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Ocillator
// -------------------------------------------------
// Name: X121 XCDV
// Description: Detect Comulative Delta Volume ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm X121 XCDV Ocillator"
#property strict
//
// Definitions ...
//
#define ShortName "X121_XCDV"
//
// Imports ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// Inputs ...
//
// Makret ...
input group "Market";
input int maLength = 14; // Moving Averge Length
input ENUM_X_PRICE maAppliedTo = X_PRICE_CLOSE; // Moving Averge Applied To
input ENUM_X_MA_METHOD maMethod = X_MA_MODE_EMA; // Moving Averge Method
//
// Presentation ...
input group "Presentation";
input int startCalculationForLastBars = 1000; // Calculate Last n Bars
input bool showCDV = true; // Show Delta Line
input bool showMA = true; // Show Delta Histogram
//
// Buffers Props ...
//
#property indicator_separate_window
//
#property indicator_buffers 10
#property indicator_plots 2
//
#define hideColorIDX 0
#define bullishColorIDX 1
#define bearishColorIDX 2
//
// Buffers ...
//
#define openBufferIndex 0
double openBuffer[];
//
#define highBufferIndex 1
double highBuffer[];
//
#define lowBufferIndex 2
double lowBuffer[];
//
#define closeBufferIndex 3
double closeBuffer[];
//
#define colorBufferIndex 4
double colorBuffer[];
//
#define barBufferIndex 0
#property indicator_label1 "X121 XCDV Open;X121 XCDV High;X121 XCDV Low;X121 XCDV Close"
#property indicator_type1 DRAW_COLOR_CANDLES
#property indicator_color1 CLR_NONE, clrLime, clrRed
//
#define maBufferIndex 5
double maBuffer[];
#property indicator_label2 "MA"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrYellow
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//
// Data Buffers ...
#define mLastBufferIndex 5
#define priceBufferIndex mLastBufferIndex + 1
double priceBuffer[];
#define deltaBufferIndex mLastBufferIndex + 2
double deltaBuffer[];
#define cumulativeDeltaBufferIndex mLastBufferIndex + 3
double cumulativeDeltaBuffer[];
//
// Variables, Properties and etc ...
//
// this counts Available Bars ...
int limit;
//
int maxLength;
//
double lastCDV = 0.0;
//
// Event Handlers ...
/**
* Initialize Indicator ...
*
* @return ( int )
*/
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Initialize Indicator Handlers ...
//
// because in some cases we may have more than one input for
// calculation and we must prevent any calculation
// untill we pass the biggest input length, here we get max Input length
// and then wait until pass it ...
maxLength = ExtractMaxLengthOfInputs();
//
// Define Index Buffers ...
DefineBuffers();
//
// Set Indicator ShortName ...
SetIndicatorName();
IndicatorSetInteger(INDICATOR_DIGITS, 2);
//
// Init Succeed ...
return INIT_SUCCEEDED;
}
/**
* De Initialize Indicator ...
*
* @param reason: Integer, De Initialization Reason ...
*/
void OnDeinit(const int reason)
{
//
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
// REASON_REMOVE 1 Program removed from a chart
// REASON_RECOMPILE 2 Program recompiled
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
// REASON_CHARTCLOSE 4 Chart closed
// REASON_PARAMETERS 5 Inputs changed by a user
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
// REASON_TEMPLATE 7 Another chart template applied
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
// REASON_CLOSE 9 Terminal closed
}
/**
* Calculate Bars ...
*
* @param rates_total: Integer, Total Bars on Chart ...
* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
* @param time: DateTime Array, History of Open Time ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param low: Double Array, History of Low Prices ...
* @param close: Double Array, History of Close Prices ...
* @param tick_volume: Long, History of Tick Volumes on Bar ...
* @param volume: Long, History of Trade Volumes ...
* @param spread: Double, History of Spread Price ...
*
* @return ( int )
*/
int OnCalculate(
const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[] //
)
{
//
// Prepare Buffers ...
ArraySetAsSeries(time, true);
ArraySetAsSeries(open, true);
ArraySetAsSeries(high, true);
ArraySetAsSeries(low, true);
ArraySetAsSeries(close, true);
ArraySetAsSeries(tick_volume, true);
ArraySetAsSeries(volume, true);
ArraySetAsSeries(spread, true);
//
limit = (prev_calculated > rates_total || prev_calculated <= 0)
? rates_total
: (rates_total - prev_calculated) + 1;
//
// Main Loop ...
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
{
//
CalculateBuffers(
//
i,
prev_calculated,
rates_total,
//
open,
high,
close,
low,
tick_volume //
);
}
//
return rates_total;
}
//
// Functions ...
/**
* Validate Input Args for Initialization ...
*
* @return ( bool )
*/
bool ValidateInputs()
{
//
bool result = false;
//
result = maLength > 0 &&
IsValid(maMethod) &&
IsValid(maAppliedTo);
//
return result;
}
/**
* Extract Max Length of Inputs ...
*
* @return ( int )
*/
int ExtractMaxLengthOfInputs()
{
//
int result = 0;
//
result = MathMax(0, maLength);
//
return result;
}
/**
* Set Indicator Short Name and also we can define Buffers Labels ...
*/
void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
}
/**
* Define Required Buffers ...
*/
void DefineBuffers()
{
//
// Plot Buffers ...
//
// CDV ...
//
// Raw Candles Color ...
ArraySetAsSeries(colorBuffer, true);
SetIndexBuffer(colorBufferIndex, colorBuffer, INDICATOR_COLOR_INDEX);
//
ENUM_DRAW_TYPE barDrawType = showCDV ? DRAW_COLOR_CANDLES : DRAW_NONE;
//
// Set EMPTY_VALUE on Candles Buffer ...
PlotIndexSetDouble(barBufferIndex, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetInteger(barBufferIndex, PLOT_SHOW_DATA, showCDV);
PlotIndexSetInteger(barBufferIndex, PLOT_DRAW_TYPE, barDrawType);
//
// Open ...
ArraySetAsSeries(openBuffer, true);
SetIndexBuffer(openBufferIndex, openBuffer, INDICATOR_DATA);
//
// High ...
ArraySetAsSeries(highBuffer, true);
SetIndexBuffer(highBufferIndex, highBuffer, INDICATOR_DATA);
//
// Close ...
ArraySetAsSeries(closeBuffer, true);
SetIndexBuffer(closeBufferIndex, closeBuffer, INDICATOR_DATA);
//
// Low ...
ArraySetAsSeries(lowBuffer, true);
SetIndexBuffer(lowBufferIndex, lowBuffer, INDICATOR_DATA);
//
// Ma ...
ENUM_DRAW_TYPE maDrawType = showMA ? DRAW_LINE : DRAW_NONE;
//
ArraySetAsSeries(maBuffer, true);
SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_DATA);
PlotIndexSetDouble(maBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(maBufferIndex, PLOT_SHOW_DATA, showMA);
PlotIndexSetInteger(maBufferIndex, PLOT_DRAW_TYPE, maDrawType);
//
// Data Buffers ...
//
ArraySetAsSeries(priceBuffer, true);
SetIndexBuffer(priceBufferIndex, priceBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(deltaBuffer, true);
SetIndexBuffer(deltaBufferIndex, deltaBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(cumulativeDeltaBuffer, true);
SetIndexBuffer(cumulativeDeltaBufferIndex, cumulativeDeltaBuffer, INDICATOR_CALCULATIONS);
}
/**
* Calculate Custom Buffers ...
*
* @param bar_index: Integer, Represent Current Bar ...
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
* @param ratesTotal: Integer, Represents All Available Bars ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param close: Double Array, History of Close Prices ...
* @param low: Double Array, History of Low Prices ...
* @param tickVolume: Long, History of Tick Volumes on Bar ...
*/
void CalculateBuffers(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
int barsLimit = startCalculationForLastBars > 0
? startCalculationForLastBars
: 0;
//
// bool canCalculate = true;
bool canCalculate =
barsLimit == 0 ||
bar_index <= barsLimit;
if (canCalculate)
{
//
CalculateValues(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume //
);
}
else
{
FillBuffersZero(bar_index);
}
}
/**
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
*
* @param barIndex: Integer ...
*/
void FillBuffersZero(int barIndex)
{
//
openBuffer[barIndex] = 0.0;
highBuffer[barIndex] = 0.0;
closeBuffer[barIndex] = 0.0;
lowBuffer[barIndex] = 0.0;
colorBuffer[barIndex] = hideColorIDX;
}
/**
* Calculate Vales ...
*
* @param bar_index: Integer, Represent Current Bar ...
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
* @param ratesTotal: Integer, Represents All Available Bars ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param close: Double Array, History of Close Prices ...
* @param low: Double Array, History of Low Prices ...
* @param tickVolume: Long, History of Tick Volumes on Bar ...
*/
void CalculateValues(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
XOHCL bar;
bool has = bar.Init(
_Symbol,
_Period,
bar_index //
);
if (!has)
{
return;
}
//
double lowShadow = bar.GetLowShadow();
double highShadow = bar.GetHighShadow();
double body = bar.GetBody();
bool isBullish = bar.IsBullish();
bool hasDir = HasDirection(bar.GetDirection());
//
double iRate = 0.5 * (highShadow + lowShadow + (hasDir ? 2 * body : 0)) / (highShadow + lowShadow + body);
iRate = iRate <= 0
? 0.5
: iRate;
//
double iVRate = tickVolume[bar_index] * iRate;
double iDelta = isBullish
? iVRate
: -1 * iVRate;
deltaBuffer[bar_index] = iDelta;
//
double iCumulate = lastCDV + iDelta;
cumulativeDeltaBuffer[bar_index] = iCumulate;
lastCDV = iCumulate;
//
bool isFirstBar =
startCalculationForLastBars > 0
? bar_index == startCalculationForLastBars
: bar_index == ratesTotal;
//
double iO = 0;
double iH = 0;
double iL = 0;
double iC = 0;
if (!isFirstBar)
{
//
iO = cumulativeDeltaBuffer[bar_index + 1];
iH = MathMax(cumulativeDeltaBuffer[bar_index], cumulativeDeltaBuffer[bar_index + 1]);
iL = MathMin(cumulativeDeltaBuffer[bar_index], cumulativeDeltaBuffer[bar_index + 1]);
iC = iCumulate;
}
//
double iClose = (iO + iH + iL + iC) / 4;
double iOpen = isFirstBar
? (iO + iC) / 2
: (openBuffer[bar_index + 1] + closeBuffer[bar_index + 1]) / 2;
double iLow = MathMin(iL, MathMin(iOpen, iClose));
double iHigh = MathMax(iH, MathMax(iOpen, iClose));
//
lowBuffer[bar_index] = iLow;
openBuffer[bar_index] = iOpen;
highBuffer[bar_index] = iHigh;
closeBuffer[bar_index] = iClose;
//
bool isCBullish = iOpen <= iClose;
double iColor = isCBullish
? bullishColorIDX
: bearishColorIDX;
colorBuffer[bar_index] = iColor;
//
double iPrice = GetAppliedPrice(
maAppliedTo,
openBuffer,
highBuffer,
lowBuffer,
closeBuffer,
bar_index //
);
priceBuffer[bar_index] = iPrice;
//
// Calculate Moving Averages ...
int deltaMAsCount = iMAOnBuffer(
ratesTotal,
prevCalculated,
bar_index,
maLength,
priceBuffer,
maBuffer,
maMethod //
);
//
bar.Clean();
}
//
Helpers/x-saherelm.x121.helper.mq5
+458 -1
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@@ -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;
Helpers/x-saherelm.x121.xdelta.helper.mq5
+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 //
);
}
//
};
//
Helpers/x-saherelm.x121.xmas.helper.mq5
-2
View File
@@ -27,8 +27,6 @@
//
// Definitions ...
//
// Definitions ...
enum ENUM_X121_XMAS_BUFFERS
{
//
Helpers/x-saherelm.x121.xvolume.helper.mq5
+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 //
);
}
//
};
//
Indicators/x-saherelm.x121.x-delta.mq5 → Indicators/x-saherelm.x121.xdelta.mq5
+23 -12
View File
@@ -53,7 +53,7 @@ input bool showDeltaMa = true; // Show Delta Moving Average
#property indicator_separate_window
//
#property indicator_buffers 5
#property indicator_buffers 6
#property indicator_plots 3
//
@@ -107,6 +107,10 @@ double deltaMaBuffer[];
#define rawDeltaBufferIndex mLastBufferIndex + 1
double rawDeltaBuffer[];
//
#define deltaStateBufferIndex mLastBufferIndex + 2
double deltaStateBuffer[];
//
// Variables, Properties and etc ...
@@ -343,6 +347,10 @@ void DefineBuffers()
//
ArraySetAsSeries(rawDeltaBuffer, true);
SetIndexBuffer(rawDeltaBufferIndex, rawDeltaBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(deltaStateBuffer, true);
SetIndexBuffer(deltaStateBufferIndex, deltaStateBuffer, INDICATOR_CALCULATIONS);
}
/**
@@ -407,8 +415,9 @@ void FillBuffersZero(int barIndex)
//
rawDeltaBuffer[barIndex] = 0.0;
deltaLineBuffer[barIndex] = 0.0;
deltaStateBuffer[barIndex] = 0.0;
deltaHistogramBuffer[barIndex] = 0.0;
deltaMaBuffer[barIndex] = EMPTY_VALUE;
deltaMaBuffer[barIndex] = 0.0;
deltaHistogramColorBuffer[barIndex] = hideColorIDX;
}
@@ -470,11 +479,9 @@ void CalculateValues(
if (isFirstBar)
{
//
rawDeltaBuffer[bar_index] = iDelta;
deltaLineBuffer[bar_index] = iDelta;
deltaHistogramBuffer[bar_index] = iDelta;
//
rawDeltaBuffer[bar_index] = iDelta;
}
else
{
@@ -485,21 +492,25 @@ void CalculateValues(
rawDeltaBuffer[bar_index] = iDelta;
deltaLineBuffer[bar_index] = iDelta;
deltaHistogramBuffer[bar_index] = iDelta;
//
// deltaLineBuffer[bar_index] = deltaLineBuffer[bar_index + 1] + iDelta;
// deltaHistogramBuffer[bar_index] = deltaHistogramBuffer[bar_index + 1] + iDelta;
// //
// rawDeltaBuffer[bar_index] = rawDeltaBuffer[bar_index + 1] + iDelta;
}
//
// Setting iDelta State ...
double iState = iDelta > 0
? bullishColorIDX
: iDelta < 0
? bearishColorIDX
: hideColorIDX;
//
// Setting iDelta Color ...
double iDeltaColor = iDelta > 0
? bullishColorIDX
: iDelta < 0
? bearishColorIDX
: hideColorIDX;
//
deltaStateBuffer[bar_index] = iState;
deltaHistogramColorBuffer[bar_index] = iDeltaColor;
//
Indicators/x-saherelm.x121.x-volume.mq5 → Indicators/x-saherelm.x121.xvolume.mq5
View File