try to remove matd and put XMC instead it for controllingbehaviour ...

This commit is contained in:
2024-06-21 16:52:05 +03:30
parent fdf5442255
commit 238941960a
7 changed files with 768 additions and 126 deletions
File diff suppressed because it is too large Load Diff
+615 -9
View File
@@ -29,9 +29,10 @@
//
enum ENUM_XMC_BUFFERS
{
X_MC_FAST_LINE = 0,
X_MC_SLOW_LINE = 1,
X_MC_VERIFIER_LINE = 2,
XMC_FAST_LINE = 0,
XMC_SLOW_LINE = 1,
XMC_VERIFIER_LINE = 2,
XMC_SAR_LINE = 3,
};
//
@@ -65,11 +66,16 @@ struct XMCInputs
ENUM_MA_METHOD verifierMethod; // Method
ENUM_APPLIED_PRICE verifierAppliedTo; // Applied To
//
double step; // Sar Step
double maximum; // Sar Maximum
//
// Presentation ...
bool showFastMa; // Show Fast
bool showSlowMa; // Show Slow
bool showVerifierMa; // Show Verifier
bool showSar; // Show Sar
//
// Constructor(s) ...
@@ -105,6 +111,11 @@ struct XMCInputs
verifierAppliedTo = PRICE_CLOSE;
//
step = 0;
maximum = 0;
//
showSar = false;
showFastMa = false;
showSlowMa = false;
showVerifierMa = false;
@@ -115,13 +126,13 @@ struct XMCInputs
void Default()
{
//
fastLength = 9;
fastLength = 21;
fastShift = 0;
fastMethod = MODE_EMA;
fastAppliedTo = PRICE_CLOSE;
//
slowLength = 18;
slowLength = 50;
slowShift = 0;
slowMethod = MODE_EMA;
slowAppliedTo = PRICE_CLOSE;
@@ -133,6 +144,11 @@ struct XMCInputs
verifierAppliedTo = PRICE_CLOSE;
//
step = 0.02;
maximum = 0.2;
//
showSar = true;
showFastMa = true;
showSlowMa = true;
showVerifierMa = true;
@@ -150,7 +166,10 @@ struct XMCInputs
//
fastLength > 1 &&
slowLength > fastLength &&
verifierLength > slowLength
verifierLength > slowLength &&
//
step > 0 &&
maximum > step
//
;
@@ -174,6 +193,337 @@ struct XMCInputs
}
};
//
// Define Conditions ...
struct XMCConditions
{
//
// Common ...
string symbol;
ENUM_TIMEFRAMES period;
datetime time;
//
// Buffers ...
double fast[];
double slow[];
double verifier[];
//
double psar[];
//
// Conditions ...
//
// Trend ...
bool isBullish;
bool isBearish;
bool isSwitchedToBullish;
bool isSwitchedToBearish;
//
// Fast Slow ...
bool isFastOverSlow;
bool isFastUnderSlow;
bool isFastCrossedOverSlow;
bool isFastCrossedUnderSlow;
//
// Fast Verifier ...
bool isFastOverVerifier;
bool isFastUnderVerifier;
bool isFastCrossedOverVerifier;
bool isFastCrossedUnderVerifier;
//
// Slow Verifier ...
bool isSlowOverVerifier;
bool isSlowUnderVerifier;
bool isSlowCrossedOverVerifier;
bool isSlowCrossedUnderVerifier;
//
bool isSARBullish;
bool isSARBearish;
bool isSARSwitchedToBullish;
bool isSARSwitchedToBearish;
//
void Clean()
{
//
Clean(fast);
Clean(slow);
Clean(verifier);
//
ArraySetAsSeries(fast, true);
ArraySetAsSeries(slow, true);
ArraySetAsSeries(verifier, true);
//
// Trend ...
isBullish = false;
isBearish = false;
isSwitchedToBullish = false;
isSwitchedToBearish = false;
//
// Fast Slow ...
isFastOverSlow = false;
isFastUnderSlow = false;
isFastCrossedOverSlow = false;
isFastCrossedUnderSlow = false;
//
// Fast Verifier ...
isFastOverVerifier = false;
isFastUnderVerifier = false;
isFastCrossedOverVerifier = false;
isFastCrossedUnderVerifier = false;
//
// Slow Verifier ...
isSlowOverVerifier = false;
isSlowUnderVerifier = false;
isSlowCrossedOverVerifier = false;
isSlowCrossedUnderVerifier = false;
//
isSARBullish = false;
isSARBearish = false;
isSARSwitchedToBullish = false;
isSARSwitchedToBearish = false;
}
//
void GenerateScore(
double &bullishScore,
double &bearishScore //
)
{
//
bullishScore = 0;
bearishScore = 0;
//
// Trend ...
//
if (isBullish)
{
bullishScore++;
}
if (isSwitchedToBullish)
{
bullishScore++;
}
//
if (isBearish)
{
bearishScore++;
}
if (isSwitchedToBearish)
{
bearishScore++;
}
//
// Fast Slow ...
//
if (isFastOverSlow)
{
bullishScore++;
}
if (isFastCrossedOverSlow)
{
bullishScore++;
}
//
if (isFastUnderSlow)
{
bearishScore++;
}
if (isFastCrossedUnderSlow)
{
bearishScore++;
}
//
// Fast Verifier ...
//
if (isFastOverVerifier)
{
bullishScore++;
}
if (isFastCrossedOverVerifier)
{
bullishScore++;
}
//
if (isFastUnderVerifier)
{
bearishScore++;
}
if (isFastCrossedUnderVerifier)
{
bearishScore++;
}
//
// Slow Verifier ...
//
if (isSlowOverVerifier)
{
bullishScore++;
}
if (isSlowCrossedOverVerifier)
{
bullishScore++;
}
//
if (isSlowUnderVerifier)
{
bearishScore++;
}
if (isSlowCrossedUnderVerifier)
{
bearishScore++;
}
//
if (isSARBullish)
{
bullishScore++;
}
if (isSARSwitchedToBullish)
{
bullishScore++;
}
//
if (isSARBearish)
{
bearishScore++;
}
if (isSARSwitchedToBearish)
{
bearishScore++;
}
}
//
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 =
//
// Trend ...
ToString("isBullish", isBullish, ignoreFalseConditions, separator) +
ToString("isBearish", isBearish, ignoreFalseConditions, separator) +
ToString("isSwitchedToBullish", isSwitchedToBullish, ignoreFalseConditions, separator) +
ToString("isSwitchedToBearish", isSwitchedToBearish, ignoreFalseConditions, separator) +
//
// Fast Slow ...
ToString("isFastOverSlow", isFastOverSlow, ignoreFalseConditions, separator) +
ToString("isFastUnderSlow", isFastUnderSlow, ignoreFalseConditions, separator) +
ToString("isFastCrossedOverSlow", isFastCrossedOverSlow, ignoreFalseConditions, separator) +
ToString("isFastCrossedUnderSlow", isFastCrossedUnderSlow, ignoreFalseConditions, separator) +
//
// Fast Verifier ...
ToString("isFastOverVerifier", isFastOverVerifier, ignoreFalseConditions, separator) +
ToString("isFastUnderVerifier", isFastUnderVerifier, ignoreFalseConditions, separator) +
ToString("isFastCrossedOverVerifier", isFastCrossedOverVerifier, ignoreFalseConditions, separator) +
ToString("isFastCrossedUnderVerifier", isFastCrossedUnderVerifier, ignoreFalseConditions, separator) +
//
// Slow Verifier ...
ToString("isSlowOverVerifier", isSlowOverVerifier, ignoreFalseConditions, separator) +
ToString("isSlowUnderVerifier", isSlowUnderVerifier, ignoreFalseConditions, separator) +
ToString("isSlowCrossedOverVerifier", isSlowCrossedOverVerifier, ignoreFalseConditions, separator) +
ToString("isSlowCrossedUnderVerifier", isSlowCrossedUnderVerifier, ignoreFalseConditions, separator) +
//
// Psar ...
ToString("isSARBullish", isSARBullish, ignoreFalseConditions, separator) +
ToString("isSARBearish", isSARBearish, ignoreFalseConditions, separator) +
ToString("isSARSwitchedToBullish", isSARSwitchedToBullish, ignoreFalseConditions, separator) +
ToString("isSARSwitchedToBearish", isSARSwitchedToBearish, ignoreFalseConditions, separator) +
//
""
//
;
//
result =
//
"[" + GetTag() + "]" + separator +
(onlyConditions
? ""
: commonStr) +
(!includeScores
? ""
: scoresStr) +
" " + separator +
(onlyCommons
? ""
: conditionsStr) +
""
//
;
//
return result;
}
//
string GetTag()
{
return "XMATD";
}
};
//
// Class ...
class XSCXMCHelper : public XSCBaseHelper
@@ -430,6 +780,250 @@ public:
);
}
//
// Sar ...
//
double GetSar(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
return sarBuffer[barIndex];
}
//
// Copy Required Buffer ...
int CopySar(
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,
sarBuffer,
buffer,
forceClean
//
);
}
//
bool GetConditions(
XMCConditions &conditions, //
int barIndex = 0, //
int loopback = 3 //
)
{
//
bool result = true;
//
if (loopback < 3)
{
loopback = 3;
}
//
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;
//
CopyFast(
zIndex,
loopback,
conditions.fast //
);
//
CopySlow(
zIndex,
loopback,
conditions.slow //
);
//
CopyVerifier(
zIndex,
loopback,
conditions.verifier //
);
//
CopySar(
zIndex,
loopback,
conditions.psar //
);
//
// Calculate Conditions ...
//
// Trend ...
//
bool isBullish = conditions.fast[cIndex] > conditions.slow[cIndex] &&
conditions.slow[cIndex] > conditions.verifier[cIndex];
bool isBearish = conditions.fast[cIndex] < conditions.slow[cIndex] &&
conditions.slow[cIndex] < conditions.verifier[cIndex];
//
bool isBullishPrev = conditions.fast[pIndex] > conditions.slow[pIndex] &&
conditions.slow[pIndex] > conditions.verifier[pIndex];
bool isBearishPrev = conditions.fast[pIndex] < conditions.slow[pIndex] &&
conditions.slow[pIndex] < conditions.verifier[pIndex];
//
bool isSwitchedToBullish = isBullish &&
!isBullishPrev;
bool isSwitchedToBearish = isBearish &&
!isBearishPrev;
//
// Set Conditions to Structure ...
conditions.isBullish = isBullish;
conditions.isBearish = isBearish;
conditions.isSwitchedToBullish = isSwitchedToBullish;
conditions.isSwitchedToBearish = isSwitchedToBearish;
//
// Fast Slow ...
//
bool isFastOverSlow = conditions.fast[cIndex] > conditions.slow[cIndex];
bool isFastUnderSlow = conditions.fast[cIndex] < conditions.slow[cIndex];
//
bool isFastOverSlowPrev = conditions.fast[pIndex] > conditions.slow[pIndex];
bool isFastUnderSlowPrev = conditions.fast[pIndex] < conditions.slow[pIndex];
//
bool isFastCrossedOverSlow = isFastOverSlow &&
!isFastOverSlowPrev;
bool isFastCrossedUnderSlow = isFastUnderSlow &&
!isFastUnderSlowPrev;
//
conditions.isFastOverSlow = isFastOverSlow;
conditions.isFastUnderSlow = isFastUnderSlow;
conditions.isFastCrossedOverSlow = isFastCrossedOverSlow;
conditions.isFastCrossedUnderSlow = isFastCrossedUnderSlow;
//
// Fast Verifier ...
//
bool isFastOverVerifier = conditions.fast[cIndex] > conditions.verifier[cIndex];
bool isFastUnderVerifier = conditions.fast[cIndex] < conditions.verifier[cIndex];
//
bool isFastOverVerifierPrev = conditions.fast[pIndex] > conditions.verifier[pIndex];
bool isFastUnderVerifierPrev = conditions.fast[pIndex] < conditions.verifier[pIndex];
//
bool isFastCrossedOverVerifier = isFastOverVerifier &&
!isFastOverVerifierPrev;
bool isFastCrossedUnderVerifier = isFastUnderVerifier &&
!isFastUnderVerifierPrev;
//
conditions.isFastOverVerifier = isFastOverVerifier;
conditions.isFastUnderVerifier = isFastUnderVerifier;
conditions.isFastCrossedOverVerifier = isFastCrossedOverVerifier;
conditions.isFastCrossedUnderVerifier = isFastCrossedUnderVerifier;
//
// Slow Verifier ...
//
bool isSlowOverVerifier = conditions.slow[cIndex] > conditions.verifier[cIndex];
bool isSlowUnderVerifier = conditions.slow[cIndex] < conditions.verifier[cIndex];
//
bool isSlowOverVerifierPrev = conditions.slow[pIndex] > conditions.verifier[pIndex];
bool isSlowUnderVerifierPrev = conditions.slow[pIndex] < conditions.verifier[pIndex];
//
bool isSlowCrossedOverVerifier = isSlowOverVerifier &&
!isSlowOverVerifierPrev;
bool isSlowCrossedUnderVerifier = isSlowUnderVerifier &&
!isSlowUnderVerifierPrev;
//
conditions.isSlowOverVerifier = isSlowOverVerifier;
conditions.isSlowUnderVerifier = isSlowUnderVerifier;
conditions.isSlowCrossedOverVerifier = isSlowCrossedOverVerifier;
conditions.isSlowCrossedUnderVerifier = isSlowCrossedUnderVerifier;
//
XOHCL cBar;
cBar.Init(
mSymbol,
mPeriod,
cIndex //
);
//
XOHCL pBar;
pBar.Init(
mSymbol,
mPeriod,
pIndex //
);
//
bool isSARBullish = conditions.psar[cIndex] < cBar.low;
bool isSARBearish = conditions.psar[cIndex] > cBar.high;
//
bool isSARBullishPrev = conditions.psar[pIndex] < pBar.low;
bool isSARBearishPrev = conditions.psar[pIndex] > pBar.high;
//
bool isSARSwitchedToBullish = isSARBullish &&
!isSARBullishPrev;
bool isSARSwitchedToBearish = isSARBearish &&
!isSARBearishPrev;
//
conditions.isSARBullish = isSARBullish;
conditions.isSARBearish = isSARBearish;
conditions.isSARSwitchedToBullish = isSARSwitchedToBullish;
conditions.isSARSwitchedToBearish = isSARSwitchedToBearish;
//
return result;
}
//
// Protected ...
protected:
@@ -443,6 +1037,7 @@ private:
//
// Buffers ...
//
double sarBuffer[];
double fastBuffer[];
double slowBuffer[];
double verifierBuffer[];
@@ -457,11 +1052,22 @@ private:
//
int totalBars = CountBars();
//
// Sar ...
CopyBuffer(
mHandler,
XMC_SAR_LINE,
0,
totalBars,
sarBuffer
//
);
//
// Fast ...
CopyBuffer(
mHandler,
X_MC_FAST_LINE,
XMC_FAST_LINE,
0,
totalBars,
fastBuffer
@@ -472,7 +1078,7 @@ private:
// Slow ...
CopyBuffer(
mHandler,
X_MC_SLOW_LINE,
XMC_SLOW_LINE,
0,
totalBars,
slowBuffer
@@ -483,7 +1089,7 @@ private:
// Verifier ...
CopyBuffer(
mHandler,
X_MC_VERIFIER_LINE,
XMC_VERIFIER_LINE,
0,
totalBars,
verifierBuffer