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complete xrl indicator and it's related helper class ...

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saherelm
2024-06-29 13:19:47 +03:30
parent 325ef2e5f7
commit 3d4e39a8d8
3 changed files with 1271 additions and 83 deletions
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Indicators/x-saherelm.xrl.mq5
+138 -76
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@@ -30,16 +30,17 @@
//
input group "Market";
input group "Fast";
input int fastLength = 9; // Length
input ENUM_APPLIED_PRICE fastAppliedTo = PRICE_CLOSE; // Applied To
input int slowLength = 18; // Length
input ENUM_APPLIED_PRICE slowAppliedTo = PRICE_CLOSE; // Applied To
input int fastLength = 9; // Length
input ENUM_APPLIED_PRICE fastAppliedTo = PRICE_CLOSE; // Applied To
input group "Slow";
input int slowLength = 18; // Length
input ENUM_APPLIED_PRICE slowAppliedTo = PRICE_CLOSE; // Applied To
//
input group "Presentation";
input bool showFast = true; // Show Fast
input bool showSlow = true; // Show Slow
input bool showVerifier = true; // Show Verifier
input bool showFast = true; // Show Fast
input bool showSlow = true; // Show Slow
input bool showVerifier = true; // Show Verifier
//
// Buffers ...
@@ -48,20 +49,20 @@ input bool showVerifier = true; // Show Verifier
#property indicator_chart_window
//
#property indicator_buffers 8
#property indicator_buffers 11
#property indicator_plots 6
//
#define hideColorIDX 0
#define hideColorIDX 0
#define neuturalColorIDX 1
#define bullColorIDX 2
#define bearColorIDX 3
#define bullColorIDX 2
#define bearColorIDX 3
//
// Fast ...
//
#define fastBufferIndex 0
#define fastBufferIndex 0
#define fastBufferPlotIndex 0
double fastBuffer[];
@@ -80,7 +81,7 @@ double fastBufferColor[];
// Slow ...
//
#define slowBufferIndex 2
#define slowBufferIndex 2
#define slowBufferPlotIndex 1
double slowBuffer[];
@@ -99,7 +100,7 @@ double slowBufferColor[];
// Verifier ...
//
#define verifierBufferIndex 4
#define verifierBufferIndex 4
#define verifierBufferPlotIndex 2
double verifierBuffer[];
@@ -121,6 +122,18 @@ double fastLRBuffer[];
#define slowLRBufferIndex 7
double slowLRBuffer[];
//
#define fastStateBufferIndex 8
double fastStateBuffer[];
//
#define slowStateBufferIndex 9
double slowStateBuffer[];
//
#define verifierStateBufferIndex 10
double verifierStateBuffer[];
//
// Variables ...
@@ -137,10 +150,12 @@ XLinearRegression verifierCalculator;
//
// Initialization ...
int OnInit() {
int OnInit()
{
//
// Validate Inputs ...
if(!ValidateInputs()) {
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
@@ -166,7 +181,8 @@ int OnInit() {
//
// DeInitialization ...
void OnDeinit(const int 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
@@ -183,17 +199,18 @@ void OnDeinit(const int reason) {
//
// Calculating what we want ...
int OnCalculate(
const int rates_total, // Total Bars on Chart ...
const int prev_calculated, // Total Calculated Bars on Charts ...
const datetime &time[], // History of Open Time ...
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
const long &tick_volume[], // History of Tick Volumes on Bar ...
const long &volume[], // History of Trade Volumes ...
const int &spread[] // History of Spread Price ...
) {
const int rates_total, // Total Bars on Chart ...
const int prev_calculated, // Total Calculated Bars on Charts ...
const datetime &time[], // History of Open Time ...
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
const long &tick_volume[], // History of Tick Volumes on Bar ...
const long &volume[], // History of Trade Volumes ...
const int &spread[] // History of Spread Price ...
)
{
//
int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0;
@@ -205,7 +222,7 @@ int OnCalculate(
low,
close,
limit,
rates_total //
rates_total //
);
//
@@ -216,7 +233,7 @@ int OnCalculate(
low,
close,
limit,
rates_total //
rates_total //
);
//
@@ -227,7 +244,7 @@ int OnCalculate(
low,
close,
limit,
rates_total //
rates_total //
);
//
@@ -239,7 +256,8 @@ int OnCalculate(
//
// Validate Input Args for Initialization ...
bool ValidateInputs() {
bool ValidateInputs()
{
//
bool result = false;
@@ -254,7 +272,8 @@ bool ValidateInputs() {
//
// Retrieve all Exists Input Max Length ...
// use for Start Of Drawing ...
int ExtractMaxLengthOfInputs() {
int ExtractMaxLengthOfInputs()
{
//
int result = 0;
@@ -268,13 +287,15 @@ int ExtractMaxLengthOfInputs() {
//
// Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName() {
void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
}
//
// Define Indexes and Styles ...
void DefineBuffers() {
void DefineBuffers()
{
//
// Fast ...
@@ -326,6 +347,11 @@ void DefineBuffers() {
//
SetIndexBuffer(fastLRBufferIndex, fastLRBuffer, INDICATOR_CALCULATIONS);
SetIndexBuffer(slowLRBufferIndex, slowLRBuffer, INDICATOR_CALCULATIONS);
//
SetIndexBuffer(fastStateBufferIndex, fastStateBuffer, INDICATOR_CALCULATIONS);
SetIndexBuffer(slowStateBufferIndex, slowStateBuffer, INDICATOR_CALCULATIONS);
SetIndexBuffer(verifierStateBufferIndex, verifierStateBuffer, INDICATOR_CALCULATIONS);
}
//
@@ -333,21 +359,23 @@ void DefineBuffers() {
//
void CalculateFast(
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
int limit,
const int rates_total //
) {
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
int limit,
const int rates_total //
)
{
//
// Fast ...
//
// Calculate Fast Intercept and Slope ...
double fastSlope = 0;
double fastSlope = 0;
double fastIntercept = 0;
for(int i = limit; i < rates_total && !IsStopped(); i++) {
for (int i = limit; i < rates_total && !IsStopped(); i++)
{
//
double fastAppliedPrice = iGetPrice(fastAppliedTo, open[i], high[i], low[i], close[i]);
@@ -358,25 +386,33 @@ void CalculateFast(
fastSlope,
fastIntercept,
i,
rates_total //
rates_total //
);
fastLRBuffer[i] = fastLRValue;
}
//
// Calculate Fast ...
for(int i = 0; i < fastLength && !IsStopped(); i++) {
for (int i = 0; i < fastLength && !IsStopped(); i++)
{
//
double fast = fastIntercept + fastSlope * (fastLength - i - 1);
double fast = fastIntercept + fastSlope * (fastLength - i - 1);
fastBuffer[rates_total - i - 1] = fast;
//
double fastColor =
(fastSlope > 0) ? bullColorIDX : (fastSlope < 0) ? bearColorIDX :
neuturalColorIDX;
(fastSlope > 0)
? bullColorIDX
: (fastSlope < 0)
? bearColorIDX
: neuturalColorIDX;
double fastState = (fastSlope > 0)
? 1
: -1;
//
fastBufferColor[rates_total - i - 1] = fastColor;
fastStateBuffer[rates_total - i - 1] = fastState;
}
//
@@ -386,21 +422,23 @@ void CalculateFast(
//
void CalculateSlow(
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
int limit,
const int rates_total //
) {
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
int limit,
const int rates_total //
)
{
//
// Slow ...
//
// Calculate Slow Intercept and Slope ...
double slowSlope = 0;
double slowSlope = 0;
double slowIntercept = 0;
for(int i = limit; i < rates_total && !IsStopped(); i++) {
for (int i = limit; i < rates_total && !IsStopped(); i++)
{
//
double slowAppliedPrice = iGetPrice(slowAppliedTo, open[i], high[i], low[i], close[i]);
@@ -411,25 +449,33 @@ void CalculateSlow(
slowSlope,
slowIntercept,
i,
rates_total //
rates_total //
);
slowLRBuffer[i] = slowLRValue;
}
//
// Calculate Slow ...
for(int i = 0; i < slowLength && !IsStopped(); i++) {
for (int i = 0; i < slowLength && !IsStopped(); i++)
{
//
double slow = slowIntercept + slowSlope * (slowLength - i - 1);
double slow = slowIntercept + slowSlope * (slowLength - i - 1);
slowBuffer[rates_total - i - 1] = slow;
//
double slowColor =
(slowSlope > 0) ? bullColorIDX : (slowSlope < 0) ? bearColorIDX :
neuturalColorIDX;
(slowSlope > 0)
? bullColorIDX
: (slowSlope < 0)
? bearColorIDX
: neuturalColorIDX;
double slowState = (slowSlope > 0)
? 1
: -1;
//
slowBufferColor[rates_total - i - 1] = slowColor;
slowStateBuffer[rates_total - i - 1] = slowState;
}
//
@@ -439,16 +485,18 @@ void CalculateSlow(
//
void CalculateVerifier(
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
int limit,
const int rates_total //
) {
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
int limit,
const int rates_total //
)
{
//
// Calculate Verifier ...
for(int i = limit; i < rates_total && !IsStopped(); i++) {
for (int i = limit; i < rates_total && !IsStopped(); i++)
{
//
double verifierSlope;
double verifierIntercept;
@@ -463,17 +511,31 @@ void CalculateVerifier(
verifierSlope,
verifierIntercept,
i,
rates_total //
rates_total //
);
verifierBuffer[i] = verifier;
//
double verifierColor =
(i > 0) ?
(verifierBuffer[i] > verifierBuffer[i - 1]) ? bullColorIDX : (verifierBuffer[i] < verifierBuffer[i - 1]) ? bearColorIDX :
verifierBuffer[i - 1] :
neuturalColorIDX;
(i > 0)
? (verifierBuffer[i] > verifierBuffer[i - 1])
? bullColorIDX
: (verifierBuffer[i] < verifierBuffer[i - 1])
? bearColorIDX
: verifierBufferColor[i - 1]
: neuturalColorIDX;
double verifierState =
(i > 0)
? (verifierBuffer[i] > verifierBuffer[i - 1])
? 1
: (verifierBuffer[i] < verifierBuffer[i - 1])
? -1
: verifierStateBuffer[i - 1]
: -1;
//
verifierBufferColor[i] = verifierColor;
verifierStateBuffer[i] = verifierState;
}
}