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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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Helpers/x-saherelm.xrl.helper.mq5
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Indicators/x-saherelm.xrl.mq5
+138 -76
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@@ -30,16 +30,17 @@
// //
input group "Market"; input group "Market";
input group "Fast"; input group "Fast";
input int fastLength = 9; // Length input int fastLength = 9; // Length
input ENUM_APPLIED_PRICE fastAppliedTo = PRICE_CLOSE; // Applied To input ENUM_APPLIED_PRICE fastAppliedTo = PRICE_CLOSE; // Applied To
input int slowLength = 18; // Length input group "Slow";
input ENUM_APPLIED_PRICE slowAppliedTo = PRICE_CLOSE; // Applied To input int slowLength = 18; // Length
input ENUM_APPLIED_PRICE slowAppliedTo = PRICE_CLOSE; // Applied To
// //
input group "Presentation"; input group "Presentation";
input bool showFast = true; // Show Fast input bool showFast = true; // Show Fast
input bool showSlow = true; // Show Slow input bool showSlow = true; // Show Slow
input bool showVerifier = true; // Show Verifier input bool showVerifier = true; // Show Verifier
// //
// Buffers ... // Buffers ...
@@ -48,20 +49,20 @@ input bool showVerifier = true; // Show Verifier
#property indicator_chart_window #property indicator_chart_window
// //
#property indicator_buffers 8 #property indicator_buffers 11
#property indicator_plots 6 #property indicator_plots 6
// //
#define hideColorIDX 0 #define hideColorIDX 0
#define neuturalColorIDX 1 #define neuturalColorIDX 1
#define bullColorIDX 2 #define bullColorIDX 2
#define bearColorIDX 3 #define bearColorIDX 3
// //
// Fast ... // Fast ...
// //
#define fastBufferIndex 0 #define fastBufferIndex 0
#define fastBufferPlotIndex 0 #define fastBufferPlotIndex 0
double fastBuffer[]; double fastBuffer[];
@@ -80,7 +81,7 @@ double fastBufferColor[];
// Slow ... // Slow ...
// //
#define slowBufferIndex 2 #define slowBufferIndex 2
#define slowBufferPlotIndex 1 #define slowBufferPlotIndex 1
double slowBuffer[]; double slowBuffer[];
@@ -99,7 +100,7 @@ double slowBufferColor[];
// Verifier ... // Verifier ...
// //
#define verifierBufferIndex 4 #define verifierBufferIndex 4
#define verifierBufferPlotIndex 2 #define verifierBufferPlotIndex 2
double verifierBuffer[]; double verifierBuffer[];
@@ -121,6 +122,18 @@ double fastLRBuffer[];
#define slowLRBufferIndex 7 #define slowLRBufferIndex 7
double slowLRBuffer[]; double slowLRBuffer[];
//
#define fastStateBufferIndex 8
double fastStateBuffer[];
//
#define slowStateBufferIndex 9
double slowStateBuffer[];
//
#define verifierStateBufferIndex 10
double verifierStateBuffer[];
// //
// Variables ... // Variables ...
@@ -137,10 +150,12 @@ XLinearRegression verifierCalculator;
// //
// Initialization ... // Initialization ...
int OnInit() { int OnInit()
{
// //
// Validate Inputs ... // Validate Inputs ...
if(!ValidateInputs()) { if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT; return INIT_PARAMETERS_INCORRECT;
} }
@@ -166,7 +181,8 @@ int OnInit() {
// //
// DeInitialization ... // DeInitialization ...
void OnDeinit(const int reason) { void OnDeinit(const int reason)
{
// //
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
// REASON_REMOVE 1 Program removed from a chart // REASON_REMOVE 1 Program removed from a chart
@@ -183,17 +199,18 @@ void OnDeinit(const int reason) {
// //
// Calculating what we want ... // Calculating what we want ...
int OnCalculate( int OnCalculate(
const int rates_total, // Total Bars on Chart ... const int rates_total, // Total Bars on Chart ...
const int prev_calculated, // Total Calculated Bars on Charts ... const int prev_calculated, // Total Calculated Bars on Charts ...
const datetime &time[], // History of Open Time ... const datetime &time[], // History of Open Time ...
const double &open[], // History of Open Price ... const double &open[], // History of Open Price ...
const double &high[], // History of High Price ... const double &high[], // History of High Price ...
const double &low[], // History of Low Price ... const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ... const double &close[], // History of Close Price ...
const long &tick_volume[], // History of Tick Volumes on Bar ... const long &tick_volume[], // History of Tick Volumes on Bar ...
const long &volume[], // History of Trade Volumes ... const long &volume[], // History of Trade Volumes ...
const int &spread[] // History of Spread Price ... const int &spread[] // History of Spread Price ...
) { )
{
// //
int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0; int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0;
@@ -205,7 +222,7 @@ int OnCalculate(
low, low,
close, close,
limit, limit,
rates_total // rates_total //
); );
// //
@@ -216,7 +233,7 @@ int OnCalculate(
low, low,
close, close,
limit, limit,
rates_total // rates_total //
); );
// //
@@ -227,7 +244,7 @@ int OnCalculate(
low, low,
close, close,
limit, limit,
rates_total // rates_total //
); );
// //
@@ -239,7 +256,8 @@ int OnCalculate(
// //
// Validate Input Args for Initialization ... // Validate Input Args for Initialization ...
bool ValidateInputs() { bool ValidateInputs()
{
// //
bool result = false; bool result = false;
@@ -254,7 +272,8 @@ bool ValidateInputs() {
// //
// Retrieve all Exists Input Max Length ... // Retrieve all Exists Input Max Length ...
// use for Start Of Drawing ... // use for Start Of Drawing ...
int ExtractMaxLengthOfInputs() { int ExtractMaxLengthOfInputs()
{
// //
int result = 0; int result = 0;
@@ -268,13 +287,15 @@ int ExtractMaxLengthOfInputs() {
// //
// Set Indicator Short Name and also we can define Buffers Labels ... // Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName() { void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName); IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
} }
// //
// Define Indexes and Styles ... // Define Indexes and Styles ...
void DefineBuffers() { void DefineBuffers()
{
// //
// Fast ... // Fast ...
@@ -326,6 +347,11 @@ void DefineBuffers() {
// //
SetIndexBuffer(fastLRBufferIndex, fastLRBuffer, INDICATOR_CALCULATIONS); SetIndexBuffer(fastLRBufferIndex, fastLRBuffer, INDICATOR_CALCULATIONS);
SetIndexBuffer(slowLRBufferIndex, slowLRBuffer, 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( void CalculateFast(
const double &open[], // History of Open Price ... const double &open[], // History of Open Price ...
const double &high[], // History of High Price ... const double &high[], // History of High Price ...
const double &low[], // History of Low Price ... const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ... const double &close[], // History of Close Price ...
int limit, int limit,
const int rates_total // const int rates_total //
) { )
{
// //
// Fast ... // Fast ...
// //
// Calculate Fast Intercept and Slope ... // Calculate Fast Intercept and Slope ...
double fastSlope = 0; double fastSlope = 0;
double fastIntercept = 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]); double fastAppliedPrice = iGetPrice(fastAppliedTo, open[i], high[i], low[i], close[i]);
@@ -358,25 +386,33 @@ void CalculateFast(
fastSlope, fastSlope,
fastIntercept, fastIntercept,
i, i,
rates_total // rates_total //
); );
fastLRBuffer[i] = fastLRValue; fastLRBuffer[i] = fastLRValue;
} }
// //
// Calculate Fast ... // 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; fastBuffer[rates_total - i - 1] = fast;
// //
double fastColor = double fastColor =
(fastSlope > 0) ? bullColorIDX : (fastSlope < 0) ? bearColorIDX : (fastSlope > 0)
neuturalColorIDX; ? bullColorIDX
: (fastSlope < 0)
? bearColorIDX
: neuturalColorIDX;
double fastState = (fastSlope > 0)
? 1
: -1;
// //
fastBufferColor[rates_total - i - 1] = fastColor; fastBufferColor[rates_total - i - 1] = fastColor;
fastStateBuffer[rates_total - i - 1] = fastState;
} }
// //
@@ -386,21 +422,23 @@ void CalculateFast(
// //
void CalculateSlow( void CalculateSlow(
const double &open[], // History of Open Price ... const double &open[], // History of Open Price ...
const double &high[], // History of High Price ... const double &high[], // History of High Price ...
const double &low[], // History of Low Price ... const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ... const double &close[], // History of Close Price ...
int limit, int limit,
const int rates_total // const int rates_total //
) { )
{
// //
// Slow ... // Slow ...
// //
// Calculate Slow Intercept and Slope ... // Calculate Slow Intercept and Slope ...
double slowSlope = 0; double slowSlope = 0;
double slowIntercept = 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]); double slowAppliedPrice = iGetPrice(slowAppliedTo, open[i], high[i], low[i], close[i]);
@@ -411,25 +449,33 @@ void CalculateSlow(
slowSlope, slowSlope,
slowIntercept, slowIntercept,
i, i,
rates_total // rates_total //
); );
slowLRBuffer[i] = slowLRValue; slowLRBuffer[i] = slowLRValue;
} }
// //
// Calculate Slow ... // 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; slowBuffer[rates_total - i - 1] = slow;
// //
double slowColor = double slowColor =
(slowSlope > 0) ? bullColorIDX : (slowSlope < 0) ? bearColorIDX : (slowSlope > 0)
neuturalColorIDX; ? bullColorIDX
: (slowSlope < 0)
? bearColorIDX
: neuturalColorIDX;
double slowState = (slowSlope > 0)
? 1
: -1;
// //
slowBufferColor[rates_total - i - 1] = slowColor; slowBufferColor[rates_total - i - 1] = slowColor;
slowStateBuffer[rates_total - i - 1] = slowState;
} }
// //
@@ -439,16 +485,18 @@ void CalculateSlow(
// //
void CalculateVerifier( void CalculateVerifier(
const double &open[], // History of Open Price ... const double &open[], // History of Open Price ...
const double &high[], // History of High Price ... const double &high[], // History of High Price ...
const double &low[], // History of Low Price ... const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ... const double &close[], // History of Close Price ...
int limit, int limit,
const int rates_total // const int rates_total //
) { )
{
// //
// Calculate Verifier ... // Calculate Verifier ...
for(int i = limit; i < rates_total && !IsStopped(); i++) { for (int i = limit; i < rates_total && !IsStopped(); i++)
{
// //
double verifierSlope; double verifierSlope;
double verifierIntercept; double verifierIntercept;
@@ -463,17 +511,31 @@ void CalculateVerifier(
verifierSlope, verifierSlope,
verifierIntercept, verifierIntercept,
i, i,
rates_total // rates_total //
); );
verifierBuffer[i] = verifier; verifierBuffer[i] = verifier;
// //
double verifierColor = double verifierColor =
(i > 0) ? (i > 0)
(verifierBuffer[i] > verifierBuffer[i - 1]) ? bullColorIDX : (verifierBuffer[i] < verifierBuffer[i - 1]) ? bearColorIDX : ? (verifierBuffer[i] > verifierBuffer[i - 1])
verifierBuffer[i - 1] : ? bullColorIDX
neuturalColorIDX; : (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; verifierBufferColor[i] = verifierColor;
verifierStateBuffer[i] = verifierState;
} }
} }
MQL5.code-workspace
+2 -7
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@@ -4,10 +4,5 @@
"path": "." "path": "."
} }
], ],
"settings": { "settings": {}
"C_Cpp.default.includePath": [ }
"c:\\Users\\saherelm\\AppData\\Roaming\\MetaQuotes\\Terminal\\FAE4959D5A0334AE230243FCFFFD4053\\MQL5\\Include"
],
"C_Cpp.clang_format_style": "file:c:\\Users\\saherelm\\.vscode\\extensions\\l-i-v.mql-tools-2.1.0\\files\\.clang-format"
}
}