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saherelm
2024-11-28 17:02:02 +03:30
parent 9ba70d733a
commit eca4870c03
8 changed files with 14181 additions and 548 deletions
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Libraries/x-saherelm.common.lib.mq5
+188 -521
View File
@@ -23,6 +23,9 @@
// Imports ...
#include "../Classes/x-saherelm.x-md5.class.mq5"
//
#include <MovingAverages.mqh>
//
// Models ...
@@ -6918,247 +6921,6 @@ struct XMarketParser
//
};
//
// Styling Buffers ...
//
struct XBufferPlotStyle
{
//
int width; // Width
color clr; // Color
uchar arrow; // Arrow Code
ENUM_DRAW_TYPE type; // Type
ENUM_LINE_STYLE style; // Style
//
// Constructor ...
XBufferPlotStyle()
{
Default();
}
//
// Tools ...
//
// Default ...
void Default()
{
//
width = 1;
arrow = 0;
clr = CLR_NONE;
type = DRAW_NONE;
style = STYLE_SOLID;
}
};
//
// Register a Buffer as Indexed Buffer ...
void SetIndexBuffer(
int &index, // the Index refrence for Buffer
double &buffer[], // Buffer to Set
XBufferPlotStyle &style, // Style to Apply to Buffer
double &colorBuffer[], // Color Buffer
string label = NULL, // Buffer Label
bool showData = true, // Show Data on Data Window
double empty = -1, // Set 0 or EMPTY_VALUE used for setting Empty Value
int drawBegin = -1 // if Set More Than -1 applied
)
{
//
// Set Buffer Index ...
SetIndexBuffer(index, buffer, INDICATOR_DATA);
//
// Show Date ...
PlotIndexSetInteger(index, PLOT_SHOW_DATA, showData);
//
// Set Buffer Label ...
if (IsValid(label))
{
PlotIndexSetString(index, PLOT_LABEL, label);
}
//
if (empty == 0 || empty == EMPTY_VALUE)
{
PlotIndexSetDouble(index, PLOT_EMPTY_VALUE, empty);
}
//
if (drawBegin > -1)
{
PlotIndexSetInteger(index, PLOT_DRAW_BEGIN, drawBegin);
}
//
if (style.type == DRAW_ARROW)
{
PlotIndexSetInteger(index, PLOT_ARROW, style.arrow);
}
//
PlotIndexSetInteger(index, PLOT_LINE_STYLE, style.style);
PlotIndexSetInteger(index, PLOT_LINE_WIDTH, style.width);
//
string drawTypeStr = EnumToString(style.type);
bool hasColorBuffer = Contains("COLOR", drawTypeStr);
//
if (!hasColorBuffer)
{
PlotIndexSetInteger(index, PLOT_LINE_COLOR, style.clr);
}
else
{
//
// Since Color Buffers must add as next Index of it's own Buffer
// here before applied Color Buffer increase index ...
index++;
//
SetIndexBuffer(index, colorBuffer, INDICATOR_COLOR_INDEX);
}
//
// Increase Index for Next Buffer ...
index++;
}
//
void SetIndexCandleBuffers(
int &index, // the Index refrence for Buffer
string openLabel, // Open Label
double &open[], // Open Buffer
string highLabel, // High Label
double &high[], // High Buffer
string lowLabel, // Low Label
double &low[], // Low Buffer
string closeLabel, // Close Label
double &close[], // Close Buffer
bool showData = true, // Show Data on Data Window
double empty = -1, // Set 0 or EMPTY_VALUE used for setting Empty Value
int drawBegin = -1 // if Set More Than -1 applied
)
{
//
bool hasLabel =
//
IsValid(openLabel) &&
IsValid(highLabel) &&
IsValid(lowLabel) &&
IsValid(closeLabel)
//
;
//
string label =
!hasLabel
? NULL
: openLabel + ";" + highLabel + ";" + lowLabel + ";" + closeLabel;
//
// Set Buffer Index ...
SetIndexBuffer(index, open, INDICATOR_DATA);
//
// Set Draw Candles Type ...
PlotIndexSetInteger(index, PLOT_LINE_STYLE, DRAW_CANDLES);
//
// Show Date ...
PlotIndexSetInteger(index, PLOT_SHOW_DATA, showData);
//
// Set Buffer Label ...
if (IsValid(label))
{
PlotIndexSetString(index, PLOT_LABEL, label);
}
//
if (empty == 0 || empty == EMPTY_VALUE)
{
PlotIndexSetDouble(index, PLOT_EMPTY_VALUE, empty);
}
//
if (drawBegin > -1)
{
PlotIndexSetInteger(index, PLOT_DRAW_BEGIN, drawBegin);
}
//
index++;
//
// Set Buffer Index ...
SetIndexBuffer(index, high, INDICATOR_DATA);
index++;
//
// Set Buffer Index ...
SetIndexBuffer(index, low, INDICATOR_DATA);
index++;
//
// Set Buffer Index ...
SetIndexBuffer(index, close, INDICATOR_DATA);
index++;
}
//
void SetIndexCandleBuffers(
int &index, // the Index refrence for Buffer
string openLabel, // Open Label
double &open[], // Open Buffer
string highLabel, // High Label
double &high[], // High Buffer
string lowLabel, // Low Label
double &low[], // Low Buffer
string closeLabel, // Close Label
double &close[], // Close Buffer
double &colorBuffer[], // Candle Color Buffer
bool showData = true, // Show Data on Data Window
double empty = -1, // Set 0 or EMPTY_VALUE used for setting Empty Value
int drawBegin = -1 // if Set More Than -1 applied
)
{
//
SetIndexCandleBuffers(
index,
openLabel,
open,
highLabel,
high,
lowLabel,
low,
closeLabel,
close,
showData,
empty,
drawBegin //
);
//
int mFirstIndex = index - 4;
//
// Set Draw Candles Type ...
PlotIndexSetInteger(mFirstIndex, PLOT_LINE_STYLE, DRAW_COLOR_CANDLES);
//
// Set Color Buffer ...
SetIndexBuffer(index, colorBuffer, INDICATOR_COLOR_INDEX);
//
index++;
}
//
// Functions ...
@@ -9785,212 +9547,6 @@ double GetFibonacciLevel(
return result;
}
//
double MAOnArray(
double &array[],
int total,
int period,
int ma_shift,
int ma_method,
int shift //
)
{
//
double result = 0;
//
double buf[];
double arr[];
//
if (total == 0)
{
total = ArraySize(array);
}
//
if (total > 0 && total <= period)
{
return result;
}
//
if (shift > total - period - ma_shift)
{
return result;
}
//
// MA Method ...
switch (ma_method)
{
//
// Mode SMA ...
case MODE_SMA: {
//
total = ArrayCopy(arr, array, 0, shift + ma_shift, period);
if (ArrayResize(buf, total) < 0)
{
return result;
}
//
double sum = 0;
int i, pos = total - 1;
for (i = 1; i < period; i++, pos--)
{
sum += arr[pos];
}
//
while (pos >= 0)
{
//
sum += arr[pos];
buf[pos] = sum / period;
sum -= arr[pos + period - 1];
pos--;
}
//
result = buf[0];
return result;
}
//
// Mode EMA ...
case MODE_EMA: {
//
if (ArrayResize(buf, total) < 0)
{
return result;
}
//
int pos = total - 2;
double pr = 2.0 / (period + 1);
//
while (pos >= 0)
{
//
if (pos == total - 2)
{
buf[pos + 1] = array[pos + 1];
}
//
buf[pos] = array[pos] * pr + buf[pos + 1] * (1 - pr);
pos--;
}
//
result = buf[shift + ma_shift];
return result;
}
//
// Mode SMMA ...
case MODE_SMMA: {
//
if (ArrayResize(buf, total) < 0)
{
return result;
}
//
int i, kk, pos;
double sum = 0;
pos = total - period;
//
while (pos >= 0)
{
//
if (pos == total - period)
{
//
for (i = 0, kk = pos; i < period; i++, kk++)
{
//
sum += array[kk];
buf[kk] = 0;
}
}
else
{
sum = buf[pos + 1] * (period - 1) + array[pos];
}
//
buf[pos] = sum / period;
pos--;
}
//
result = buf[shift + ma_shift];
return result;
}
//
// Mode LWMA ...
case MODE_LWMA: {
//
if (ArrayResize(buf, total) < 0)
{
return result;
}
//
double price;
double sum = 0.0, lsum = 0.0;
int i, weight = 0, pos = total - 1;
//
for (i = 1; i <= period; i++, pos--)
{
//
price = array[pos];
sum += price * i;
lsum += price;
weight += i;
}
//
pos++;
i = pos + period;
while (pos >= 0)
{
//
buf[pos] = sum / weight;
if (pos == 0)
{
break;
}
//
i--;
pos--;
price = array[pos];
sum = sum - lsum + price * period;
lsum -= array[i];
lsum += price;
}
//
result = buf[shift + ma_shift];
return result;
}
//
default:
return result;
}
//
return result;
}
//
// Method 1
// Normalize between 1 and 0 ...
@@ -12869,55 +12425,59 @@ ENUM_TIMEFRAMES GetNearestPeriod(ENUM_TIMEFRAMES mPeriod)
//
case PERIOD_M1:
case PERIOD_M2:
result = PERIOD_M4;
case PERIOD_M3:
result = PERIOD_M5;
break;
//
case PERIOD_M3:
case PERIOD_M4:
result = PERIOD_M6;
break;
//
case PERIOD_M5:
case PERIOD_M6:
case PERIOD_M10:
case PERIOD_M12:
result = PERIOD_M15;
result = PERIOD_M10;
break;
//
case PERIOD_M10:
case PERIOD_M12:
case PERIOD_M15:
result = PERIOD_M20;
break;
//
case PERIOD_M20:
result = PERIOD_M30;
case PERIOD_M30:
result = PERIOD_H1;
break;
//
case PERIOD_H1:
case PERIOD_H2:
result = PERIOD_H3;
break;
//
case PERIOD_H3:
result = PERIOD_H4;
break;
//
case PERIOD_H4:
result = PERIOD_H6;
break;
//
case PERIOD_H6:
result = PERIOD_H8;
break;
//
case PERIOD_H8:
result = PERIOD_H12;
break;
//
case PERIOD_H12:
result = PERIOD_D1;
break;
//
case PERIOD_D1:
result = PERIOD_W1;
break;
//
default:
result = PERIOD_MN1;
result = mPeriod;
break;
}
@@ -12941,55 +12501,59 @@ ENUM_TIMEFRAMES GetMediestPeriod(ENUM_TIMEFRAMES mPeriod)
//
case PERIOD_M1:
case PERIOD_M2:
result = PERIOD_M15;
case PERIOD_M3:
result = PERIOD_M10;
break;
//
case PERIOD_M3:
case PERIOD_M4:
case PERIOD_M5:
case PERIOD_M6:
result = PERIOD_M15;
break;
//
case PERIOD_M10:
case PERIOD_M12:
case PERIOD_M15:
result = PERIOD_M30;
break;
//
case PERIOD_M5:
case PERIOD_M6:
case PERIOD_M10:
case PERIOD_M12:
result = PERIOD_H1;
break;
//
case PERIOD_M15:
case PERIOD_M20:
case PERIOD_M30:
result = PERIOD_H2;
break;
//
case PERIOD_H1:
case PERIOD_H2:
result = PERIOD_H4;
break;
//
case PERIOD_H3:
result = PERIOD_H6;
break;
//
case PERIOD_H4:
result = PERIOD_H8;
break;
//
case PERIOD_H6:
result = PERIOD_H12;
break;
//
case PERIOD_H8:
result = PERIOD_D1;
break;
//
case PERIOD_H12:
result = PERIOD_W1;
break;
//
case PERIOD_D1:
result = PERIOD_MN1;
break;
//
default:
result = PERIOD_MN1;
result = mPeriod;
break;
}
@@ -13013,55 +12577,59 @@ ENUM_TIMEFRAMES GetLongestPeriod(ENUM_TIMEFRAMES mPeriod)
//
case PERIOD_M1:
case PERIOD_M2:
case PERIOD_M3:
result = PERIOD_M30;
break;
//
case PERIOD_M3:
case PERIOD_M4:
case PERIOD_M5:
case PERIOD_M6:
result = PERIOD_H1;
break;
//
case PERIOD_M5:
case PERIOD_M6:
case PERIOD_M10:
case PERIOD_M12:
case PERIOD_M15:
result = PERIOD_H2;
break;
//
case PERIOD_M15:
case PERIOD_M20:
case PERIOD_M30:
result = PERIOD_H4;
break;
//
case PERIOD_H1:
case PERIOD_H2:
result = PERIOD_H6;
break;
//
case PERIOD_H3:
result = PERIOD_H8;
break;
//
case PERIOD_H4:
result = PERIOD_H12;
break;
//
case PERIOD_H6:
result = PERIOD_D1;
break;
//
case PERIOD_H8:
result = PERIOD_W1;
break;
//
case PERIOD_H12:
result = PERIOD_MN1;
break;
//
case PERIOD_D1:
result = PERIOD_MN1;
break;
//
default:
result = PERIOD_MN1;
result = mPeriod;
break;
}
@@ -13085,55 +12653,59 @@ ENUM_TIMEFRAMES GetHindMostPeriod(ENUM_TIMEFRAMES mPeriod)
//
case PERIOD_M1:
case PERIOD_M2:
case PERIOD_M3:
result = PERIOD_H1;
break;
//
case PERIOD_M3:
case PERIOD_M4:
case PERIOD_M5:
case PERIOD_M6:
result = PERIOD_H2;
break;
//
case PERIOD_M5:
case PERIOD_M6:
case PERIOD_M10:
case PERIOD_M12:
case PERIOD_M15:
result = PERIOD_H4;
break;
//
case PERIOD_M15:
case PERIOD_M20:
result = PERIOD_H8;
case PERIOD_M30:
result = PERIOD_H6;
break;
//
case PERIOD_H1:
case PERIOD_H2:
result = PERIOD_H8;
break;
//
case PERIOD_H3:
result = PERIOD_H12;
break;
//
case PERIOD_H4:
result = PERIOD_D1;
break;
//
case PERIOD_H6:
result = PERIOD_W1;
break;
//
case PERIOD_H8:
result = PERIOD_MN1;
break;
//
case PERIOD_H12:
result = PERIOD_MN1;
break;
//
case PERIOD_D1:
result = PERIOD_MN1;
break;
//
default:
result = PERIOD_MN1;
result = mPeriod;
break;
}
@@ -13320,4 +12892,99 @@ bool IsSpecifiedBearish(ENUM_X_DIRECTION value)
return result;
}
//
// Moving Average ...
/**
* Calculate Sspecified Buffer's Moving Averages ...
*
* @param rates_total: Integer, number of items ...
* @param prev_calculated: Integer, Previous Calculate Items ...
* @param begin: Integer, Bar Index ...
* @param period: Integer, Moving Average Length ...
* @param price: Double Array, Specified Array for Calculating Moving Averages ...
* @param buffer: Double Array, Specified Array to Apply Calculated Moving Average on it ...
* @param method: ENUM_MA_METHOD member Specified Moving Average Calculation Method ...
*
* @return ( int )
*/
int iMAOnBuffer(
const int rates_total,
const int prev_calculated,
const int begin,
const int period,
const double &price[],
double &buffer[],
ENUM_MA_METHOD method = MODE_SMA //
)
{
//
int result = 0;
//
if (
period < 0 ||
rates_total <= 0 ||
prev_calculated < 0 ||
prev_calculated > rates_total)
{
return result;
}
//
switch (method)
{
//
case MODE_SMA:
result = SimpleMAOnBuffer(
rates_total,
prev_calculated,
begin,
period,
price,
buffer //
);
break;
//
case MODE_EMA:
result = ExponentialMAOnBuffer(
rates_total,
prev_calculated,
begin,
period,
price,
buffer //
);
break;
//
case MODE_LWMA:
result = LinearWeightedMAOnBuffer(
rates_total,
prev_calculated,
begin,
period,
price,
buffer //
);
break;
//
case MODE_SMMA:
result = SmoothedMAOnBuffer(
rates_total,
prev_calculated,
begin,
period,
price,
buffer //
);
break;
}
//
return result;
}
//