806 lines
16 KiB
Plaintext
806 lines
16 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Helper Class Library
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// ----------------------------------------------
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// Name: XSCXCHEHelper
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// Description: provides all Indicator
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// Helper requirements ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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#include "../Classes/x-saherelm.xhelper.class.mq5"
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//
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// Definitions ...
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//
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enum ENUM_XCHE_BUFFERS
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{
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X_CHE_LONG_EXIT_1_LINE = 0,
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X_CHE_SHORT_EXIT_1_LINE = 1,
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X_CHE_LONG_EXIT_2_LINE = 2,
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X_CHE_SHORT_EXIT_2_LINE = 3,
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};
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//
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// Input Models ...
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struct XCHEInputs
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{
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//
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// Props ...
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//
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// Market ...
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int length; // Length
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int loopback; // Loopback
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double multiplier1; // 1st Multiplier
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double multiplier2; // 2nd Multiplier
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//
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// Calculation ...
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ENUM_APPLIED_PRICE upAppliedTo; // Up Zone Applied To
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ENUM_APPLIED_PRICE downAppliedTo; // Down Zone Applied To
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//
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// Presentation ...
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bool showLongExit1Line; // Show 1st Long Exit
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bool showShortExit1Line; // Show 1st Short Exit
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bool showLongExit2Line; // Show 2st Long Exit
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bool showShortExit2Line; // Show 2st Short Exit
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//
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// Constructor(s) ...
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XCHEInputs()
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{
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//
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Clean();
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}
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//
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// Tools ...
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//
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// Clean ...
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void Clean()
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{
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//
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length = 0;
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loopback = 0;
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multiplier1 = 0;
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multiplier2 = 0;
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//
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upAppliedTo = PRICE_HIGH;
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downAppliedTo = PRICE_LOW;
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//
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showLongExit1Line = false;
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showShortExit1Line = false;
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showLongExit2Line = false;
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showShortExit2Line = false;
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}
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//
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// Default ...
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void Default()
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{
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//
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length = 35;
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loopback = 26;
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multiplier1 = 3.0;
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multiplier2 = 3.5;
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//
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upAppliedTo = PRICE_HIGH;
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downAppliedTo = PRICE_LOW;
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//
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showLongExit1Line = true;
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showShortExit1Line = true;
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showLongExit2Line = true;
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showShortExit2Line = true;
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}
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//
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// Validate ...
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bool IsValid()
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{
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//
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bool result = false;
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//
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result =
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//
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length > 0 &&
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loopback < length &&
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multiplier1 > 0 &&
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multiplier2 > multiplier1
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//
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;
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//
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return result;
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}
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//
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// Retrieve MAx Length ...
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int Max()
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{
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//
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int result = 0;
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//
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result = MathMax(length, loopback);
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//
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return result;
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}
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};
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//
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// Define Conditions ...
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struct XCHEConditions
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{
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//
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// Common ...
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string symbol;
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ENUM_TIMEFRAMES period;
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datetime time;
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//
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// Buffers ...
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double long1[];
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double long2[];
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double short1[];
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double short2[];
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//
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// Conditions ...
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//
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bool isBullish;
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bool isBearish;
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bool isStrongBullish;
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bool isStrongBearish;
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bool isSwitchedToBullish;
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bool isSwitchedToBearish;
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bool isStrongSwitchedToBullish;
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bool isStrongSwitchedToBearish;
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//
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void Clean()
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{
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//
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Clean(long1);
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Clean(long2);
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Clean(short1);
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Clean(short2);
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//
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ArraySetAsSeries(long1, true);
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ArraySetAsSeries(long2, true);
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ArraySetAsSeries(short1, true);
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ArraySetAsSeries(short2, true);
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//
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isBullish = false;
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isBearish = false;
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isStrongBullish = false;
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isStrongBearish = false;
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isSwitchedToBullish = false;
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isSwitchedToBearish = false;
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isStrongSwitchedToBullish = false;
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isStrongSwitchedToBearish = false;
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}
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//
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void GenerateScore(
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double &bullishScore,
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double &bearishScore //
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)
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{
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//
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bullishScore = 0;
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bearishScore = 0;
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//
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if (isBullish)
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{
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bullishScore++;
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}
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if (isStrongBullish)
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{
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bullishScore++;
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}
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if (isSwitchedToBullish)
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{
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bullishScore++;
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}
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if (isStrongSwitchedToBullish)
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{
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bullishScore++;
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}
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//
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if (isBearish)
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{
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bearishScore++;
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}
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if (isStrongBearish)
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{
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bearishScore++;
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}
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if (isSwitchedToBearish)
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{
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bearishScore++;
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}
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if (isStrongSwitchedToBearish)
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{
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bearishScore++;
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}
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}
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//
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string GenerateSummary(
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bool onlyCommons = false,
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bool onlyConditions = false,
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bool includeScores = true,
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bool ignoreFalseConditions = true,
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string separator = "\n" //
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)
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{
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//
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string result = NULL;
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//
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double bullishScore = 0;
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double bearishScore = 0;
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GenerateScore(
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bullishScore,
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bearishScore //
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);
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//
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string scoresStr =
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//
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"Scores: " + separator +
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"---------------" + separator +
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"Bullish: " + ToString(bullishScore) + separator +
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"Bearish: " + ToString(bearishScore) + separator +
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""
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//
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;
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//
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string commonStr = GenerateSpecifiedCommonSummary(
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this,
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separator,
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includeScores //
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);
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//
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string conditionsStr =
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//
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ToString("isBullish", isBullish, ignoreFalseConditions, separator) +
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ToString("isBearish", isBearish, ignoreFalseConditions, separator) +
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ToString("isStrongBullish", isStrongBullish, ignoreFalseConditions, separator) +
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ToString("isStrongBearish", isStrongBearish, ignoreFalseConditions, separator) +
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ToString("isSwitchedToBullish", isSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isSwitchedToBearish", isSwitchedToBearish, ignoreFalseConditions, separator) +
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ToString("isStrongSwitchedToBullish", isStrongSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isStrongSwitchedToBearish", isStrongSwitchedToBearish, ignoreFalseConditions, separator) +
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""
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//
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;
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//
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result =
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//
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"[" + GetTag() + "]" + separator +
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(onlyConditions
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? ""
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: commonStr) +
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(!includeScores
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? ""
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: scoresStr) +
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" " + separator +
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(onlyCommons
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? ""
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: conditionsStr) +
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""
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//
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;
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//
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return result;
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}
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//
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string GetTag()
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{
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return "XCHE";
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}
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};
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//
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// Class ...
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class XSCXCHEHelper : public XSCBaseHelper
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{
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//
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// Public ...
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public:
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//
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// Props ...
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//
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// Constructors ...
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XSCXCHEHelper() : XSCBaseHelper(_Symbol, _Period)
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{
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}
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//
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// Deconstructor ...
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~XSCXCHEHelper() {}
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//
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// Tools ...
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bool Init(
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string symbol, // Trading Symbol
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ENUM_TIMEFRAMES period, // Trading Period
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XCHEInputs &inputs // Inputs
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)
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{
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//
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bool result = false;
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//
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mSymbol = symbol;
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mPeriod = period;
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//
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result = inputs.IsValid();
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if (!result)
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{
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return result;
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}
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//
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mInputs = inputs;
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//
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ArraySetAsSeries(longExit1Buffer, true);
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ArraySetAsSeries(longExit2Buffer, true);
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ArraySetAsSeries(shortExit1Buffer, true);
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ArraySetAsSeries(shortExit2Buffer, true);
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//
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mHandler = iCustom(
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mSymbol,
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mPeriod,
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"x-saherelm.xche",
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//
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// Inputs ...
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//
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// Market ...
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"",
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mInputs.length,
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mInputs.loopback,
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mInputs.multiplier1,
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mInputs.multiplier2,
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//
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// Calculations ...
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"",
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mInputs.upAppliedTo,
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mInputs.downAppliedTo,
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//
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// Presentation ...
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"",
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mInputs.showLongExit1Line, // Show 1st Long Exit,
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mInputs.showShortExit1Line, // Show 1st Short Exit,
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mInputs.showLongExit2Line, // Show 2st Long Exit,
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mInputs.showShortExit2Line // Show 2st Short Exit
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//
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);
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result = mHandler != INVALID_HANDLE;
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if (!result)
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{
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return result;
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}
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//
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return result;
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}
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//
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// Inputs ...
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//
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XCHEInputs GetInputs()
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{
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return mInputs;
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}
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//
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bool SetInputs(
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XCHEInputs &inputs // Configs
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)
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{
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//
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return Init(
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mSymbol,
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mPeriod,
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inputs);
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}
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//
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// Buffers ...
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//
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double GetLongExit1(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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return longExit1Buffer[barIndex];
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}
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//
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// Copy Required Long Exits 1 ...
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int CopyLongExit1(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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longExit1Buffer,
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buffer,
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forceClean
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//
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);
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}
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//
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double GetLongExit2(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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return longExit2Buffer[barIndex];
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}
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//
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// Copy Required Long Exits 2 ...
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int CopyLongExit2(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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longExit2Buffer,
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buffer,
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forceClean
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//
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);
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}
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//
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double GetShortExit1(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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return shortExit1Buffer[barIndex];
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}
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//
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// Copy Required Short Exits 1 ...
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int CopyShortExit1(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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shortExit1Buffer,
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buffer,
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forceClean
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//
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);
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}
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//
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double GetShortExit2(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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return shortExit2Buffer[barIndex];
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}
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//
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// Copy Required Short Exits 2 ...
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int CopyShortExit2(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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shortExit2Buffer,
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buffer,
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forceClean
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//
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);
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}
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//
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bool GetConditions(
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XCHEConditions &conditions, //
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int barIndex = 0, //
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int loopback = 3 //
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)
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{
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//
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bool result = true;
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//
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if (loopback < 3)
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{
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loopback = 3;
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}
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//
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conditions.Clean();
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//
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conditions.symbol = mSymbol;
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conditions.period = mPeriod;
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conditions.time = TimeCurrent();
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//
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int zIndex = barIndex;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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// Buffers ...
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//
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CopyLongExit1(
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zIndex,
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loopback,
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conditions.long1 //
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);
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CopyLongExit2(
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zIndex,
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loopback,
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conditions.long2 //
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);
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CopyShortExit1(
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zIndex,
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loopback,
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conditions.short1 //
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);
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CopyShortExit2(
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zIndex,
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loopback,
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conditions.short2 //
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);
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//
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// Conditions ...
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//
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bool isBullish = NotEmptyZero(conditions.long1[cIndex]);
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bool isBearish = NotEmptyZero(conditions.short1[cIndex]);
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//
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bool isBullishPrev = NotEmptyZero(conditions.long1[pIndex]);
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bool isBearishPrev = NotEmptyZero(conditions.short1[pIndex]);
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//
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bool isStrongBullish = isBullish &&
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NotEmptyZero(conditions.long2[cIndex]);
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bool isStrongBearish = isBearish &&
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NotEmptyZero(conditions.short2[cIndex]);
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//
|
|
bool isStrongBullishPrev = isBullishPrev &&
|
|
NotEmptyZero(conditions.long2[pIndex]);
|
|
bool isStrongBearishPrev = isBearishPrev &&
|
|
NotEmptyZero(conditions.short2[pIndex]);
|
|
|
|
//
|
|
bool isSwitchedToBullish = isBullish &&
|
|
!isBullishPrev;
|
|
bool isSwitchedToBearish = isBearish &&
|
|
!isBearishPrev;
|
|
|
|
//
|
|
bool isStrongSwitchedToBullish = isStrongBullish &&
|
|
!isStrongBullishPrev;
|
|
bool isStrongSwitchedToBearish = isStrongBearish &&
|
|
!isStrongBearishPrev;
|
|
|
|
//
|
|
conditions.isBullish = isBullish;
|
|
conditions.isBearish = isBearish;
|
|
conditions.isStrongBullish = isStrongBullish;
|
|
conditions.isStrongBearish = isStrongBearish;
|
|
conditions.isSwitchedToBullish = isSwitchedToBullish;
|
|
conditions.isSwitchedToBearish = isSwitchedToBearish;
|
|
conditions.isStrongSwitchedToBullish = isStrongSwitchedToBullish;
|
|
conditions.isStrongSwitchedToBearish = isStrongSwitchedToBearish;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
XCHEInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
//
|
|
double longExit1Buffer[];
|
|
double longExit2Buffer[];
|
|
double shortExit1Buffer[];
|
|
double shortExit2Buffer[];
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Calculate Values Until Now ...
|
|
void Calculate()
|
|
{
|
|
//
|
|
int totalBars = CountBars();
|
|
if (totalBars > 1000) {
|
|
totalBars = 1000;
|
|
}
|
|
|
|
//
|
|
// Long Exit 1 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X_CHE_LONG_EXIT_1_LINE,
|
|
0,
|
|
totalBars,
|
|
longExit1Buffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Long Exit 2 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X_CHE_LONG_EXIT_2_LINE,
|
|
0,
|
|
totalBars,
|
|
longExit2Buffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Short Exit 1 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X_CHE_SHORT_EXIT_1_LINE,
|
|
0,
|
|
totalBars,
|
|
shortExit1Buffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Short Exit 2 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X_CHE_SHORT_EXIT_2_LINE,
|
|
0,
|
|
totalBars,
|
|
shortExit2Buffer
|
|
//
|
|
);
|
|
}
|
|
};
|
|
|
|
//
|
|
// Tools ...
|