2012 lines
39 KiB
Plaintext
2012 lines
39 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: XCX121XOCSHelper
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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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// Imports ...
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#include "../Classes/x-saherelm.x-helper.class.mq5"
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//
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// Buffers ...
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enum ENUM_X121_XOSCS_BUFFERS
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{
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//
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// https://www.mql5.com/en/articles/11467 ...
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X121_XOSCS_XAC_LINE = 0,
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// https://www.mql5.com/en/articles/10993 ...
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X121_XOSCS_XAD_LINE = 1,
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// https://www.mql5.com/en/articles/10715 ...
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X121_XOSCS_XADX_LINE = 2,
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X121_XOSCS_XADX_P_LINE = 3,
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X121_XOSCS_XADX_N_LINE = 4,
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// https://www.mql5.com/en/articles/10748 ...
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X121_XOSCS_XATR_LINE = 5,
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// https://www.mql5.com/en/articles/10592 ...
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X121_XOSCS_XCCI_LINE = 6,
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// https://www.mql5.com/en/articles/10528 ...
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X121_XOSCS_XRSI_LINE = 7,
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// https://www.mql5.com/en/articles/11037 ...
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X121_XOSCS_XMFI_LINE = 8,
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// https://www.mql5.com/en/articles/11425 ...
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X121_XOSCS_XRVI_LINE = 9,
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X121_XOSCS_XRVI_S_LINE = 10,
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// https://www.mql5.com/en/articles/10674 ...
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X121_XOSCS_XMACD_LINE = 11,
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X121_XOSCS_XMACD_S_LINE = 12,
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// https://www.mql5.com/en/articles/10547 ...
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X121_XOSCS_XMOMENTUM_LINE = 13,
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// https://www.mql5.com/en/articles/10692 ..
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X121_XOSCS_XSTOCHASTIC_LINE = 14,
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X121_XOSCS_XSTOCHASTIC_S_LINE = 15,
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};
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//
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// Inputs ...
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struct X121XOCSInputs
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{
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//
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// Props ...
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//
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// Accumulation/Distribution ...
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ENUM_APPLIED_VOLUME adAppliedTo; // Applied To
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//
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// ADX ...
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int adxLength; // Length
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//
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// ATR ...
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int atrLength; // Length
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//
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// CCI ...
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int cciLength; // Length
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ENUM_APPLIED_PRICE cciAppliedTo; // Applied To
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//
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// RSI ...
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int rsiLength; // Length
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ENUM_APPLIED_PRICE rsiAppliedTo; // Applied To
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//
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// MFI ...
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int mfiLength; // Length
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ENUM_APPLIED_VOLUME mfiAppliedTo; // Applied To
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//
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// RVI ...
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int rviLength; // Length
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//
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// MACD ...
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int macdFastLength; // Fast EMA Length
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int macdSlowLength; // Slow EMA Length
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int macdSignalLength; // Signal Length
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ENUM_APPLIED_PRICE macdAppliedTo; // Applied To
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//
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// Momentum ...
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int momentumLength; // Length
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ENUM_APPLIED_PRICE momentumAppliedTo; // Applied To
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//
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// Stochastic ...
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int stochasticKLength; // K Length (Bars for Calculation)
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int stochasticDLength; // D Length (first Smoothing)
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int stochasticSmoothingLength; // Smoothing Length
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ENUM_MA_METHOD stochasticSmoothingMethod; // Smoothing Method
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ENUM_STO_PRICE stochasticAppliedTo; // Applied To
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//
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// Presentation ...
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int startCalculationForLastBars; // Calculate Last n Bars
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//
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// Constructor(s) ...
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X121XOCSInputs()
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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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// Accumulation/Distribution ...
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adAppliedTo = VOLUME_TICK; // Applied To
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//
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// ADX ...
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adxLength = 0; // Length
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//
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// ATR ...
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atrLength = 0; // Length
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//
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// CCI ...
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cciLength = 0; // Length
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cciAppliedTo = PRICE_TYPICAL; // Applied To
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//
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// RSI ...
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rsiLength = 0; // Length
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rsiAppliedTo = PRICE_CLOSE; // Applied To
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//
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// MFI ...
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mfiLength = 0; // Length
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mfiAppliedTo = VOLUME_TICK; // Applied To
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//
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// RVI ...
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rviLength = 0; // Length
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//
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// MACD ...
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macdFastLength = 0; // Fast EMA Length
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macdSlowLength = 0; // Slow EMA Length
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macdSignalLength = 0; // Signal Length
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macdAppliedTo = PRICE_CLOSE; // Applied To
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//
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// Momentum ...
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momentumLength = 0; // Length
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momentumAppliedTo = PRICE_CLOSE; // Applied To
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//
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// Stochastic ...
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stochasticKLength = 0; // K Length (Bars for Calculation)
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stochasticDLength = 0; // D Length (first Smoothing)
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stochasticSmoothingLength = 0; // Smoothing Length
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stochasticSmoothingMethod = MODE_SMA; // Smoothing Method
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stochasticAppliedTo = STO_LOWHIGH; // Applied To
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//
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// Presentation ...
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startCalculationForLastBars = 0; // Calculate Last n Bars
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//
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ZeroMemory(this);
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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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// Accumulation/Distribution ...
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adAppliedTo = VOLUME_TICK; // Applied To
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//
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// ADX ...
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adxLength = 14; // Length
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//
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// ATR ...
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atrLength = 14; // Length
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//
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// CCI ...
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cciLength = 14; // Length
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cciAppliedTo = PRICE_TYPICAL; // Applied To
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//
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// RSI ...
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rsiLength = 14; // Length
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rsiAppliedTo = PRICE_CLOSE; // Applied To
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//
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// MFI ...
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mfiLength = 14; // Length
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mfiAppliedTo = VOLUME_TICK; // Applied To
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//
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// RVI ...
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rviLength = 14; // Length
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//
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// MACD ...
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macdFastLength = 12; // Fast EMA Length
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macdSlowLength = 26; // Slow EMA Length
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macdSignalLength = 9; // Signal Length
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macdAppliedTo = PRICE_CLOSE; // Applied To
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//
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// Momentum ...
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momentumLength = 14; // Length
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momentumAppliedTo = PRICE_CLOSE; // Applied To
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//
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// Stochastic ...
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stochasticKLength = 5; // K Length (Bars for Calculation)
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stochasticDLength = 3; // D Length (first Smoothing)
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stochasticSmoothingLength = 3; // Smoothing Length
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stochasticSmoothingMethod = MODE_SMA; // Smoothing Method
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stochasticAppliedTo = STO_LOWHIGH; // Applied To
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//
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// Presentation ...
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startCalculationForLastBars = 1000; // Calculate Last n Bars
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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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adxLength > 0 &&
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atrLength > 0 &&
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cciLength > 0 &&
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rsiLength > 0 &&
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mfiLength > 0 &&
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rviLength > 0 &&
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//
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macdFastLength > 0 &&
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macdSlowLength > 0 &&
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macdSignalLength > 0 &&
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macdFastLength < macdSlowLength &&
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//
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stochasticKLength > 0 &&
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stochasticDLength > 0 &&
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stochasticSmoothingLength > 0 &&
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//
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momentumLength > 0
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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(adxLength, atrLength);
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result = MathMax(result, cciLength);
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result = MathMax(result, rsiLength);
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result = MathMax(result, mfiLength);
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result = MathMax(result, rviLength);
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result = MathMax(result, momentumLength);
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result = MathMax(result, macdFastLength);
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result = MathMax(result, macdSlowLength);
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result = MathMax(result, macdSignalLength);
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result = MathMax(result, stochasticKLength);
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result = MathMax(result, stochasticDLength);
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result = MathMax(result, stochasticSmoothingLength);
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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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// Conditions ...
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struct X121XOCSConditions
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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 acBuffer[];
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double adBuffer[];
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double atrBuffer[];
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double cciBuffer[];
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double rsiBuffer[];
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double mfiBuffer[];
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double rviBuffer[];
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double adxBuffer[];
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double adxpBuffer[];
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double adxnBuffer[];
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double macdBuffer[];
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double momentumBuffer[];
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double rviSignalBuffer[];
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double macdSignalBuffer[];
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double stochasticBuffer[];
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double stochasticSignalBuffer[];
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//
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// Conditions ...
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//
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// Constructor ...
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X121XOCSConditions()
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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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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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// Commons ...
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symbol = NULL;
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period = NULL;
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time = NULL;
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//
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// Buffers ...
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//
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Clean(acBuffer);
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Clean(adBuffer);
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Clean(atrBuffer);
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Clean(cciBuffer);
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Clean(rsiBuffer);
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Clean(mfiBuffer);
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Clean(rviBuffer);
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Clean(adxBuffer);
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Clean(adxpBuffer);
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Clean(adxnBuffer);
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Clean(macdBuffer);
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Clean(momentumBuffer);
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Clean(rviSignalBuffer);
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Clean(macdSignalBuffer);
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Clean(stochasticBuffer);
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Clean(stochasticSignalBuffer);
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//
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ArraySetAsSeries(acBuffer, true);
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ArraySetAsSeries(adBuffer, true);
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ArraySetAsSeries(atrBuffer, true);
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ArraySetAsSeries(cciBuffer, true);
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ArraySetAsSeries(rsiBuffer, true);
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ArraySetAsSeries(mfiBuffer, true);
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ArraySetAsSeries(rviBuffer, true);
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ArraySetAsSeries(adxBuffer, true);
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ArraySetAsSeries(adxpBuffer, true);
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ArraySetAsSeries(adxnBuffer, true);
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ArraySetAsSeries(macdBuffer, true);
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ArraySetAsSeries(momentumBuffer, true);
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ArraySetAsSeries(rviSignalBuffer, true);
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ArraySetAsSeries(macdSignalBuffer, true);
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ArraySetAsSeries(stochasticBuffer, true);
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ArraySetAsSeries(stochasticSignalBuffer, true);
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//
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// Conditions ...
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//
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ZeroMemory(this);
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}
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/**
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* Generate Conditions Scores ...
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*
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* @param bullishScore: Double, Directional Scores Reference ...
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* @param bearishScore: Double, Directional Scores Reference ...
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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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double score = 1;
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double minScore = 0.5;
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double highScore = 1.5;
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// //
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// if (isSarBullish)
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// {
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// bullishScore += minScore;
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// }
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// if (isSarSwitchedToBullish)
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// {
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// bullishScore += score;
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// }
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// //
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// if (isSarBearish)
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// {
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// bearishScore += minScore;
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// }
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// if (isSarSwitchedToBearish)
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// {
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// bearishScore += score;
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// }
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}
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/**
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* Generate Summary String for Represent Conditions State ...
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*
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* @param onlyCommons: Boolean, Just Generate Only Commons Conditions ...
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* @param onlyConditions: Boolean, Just Generate Only Conditions ...
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* @param includeScores: Boolean, Attach Scores Representations on Result ...
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* @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ...
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* @param separator: String, Separate Lines ...
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*
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* @return ( string )
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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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"-----------------------" + separator +
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"XOSCS: " + separator +
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"-----------------------" + separator +
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// ToString("isSarBullish", isSarBullish, ignoreFalseConditions, separator) +
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//
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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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* Retrieve nique Tag Identifier ...
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*
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* @return ( string )
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*/
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string GetTag()
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{
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return GetTypeName(this);
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}
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};
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//
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// Helper Class Implementation ...
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class XCX121XOCSHelper : XCBaseHelper
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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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XCX121XOCSHelper()
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: XCBaseHelper(_Symbol, _Period)
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{
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}
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//
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// Deconstructor ...
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~XCX121XOCSHelper()
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{
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//
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mInputs.Clean();
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//
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// Clean(x3maFastBuffer);
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}
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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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X121XOCSInputs &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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// ArraySetAsSeries(x3maFastBuffer, true);
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//
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mInputs = inputs;
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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.x121.x3ma",
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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.x3maFastMALength,
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// mInputs.x3maMidMALength,
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// mInputs.x3maSlowMALength,
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// mInputs.x3maMaMethod,
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// mInputs.x3maMaAppliedTo,
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// //
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// // Presentation ...
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// "",
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// //
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// mInputs.startCalculationForLastBars,
|
|
// //
|
|
// mInputs.showX3MaFast,
|
|
// mInputs.showX3MaMid,
|
|
// mInputs.showX3MaSlow
|
|
// //
|
|
// );
|
|
result = mHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Inputs ...
|
|
|
|
//
|
|
X121XOCSInputs GetInputs()
|
|
{
|
|
return mInputs;
|
|
}
|
|
|
|
//
|
|
bool SetInputs(
|
|
X121XOCSInputs &inputs // Configs
|
|
)
|
|
{
|
|
//
|
|
return Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
inputs
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Readers ...
|
|
|
|
//
|
|
// AC ...
|
|
|
|
//
|
|
double GetAC(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(acBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return acBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyAC(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
acBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// AD ...
|
|
|
|
//
|
|
double GetAD(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(adBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return adBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyAD(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
adBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// ADX ...
|
|
|
|
//
|
|
double GetADX(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(adxBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return adxBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyADX(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
adxBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// ADXP ...
|
|
|
|
//
|
|
double GetADXP(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(adxpBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return adxpBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyADXP(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
adxpBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// ADXN ...
|
|
|
|
//
|
|
double GetADXN(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(adxnBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return adxnBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyADXN(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
adxnBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// ATR ...
|
|
|
|
//
|
|
double GetATR(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(atrBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATR(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
atrBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// CCI ...
|
|
|
|
//
|
|
double GetCCI(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(cciBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return cciBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyCCI(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
cciBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// RSI ...
|
|
|
|
//
|
|
double GetRSI(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(rsiBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return rsiBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyRSI(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
rsiBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// MFI ...
|
|
|
|
//
|
|
double GetMFI(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(mfiBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return mfiBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyMFI(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
mfiBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Momentum ...
|
|
|
|
//
|
|
double GetMomentum(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(momentumBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return momentumBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyMomentum(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
momentumBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// RVI ...
|
|
|
|
//
|
|
double GetRVI(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(rviBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return rviBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyRVI(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
rviBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// RVI Signal ...
|
|
|
|
//
|
|
double GetRVISignal(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(rviSignalBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return rviSignalBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyRVISignal(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
rviSignalBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// MACD ...
|
|
|
|
//
|
|
double GetMACD(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(macdBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return macdBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyMACD(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
macdBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// MACD Signal ...
|
|
|
|
//
|
|
double GetMACDSignal(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(macdSignalBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return macdSignalBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyMACDSignal(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
macdSignalBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Stochastic ...
|
|
|
|
//
|
|
double GetStochastic(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(stochasticBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return stochasticBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyStochastic(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
stochasticBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Stochastic Signal ...
|
|
|
|
//
|
|
double GetStochasticSignal(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(stochasticSignalBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return stochasticSignalBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyStochasticSignal(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate(start);
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
0,
|
|
count,
|
|
stochasticSignalBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
void Free() override
|
|
{
|
|
Cleanup(10);
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
X121XOCSConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 5 //
|
|
)
|
|
{
|
|
//
|
|
bool result = true;
|
|
|
|
//
|
|
if (loopback < 5)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
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;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
CopyAC(
|
|
zIndex,
|
|
loopback,
|
|
conditions.acBuffer //
|
|
);
|
|
|
|
//
|
|
CopyAD(
|
|
zIndex,
|
|
loopback,
|
|
conditions.adBuffer //
|
|
);
|
|
|
|
//
|
|
CopyADX(
|
|
zIndex,
|
|
loopback,
|
|
conditions.adxBuffer //
|
|
);
|
|
|
|
//
|
|
CopyADXP(
|
|
zIndex,
|
|
loopback,
|
|
conditions.adxpBuffer //
|
|
);
|
|
|
|
//
|
|
CopyADXN(
|
|
zIndex,
|
|
loopback,
|
|
conditions.adxnBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATR(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrBuffer //
|
|
);
|
|
|
|
//
|
|
CopyCCI(
|
|
zIndex,
|
|
loopback,
|
|
conditions.cciBuffer //
|
|
);
|
|
|
|
//
|
|
CopyRSI(
|
|
zIndex,
|
|
loopback,
|
|
conditions.rsiBuffer //
|
|
);
|
|
|
|
//
|
|
CopyMFI(
|
|
zIndex,
|
|
loopback,
|
|
conditions.mfiBuffer //
|
|
);
|
|
|
|
//
|
|
CopyMomentum(
|
|
zIndex,
|
|
loopback,
|
|
conditions.momentumBuffer //
|
|
);
|
|
|
|
//
|
|
CopyRVI(
|
|
zIndex,
|
|
loopback,
|
|
conditions.rviBuffer //
|
|
);
|
|
|
|
//
|
|
CopyRVISignal(
|
|
zIndex,
|
|
loopback,
|
|
conditions.rviSignalBuffer //
|
|
);
|
|
|
|
//
|
|
CopyMACD(
|
|
zIndex,
|
|
loopback,
|
|
conditions.macdBuffer //
|
|
);
|
|
|
|
//
|
|
CopyMACDSignal(
|
|
zIndex,
|
|
loopback,
|
|
conditions.macdSignalBuffer //
|
|
);
|
|
|
|
//
|
|
CopyStochastic(
|
|
zIndex,
|
|
loopback,
|
|
conditions.stochasticBuffer //
|
|
);
|
|
|
|
//
|
|
CopyStochasticSignal(
|
|
zIndex,
|
|
loopback,
|
|
conditions.stochasticSignalBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
int cIDX = 1;
|
|
int pIDX = cIDX + 1;
|
|
|
|
//
|
|
Cleanup();
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
X121XOCSInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double acBuffer[];
|
|
double adBuffer[];
|
|
double atrBuffer[];
|
|
double cciBuffer[];
|
|
double rsiBuffer[];
|
|
double mfiBuffer[];
|
|
double rviBuffer[];
|
|
double adxBuffer[];
|
|
double adxpBuffer[];
|
|
double adxnBuffer[];
|
|
double macdBuffer[];
|
|
double momentumBuffer[];
|
|
double rviSignalBuffer[];
|
|
double macdSignalBuffer[];
|
|
double stochasticBuffer[];
|
|
double stochasticSignalBuffer[];
|
|
|
|
//
|
|
void Calculate(
|
|
int barIndex = 0,
|
|
int maxRequiredBars = 100 //
|
|
)
|
|
{
|
|
//
|
|
// Buffers ...
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
// AC ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XAC_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
acBuffer //
|
|
);
|
|
|
|
//
|
|
// AD ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XAD_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
adBuffer //
|
|
);
|
|
|
|
//
|
|
// ADX ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XADX_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
adxBuffer //
|
|
);
|
|
|
|
//
|
|
// ADX P ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XADX_P_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
adxpBuffer //
|
|
);
|
|
|
|
//
|
|
// ADX N ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XADX_N_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
adxnBuffer //
|
|
);
|
|
|
|
//
|
|
// ATR ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XATR_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
atrBuffer //
|
|
);
|
|
|
|
//
|
|
// CCI ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XCCI_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
cciBuffer //
|
|
);
|
|
|
|
//
|
|
// RSI ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XRSI_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
rsiBuffer //
|
|
);
|
|
|
|
//
|
|
// MFI ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XMFI_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
mfiBuffer //
|
|
);
|
|
|
|
//
|
|
// MOMENTUM ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XMOMENTUM_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
momentumBuffer //
|
|
);
|
|
|
|
//
|
|
// RVI ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XRVI_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
rviBuffer //
|
|
);
|
|
|
|
//
|
|
// RVI Signal ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XRVI_S_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
rviSignalBuffer //
|
|
);
|
|
|
|
//
|
|
// MACD ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XMACD_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
macdBuffer //
|
|
);
|
|
|
|
//
|
|
// MACD Signal ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XMACD_S_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
macdSignalBuffer //
|
|
);
|
|
|
|
//
|
|
// STOCHASTIC ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XSTOCHASTIC_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
stochasticBuffer //
|
|
);
|
|
|
|
//
|
|
// STOCHASTIC Signal ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XOSCS_XSTOCHASTIC_S_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
stochasticSignalBuffer //
|
|
);
|
|
}
|
|
|
|
//
|
|
void Cleanup(
|
|
int maxAllowed = 100 //
|
|
)
|
|
{
|
|
//
|
|
CleanupArray(
|
|
acBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
adBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
atrBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
cciBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
rsiBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
mfiBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
rviBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
adxBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
adxpBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
adxnBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
macdBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
momentumBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
rviSignalBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
macdSignalBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
stochasticBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
stochasticSignalBuffer,
|
|
maxAllowed //
|
|
);
|
|
}
|
|
|
|
//
|
|
};
|