555 lines
9.7 KiB
Plaintext
555 lines
9.7 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Helper Class Library
|
|
// ----------------------------------------------
|
|
// Name: XSCXATSLHelper
|
|
// Description: provides all Indicator
|
|
// Helper requirements ...
|
|
//
|
|
//
|
|
// Maintainer:
|
|
// ------------
|
|
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
|
//
|
|
//////////////////////////////////////////////////////
|
|
//
|
|
// Global Properties ...
|
|
#property library
|
|
#property copyright "Copyright 2023, SaherElm IT Center"
|
|
#property link "https://www.saherelm.ir"
|
|
#property version "1.00"
|
|
#property strict
|
|
|
|
//
|
|
// Imports ...
|
|
#include "../Classes/x-saherelm.xhelper.class.mq5"
|
|
|
|
//
|
|
// Definitions ...
|
|
|
|
//
|
|
enum ENUM_XATSL_BUFFERS
|
|
{
|
|
XATSL_MAIN_LINE = 0,
|
|
};
|
|
|
|
//
|
|
// Input Models ...
|
|
struct XATSLInputs
|
|
{
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Market ...
|
|
int length; // Length
|
|
double coeff; // Coefficient
|
|
|
|
//
|
|
// Presentation ...
|
|
bool show; // Show
|
|
|
|
//
|
|
// Constructor(s) ...
|
|
XATSLInputs()
|
|
{
|
|
//
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Clean ...
|
|
void Clean()
|
|
{
|
|
//
|
|
length = 0;
|
|
coeff = 0;
|
|
|
|
//
|
|
show = false;
|
|
}
|
|
|
|
//
|
|
// Default ...
|
|
void Default()
|
|
{
|
|
//
|
|
length = 14;
|
|
coeff = 2.0;
|
|
|
|
//
|
|
show = true;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
length >= 2 &&
|
|
coeff > 0
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve MAx Length ...
|
|
int Max()
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
result = MathMax(result, length);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Define Conditions ...
|
|
struct XATSLConditions
|
|
{
|
|
//
|
|
// Common ...
|
|
string symbol;
|
|
ENUM_TIMEFRAMES period;
|
|
datetime time;
|
|
|
|
//
|
|
// Buffers ...
|
|
double atsl[];
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
bool isBullish;
|
|
bool isBearish;
|
|
|
|
//
|
|
bool isSwitchedToBullish;
|
|
bool isSwitchedToBearish;
|
|
|
|
//
|
|
void Clean()
|
|
{
|
|
//
|
|
Clean(atsl);
|
|
|
|
//
|
|
ArraySetAsSeries(atsl, true);
|
|
|
|
//
|
|
isBullish = false;
|
|
isBearish = false;
|
|
isSwitchedToBullish = false;
|
|
isSwitchedToBearish = false;
|
|
}
|
|
|
|
//
|
|
void GenerateScore(
|
|
double &bullishScore,
|
|
double &bearishScore //
|
|
)
|
|
{
|
|
//
|
|
bullishScore = 0;
|
|
bearishScore = 0;
|
|
|
|
//
|
|
if (isBullish)
|
|
{
|
|
bullishScore++;
|
|
}
|
|
if (isSwitchedToBullish)
|
|
{
|
|
bullishScore++;
|
|
}
|
|
|
|
if (isBearish)
|
|
{
|
|
bearishScore++;
|
|
}
|
|
if (isSwitchedToBearish)
|
|
{
|
|
bearishScore++;
|
|
}
|
|
}
|
|
|
|
//
|
|
string GenerateSummary(
|
|
bool onlyCommons = false,
|
|
bool onlyConditions = false,
|
|
bool includeScores = true,
|
|
bool ignoreFalseConditions = true,
|
|
string separator = "\n" //
|
|
)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
double bullishScore = 0;
|
|
double bearishScore = 0;
|
|
GenerateScore(
|
|
bullishScore,
|
|
bearishScore //
|
|
);
|
|
|
|
//
|
|
string scoresStr =
|
|
//
|
|
"Scores: " + separator +
|
|
"---------------" + separator +
|
|
"Bullish: " + ToString(bullishScore) + separator +
|
|
"Bearish: " + ToString(bearishScore) + separator +
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
string commonStr = GenerateSpecifiedCommonSummary(
|
|
this,
|
|
separator,
|
|
includeScores //
|
|
);
|
|
|
|
//
|
|
string conditionsStr =
|
|
//
|
|
ToString("isBullish", isBullish, ignoreFalseConditions, separator) +
|
|
ToString("isBearish", isBearish, ignoreFalseConditions, separator) +
|
|
ToString("isSwitchedToBullish", isSwitchedToBullish, ignoreFalseConditions, separator) +
|
|
ToString("isSwitchedToBearish", isSwitchedToBearish, ignoreFalseConditions, separator) +
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
result =
|
|
//
|
|
"[" + GetTag() + "]" + separator +
|
|
(onlyConditions
|
|
? ""
|
|
: commonStr) +
|
|
(!includeScores
|
|
? ""
|
|
: scoresStr) +
|
|
" " + separator +
|
|
(onlyCommons
|
|
? ""
|
|
: conditionsStr) +
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string GetTag()
|
|
{
|
|
return "XATSL";
|
|
}
|
|
};
|
|
|
|
//
|
|
// Class ...
|
|
class XSCXATSLHelper : public XSCBaseHelper
|
|
{
|
|
//
|
|
// Public ...
|
|
public:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Constructors ...
|
|
XSCXATSLHelper() : XSCBaseHelper(_Symbol, _Period)
|
|
{
|
|
}
|
|
|
|
//
|
|
// Deconstructor ...
|
|
~XSCXATSLHelper()
|
|
{
|
|
Clean(atslBuffer);
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
bool Init(
|
|
string symbol, // Trading Symbol
|
|
ENUM_TIMEFRAMES period, // Trading Period
|
|
XATSLInputs &inputs // Inputs
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
mSymbol = symbol;
|
|
mPeriod = period;
|
|
|
|
//
|
|
result = inputs.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
mInputs = inputs;
|
|
|
|
//
|
|
ArraySetAsSeries(atslBuffer, true);
|
|
mHandler = iCustom(
|
|
mSymbol,
|
|
mPeriod,
|
|
"x-saherelm.xatsl",
|
|
//
|
|
// Inputs ...
|
|
//
|
|
// Market ...
|
|
"",
|
|
mInputs.length,
|
|
mInputs.coeff,
|
|
//
|
|
// Presentation ...
|
|
"",
|
|
mInputs.show
|
|
//
|
|
);
|
|
result = mHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Inputs ...
|
|
|
|
//
|
|
XATSLInputs GetInputs()
|
|
{
|
|
return mInputs;
|
|
}
|
|
|
|
//
|
|
bool SetInputs(
|
|
XATSLInputs &inputs // Configs
|
|
)
|
|
{
|
|
//
|
|
return Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
inputs
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
double GetATSL(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atslBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atslBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Items ...
|
|
int CopyATSL(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
atslBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
XATSLConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 3 //
|
|
)
|
|
{
|
|
//
|
|
bool result = true;
|
|
|
|
//
|
|
if (loopback < 3)
|
|
{
|
|
loopback = 3;
|
|
}
|
|
|
|
//
|
|
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;
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
CopyATSL(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atsl //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isBullish = conditions.atsl[cIndex] < cBar.close;
|
|
bool isBullishPrev = conditions.atsl[pIndex] < pBar.close;
|
|
|
|
//
|
|
bool isBearish = conditions.atsl[cIndex] > cBar.close;
|
|
bool isBearishPrev = conditions.atsl[pIndex] > pBar.close;
|
|
|
|
//
|
|
bool isSwitchedToBullish = isBullish &&
|
|
!isBullishPrev;
|
|
bool isSwitchedToBearish = isBearish &&
|
|
!isBearishPrev;
|
|
|
|
//
|
|
conditions.isBullish = isBullish;
|
|
conditions.isBearish = isBearish;
|
|
conditions.isSwitchedToBullish = isSwitchedToBullish;
|
|
conditions.isSwitchedToBearish = isSwitchedToBearish;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
XATSLInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double atslBuffer[];
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Calculate Values Until Now ...
|
|
void Calculate()
|
|
{
|
|
//
|
|
int totalBars = CountBars();
|
|
if (totalBars > 1000)
|
|
{
|
|
totalBars = 1000;
|
|
}
|
|
|
|
//
|
|
// Longs Buffer ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XATSL_MAIN_LINE,
|
|
0,
|
|
totalBars,
|
|
atslBuffer
|
|
//
|
|
);
|
|
}
|
|
};
|
|
|
|
// |