1439 lines
33 KiB
Plaintext
1439 lines
33 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Helper Class Library
|
|
// ----------------------------------------------
|
|
// Name: XCX121X3MAHelper
|
|
// 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.x-helper.class.mq5"
|
|
|
|
//
|
|
// Definitions ...
|
|
|
|
//
|
|
// Definitions ...
|
|
enum ENUM_X121_X3MA_BUFFERS
|
|
{
|
|
//
|
|
X121_X3MA_FAST_LINE = 0,
|
|
X121_X3MA_FAST_STATE_LINE = 6,
|
|
X121_X3MA_MID_LINE = 2,
|
|
X121_X3MA_MID_STATE_LINE = 7,
|
|
X121_X3MA_SLOW_LINE = 4,
|
|
X121_X3MA_SLOW_STATE_LINE = 8,
|
|
};
|
|
|
|
//
|
|
enum ENUM_X3MA_STATES
|
|
{
|
|
X3MA_STATE_BULLISH = 1,
|
|
X3MA_STATE_BEARISH = 2,
|
|
X3MA_STATE_NEUTURAL = 3,
|
|
};
|
|
|
|
//
|
|
// Input Models ...
|
|
struct X121X3MAInputs
|
|
{
|
|
//
|
|
// Props ...
|
|
int x3maFastMALength; // Fast MA Length
|
|
int x3maMidMALength; // Mid MA Length
|
|
int x3maSlowMALength; // Slow MA Length
|
|
ENUM_MA_METHOD x3maMaMethod; // MA Method
|
|
ENUM_APPLIED_PRICE x3maMaAppliedTo; // Applied To
|
|
|
|
//
|
|
int startCalculationForLastBars; // Calculate Last n Bars
|
|
|
|
//
|
|
bool showX3MaFast; // Show X3Ma Fast
|
|
bool showX3MaMid; // Show X3Ma Medium
|
|
bool showX3MaSlow; // Show X3Ma Slow
|
|
|
|
//
|
|
// Constructor(s) ...
|
|
X121X3MAInputs()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Clean ...
|
|
void Clean()
|
|
{
|
|
//
|
|
x3maFastMALength = 0;
|
|
x3maMidMALength = 0;
|
|
x3maSlowMALength = 0;
|
|
x3maMaMethod = MODE_EMA;
|
|
x3maMaAppliedTo = PRICE_CLOSE;
|
|
startCalculationForLastBars = 0;
|
|
showX3MaFast = false;
|
|
showX3MaMid = false;
|
|
showX3MaSlow = false;
|
|
|
|
//
|
|
ZeroMemory(this);
|
|
}
|
|
|
|
//
|
|
// Default ...
|
|
void Default()
|
|
{
|
|
//
|
|
x3maFastMALength = 20;
|
|
x3maMidMALength = 50;
|
|
x3maSlowMALength = 200;
|
|
x3maMaMethod = MODE_EMA;
|
|
x3maMaAppliedTo = PRICE_CLOSE;
|
|
startCalculationForLastBars = 1000;
|
|
showX3MaFast = true;
|
|
showX3MaMid = true;
|
|
showX3MaSlow = true;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
x3maFastMALength > 2 &&
|
|
x3maMidMALength > x3maFastMALength &&
|
|
x3maSlowMALength > x3maMidMALength
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve MAx Length ...
|
|
int Max()
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
result = MathMax(x3maFastMALength, x3maMidMALength);
|
|
result = MathMax(result, x3maSlowMALength);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Conditions ...
|
|
struct X121X3MAConditions
|
|
{
|
|
//
|
|
// Common ...
|
|
string symbol;
|
|
ENUM_TIMEFRAMES period;
|
|
datetime time;
|
|
|
|
//
|
|
// Buffers ...
|
|
double x3maFastBuffer[];
|
|
double x3maMidBuffer[];
|
|
double x3maSlowBuffer[];
|
|
double x3maFastStateBuffer[];
|
|
double x3maMidStateBuffer[];
|
|
double x3maSlowStateBuffer[];
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
bool isX3MaFastBullish;
|
|
bool isX3MaFastBearish;
|
|
bool isX3MaFastNeutural;
|
|
|
|
//
|
|
bool isX3MaMidBullish;
|
|
bool isX3MaMidBearish;
|
|
bool isX3MaMidNeutural;
|
|
|
|
//
|
|
bool isX3MaSlowBullish;
|
|
bool isX3MaSlowBearish;
|
|
bool isX3MaSlowNeutural;
|
|
|
|
//
|
|
bool isX3MaFastOverMid;
|
|
bool isX3MaMidOverSlow;
|
|
|
|
//
|
|
bool isX3MaFastUnderMid;
|
|
bool isX3MaMidUnderSlow;
|
|
|
|
//
|
|
bool isX3MaBullishState;
|
|
bool isX3MaBearishState;
|
|
bool isX3MaNeuturalState;
|
|
|
|
//
|
|
bool isX3MaBullishOrdered;
|
|
bool isX3MaBearishOrdered;
|
|
|
|
//
|
|
bool isX3MaSwitchedToBullishOrdered;
|
|
bool isX3MaSwitchedToBearishOrdered;
|
|
|
|
//
|
|
bool isX3MaSwitchedToBullishState;
|
|
bool isX3MaSwitchedToBearishState;
|
|
bool isX3MaSwitchedToNeuturalState;
|
|
|
|
//
|
|
// Constructor ...
|
|
X121X3MAConditions()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Cleaning Up ...
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
// Commons ...
|
|
symbol = NULL;
|
|
period = NULL;
|
|
time = NULL;
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
Clean(x3maFastBuffer);
|
|
Clean(x3maMidBuffer);
|
|
Clean(x3maSlowBuffer);
|
|
Clean(x3maFastStateBuffer);
|
|
Clean(x3maMidStateBuffer);
|
|
Clean(x3maSlowStateBuffer);
|
|
|
|
//
|
|
ArraySetAsSeries(x3maFastBuffer, true);
|
|
ArraySetAsSeries(x3maMidBuffer, true);
|
|
ArraySetAsSeries(x3maSlowBuffer, true);
|
|
ArraySetAsSeries(x3maFastStateBuffer, true);
|
|
ArraySetAsSeries(x3maMidStateBuffer, true);
|
|
ArraySetAsSeries(x3maSlowStateBuffer, true);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
isX3MaFastBullish = false;
|
|
isX3MaFastBearish = false;
|
|
isX3MaFastNeutural = false;
|
|
|
|
//
|
|
isX3MaMidBullish = false;
|
|
isX3MaMidBearish = false;
|
|
isX3MaMidNeutural = false;
|
|
|
|
//
|
|
isX3MaSlowBullish = false;
|
|
isX3MaSlowBearish = false;
|
|
isX3MaSlowNeutural = false;
|
|
|
|
//
|
|
isX3MaFastOverMid = false;
|
|
isX3MaMidOverSlow = false;
|
|
|
|
//
|
|
isX3MaFastUnderMid = false;
|
|
isX3MaMidUnderSlow = false;
|
|
|
|
//
|
|
isX3MaBullishState = false;
|
|
isX3MaBearishState = false;
|
|
isX3MaNeuturalState = false;
|
|
|
|
//
|
|
isX3MaBullishOrdered = false;
|
|
isX3MaBearishOrdered = false;
|
|
|
|
//
|
|
isX3MaSwitchedToBullishOrdered = false;
|
|
isX3MaSwitchedToBearishOrdered = false;
|
|
|
|
//
|
|
isX3MaSwitchedToBullishState = false;
|
|
isX3MaSwitchedToBearishState = false;
|
|
isX3MaSwitchedToNeuturalState = false;
|
|
|
|
//
|
|
ZeroMemory(this);
|
|
}
|
|
|
|
/**
|
|
* Generate Conditions Scores ...
|
|
*
|
|
* @param bullishScore: Double, Directional Scores Reference ...
|
|
* @param bearishScore: Double, Directional Scores Reference ...
|
|
*/
|
|
void GenerateScore(
|
|
double &bullishScore,
|
|
double &bearishScore //
|
|
)
|
|
{
|
|
//
|
|
bullishScore = 0;
|
|
bearishScore = 0;
|
|
|
|
//
|
|
double score = 1;
|
|
double minScore = 0.5;
|
|
double highScore = 1.5;
|
|
|
|
//
|
|
// X3MA ...
|
|
|
|
//
|
|
if (isX3MaBullishState)
|
|
{
|
|
bullishScore += score;
|
|
}
|
|
if (isX3MaBullishOrdered)
|
|
{
|
|
bullishScore += score;
|
|
}
|
|
if (isX3MaSwitchedToBullishState)
|
|
{
|
|
bullishScore += highScore;
|
|
}
|
|
if (isX3MaSwitchedToBullishOrdered)
|
|
{
|
|
bullishScore += highScore;
|
|
}
|
|
if (!isX3MaBullishState &&
|
|
!isX3MaSwitchedToBullishState)
|
|
{
|
|
//
|
|
if (isX3MaFastBullish)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
if (isX3MaSlowBullish)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
}
|
|
if (!isX3MaBullishOrdered &&
|
|
!isX3MaSwitchedToBullishOrdered)
|
|
{
|
|
//
|
|
if (isX3MaFastOverMid)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
if (isX3MaMidOverSlow)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (isX3MaBearishState)
|
|
{
|
|
bearishScore += score;
|
|
}
|
|
if (isX3MaBearishOrdered)
|
|
{
|
|
bearishScore += score;
|
|
}
|
|
if (isX3MaSwitchedToBearishState)
|
|
{
|
|
bearishScore += highScore;
|
|
}
|
|
if (isX3MaSwitchedToBearishOrdered)
|
|
{
|
|
bearishScore += highScore;
|
|
}
|
|
if (!isX3MaBearishState &&
|
|
!isX3MaSwitchedToBearishState)
|
|
{
|
|
//
|
|
if (isX3MaFastBearish)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
if (isX3MaSlowBearish)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
}
|
|
if (!isX3MaBearishOrdered &&
|
|
!isX3MaSwitchedToBearishOrdered)
|
|
{
|
|
//
|
|
if (isX3MaFastUnderMid)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
if (isX3MaMidUnderSlow)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Generate Summary String for Represent Conditions State ...
|
|
*
|
|
* @param onlyCommons: Boolean, Just Generate Only Commons Conditions ...
|
|
* @param onlyConditions: Boolean, Just Generate Only Conditions ...
|
|
* @param includeScores: Boolean, Attach Scores Representations on Result ...
|
|
* @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ...
|
|
* @param separator: String, Separate Lines ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
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 =
|
|
//
|
|
"-----------------------" + separator +
|
|
"X3MA: " + separator +
|
|
"-----------------------" + separator +
|
|
ToString("isX3MaFastBullish", isX3MaFastBullish, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaFastBearish", isX3MaFastBearish, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaFastNeutural", isX3MaFastNeutural, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaMidBullish", isX3MaMidBullish, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaMidBearish", isX3MaMidBearish, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaMidNeutural", isX3MaMidNeutural, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaSlowBullish", isX3MaSlowBullish, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaSlowBearish", isX3MaSlowBearish, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaSlowNeutural", isX3MaSlowNeutural, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaFastOverMid", isX3MaFastOverMid, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaMidOverSlow", isX3MaMidOverSlow, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaFastUnderMid", isX3MaFastUnderMid, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaMidUnderSlow", isX3MaMidUnderSlow, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaBullishState", isX3MaBullishState, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaBearishState", isX3MaBearishState, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaNeuturalState", isX3MaNeuturalState, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaBullishOrdered", isX3MaBullishOrdered, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaBearishOrdered", isX3MaBearishOrdered, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaSwitchedToBullishOrdered", isX3MaSwitchedToBullishOrdered, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaSwitchedToBearishOrdered", isX3MaSwitchedToBearishOrdered, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaSwitchedToBullishState", isX3MaSwitchedToBullishState, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaSwitchedToBearishState", isX3MaSwitchedToBearishState, ignoreFalseConditions, separator) +
|
|
ToString("isX3MaSwitchedToNeuturalState", isX3MaSwitchedToNeuturalState, ignoreFalseConditions, separator) +
|
|
//
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
result =
|
|
//
|
|
"[" + GetTag() + "]" + separator +
|
|
(onlyConditions
|
|
? ""
|
|
: commonStr) +
|
|
(!includeScores
|
|
? ""
|
|
: scoresStr) +
|
|
" " + separator +
|
|
(onlyCommons
|
|
? ""
|
|
: conditionsStr) +
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve nique Tag Identifier ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetTag()
|
|
{
|
|
return GetTypeName(this);
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Class ...
|
|
class XCX121X3MAHelper : public XCBaseHelper
|
|
{
|
|
//
|
|
// Public ...
|
|
public:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Constructors ...
|
|
XCX121X3MAHelper()
|
|
: XCBaseHelper(_Symbol, _Period)
|
|
{
|
|
}
|
|
|
|
//
|
|
// Deconstructor ...
|
|
~XCX121X3MAHelper()
|
|
{
|
|
//
|
|
mInputs.Clean();
|
|
|
|
//
|
|
Clean(x3maFastBuffer);
|
|
Clean(x3maMidBuffer);
|
|
Clean(x3maSlowBuffer);
|
|
Clean(x3maFastStateBuffer);
|
|
Clean(x3maMidStateBuffer);
|
|
Clean(x3maSlowStateBuffer);
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
bool Init(
|
|
string symbol, // Trading Symbol
|
|
ENUM_TIMEFRAMES period, // Trading Period
|
|
X121X3MAInputs &inputs // Inputs
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
mSymbol = symbol;
|
|
mPeriod = period;
|
|
|
|
//
|
|
result = inputs.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
ArraySetAsSeries(x3maFastBuffer, true);
|
|
ArraySetAsSeries(x3maMidBuffer, true);
|
|
ArraySetAsSeries(x3maSlowBuffer, true);
|
|
ArraySetAsSeries(x3maFastStateBuffer, true);
|
|
ArraySetAsSeries(x3maMidStateBuffer, true);
|
|
ArraySetAsSeries(x3maSlowStateBuffer, true);
|
|
|
|
//
|
|
mInputs = inputs;
|
|
|
|
//
|
|
mHandler = iCustom(
|
|
mSymbol,
|
|
mPeriod,
|
|
"x-saherelm.x121.x3ma",
|
|
//
|
|
// Inputs ...
|
|
//
|
|
// Market ...
|
|
"",
|
|
mInputs.x3maFastMALength,
|
|
mInputs.x3maMidMALength,
|
|
mInputs.x3maSlowMALength,
|
|
mInputs.x3maMaMethod,
|
|
mInputs.x3maMaAppliedTo,
|
|
//
|
|
// Presentation ...
|
|
"",
|
|
//
|
|
mInputs.startCalculationForLastBars,
|
|
//
|
|
mInputs.showX3MaFast,
|
|
mInputs.showX3MaMid,
|
|
mInputs.showX3MaSlow
|
|
//
|
|
);
|
|
result = mHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Inputs ...
|
|
|
|
//
|
|
X121X3MAInputs GetInputs()
|
|
{
|
|
return mInputs;
|
|
}
|
|
|
|
//
|
|
bool SetInputs(
|
|
X121X3MAInputs &inputs // Configs
|
|
)
|
|
{
|
|
//
|
|
return Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
inputs
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Readers ...
|
|
|
|
//
|
|
// FAST ...
|
|
|
|
//
|
|
double GetX3MaFast(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(x3maFastBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return x3maFastBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyX3MaFast(
|
|
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,
|
|
x3maFastBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE FAST ...
|
|
|
|
//
|
|
double GetX3MaFastState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(x3maFastStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return x3maFastStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyX3MaFastState(
|
|
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,
|
|
x3maFastStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// MID ...
|
|
|
|
//
|
|
double GetX3MaMid(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(x3maMidBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return x3maMidBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyX3MaMid(
|
|
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,
|
|
x3maMidBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE MID ...
|
|
|
|
//
|
|
double GetX3MaMidState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(x3maMidStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return x3maMidStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyX3MaMidState(
|
|
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,
|
|
x3maMidStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// SLOW ...
|
|
|
|
//
|
|
double GetX3MaSlowBuffer(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(x3maSlowBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return x3maSlowBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyX3MaSlow(
|
|
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,
|
|
x3maSlowBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE SLOW ...
|
|
|
|
//
|
|
double GetX3MaSlowState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(x3maSlowStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return x3maSlowStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyX3MaSlowState(
|
|
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,
|
|
x3maSlowStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Converts to State ...
|
|
ENUM_X3MA_STATES ToX3MAState(double value)
|
|
{
|
|
//
|
|
ENUM_X3MA_STATES result =
|
|
value == 1
|
|
? X3MA_STATE_BULLISH
|
|
: value == 2
|
|
? X3MA_STATE_BEARISH
|
|
: X3MA_STATE_NEUTURAL;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsX3MABullish(double value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = ToX3MAState(value) == X3MA_STATE_BULLISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsX3MABearish(double value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = ToX3MAState(value) == X3MA_STATE_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsX3MANeutural(double value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = ToX3MAState(value) == X3MA_STATE_NEUTURAL;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
void Free() override
|
|
{
|
|
Cleanup(10);
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
X121X3MAConditions &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 ...
|
|
|
|
//
|
|
CopyX3MaFast(
|
|
zIndex,
|
|
loopback,
|
|
conditions.x3maFastBuffer //
|
|
);
|
|
|
|
//
|
|
CopyX3MaFastState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.x3maFastStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopyX3MaMid(
|
|
zIndex,
|
|
loopback,
|
|
conditions.x3maMidBuffer //
|
|
);
|
|
|
|
//
|
|
CopyX3MaMidState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.x3maMidStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopyX3MaSlow(
|
|
zIndex,
|
|
loopback,
|
|
conditions.x3maSlowBuffer //
|
|
);
|
|
|
|
//
|
|
CopyX3MaSlowState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.x3maSlowStateBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
int cIDX = 1;
|
|
int pIDX = cIDX + 1;
|
|
|
|
//
|
|
// SAR ...
|
|
|
|
//
|
|
bool isX3MaFastBullish = IsX3MABullish(conditions.x3maFastStateBuffer[cIDX]);
|
|
bool isX3MaFastBullishPrev = IsX3MABullish(conditions.x3maFastStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaFastBearish = IsX3MABearish(conditions.x3maFastStateBuffer[cIDX]);
|
|
bool isX3MaFastBearishPrev = IsX3MABearish(conditions.x3maFastStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaFastNeutural = IsX3MANeutural(conditions.x3maFastStateBuffer[cIDX]);
|
|
bool isX3MaFastNeuturalPrev = IsX3MANeutural(conditions.x3maFastStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaMidBullish = IsX3MABullish(conditions.x3maMidStateBuffer[cIDX]);
|
|
bool isX3MaMidBullishPrev = IsX3MABullish(conditions.x3maMidStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaMidBearish = IsX3MABearish(conditions.x3maMidStateBuffer[cIDX]);
|
|
bool isX3MaMidBearishPrev = IsX3MABearish(conditions.x3maMidStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaMidNeutural = IsX3MANeutural(conditions.x3maMidStateBuffer[cIDX]);
|
|
bool isX3MaMidNeuturalPrev = IsX3MANeutural(conditions.x3maMidStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaSlowBullish = IsX3MABullish(conditions.x3maSlowStateBuffer[cIDX]);
|
|
bool isX3MaSlowBullishPrev = IsX3MABullish(conditions.x3maSlowStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaSlowBearish = IsX3MABearish(conditions.x3maSlowStateBuffer[cIDX]);
|
|
bool isX3MaSlowBearishPrev = IsX3MABearish(conditions.x3maSlowStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaSlowNeutural = IsX3MANeutural(conditions.x3maSlowStateBuffer[cIDX]);
|
|
bool isX3MaSlowNeuturalPrev = IsX3MANeutural(conditions.x3maSlowStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isX3MaFastOverMid = conditions.x3maFastBuffer[cIDX] > conditions.x3maMidBuffer[cIDX];
|
|
bool isX3MaFastOverMidPrev = conditions.x3maFastBuffer[pIDX] > conditions.x3maMidBuffer[pIDX];
|
|
|
|
//
|
|
bool isX3MaMidOverSlow = conditions.x3maMidBuffer[cIDX] > conditions.x3maSlowBuffer[cIDX];
|
|
bool isX3MaMidOverSlowPrev = conditions.x3maMidBuffer[pIDX] > conditions.x3maSlowBuffer[pIDX];
|
|
|
|
//
|
|
bool isX3MaFastUnderMid = conditions.x3maFastBuffer[cIDX] < conditions.x3maMidBuffer[cIDX];
|
|
bool isX3MaFastUnderMidPrev = conditions.x3maFastBuffer[pIDX] < conditions.x3maMidBuffer[pIDX];
|
|
|
|
//
|
|
bool isX3MaMidUnderSlow = conditions.x3maMidBuffer[cIDX] < conditions.x3maSlowBuffer[cIDX];
|
|
bool isX3MaMidUnderSlowPrev = conditions.x3maMidBuffer[pIDX] < conditions.x3maSlowBuffer[pIDX];
|
|
|
|
//
|
|
bool isX3MaBullishState = isX3MaFastBullish &&
|
|
isX3MaMidBullish &&
|
|
isX3MaSlowBullish;
|
|
bool isX3MaBullishStatePrev = isX3MaFastBullishPrev &&
|
|
isX3MaMidBullishPrev &&
|
|
isX3MaSlowBullishPrev;
|
|
|
|
//
|
|
bool isX3MaBearishState = isX3MaFastBearish &&
|
|
isX3MaMidBearish &&
|
|
isX3MaSlowBearish;
|
|
bool isX3MaBearishStatePrev = isX3MaFastBearishPrev &&
|
|
isX3MaMidBearishPrev &&
|
|
isX3MaSlowBearishPrev;
|
|
|
|
//
|
|
bool isX3MaNeuturalState = isX3MaFastNeutural &&
|
|
isX3MaMidNeutural &&
|
|
isX3MaSlowNeutural;
|
|
bool isX3MaNeuturalStatePrev = isX3MaFastNeuturalPrev &&
|
|
isX3MaMidNeuturalPrev &&
|
|
isX3MaSlowNeuturalPrev;
|
|
|
|
//
|
|
bool isX3MaBullishOrdered = isX3MaFastOverMid &&
|
|
isX3MaMidOverSlow;
|
|
bool isX3MaBullishOrderedPrev = isX3MaFastOverMidPrev &&
|
|
isX3MaMidOverSlowPrev;
|
|
|
|
//
|
|
bool isX3MaBearishOrdered = isX3MaFastUnderMid &&
|
|
isX3MaMidUnderSlow;
|
|
bool isX3MaBearishOrderedPrev = isX3MaFastUnderMidPrev &&
|
|
isX3MaMidUnderSlowPrev;
|
|
|
|
//
|
|
bool isX3MaSwitchedToBullishOrdered = isX3MaBullishOrdered &&
|
|
!isX3MaBullishOrderedPrev;
|
|
bool isX3MaSwitchedToBearishOrdered = isX3MaBearishOrdered &&
|
|
!isX3MaBearishOrderedPrev;
|
|
|
|
//
|
|
bool isX3MaSwitchedToBullishState = isX3MaBullishState &&
|
|
!isX3MaBullishStatePrev;
|
|
bool isX3MaSwitchedToBearishState = isX3MaBearishState &&
|
|
!isX3MaBearishStatePrev;
|
|
bool isX3MaSwitchedToNeuturalState = isX3MaNeuturalState &&
|
|
!isX3MaNeuturalStatePrev;
|
|
|
|
//
|
|
conditions.isX3MaFastBullish = isX3MaFastBullish;
|
|
conditions.isX3MaFastBearish = isX3MaFastBearish;
|
|
conditions.isX3MaFastNeutural = isX3MaFastNeutural;
|
|
conditions.isX3MaMidBullish = isX3MaMidBullish;
|
|
conditions.isX3MaMidBearish = isX3MaMidBearish;
|
|
conditions.isX3MaMidNeutural = isX3MaMidNeutural;
|
|
conditions.isX3MaSlowBullish = isX3MaSlowBullish;
|
|
conditions.isX3MaSlowBearish = isX3MaSlowBearish;
|
|
conditions.isX3MaSlowNeutural = isX3MaSlowNeutural;
|
|
conditions.isX3MaFastOverMid = isX3MaFastOverMid;
|
|
conditions.isX3MaMidOverSlow = isX3MaMidOverSlow;
|
|
conditions.isX3MaFastUnderMid = isX3MaFastUnderMid;
|
|
conditions.isX3MaMidUnderSlow = isX3MaMidUnderSlow;
|
|
conditions.isX3MaBullishState = isX3MaBullishState;
|
|
conditions.isX3MaBearishState = isX3MaBearishState;
|
|
conditions.isX3MaNeuturalState = isX3MaNeuturalState;
|
|
conditions.isX3MaBullishOrdered = isX3MaBullishOrdered;
|
|
conditions.isX3MaBearishOrdered = isX3MaBearishOrdered;
|
|
conditions.isX3MaSwitchedToBullishOrdered = isX3MaSwitchedToBullishOrdered;
|
|
conditions.isX3MaSwitchedToBearishOrdered = isX3MaSwitchedToBearishOrdered;
|
|
conditions.isX3MaSwitchedToBullishState = isX3MaSwitchedToBullishState;
|
|
conditions.isX3MaSwitchedToBearishState = isX3MaSwitchedToBearishState;
|
|
conditions.isX3MaSwitchedToNeuturalState = isX3MaSwitchedToNeuturalState;
|
|
|
|
//
|
|
Cleanup();
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
X121X3MAInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double x3maFastBuffer[];
|
|
double x3maMidBuffer[];
|
|
double x3maSlowBuffer[];
|
|
double x3maFastStateBuffer[];
|
|
double x3maMidStateBuffer[];
|
|
double x3maSlowStateBuffer[];
|
|
|
|
//
|
|
void Calculate(
|
|
int barIndex = 0,
|
|
int maxRequiredBars = 100 //
|
|
)
|
|
{
|
|
//
|
|
// Buffers ...
|
|
if (barIndex < 0) {
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
// FAST ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_X3MA_FAST_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
x3maFastBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// FAST STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_X3MA_FAST_STATE_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
x3maFastStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// MID ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_X3MA_MID_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
x3maMidBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// MID STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_X3MA_MID_STATE_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
x3maMidStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// SLOW ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_X3MA_SLOW_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
x3maSlowBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// SLOW STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_X3MA_SLOW_STATE_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
x3maSlowStateBuffer
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
void Cleanup(
|
|
int maxAllowed = 100 //
|
|
)
|
|
{
|
|
//
|
|
CleanupArray(
|
|
x3maFastBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
x3maMidBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
x3maSlowBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
x3maFastStateBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
x3maMidStateBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
x3maSlowStateBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Tools ... |