1605 lines
36 KiB
Plaintext
1605 lines
36 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: XCX121XVWAPHelper
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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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// Definitions ...
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//
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// Definitions ...
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enum ENUM_X121_XVWAP_BUFFERS
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{
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//
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X121_XVWAP_FAST_LINE = 0,
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X121_XVWAP_FAST_STATE_LINE = 8,
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X121_XVWAP_MID_LINE = 2,
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X121_XVWAP_MID_STATE_LINE = 9,
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X121_XVWAP_SLOW_LINE = 4,
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X121_XVWAP_SLOW_STATE_LINE = 10,
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X121_XVWAP_VOLUME_LINE = 6,
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X121_XVWAP_PRICE_LINE = 7,
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};
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//
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enum ENUM_XVWAP_STATES
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{
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XVWAP_STATE_BULLISH = 1,
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XVWAP_STATE_BEARISH = 2,
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XVWAP_STATE_NEUTURAL = 3,
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};
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//
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// Input Models ...
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struct X121XVWAPInputs
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{
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//
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// Props ...
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int vwapFastLength; // Fast Length
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int vwapMidLength; // Mid Length
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int vwapSlowLength; // Slow Length
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ENUM_APPLIED_PRICE vwapAppliedTo; // Applied To
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//
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int startCalculationForLastBars; // Calculate Last n Bars
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//
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bool showVWapFast; // Show VWap Fast
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bool showVWapMedium; // Show VWap Medium
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bool showVWapSlow; // Show VWap Slow
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//
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// Constructor(s) ...
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X121XVWAPInputs()
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{
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//
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Clean();
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}
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//
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// Tools ...
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//
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// Clean ...
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void Clean()
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{
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//
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vwapFastLength = 0;
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vwapMidLength = 0;
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vwapSlowLength = 0;
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vwapAppliedTo = PRICE_CLOSE;
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//
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startCalculationForLastBars = 0;
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//
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showVWapFast = false;
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showVWapMedium = false;
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showVWapSlow = false;
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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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vwapFastLength = 20;
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vwapMidLength = 50;
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vwapSlowLength = 200;
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vwapAppliedTo = PRICE_CLOSE;
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//
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startCalculationForLastBars = 1000;
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//
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showVWapFast = true;
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showVWapMedium = true;
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showVWapSlow = true;
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}
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//
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// Validate ...
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bool IsValid()
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{
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//
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bool result = false;
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//
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result =
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//
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vwapFastLength > 2 &&
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vwapMidLength > vwapFastLength &&
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vwapSlowLength > vwapMidLength
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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(vwapFastLength, vwapMidLength);
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result = MathMax(result, vwapSlowLength);
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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 X121XVWAPConditions
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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 vwapFastBuffer[];
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double vwapMidBuffer[];
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double vwapSlowBuffer[];
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double vwapVolumeBuffer[];
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double vwapPriceBuffer[];
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double vwapFastStateBuffer[];
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double vwapMidStateBuffer[];
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double vwapSlowStateBuffer[];
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//
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// Conditions ...
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//
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bool isVWapFastBullish;
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bool isVWapFastBearish;
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bool isVWapFastNeutural;
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//
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bool isVWapMidBullish;
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bool isVWapMidBearish;
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bool isVWapMidNeutural;
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//
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bool isVWapSlowBullish;
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bool isVWapSlowBearish;
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bool isVWapSlowNeutural;
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//
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bool isVWapFastOverMid;
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bool isVWapMidOverSlow;
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//
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bool isVWapFastUnderMid;
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bool isVWapMidUnderSlow;
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//
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bool isVWapBullishState;
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bool isVWapBearishState;
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bool isVWapNeuturalState;
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//
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bool isVWapBullishOrdered;
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bool isVWapBearishOrdered;
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//
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bool isVWapSwitchedToBullishOrdered;
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bool isVWapSwitchedToBearishOrdered;
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//
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bool isVWapSwitchedToBullishState;
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bool isVWapSwitchedToBearishState;
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bool isVWapSwitchedToNeuturalState;
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//
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// Constructor ...
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X121XVWAPConditions()
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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(vwapFastBuffer);
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Clean(vwapMidBuffer);
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Clean(vwapSlowBuffer);
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Clean(vwapVolumeBuffer);
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Clean(vwapPriceBuffer);
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Clean(vwapFastStateBuffer);
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Clean(vwapMidStateBuffer);
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Clean(vwapSlowStateBuffer);
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//
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ArraySetAsSeries(vwapFastBuffer, true);
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ArraySetAsSeries(vwapMidBuffer, true);
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ArraySetAsSeries(vwapSlowBuffer, true);
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ArraySetAsSeries(vwapVolumeBuffer, true);
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ArraySetAsSeries(vwapPriceBuffer, true);
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ArraySetAsSeries(vwapFastStateBuffer, true);
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ArraySetAsSeries(vwapMidStateBuffer, true);
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ArraySetAsSeries(vwapSlowStateBuffer, true);
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//
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// Conditions ...
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//
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isVWapFastBullish = false;
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isVWapFastBearish = false;
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isVWapFastNeutural = false;
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//
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isVWapMidBullish = false;
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isVWapMidBearish = false;
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isVWapMidNeutural = false;
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//
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isVWapSlowBullish = false;
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isVWapSlowBearish = false;
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isVWapSlowNeutural = false;
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//
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isVWapFastOverMid = false;
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isVWapMidOverSlow = false;
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//
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isVWapFastUnderMid = false;
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isVWapMidUnderSlow = false;
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//
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isVWapBullishState = false;
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isVWapBearishState = false;
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isVWapNeuturalState = false;
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//
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isVWapBullishOrdered = false;
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isVWapBearishOrdered = false;
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//
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isVWapSwitchedToBullishOrdered = false;
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isVWapSwitchedToBearishOrdered = false;
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//
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isVWapSwitchedToBullishState = false;
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isVWapSwitchedToBearishState = false;
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isVWapSwitchedToNeuturalState = false;
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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 (isVWapBullishState)
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{
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bullishScore += score;
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}
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if (isVWapBullishOrdered)
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{
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bullishScore += score;
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}
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if (isVWapSwitchedToBullishState)
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{
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bullishScore += highScore;
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}
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if (isVWapSwitchedToBullishOrdered)
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{
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bullishScore += highScore;
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}
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if (!isVWapBullishState &&
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!isVWapSwitchedToBullishState)
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{
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//
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if (isVWapFastBullish)
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{
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bullishScore += minScore;
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}
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if (isVWapSlowBullish)
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{
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bullishScore += minScore;
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}
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}
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if (!isVWapBullishOrdered &&
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!isVWapSwitchedToBullishOrdered)
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{
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//
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if (isVWapFastOverMid)
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{
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bullishScore += minScore;
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}
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if (isVWapMidOverSlow)
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{
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bullishScore += minScore;
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}
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}
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//
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if (isVWapBearishState)
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{
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bearishScore += score;
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}
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if (isVWapBearishOrdered)
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{
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bearishScore += score;
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}
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if (isVWapSwitchedToBearishState)
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{
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bearishScore += highScore;
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}
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if (isVWapSwitchedToBearishOrdered)
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{
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bearishScore += highScore;
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}
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if (!isVWapBearishState &&
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!isVWapSwitchedToBearishState)
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{
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//
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if (isVWapFastBearish)
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{
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bearishScore += minScore;
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}
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if (isVWapSlowBearish)
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{
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bearishScore += minScore;
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}
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}
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if (!isVWapBearishOrdered &&
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!isVWapSwitchedToBearishOrdered)
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{
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//
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if (isVWapFastUnderMid)
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{
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bearishScore += minScore;
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}
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if (isVWapMidUnderSlow)
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{
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bearishScore += minScore;
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}
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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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"XVWAP: " + separator +
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"-----------------------" + separator +
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ToString("isVWapFastBullish", isVWapFastBullish, ignoreFalseConditions, separator) +
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ToString("isVWapFastBearish", isVWapFastBearish, ignoreFalseConditions, separator) +
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ToString("isVWapFastNeutural", isVWapFastNeutural, ignoreFalseConditions, separator) +
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ToString("isVWapMidBullish", isVWapMidBullish, ignoreFalseConditions, separator) +
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ToString("isVWapMidBearish", isVWapMidBearish, ignoreFalseConditions, separator) +
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ToString("isVWapMidNeutural", isVWapMidNeutural, ignoreFalseConditions, separator) +
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ToString("isVWapSlowBullish", isVWapSlowBullish, ignoreFalseConditions, separator) +
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ToString("isVWapSlowBearish", isVWapSlowBearish, ignoreFalseConditions, separator) +
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ToString("isVWapSlowNeutural", isVWapSlowNeutural, ignoreFalseConditions, separator) +
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ToString("isVWapFastOverMid", isVWapFastOverMid, ignoreFalseConditions, separator) +
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ToString("isVWapMidOverSlow", isVWapMidOverSlow, ignoreFalseConditions, separator) +
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ToString("isVWapFastUnderMid", isVWapFastUnderMid, ignoreFalseConditions, separator) +
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ToString("isVWapMidUnderSlow", isVWapMidUnderSlow, ignoreFalseConditions, separator) +
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ToString("isVWapBullishState", isVWapBullishState, ignoreFalseConditions, separator) +
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ToString("isVWapBearishState", isVWapBearishState, ignoreFalseConditions, separator) +
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ToString("isVWapNeuturalState", isVWapNeuturalState, ignoreFalseConditions, separator) +
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ToString("isVWapBullishOrdered", isVWapBullishOrdered, ignoreFalseConditions, separator) +
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ToString("isVWapBearishOrdered", isVWapBearishOrdered, ignoreFalseConditions, separator) +
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ToString("isVWapSwitchedToBullishOrdered", isVWapSwitchedToBullishOrdered, ignoreFalseConditions, separator) +
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ToString("isVWapSwitchedToBearishOrdered", isVWapSwitchedToBearishOrdered, ignoreFalseConditions, separator) +
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ToString("isVWapSwitchedToBullishState", isVWapSwitchedToBullishState, ignoreFalseConditions, separator) +
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ToString("isVWapSwitchedToBearishState", isVWapSwitchedToBearishState, ignoreFalseConditions, separator) +
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ToString("isVWapSwitchedToNeuturalState", isVWapSwitchedToNeuturalState, 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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//
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// Class ...
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class XCX121XVWAPHelper : public 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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//
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// Constructors ...
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XCX121XVWAPHelper()
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: XCBaseHelper(_Symbol, _Period)
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{
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}
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|
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//
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// Deconstructor ...
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~XCX121XVWAPHelper()
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{
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//
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mInputs.Clean();
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//
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Clean(vwapFastBuffer);
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Clean(vwapMidBuffer);
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Clean(vwapSlowBuffer);
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Clean(vwapVolumeBuffer);
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Clean(vwapPriceBuffer);
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Clean(vwapFastStateBuffer);
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Clean(vwapMidStateBuffer);
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Clean(vwapSlowStateBuffer);
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}
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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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X121XVWAPInputs &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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//
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ArraySetAsSeries(vwapFastBuffer, true);
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ArraySetAsSeries(vwapMidBuffer, true);
|
|
ArraySetAsSeries(vwapSlowBuffer, true);
|
|
ArraySetAsSeries(vwapVolumeBuffer, true);
|
|
ArraySetAsSeries(vwapPriceBuffer, true);
|
|
ArraySetAsSeries(vwapFastStateBuffer, true);
|
|
ArraySetAsSeries(vwapMidStateBuffer, true);
|
|
ArraySetAsSeries(vwapSlowStateBuffer, true);
|
|
|
|
//
|
|
mInputs = inputs;
|
|
|
|
//
|
|
mHandler = iCustom(
|
|
mSymbol,
|
|
mPeriod,
|
|
"x-saherelm.x121.xvwap",
|
|
//
|
|
// Inputs ...
|
|
//
|
|
// Market ...
|
|
"",
|
|
mInputs.vwapFastLength,
|
|
mInputs.vwapMidLength,
|
|
mInputs.vwapSlowLength,
|
|
mInputs.vwapAppliedTo,
|
|
//
|
|
// Presentation ...
|
|
"",
|
|
//
|
|
mInputs.startCalculationForLastBars,
|
|
//
|
|
mInputs.showVWapFast,
|
|
mInputs.showVWapMedium,
|
|
mInputs.showVWapSlow
|
|
//
|
|
);
|
|
result = mHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Inputs ...
|
|
|
|
//
|
|
X121XVWAPInputs GetInputs()
|
|
{
|
|
return mInputs;
|
|
}
|
|
|
|
//
|
|
bool SetInputs(
|
|
X121XVWAPInputs &inputs // Configs
|
|
)
|
|
{
|
|
//
|
|
return Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
inputs
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Readers ...
|
|
|
|
//
|
|
double GetVWapFast(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(vwapFastBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapFastBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapFast(
|
|
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,
|
|
vwapFastBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE FAST ...
|
|
|
|
//
|
|
double GetVWapFastState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(vwapFastStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapFastStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapFastState(
|
|
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,
|
|
vwapFastStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// MID ...
|
|
|
|
//
|
|
double GetVWapMid(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(vwapMidBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapMidBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapMid(
|
|
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,
|
|
vwapMidBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE MID ...
|
|
|
|
//
|
|
double GetVWapMidState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(vwapMidStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapMidStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapMidState(
|
|
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,
|
|
vwapMidStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// SLOW ...
|
|
|
|
//
|
|
double GetVWapSlowBuffer(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(vwapSlowBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapSlowBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapSlow(
|
|
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,
|
|
vwapSlowBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE SLOW ...
|
|
|
|
//
|
|
double GetVWapSlowState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(vwapSlowStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapSlowStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapSlowState(
|
|
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,
|
|
vwapSlowStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// VOLUME ...
|
|
|
|
//
|
|
double GetVWapVolume(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(vwapVolumeBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapVolumeBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapVolume(
|
|
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,
|
|
vwapVolumeBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// PRICE ...
|
|
|
|
//
|
|
double GetVWapPrice(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate(barIndex);
|
|
|
|
//
|
|
int count = ArraySize(vwapPriceBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapPriceBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapPrice(
|
|
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,
|
|
vwapPriceBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Converts to State ...
|
|
ENUM_XVWAP_STATES ToVWAPState(double value)
|
|
{
|
|
//
|
|
ENUM_XVWAP_STATES result =
|
|
value == 1
|
|
? XVWAP_STATE_BULLISH
|
|
: value == 2
|
|
? XVWAP_STATE_BEARISH
|
|
: XVWAP_STATE_NEUTURAL;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsVWAPBullish(double value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = ToVWAPState(value) == XVWAP_STATE_BULLISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsVWAPBearish(double value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = ToVWAPState(value) == XVWAP_STATE_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsVWAPNeutural(double value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = ToVWAPState(value) == XVWAP_STATE_NEUTURAL;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
void Free() override
|
|
{
|
|
Cleanup(10);
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
X121XVWAPConditions &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 ...
|
|
|
|
//
|
|
CopyVWapFast(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapFastBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapFastState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapFastStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapMid(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapMidBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapMidState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapMidStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapSlow(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapSlowBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapSlowState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapSlowStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapVolume(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapVolumeBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapPrice(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapPriceBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
int cIDX = 1;
|
|
int pIDX = cIDX + 1;
|
|
|
|
//
|
|
// SAR ...
|
|
|
|
//
|
|
bool isVWapFastBullish = IsVWAPBullish(conditions.vwapFastStateBuffer[cIDX]);
|
|
bool isVWapFastBullishPrev = IsVWAPBullish(conditions.vwapFastStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapFastBearish = IsVWAPBearish(conditions.vwapFastStateBuffer[cIDX]);
|
|
bool isVWapFastBearishPrev = IsVWAPBearish(conditions.vwapFastStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapFastNeutural = IsVWAPNeutural(conditions.vwapFastStateBuffer[cIDX]);
|
|
bool isVWapFastNeuturalPrev = IsVWAPNeutural(conditions.vwapFastStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapMidBullish = IsVWAPBullish(conditions.vwapMidStateBuffer[cIDX]);
|
|
bool isVWapMidBullishPrev = IsVWAPBullish(conditions.vwapMidStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapMidBearish = IsVWAPBearish(conditions.vwapMidStateBuffer[cIDX]);
|
|
bool isVWapMidBearishPrev = IsVWAPBearish(conditions.vwapMidStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapMidNeutural = IsVWAPNeutural(conditions.vwapMidStateBuffer[cIDX]);
|
|
bool isVWapMidNeuturalPrev = IsVWAPNeutural(conditions.vwapMidStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapSlowBullish = IsVWAPBullish(conditions.vwapSlowStateBuffer[cIDX]);
|
|
bool isVWapSlowBullishPrev = IsVWAPBullish(conditions.vwapSlowStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapSlowBearish = IsVWAPBearish(conditions.vwapSlowStateBuffer[cIDX]);
|
|
bool isVWapSlowBearishPrev = IsVWAPBearish(conditions.vwapSlowStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapSlowNeutural = IsVWAPNeutural(conditions.vwapSlowStateBuffer[cIDX]);
|
|
bool isVWapSlowNeuturalPrev = IsVWAPNeutural(conditions.vwapSlowStateBuffer[pIDX]);
|
|
|
|
//
|
|
bool isVWapFastOverMid = conditions.vwapFastBuffer[cIDX] > conditions.vwapMidBuffer[cIDX];
|
|
bool isVWapFastOverMidPrev = conditions.vwapFastBuffer[pIDX] > conditions.vwapMidBuffer[pIDX];
|
|
|
|
//
|
|
bool isVWapMidOverSlow = conditions.vwapMidBuffer[cIDX] > conditions.vwapSlowBuffer[cIDX];
|
|
bool isVWapMidOverSlowPrev = conditions.vwapMidBuffer[pIDX] > conditions.vwapSlowBuffer[pIDX];
|
|
|
|
//
|
|
bool isVWapFastUnderMid = conditions.vwapFastBuffer[cIDX] < conditions.vwapMidBuffer[cIDX];
|
|
bool isVWapFastUnderMidPrev = conditions.vwapFastBuffer[pIDX] < conditions.vwapMidBuffer[pIDX];
|
|
|
|
//
|
|
bool isVWapMidUnderSlow = conditions.vwapMidBuffer[cIDX] < conditions.vwapSlowBuffer[cIDX];
|
|
bool isVWapMidUnderSlowPrev = conditions.vwapMidBuffer[pIDX] < conditions.vwapSlowBuffer[pIDX];
|
|
|
|
//
|
|
bool isVWapBullishState = isVWapFastBullish &&
|
|
isVWapMidBullish &&
|
|
isVWapSlowBullish;
|
|
bool isVWapBullishStatePrev = isVWapFastBullishPrev &&
|
|
isVWapMidBullishPrev &&
|
|
isVWapSlowBullishPrev;
|
|
|
|
//
|
|
bool isVWapBearishState = isVWapFastBearish &&
|
|
isVWapMidBearish &&
|
|
isVWapSlowBearish;
|
|
bool isVWapBearishStatePrev = isVWapFastBearishPrev &&
|
|
isVWapMidBearishPrev &&
|
|
isVWapSlowBearishPrev;
|
|
|
|
//
|
|
bool isVWapNeuturalState = isVWapFastNeutural &&
|
|
isVWapMidNeutural &&
|
|
isVWapSlowNeutural;
|
|
bool isVWapNeuturalStatePrev = isVWapFastNeuturalPrev &&
|
|
isVWapMidNeuturalPrev &&
|
|
isVWapSlowNeuturalPrev;
|
|
|
|
//
|
|
bool isVWapBullishOrdered = isVWapFastOverMid &&
|
|
isVWapMidOverSlow;
|
|
bool isVWapBullishOrderedPrev = isVWapFastOverMidPrev &&
|
|
isVWapMidOverSlowPrev;
|
|
|
|
//
|
|
bool isVWapBearishOrdered = isVWapFastUnderMid &&
|
|
isVWapMidUnderSlow;
|
|
bool isVWapBearishOrderedPrev = isVWapFastUnderMidPrev &&
|
|
isVWapMidUnderSlowPrev;
|
|
|
|
//
|
|
bool isVWapSwitchedToBullishOrdered = isVWapBullishOrdered &&
|
|
!isVWapBullishOrderedPrev;
|
|
bool isVWapSwitchedToBearishOrdered = isVWapBearishOrdered &&
|
|
!isVWapBearishOrderedPrev;
|
|
|
|
//
|
|
bool isVWapSwitchedToBullishState = isVWapBullishState &&
|
|
!isVWapBullishStatePrev;
|
|
bool isVWapSwitchedToBearishState = isVWapBearishState &&
|
|
!isVWapBearishStatePrev;
|
|
bool isVWapSwitchedToNeuturalState = isVWapNeuturalState &&
|
|
!isVWapNeuturalStatePrev;
|
|
|
|
//
|
|
conditions.isVWapFastBullish = isVWapFastBullish;
|
|
conditions.isVWapFastBearish = isVWapFastBearish;
|
|
conditions.isVWapFastNeutural = isVWapFastNeutural;
|
|
conditions.isVWapMidBullish = isVWapMidBullish;
|
|
conditions.isVWapMidBearish = isVWapMidBearish;
|
|
conditions.isVWapMidNeutural = isVWapMidNeutural;
|
|
conditions.isVWapSlowBullish = isVWapSlowBullish;
|
|
conditions.isVWapSlowBearish = isVWapSlowBearish;
|
|
conditions.isVWapSlowNeutural = isVWapSlowNeutural;
|
|
conditions.isVWapFastOverMid = isVWapFastOverMid;
|
|
conditions.isVWapMidOverSlow = isVWapMidOverSlow;
|
|
conditions.isVWapFastUnderMid = isVWapFastUnderMid;
|
|
conditions.isVWapMidUnderSlow = isVWapMidUnderSlow;
|
|
conditions.isVWapBullishState = isVWapBullishState;
|
|
conditions.isVWapBearishState = isVWapBearishState;
|
|
conditions.isVWapNeuturalState = isVWapNeuturalState;
|
|
conditions.isVWapBullishOrdered = isVWapBullishOrdered;
|
|
conditions.isVWapBearishOrdered = isVWapBearishOrdered;
|
|
conditions.isVWapSwitchedToBullishOrdered = isVWapSwitchedToBullishOrdered;
|
|
conditions.isVWapSwitchedToBearishOrdered = isVWapSwitchedToBearishOrdered;
|
|
conditions.isVWapSwitchedToBullishState = isVWapSwitchedToBullishState;
|
|
conditions.isVWapSwitchedToBearishState = isVWapSwitchedToBearishState;
|
|
conditions.isVWapSwitchedToNeuturalState = isVWapSwitchedToNeuturalState;
|
|
|
|
//
|
|
Cleanup();
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
X121XVWAPInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double vwapFastBuffer[];
|
|
double vwapMidBuffer[];
|
|
double vwapSlowBuffer[];
|
|
double vwapVolumeBuffer[];
|
|
double vwapPriceBuffer[];
|
|
double vwapFastStateBuffer[];
|
|
double vwapMidStateBuffer[];
|
|
double vwapSlowStateBuffer[];
|
|
|
|
//
|
|
void Calculate(
|
|
int barIndex = 0,
|
|
int maxRequiredBars = 100 //
|
|
)
|
|
{
|
|
//
|
|
// Buffers ...
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
// FAST ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XVWAP_FAST_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
vwapFastBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// FAST STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XVWAP_FAST_STATE_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
vwapFastStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// MID ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XVWAP_MID_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
vwapMidBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// MID STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XVWAP_MID_STATE_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
vwapMidStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// SLOW ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XVWAP_SLOW_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
vwapSlowBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// SLOW STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XVWAP_SLOW_STATE_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
vwapSlowStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// VOLUME ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XVWAP_VOLUME_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
vwapVolumeBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// PRICE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XVWAP_PRICE_LINE,
|
|
barIndex,
|
|
maxRequiredBars,
|
|
vwapPriceBuffer
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
void Cleanup(
|
|
int maxAllowed = 100 //
|
|
)
|
|
{
|
|
//
|
|
CleanupArray(
|
|
vwapFastBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
vwapMidBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
vwapSlowBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
vwapVolumeBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
vwapPriceBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
vwapFastStateBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
vwapMidStateBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
vwapSlowStateBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Tools ... |