1811 lines
43 KiB
Plaintext
1811 lines
43 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Helper Class Library
|
|
// ----------------------------------------------
|
|
// Name: XCX121XATRHelper
|
|
// 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_XATR_BUFFERS
|
|
{
|
|
//
|
|
X121_ATR_UPPER_LINE = 0,
|
|
X121_ATR_LOWER_LINE = 1,
|
|
X121_ATR_SM_UPPER_LINE = 2,
|
|
X121_ATR_SM_LOWER_LINE = 3,
|
|
X121_PRICE_CHANGE_LINE = 4,
|
|
X121_PRICE_CHANGE_SM_LINE = 5,
|
|
X121_RSI_CHANGE_LINE = 6,
|
|
X121_RSI_CHANGE_SM_LINE = 7,
|
|
X121_ATR_LINE = 8,
|
|
X121_RSI_LINE = 9,
|
|
};
|
|
|
|
//
|
|
// Input Models ...
|
|
struct X121XATRInputs
|
|
{
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// RSI Detection ...
|
|
int rsiLength; // Length
|
|
ENUM_X_PRICE rsiPriceType; // Applied To
|
|
ENUM_X_MA_METHOD rsiSmoothingMethod; // Smoothing Method;
|
|
|
|
//
|
|
// ATR Detection ...
|
|
int atrLength; // Length
|
|
double atrMultiplier; // Multiplier
|
|
ENUM_X_PRICE atrUpperPriceType; // Upper Zone Applied To
|
|
ENUM_X_PRICE atrLowerPriceType; // Lower Zone Applied To
|
|
ENUM_X_MA_METHOD atrSmoothingMethod; // Smoothing Method
|
|
|
|
//
|
|
// Price Change ...
|
|
int priceChangeSmoothingLength; // Length
|
|
ENUM_X_PRICE priceChangeType; // Price Type
|
|
ENUM_X_MA_METHOD priceChangeSmoothingMethod; // Moving Average Moethod
|
|
|
|
//
|
|
// Presentation ...
|
|
int startCalculationForLastBars; // Calculate Last n Bars
|
|
bool showAtrUpper; // Show Upper Zone
|
|
bool showAtrLower; // Show Lower Zone
|
|
bool showSmoothedAtrUpper; // Show Smoothed Upper Zone
|
|
bool showSmoothedAtrLower; // Show Smoothed Lower Zone
|
|
bool showRSIChange; // Show RSI Change
|
|
bool showSmoothedRSIChange; // ShowSmoothed RSI Change
|
|
bool showPriceChange; // Show Price Change
|
|
bool showSmoothedPriceChange; // ShowSmoothed Price Change
|
|
|
|
//
|
|
// Custom Props ...
|
|
int rsiOverSoldLevel; // RSI Over Sold Level ...
|
|
int rsiOverBoughtLevel; // RSI Over Bought Level ...
|
|
|
|
//
|
|
// Constructor(s) ...
|
|
X121XATRInputs()
|
|
{
|
|
//
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Clean ...
|
|
void Clean()
|
|
{
|
|
//
|
|
// RSI Detection ...
|
|
rsiLength = 0; // Length
|
|
rsiPriceType = X_PRICE_NONE; // Applied To
|
|
rsiSmoothingMethod = X_MA_MODE_NONE; // Smoothing Method;
|
|
|
|
//
|
|
// ATR Detection ...
|
|
atrLength = 0; // Length
|
|
atrMultiplier = 0; // Multiplier
|
|
atrUpperPriceType = X_PRICE_NONE; // Upper Zone Applied To
|
|
atrLowerPriceType = X_PRICE_NONE; // Lower Zone Applied To
|
|
atrSmoothingMethod = X_MA_MODE_NONE; // Smoothing Method
|
|
|
|
//
|
|
// Price Change ...
|
|
priceChangeSmoothingLength = 0; // Length
|
|
priceChangeType = X_PRICE_NONE; // Price Type
|
|
priceChangeSmoothingMethod = X_MA_MODE_NONE; // Moving Average Moethod
|
|
|
|
//
|
|
// Presentation ...
|
|
startCalculationForLastBars = 0; // Calculate Last n Bars
|
|
showAtrUpper = false; // Show Upper Zone
|
|
showAtrLower = false; // Show Lower Zone
|
|
showSmoothedAtrUpper = false; // Show Smoothed Upper Zone
|
|
showSmoothedAtrLower = false; // Show Smoothed Lower Zone
|
|
showRSIChange = false; // Show RSI Change
|
|
showSmoothedRSIChange = false; // ShowSmoothed RSI Change
|
|
showPriceChange = false; // Show Price Change
|
|
showSmoothedPriceChange = false; // ShowSmoothed Price Change
|
|
|
|
//
|
|
ZeroMemory(this);
|
|
}
|
|
|
|
//
|
|
// Default ...
|
|
void Default()
|
|
{
|
|
//
|
|
// RSI Detection ...
|
|
rsiLength = 14; // Length
|
|
rsiPriceType = X_PRICE_CLOSE; // Applied To
|
|
rsiSmoothingMethod = X_MA_MODE_SMA; // Smoothing Method;
|
|
|
|
//
|
|
// ATR Detection ...
|
|
atrLength = 14; // Length
|
|
atrMultiplier = 1; // Multiplier
|
|
atrUpperPriceType = X_PRICE_HIGH; // Upper Zone Applied To
|
|
atrLowerPriceType = X_PRICE_LOW; // Lower Zone Applied To
|
|
atrSmoothingMethod = X_MA_MODE_SMA; // Smoothing Method
|
|
|
|
//
|
|
// Price Change ...
|
|
priceChangeSmoothingLength = 14; // Length
|
|
priceChangeType = X_PRICE_CLOSE; // Price Type
|
|
priceChangeSmoothingMethod = X_MA_MODE_SMA; // Moving Average Moethod
|
|
|
|
//
|
|
// Presentation ...
|
|
startCalculationForLastBars = 1000; // Calculate Last n Bars
|
|
showAtrUpper = true; // Show Upper Zone
|
|
showAtrLower = true; // Show Lower Zone
|
|
showSmoothedAtrUpper = true; // Show Smoothed Upper Zone
|
|
showSmoothedAtrLower = true; // Show Smoothed Lower Zone
|
|
showRSIChange = true; // Show RSI Change
|
|
showSmoothedRSIChange = true; // ShowSmoothed RSI Change
|
|
showPriceChange = true; // Show Price Change
|
|
showSmoothedPriceChange = true; // ShowSmoothed Price Change
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
// RSI ...
|
|
rsiLength > 0 &&
|
|
//
|
|
// ATR ...
|
|
atrLength > 0 &&
|
|
atrMultiplier > 0 &&
|
|
//
|
|
// RSI Levels ...
|
|
rsiOverSoldLevel > 0 &&
|
|
rsiOverSoldLevel < 100 &&
|
|
rsiOverBoughtLevel > 0 &&
|
|
rsiOverBoughtLevel < 100 &&
|
|
rsiOverSoldLevel < rsiOverBoughtLevel &&
|
|
//
|
|
priceChangeSmoothingLength > 0 &&
|
|
//
|
|
IsValid(rsiPriceType) &&
|
|
IsValid(priceChangeType) &&
|
|
IsValid(atrUpperPriceType) &&
|
|
IsValid(atrLowerPriceType)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve MAx Length ...
|
|
int Max()
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
result = MathMax(rsiLength, atrLength);
|
|
result = MathMax(result, priceChangeSmoothingLength);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Conditions ...
|
|
struct X121XATRConditions
|
|
{
|
|
//
|
|
// Common ...
|
|
string symbol;
|
|
ENUM_TIMEFRAMES period;
|
|
datetime time;
|
|
|
|
//
|
|
// Buffers ...
|
|
double rsiBuffer[];
|
|
double atrBuffer[];
|
|
double atrUpperBuffer[];
|
|
double atrLowerBuffer[];
|
|
double atrUpperSMBuffer[];
|
|
double atrLowerSMBuffer[];
|
|
double rsiChangeBuffer[];
|
|
double rsiChangeSMBuffer[];
|
|
double priceChangeBuffer[];
|
|
double priceChangeSMBuffer[];
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
// RSI ...
|
|
bool isRsiInRange;
|
|
bool isRsiOverSold;
|
|
bool isRsiOverBought;
|
|
bool isRsiCrossedOverOverSold;
|
|
bool isRsiCrossedUnderOverSold;
|
|
bool isRsiCrossedOverOverBought;
|
|
bool isRsiCrossedUnderOverBought;
|
|
|
|
//
|
|
// Other ...
|
|
|
|
//
|
|
bool isRsiSMOverPriceChange;
|
|
bool isRsiSMUnderPriceChange;
|
|
|
|
//
|
|
bool isRsiSMCrossedOverPriceChange;
|
|
bool isRsiSMCrossedUnderPriceChange;
|
|
|
|
//
|
|
bool isPriceChangeSMOverRsi;
|
|
bool isPriceChangeSMUnderRsi;
|
|
|
|
//
|
|
bool isPriceChangeSMCrossedOverRsi;
|
|
bool isPriceChangeSMCrossedUnderRsi;
|
|
|
|
//
|
|
bool isRsiOverRsiSM;
|
|
bool isRsiUnderRsiSM;
|
|
|
|
//
|
|
bool isRsiCrossedOverRsiSM;
|
|
bool isRsiCrossedUnderRsiSM;
|
|
|
|
//
|
|
bool isPriceChangeOverPriceChangeSM;
|
|
bool isPriceChangeUnderPriceChangeSM;
|
|
|
|
//
|
|
bool isPriceChangeCrossedOverPriceChangeSM;
|
|
bool isPriceChangeCrossedUnderPriceChangeSM;
|
|
|
|
//
|
|
// bool isCloseLower
|
|
|
|
//
|
|
// Constructor ...
|
|
X121XATRConditions()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Cleaning Up ...
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
// Commons ...
|
|
symbol = NULL;
|
|
period = NULL;
|
|
time = NULL;
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
Clean(rsiBuffer);
|
|
Clean(atrBuffer);
|
|
Clean(atrUpperBuffer);
|
|
Clean(atrLowerBuffer);
|
|
Clean(atrUpperSMBuffer);
|
|
Clean(atrLowerSMBuffer);
|
|
Clean(rsiChangeBuffer);
|
|
Clean(rsiChangeSMBuffer);
|
|
Clean(priceChangeBuffer);
|
|
Clean(priceChangeSMBuffer);
|
|
|
|
//
|
|
ArraySetAsSeries(rsiBuffer, true);
|
|
ArraySetAsSeries(atrBuffer, true);
|
|
ArraySetAsSeries(atrUpperBuffer, true);
|
|
ArraySetAsSeries(atrLowerBuffer, true);
|
|
ArraySetAsSeries(atrUpperSMBuffer, true);
|
|
ArraySetAsSeries(atrLowerSMBuffer, true);
|
|
ArraySetAsSeries(rsiChangeBuffer, true);
|
|
ArraySetAsSeries(rsiChangeSMBuffer, true);
|
|
ArraySetAsSeries(priceChangeBuffer, true);
|
|
ArraySetAsSeries(priceChangeSMBuffer, true);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
// RSI ...
|
|
isRsiInRange = false;
|
|
isRsiOverSold = false;
|
|
isRsiOverBought = false;
|
|
isRsiCrossedOverOverSold = false;
|
|
isRsiCrossedUnderOverSold = false;
|
|
isRsiCrossedOverOverBought = false;
|
|
isRsiCrossedUnderOverBought = false;
|
|
|
|
//
|
|
// Other ...
|
|
|
|
//
|
|
isRsiSMOverPriceChange = false;
|
|
isRsiSMUnderPriceChange = false;
|
|
|
|
//
|
|
isRsiSMCrossedOverPriceChange = false;
|
|
isRsiSMCrossedUnderPriceChange = false;
|
|
|
|
//
|
|
isPriceChangeSMOverRsi = false;
|
|
isPriceChangeSMUnderRsi = false;
|
|
|
|
//
|
|
isPriceChangeSMCrossedOverRsi = false;
|
|
isPriceChangeSMCrossedUnderRsi = false;
|
|
|
|
//
|
|
isRsiOverRsiSM = false;
|
|
isRsiUnderRsiSM = false;
|
|
|
|
//
|
|
isRsiCrossedOverRsiSM = false;
|
|
isRsiCrossedUnderRsiSM = false;
|
|
|
|
//
|
|
isPriceChangeOverPriceChangeSM = false;
|
|
isPriceChangeUnderPriceChangeSM = false;
|
|
|
|
//
|
|
isPriceChangeCrossedOverPriceChangeSM = false;
|
|
isPriceChangeCrossedUnderPriceChangeSM = 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;
|
|
|
|
//
|
|
if (isRsiOverSold)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
if (isRsiOverRsiSM)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
if (isRsiSMOverPriceChange)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
if (isPriceChangeSMOverRsi)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
if (isPriceChangeOverPriceChangeSM)
|
|
{
|
|
bullishScore += minScore;
|
|
}
|
|
|
|
//
|
|
if (isRsiCrossedOverRsiSM)
|
|
{
|
|
bullishScore += score;
|
|
}
|
|
if (isRsiCrossedOverOverSold)
|
|
{
|
|
bullishScore += score;
|
|
}
|
|
if (isRsiCrossedUnderOverBought)
|
|
{
|
|
bullishScore += score;
|
|
}
|
|
if (isRsiSMCrossedOverPriceChange)
|
|
{
|
|
bullishScore += score;
|
|
}
|
|
if (isPriceChangeSMCrossedOverRsi)
|
|
{
|
|
bullishScore += score;
|
|
}
|
|
if (isPriceChangeCrossedOverPriceChangeSM)
|
|
{
|
|
bullishScore += score;
|
|
}
|
|
|
|
//
|
|
if (isRsiOverBought)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
if (isRsiUnderRsiSM)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
if (isRsiSMUnderPriceChange)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
if (isPriceChangeSMUnderRsi)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
if (isPriceChangeUnderPriceChangeSM)
|
|
{
|
|
bearishScore += minScore;
|
|
}
|
|
|
|
//
|
|
if (isRsiCrossedUnderRsiSM)
|
|
{
|
|
bearishScore += score;
|
|
}
|
|
if (isRsiCrossedUnderOverSold)
|
|
{
|
|
bearishScore += score;
|
|
}
|
|
if (isRsiCrossedOverOverBought)
|
|
{
|
|
bearishScore += score;
|
|
}
|
|
if (isRsiSMCrossedUnderPriceChange)
|
|
{
|
|
bearishScore += score;
|
|
}
|
|
if (isPriceChangeSMCrossedUnderRsi)
|
|
{
|
|
bearishScore += score;
|
|
}
|
|
if (isPriceChangeCrossedUnderPriceChangeSM)
|
|
{
|
|
bearishScore += score;
|
|
}
|
|
}
|
|
|
|
/**
|
|
* 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 +
|
|
"XATR: " + separator +
|
|
"-----------------------" + separator +
|
|
ToString("isRsiInRange", isRsiInRange, ignoreFalseConditions, separator) +
|
|
ToString("isRsiOverSold", isRsiOverSold, ignoreFalseConditions, separator) +
|
|
ToString("isRsiOverBought", isRsiOverBought, ignoreFalseConditions, separator) +
|
|
ToString("isRsiCrossedOverOverSold", isRsiCrossedOverOverSold, ignoreFalseConditions, separator) +
|
|
ToString("isRsiCrossedUnderOverSold", isRsiCrossedUnderOverSold, ignoreFalseConditions, separator) +
|
|
ToString("isRsiCrossedOverOverBought", isRsiCrossedOverOverBought, ignoreFalseConditions, separator) +
|
|
ToString("isRsiCrossedUnderOverBought", isRsiCrossedUnderOverBought, ignoreFalseConditions, separator) +
|
|
//
|
|
ToString("isRsiSMOverPriceChange", isRsiSMOverPriceChange, ignoreFalseConditions, separator) +
|
|
ToString("isRsiSMUnderPriceChange", isRsiSMUnderPriceChange, ignoreFalseConditions, separator) +
|
|
ToString("isRsiSMCrossedOverPriceChange", isRsiSMCrossedOverPriceChange, ignoreFalseConditions, separator) +
|
|
ToString("isRsiSMCrossedUnderPriceChange", isRsiSMCrossedUnderPriceChange, ignoreFalseConditions, separator) +
|
|
ToString("isPriceChangeSMOverRsi", isPriceChangeSMOverRsi, ignoreFalseConditions, separator) +
|
|
ToString("isPriceChangeSMUnderRsi", isPriceChangeSMUnderRsi, ignoreFalseConditions, separator) +
|
|
ToString("isPriceChangeSMCrossedOverRsi", isPriceChangeSMCrossedOverRsi, ignoreFalseConditions, separator) +
|
|
ToString("isPriceChangeSMCrossedUnderRsi", isPriceChangeSMCrossedUnderRsi, ignoreFalseConditions, separator) +
|
|
ToString("isRsiOverRsiSM", isRsiOverRsiSM, ignoreFalseConditions, separator) +
|
|
ToString("isRsiUnderRsiSM", isRsiUnderRsiSM, ignoreFalseConditions, separator) +
|
|
ToString("isRsiCrossedOverRsiSM", isRsiCrossedOverRsiSM, ignoreFalseConditions, separator) +
|
|
ToString("isRsiCrossedUnderRsiSM", isRsiCrossedUnderRsiSM, ignoreFalseConditions, separator) +
|
|
ToString("isPriceChangeOverPriceChangeSM", isPriceChangeOverPriceChangeSM, ignoreFalseConditions, separator) +
|
|
ToString("isPriceChangeUnderPriceChangeSM", isPriceChangeUnderPriceChangeSM, ignoreFalseConditions, separator) +
|
|
ToString("isPriceChangeCrossedOverPriceChangeSM", isPriceChangeCrossedOverPriceChangeSM, ignoreFalseConditions, separator) +
|
|
ToString("isPriceChangeCrossedUnderPriceChangeSM", isPriceChangeCrossedUnderPriceChangeSM, 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 XCX121XATRHelper : public XCBaseHelper
|
|
{
|
|
//
|
|
// Public ...
|
|
public:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Constructors ...
|
|
XCX121XATRHelper()
|
|
: XCBaseHelper(_Symbol, _Period)
|
|
{
|
|
}
|
|
|
|
//
|
|
// Deconstructor ...
|
|
~XCX121XATRHelper()
|
|
{
|
|
//
|
|
Clean(rsiBuffer);
|
|
Clean(atrBuffer);
|
|
Clean(atrUpperBuffer);
|
|
Clean(atrLowerBuffer);
|
|
Clean(atrUpperSMBuffer);
|
|
Clean(atrLowerSMBuffer);
|
|
Clean(rsiChangeBuffer);
|
|
Clean(rsiChangeSMBuffer);
|
|
Clean(priceChangeBuffer);
|
|
Clean(priceChangeSMBuffer);
|
|
|
|
//
|
|
mInputs.Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
bool Init(
|
|
string symbol, // Trading Symbol
|
|
ENUM_TIMEFRAMES period, // Trading Period
|
|
X121XATRInputs &inputs // Inputs
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
mSymbol = symbol;
|
|
mPeriod = period;
|
|
|
|
//
|
|
result = inputs.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
ArraySetAsSeries(rsiBuffer, true);
|
|
ArraySetAsSeries(atrBuffer, true);
|
|
ArraySetAsSeries(atrUpperBuffer, true);
|
|
ArraySetAsSeries(atrLowerBuffer, true);
|
|
ArraySetAsSeries(atrUpperSMBuffer, true);
|
|
ArraySetAsSeries(atrLowerSMBuffer, true);
|
|
ArraySetAsSeries(rsiChangeBuffer, true);
|
|
ArraySetAsSeries(rsiChangeSMBuffer, true);
|
|
ArraySetAsSeries(priceChangeBuffer, true);
|
|
ArraySetAsSeries(priceChangeSMBuffer, true);
|
|
|
|
//
|
|
mInputs = inputs;
|
|
|
|
//
|
|
mHandler = iCustom(
|
|
mSymbol,
|
|
mPeriod,
|
|
"x-saherelm.x121.xatr",
|
|
//
|
|
// Inputs ...
|
|
//
|
|
// Market ...
|
|
"",
|
|
//
|
|
// RSI Detection ...
|
|
"",
|
|
mInputs.rsiLength, // Length
|
|
mInputs.rsiPriceType, // Applied To
|
|
mInputs.rsiSmoothingMethod, // Smoothing Method;
|
|
//
|
|
// ATR Detection ...
|
|
"",
|
|
mInputs.atrLength, // Length
|
|
mInputs.atrMultiplier, // Multiplier
|
|
mInputs.atrUpperPriceType, // Upper Zone Applied To
|
|
mInputs.atrLowerPriceType, // Lower Zone Applied To
|
|
mInputs.atrSmoothingMethod, // Smoothing Method
|
|
//
|
|
// Price Change ...
|
|
"",
|
|
mInputs.priceChangeSmoothingLength, // Length
|
|
mInputs.priceChangeType, // Price Type
|
|
mInputs.priceChangeSmoothingMethod, // Moving Average Moethod
|
|
//
|
|
// Presentation ...
|
|
"",
|
|
mInputs.startCalculationForLastBars, // Calculate Last n Bars
|
|
mInputs.showAtrUpper, // Show Upper Zone
|
|
mInputs.showAtrLower, // Show Lower Zone
|
|
mInputs.showSmoothedAtrUpper, // Show Smoothed Upper Zone
|
|
mInputs.showSmoothedAtrLower, // Show Smoothed Lower Zone
|
|
mInputs.showRSIChange, // Show RSI Change
|
|
mInputs.showSmoothedRSIChange, // ShowSmoothed RSI Change
|
|
mInputs.showPriceChange, // Show Price Change
|
|
mInputs.showSmoothedPriceChange // ShowSmoothed Price Change
|
|
//
|
|
);
|
|
result = mHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Inputs ...
|
|
|
|
//
|
|
X121XATRInputs GetInputs()
|
|
{
|
|
return mInputs;
|
|
}
|
|
|
|
//
|
|
bool SetInputs(
|
|
X121XATRInputs &inputs // Configs
|
|
)
|
|
{
|
|
//
|
|
return Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
inputs
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Readers ...
|
|
|
|
//
|
|
// RSI ...
|
|
|
|
//
|
|
double GetRSI(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(rsiBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return rsiBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyRSI(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
rsiBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// ATR ...
|
|
|
|
//
|
|
double GetATR(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATR(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
atrBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetATRUpper(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrUpperBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrUpperBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATRUpper(
|
|
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,
|
|
atrUpperBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetATRLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrLowerBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrLowerBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATRLower(
|
|
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,
|
|
atrLowerBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetSMATRUpper(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrUpperSMBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrUpperSMBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopySMATRUpper(
|
|
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,
|
|
atrUpperSMBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetSMATRLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrLowerSMBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrLowerSMBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopySMATRLower(
|
|
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,
|
|
atrLowerSMBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// PRICE Change ...
|
|
|
|
//
|
|
double GetPriceChange(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(priceChangeBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return priceChangeBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyPriceChange(
|
|
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,
|
|
priceChangeBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetSMPriceChange(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(priceChangeSMBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return priceChangeSMBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopySMPriceChange(
|
|
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,
|
|
priceChangeSMBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// RSI Change ...
|
|
|
|
//
|
|
double GetRsiChange(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(rsiChangeBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return rsiChangeBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyRsiChange(
|
|
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,
|
|
rsiChangeBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetSMRsiChange(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(rsiChangeSMBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return rsiChangeSMBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopySMRsiChange(
|
|
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,
|
|
rsiChangeSMBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
void Free() override
|
|
{
|
|
Cleanup(10);
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
X121XATRConditions &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 ...
|
|
|
|
//
|
|
CopyRSI(
|
|
zIndex,
|
|
loopback,
|
|
conditions.rsiBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATR(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATRUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATRLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopySMATRUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrUpperSMBuffer //
|
|
);
|
|
|
|
//
|
|
CopySMATRLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrLowerSMBuffer //
|
|
);
|
|
|
|
//
|
|
CopyPriceChange(
|
|
zIndex,
|
|
loopback,
|
|
conditions.priceChangeBuffer //
|
|
);
|
|
|
|
//
|
|
CopySMPriceChange(
|
|
zIndex,
|
|
loopback,
|
|
conditions.priceChangeSMBuffer //
|
|
);
|
|
|
|
//
|
|
CopyRsiChange(
|
|
zIndex,
|
|
loopback,
|
|
conditions.rsiChangeBuffer //
|
|
);
|
|
|
|
//
|
|
CopySMRsiChange(
|
|
zIndex,
|
|
loopback,
|
|
conditions.rsiChangeSMBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
int zIDX = 0;
|
|
int cIDX = zIDX + 1;
|
|
int pIDX = cIDX + 1;
|
|
int pPIDX = pIDX + 1;
|
|
|
|
//
|
|
double cRSI = conditions.rsiBuffer[cIDX];
|
|
double pRSI = conditions.rsiBuffer[pIDX];
|
|
double pPRSI = conditions.rsiBuffer[pPIDX];
|
|
|
|
//
|
|
// RSI ...
|
|
|
|
//
|
|
bool isRsiInRange =
|
|
cRSI > mInputs.rsiOverSoldLevel &&
|
|
cRSI < mInputs.rsiOverBoughtLevel;
|
|
bool isRsiInRangeP =
|
|
pRSI > mInputs.rsiOverSoldLevel &&
|
|
pRSI < mInputs.rsiOverBoughtLevel;
|
|
|
|
//
|
|
bool isRsiOverSold =
|
|
cRSI < mInputs.rsiOverSoldLevel;
|
|
bool isRsiOverSoldP =
|
|
pRSI < mInputs.rsiOverSoldLevel;
|
|
bool isRsiCrossedOverOverSold = isRsiOverSold &&
|
|
!isRsiOverSoldP;
|
|
bool isRsiCrossedUnderOverSold = isRsiOverSoldP &&
|
|
!isRsiOverSold;
|
|
|
|
//
|
|
bool isRsiOverBought =
|
|
cRSI > mInputs.rsiOverBoughtLevel;
|
|
bool isRsiOverBoughtP =
|
|
pRSI > mInputs.rsiOverBoughtLevel;
|
|
bool isRsiCrossedOverOverBought = isRsiOverBought &&
|
|
!isRsiOverBoughtP;
|
|
bool isRsiCrossedUnderOverBought = isRsiOverBoughtP &&
|
|
!isRsiOverBought;
|
|
|
|
//
|
|
// Other ...
|
|
|
|
//
|
|
double rsiChange = conditions.rsiChangeBuffer[cIDX];
|
|
double rsiChangeP = conditions.rsiChangeBuffer[pIDX];
|
|
|
|
//
|
|
double rsiChangeSM = conditions.rsiChangeSMBuffer[cIDX];
|
|
double rsiChangeSMP = conditions.rsiChangeSMBuffer[pIDX];
|
|
|
|
//
|
|
double priceChange = conditions.priceChangeBuffer[cIDX];
|
|
double priceChangeP = conditions.priceChangeBuffer[pIDX];
|
|
|
|
//
|
|
double priceChangeSM = conditions.priceChangeSMBuffer[cIDX];
|
|
double priceChangeSMP = conditions.priceChangeSMBuffer[pIDX];
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
bool isRsiSMOverPriceChange = rsiChangeSM > priceChangeSM;
|
|
bool isRsiSMOverPriceChangeP = rsiChangeSMP > priceChangeSMP;
|
|
bool isRsiSMCrossedOverPriceChange = isRsiSMOverPriceChange &&
|
|
!isRsiSMOverPriceChangeP;
|
|
|
|
//
|
|
bool isRsiSMUnderPriceChange = rsiChangeSM < priceChangeSM;
|
|
bool isRsiSMUnderPriceChangeP = rsiChangeSMP < priceChangeSMP;
|
|
bool isRsiSMCrossedUnderPriceChange = isRsiSMUnderPriceChange &&
|
|
!isRsiSMUnderPriceChangeP;
|
|
|
|
//
|
|
bool isPriceChangeSMOverRsi = priceChangeSM > rsiChangeSM;
|
|
bool isPriceChangeSMOverRsiP = priceChangeSMP > rsiChangeSMP;
|
|
bool isPriceChangeSMCrossedOverRsi = isPriceChangeSMOverRsi &&
|
|
!isPriceChangeSMOverRsiP;
|
|
|
|
//
|
|
bool isPriceChangeSMUnderRsi = priceChangeSM < rsiChangeSM;
|
|
bool isPriceChangeSMUnderRsiP = priceChangeSMP < rsiChangeSMP;
|
|
bool isPriceChangeSMCrossedUnderRsi = isPriceChangeSMUnderRsi &&
|
|
!isPriceChangeSMUnderRsiP;
|
|
|
|
//
|
|
bool isRsiOverRsiSM = rsiChange > rsiChangeSM;
|
|
bool isRsiOverRsiSMP = rsiChangeP > rsiChangeSMP;
|
|
bool isRsiCrossedOverRsiSM = isRsiOverRsiSM &&
|
|
!isRsiOverRsiSMP;
|
|
|
|
//
|
|
bool isRsiUnderRsiSM = rsiChange < rsiChangeSM;
|
|
bool isRsiUnderRsiSMP = rsiChangeP < rsiChangeSMP;
|
|
bool isRsiCrossedUnderRsiSM = isRsiUnderRsiSM &&
|
|
!isRsiUnderRsiSMP;
|
|
|
|
//
|
|
bool isPriceChangeOverPriceChangeSM = priceChange > priceChangeSM;
|
|
bool isPriceChangeOverPriceChangeSMP = priceChangeP > priceChangeSMP;
|
|
bool isPriceChangeCrossedOverPriceChangeSM = isPriceChangeOverPriceChangeSM &&
|
|
!isPriceChangeOverPriceChangeSMP;
|
|
|
|
//
|
|
bool isPriceChangeUnderPriceChangeSM = priceChange < priceChangeSM;
|
|
bool isPriceChangeUnderPriceChangeSMP = priceChangeP < priceChangeSMP;
|
|
bool isPriceChangeCrossedUnderPriceChangeSM = isPriceChangeUnderPriceChangeSM &&
|
|
!isPriceChangeUnderPriceChangeSMP;
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
conditions.isRsiInRange = isRsiInRange;
|
|
conditions.isRsiOverSold = isRsiOverSold;
|
|
conditions.isRsiOverRsiSM = isRsiOverRsiSM;
|
|
conditions.isRsiOverBought = isRsiOverBought;
|
|
conditions.isRsiUnderRsiSM = isRsiUnderRsiSM;
|
|
conditions.isRsiCrossedOverRsiSM = isRsiCrossedOverRsiSM;
|
|
conditions.isRsiCrossedUnderRsiSM = isRsiCrossedUnderRsiSM;
|
|
conditions.isPriceChangeSMOverRsi = isPriceChangeSMOverRsi;
|
|
conditions.isRsiSMOverPriceChange = isRsiSMOverPriceChange;
|
|
conditions.isPriceChangeSMUnderRsi = isPriceChangeSMUnderRsi;
|
|
conditions.isRsiSMUnderPriceChange = isRsiSMUnderPriceChange;
|
|
conditions.isRsiCrossedOverOverSold = isRsiCrossedOverOverSold;
|
|
conditions.isRsiCrossedUnderOverSold = isRsiCrossedUnderOverSold;
|
|
conditions.isRsiCrossedOverOverBought = isRsiCrossedOverOverBought;
|
|
conditions.isRsiCrossedUnderOverBought = isRsiCrossedUnderOverBought;
|
|
conditions.isPriceChangeSMCrossedOverRsi = isPriceChangeSMCrossedOverRsi;
|
|
conditions.isRsiSMCrossedOverPriceChange = isRsiSMCrossedOverPriceChange;
|
|
conditions.isRsiSMCrossedUnderPriceChange = isRsiSMCrossedUnderPriceChange;
|
|
conditions.isPriceChangeSMCrossedUnderRsi = isPriceChangeSMCrossedUnderRsi;
|
|
conditions.isPriceChangeOverPriceChangeSM = isPriceChangeOverPriceChangeSM;
|
|
conditions.isPriceChangeUnderPriceChangeSM = isPriceChangeUnderPriceChangeSM;
|
|
conditions.isPriceChangeCrossedOverPriceChangeSM = isPriceChangeCrossedOverPriceChangeSM;
|
|
conditions.isPriceChangeCrossedUnderPriceChangeSM = isPriceChangeCrossedUnderPriceChangeSM;
|
|
|
|
//
|
|
Cleanup();
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
X121XATRInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double rsiBuffer[];
|
|
double atrBuffer[];
|
|
double atrUpperBuffer[];
|
|
double atrLowerBuffer[];
|
|
double atrUpperSMBuffer[];
|
|
double atrLowerSMBuffer[];
|
|
double rsiChangeBuffer[];
|
|
double rsiChangeSMBuffer[];
|
|
double priceChangeBuffer[];
|
|
double priceChangeSMBuffer[];
|
|
|
|
//
|
|
void Calculate(
|
|
int maxRequiredBars = 100 //
|
|
)
|
|
{
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
// RSI ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_RSI_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
rsiBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// ATR ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
atrBuffer //
|
|
);
|
|
|
|
//
|
|
// ATR Band ...
|
|
|
|
//
|
|
// Upper ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_UPPER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
atrUpperBuffer //
|
|
);
|
|
|
|
//
|
|
// Lower ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_LOWER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
atrLowerBuffer //
|
|
);
|
|
|
|
//
|
|
// SM Upper ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_SM_UPPER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
atrUpperSMBuffer //
|
|
);
|
|
|
|
//
|
|
// Lower ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_SM_LOWER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
atrLowerSMBuffer //
|
|
);
|
|
|
|
//
|
|
// PRICE Change ...
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_PRICE_CHANGE_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
priceChangeBuffer //
|
|
);
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_PRICE_CHANGE_SM_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
priceChangeSMBuffer //
|
|
);
|
|
|
|
//
|
|
// RSI Change ...
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_RSI_CHANGE_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
rsiChangeBuffer //
|
|
);
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_RSI_CHANGE_SM_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
rsiChangeSMBuffer //
|
|
);
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
void Cleanup(
|
|
int maxAllowed = 100 //
|
|
)
|
|
{
|
|
//
|
|
CleanupArray(
|
|
rsiBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
atrBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
atrUpperBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
atrLowerBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
atrUpperSMBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
atrLowerSMBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
rsiChangeBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
rsiChangeSMBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
priceChangeBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
priceChangeSMBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Tools ... |