1194 lines
22 KiB
Plaintext
1194 lines
22 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: XCX121XDONHelper
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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_XDON_BUFFERS
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{
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//
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X121_XDON_OPEN_UPPER_LINE = 0,
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X121_XDON_OPEN_LOWER_LINE = 1,
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X121_XDON_HIGH_UPPER_LINE = 2,
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X121_XDON_HIGH_LOWER_LINE = 3,
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X121_XDON_LOW_UPPER_LINE = 4,
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X121_XDON_LOW_LOWER_LINE = 5,
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X121_XDON_CLOSE_UPPER_LINE = 6,
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X121_XDON_CLOSE_LOWER_LINE = 7,
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};
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//
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// Input Models ...
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struct X121XDONInputs
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{
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//
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// Props ...
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//
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int donchainLength; // Donchain Length
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//
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int startCalculationForLastBars; // Calculate Last n Bars
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//
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bool showUpper; // Show Upper Band
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bool showLower; // Show Lower Band
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//
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bool showOpen; // Show Open
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bool showHigh; // Show High
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bool showClose; // Show Close
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bool showLow; // Show Low
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//
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// Constructor(s) ...
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X121XDONInputs()
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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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donchainLength = 0;
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//
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startCalculationForLastBars = 0;
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//
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showUpper = false;
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showLower = false;
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//
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showOpen = false;
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showHigh = false;
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showClose = false;
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showLow = 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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donchainLength = 40;
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//
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startCalculationForLastBars = 1000;
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//
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showUpper = true;
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showLower = true;
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//
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showOpen = true;
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showHigh = true;
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showClose = true;
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showLow = 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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donchainLength > 0
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//
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;
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//
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return result;
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}
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//
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// Retrieve MAx Length ...
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int Max()
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{
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//
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int result = 0;
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//
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result = MathMax(1, donchainLength);
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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 X121XDONConditions
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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 donOpenUpperBuffer[];
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double donOpenLowerBuffer[];
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double donHighUpperBuffer[];
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double donHighLowerBuffer[];
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double donLowUpperBuffer[];
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double donLowLowerBuffer[];
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double donCloseUpperBuffer[];
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double donCloseLowerBuffer[];
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//
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// Conditions ...
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//
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// Constructor ...
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X121XDONConditions()
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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(donOpenUpperBuffer);
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Clean(donOpenLowerBuffer);
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Clean(donHighUpperBuffer);
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Clean(donHighLowerBuffer);
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Clean(donLowUpperBuffer);
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Clean(donLowLowerBuffer);
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Clean(donCloseUpperBuffer);
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Clean(donCloseLowerBuffer);
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//
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ArraySetAsSeries(donOpenUpperBuffer, true);
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ArraySetAsSeries(donOpenLowerBuffer, true);
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ArraySetAsSeries(donHighUpperBuffer, true);
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ArraySetAsSeries(donHighLowerBuffer, true);
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ArraySetAsSeries(donLowUpperBuffer, true);
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ArraySetAsSeries(donLowLowerBuffer, true);
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ArraySetAsSeries(donCloseUpperBuffer, true);
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ArraySetAsSeries(donCloseLowerBuffer, true);
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//
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// Conditions ...
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//
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ZeroMemory(this);
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}
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/**
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* Generate Conditions Scores ...
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*
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* @param bullishScore: Double, Directional Scores Reference ...
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* @param bearishScore: Double, Directional Scores Reference ...
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*/
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void GenerateScore(
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double &bullishScore,
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double &bearishScore //
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)
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{
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//
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bullishScore = 0;
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bearishScore = 0;
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//
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// TODO: Implement if Required ...
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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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//
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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 XCX121XDONHelper : 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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// Constructors ...
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XCX121XDONHelper()
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: XCBaseHelper(_Symbol, _Period)
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{
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}
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//
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// Deconstructor ...
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~XCX121XDONHelper()
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{
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//
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mInputs.Clean();
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//
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Clean(donOpenUpperBuffer);
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Clean(donOpenLowerBuffer);
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Clean(donHighUpperBuffer);
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Clean(donHighLowerBuffer);
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Clean(donLowUpperBuffer);
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Clean(donLowLowerBuffer);
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Clean(donCloseUpperBuffer);
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Clean(donCloseLowerBuffer);
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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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X121XDONInputs &inputs // Inputs
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)
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{
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//
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bool result = false;
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//
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mSymbol = symbol;
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mPeriod = period;
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//
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result = inputs.IsValid();
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if (!result)
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{
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return result;
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}
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//
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ArraySetAsSeries(donOpenUpperBuffer, true);
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ArraySetAsSeries(donOpenLowerBuffer, true);
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ArraySetAsSeries(donHighUpperBuffer, true);
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ArraySetAsSeries(donHighLowerBuffer, true);
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ArraySetAsSeries(donLowUpperBuffer, true);
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ArraySetAsSeries(donLowLowerBuffer, true);
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ArraySetAsSeries(donCloseUpperBuffer, true);
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ArraySetAsSeries(donCloseLowerBuffer, true);
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//
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mInputs = inputs;
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//
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mHandler = iCustom(
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mSymbol,
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mPeriod,
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"x-saherelm.x121.xdon",
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//
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// Inputs ...
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//
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// Market ...
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"",
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mInputs.donchainLength,
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//
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// Presentation ...
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"",
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mInputs.startCalculationForLastBars,
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//
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mInputs.showUpper,
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mInputs.showLower,
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//
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mInputs.showOpen,
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mInputs.showHigh,
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mInputs.showClose,
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mInputs.showLow
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//
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);
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result = mHandler != INVALID_HANDLE;
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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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return result;
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}
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//
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// Inputs ...
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//
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X121XDONInputs GetInputs()
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{
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return mInputs;
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}
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//
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bool SetInputs(
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X121XDONInputs &inputs // Configs
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)
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{
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//
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return Init(
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mSymbol,
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mPeriod,
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inputs
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//
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);
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}
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//
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// Readers ...
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//
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// OPEN ...
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//
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// UPPER ...
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//
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double GetDonOpenUpper(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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int count = ArraySize(donOpenUpperBuffer);
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if (barIndex >= count)
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{
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barIndex = count - 1;
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}
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//
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return donOpenUpperBuffer[barIndex];
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}
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//
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int CopyDonOpenUpper(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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donOpenUpperBuffer,
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buffer,
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forceClean
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//
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);
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}
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//
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// LOWER ...
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//
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double GetDonOpenLower(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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int count = ArraySize(donOpenLowerBuffer);
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if (barIndex >= count)
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{
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barIndex = count - 1;
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}
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//
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return donOpenLowerBuffer[barIndex];
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}
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//
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int CopyDonOpenLower(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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donOpenLowerBuffer,
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buffer,
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forceClean
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//
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);
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}
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//
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// CLOSE ...
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//
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// UPPER ...
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//
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double GetDonCloseUpper(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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int count = ArraySize(donCloseUpperBuffer);
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if (barIndex >= count)
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{
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barIndex = count - 1;
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}
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//
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return donCloseUpperBuffer[barIndex];
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}
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//
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int CopyDonCloseUpper(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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donCloseUpperBuffer,
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buffer,
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forceClean
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//
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);
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}
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//
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// LOWER ...
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//
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double GetDonCloseLower(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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int count = ArraySize(donCloseLowerBuffer);
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if (barIndex >= count)
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{
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barIndex = count - 1;
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}
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//
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return donCloseLowerBuffer[barIndex];
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}
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//
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int CopyDonCloseLower(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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donCloseLowerBuffer,
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buffer,
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forceClean
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//
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);
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}
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//
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// HIGH ...
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//
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// UPPER ...
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//
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double GetDonHighUpper(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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int count = ArraySize(donHighUpperBuffer);
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if (barIndex >= count)
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{
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barIndex = count - 1;
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}
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//
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return donHighUpperBuffer[barIndex];
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}
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//
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int CopyDonHighUpper(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
donHighUpperBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LOWER ...
|
|
|
|
//
|
|
double GetDonHighLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donHighLowerBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donHighLowerBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonHighLower(
|
|
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,
|
|
donHighLowerBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LOW ...
|
|
|
|
//
|
|
// UPPER ...
|
|
|
|
//
|
|
double GetDonLowUpper(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donLowUpperBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donLowUpperBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonLowUpper(
|
|
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,
|
|
donLowUpperBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LOWER ...
|
|
|
|
//
|
|
double GetDonLoweLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donLowLowerBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donLowLowerBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonLoweLower(
|
|
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,
|
|
donLowLowerBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
void Free() override
|
|
{
|
|
Cleanup(10);
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
X121XDONConditions &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;
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
CopyDonOpenUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donOpenUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonOpenLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donOpenLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonCloseUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donCloseUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonCloseLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donCloseLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonHighUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donHighUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonHighLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donHighLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonLowUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donLowUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonLoweLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donLowLowerBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
int cIDX = 1;
|
|
int pIDX = cIDX + 1;
|
|
|
|
//
|
|
Cleanup();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
X121XDONInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double donOpenUpperBuffer[];
|
|
double donOpenLowerBuffer[];
|
|
double donHighUpperBuffer[];
|
|
double donHighLowerBuffer[];
|
|
double donLowUpperBuffer[];
|
|
double donLowLowerBuffer[];
|
|
double donCloseUpperBuffer[];
|
|
double donCloseLowerBuffer[];
|
|
|
|
//
|
|
void Calculate(
|
|
int maxRequiredBars = 100 //
|
|
)
|
|
{
|
|
//
|
|
// Upper ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XDON_OPEN_UPPER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
donOpenUpperBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Lower ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XDON_OPEN_LOWER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
donOpenLowerBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// CLOSE ...
|
|
|
|
//
|
|
// Upper ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XDON_CLOSE_UPPER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
donCloseUpperBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Lower ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XDON_CLOSE_LOWER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
donCloseLowerBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// HIGH ...
|
|
|
|
//
|
|
// Upper ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XDON_HIGH_UPPER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
donHighUpperBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Lower ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XDON_HIGH_LOWER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
donHighLowerBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LOW ...
|
|
|
|
//
|
|
// Upper ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XDON_LOW_UPPER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
donLowUpperBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Lower ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XDON_LOW_LOWER_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
donLowLowerBuffer
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
void Cleanup(
|
|
int maxAllowed = 100 //
|
|
)
|
|
{
|
|
//
|
|
CleanupArray(
|
|
donOpenUpperBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
donOpenLowerBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
donHighUpperBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
donHighLowerBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
donLowUpperBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
donLowLowerBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
donCloseUpperBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
donCloseLowerBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Tools ... |