1137 lines
21 KiB
Plaintext
1137 lines
21 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: XCX121XSTRHelper
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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_XSTR_BUFFERS
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{
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//
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X121_XSTR_LINE = 0,
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X121_XSTR_UP_LINE = 2,
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X121_XSTR_DOWN_LINE = 3,
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X121_XSTR_ATR_LINE = 4,
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X121_XSTR_PRICE_LINE = 5,
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X121_XSTR_STATE_LINE = 6,
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};
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//
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// Input Models ...
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struct X121XSTRInputs
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{
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//
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// Props ...
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int strLength; // Length
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double strMultiplier; // Multiplier
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ENUM_APPLIED_PRICE strAppliedTo; // Applied To
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//
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bool showStr; // Show Upper Zone
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bool showStrUpper; // Show Str Upper
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bool showStrLower; // Show Str Lower
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//
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// Constructor(s) ...
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X121XSTRInputs()
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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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strLength = 0;
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strMultiplier = 0.0;
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strAppliedTo = PRICE_MEDIAN;
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//
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showStr = false;
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showStrUpper = false;
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showStrLower = 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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strLength = 14;
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strMultiplier = 3.0;
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strAppliedTo = PRICE_CLOSE;
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//
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showStr = true;
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showStrUpper = true;
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showStrLower = 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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strLength > 0 &&
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strMultiplier > 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, strLength);
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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 X121XSTRConditions
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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 strBuffer[];
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double atrBuffer[];
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double strPriceBuffer[];
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double strUpBuffer[];
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double strDownBuffer[];
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double strStateBuffer[];
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//
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// Conditions ...
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//
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bool isStrBullish;
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bool isStrBearish;
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//
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bool isStrSwitchedToBullish;
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bool isStrSwitchedToBearish;
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//
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// bool isCloseLower
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//
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// Constructor ...
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X121XSTRConditions()
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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(strBuffer);
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Clean(atrBuffer);
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Clean(strPriceBuffer);
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Clean(strUpBuffer);
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Clean(strDownBuffer);
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Clean(strStateBuffer);
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//
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ArraySetAsSeries(strBuffer, true);
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ArraySetAsSeries(atrBuffer, true);
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ArraySetAsSeries(strPriceBuffer, true);
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ArraySetAsSeries(strUpBuffer, true);
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ArraySetAsSeries(strDownBuffer, true);
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ArraySetAsSeries(strStateBuffer, true);
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//
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// Conditions ...
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//
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isStrBullish = false;
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isStrBearish = false;
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//
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isStrSwitchedToBullish = false;
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isStrSwitchedToBearish = 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 (isStrBullish)
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{
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bullishScore += minScore;
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}
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if (isStrSwitchedToBullish)
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{
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bullishScore += score;
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}
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//
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if (isStrBearish)
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{
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bearishScore += minScore;
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}
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if (isStrSwitchedToBearish)
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{
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bearishScore += score;
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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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"XSTR: " + separator +
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"-----------------------" + separator +
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ToString("isStrBullish", isStrBullish, ignoreFalseConditions, separator) +
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ToString("isStrBearish", isStrBearish, ignoreFalseConditions, separator) +
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ToString("isStrSwitchedToBullish", isStrSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isStrSwitchedToBearish", isStrSwitchedToBearish, 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 XCX121XSTRHelper : 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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XCX121XSTRHelper()
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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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~XCX121XSTRHelper()
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{
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//
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mInputs.Clean();
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//
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Clean(strBuffer);
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Clean(atrBuffer);
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Clean(strPriceBuffer);
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Clean(strUpBuffer);
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Clean(strDownBuffer);
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Clean(strStateBuffer);
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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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X121XSTRInputs &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(strBuffer, true);
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ArraySetAsSeries(atrBuffer, true);
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ArraySetAsSeries(strPriceBuffer, true);
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ArraySetAsSeries(strUpBuffer, true);
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ArraySetAsSeries(strDownBuffer, true);
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ArraySetAsSeries(strStateBuffer, 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.xstr",
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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.strLength,
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mInputs.strMultiplier,
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mInputs.strAppliedTo,
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//
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// Presentation ...
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"",
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mInputs.showStr,
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mInputs.showStrUpper,
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mInputs.showStrLower
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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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X121XSTRInputs 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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X121XSTRInputs &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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// ATR ...
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//
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double GetATR(
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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(atrBuffer);
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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 atrBuffer[barIndex];
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}
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//
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int CopyATR(
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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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atrBuffer,
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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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double GetSTR(
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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(strBuffer);
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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 strBuffer[barIndex];
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}
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//
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int CopySTR(
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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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strBuffer,
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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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double GetSTRState(
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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(strStateBuffer);
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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 strStateBuffer[barIndex];
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}
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//
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int CopySTRState(
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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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strStateBuffer,
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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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double GetSTRPrice(
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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(strPriceBuffer);
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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 strPriceBuffer[barIndex];
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}
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//
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int CopySTRPrice(
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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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strPriceBuffer,
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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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//
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double GetSTRUp(
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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(strUpBuffer);
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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 strUpBuffer[barIndex];
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}
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|
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//
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int CopySTRUp(
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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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|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
strUpBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetSTRDown(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(strDownBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return strDownBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopySTRDown(
|
|
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,
|
|
strDownBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetLastSTR(
|
|
ENUM_X_DIRECTION dir,
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
if (!HasDirection(dir))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int index = barIndex;
|
|
bool isBullish = IsBullish(dir);
|
|
|
|
//
|
|
bool canContinue = true;
|
|
while (canContinue)
|
|
{
|
|
//
|
|
double iStr = GetSTR(index);
|
|
double iState = GetSTRState(index);
|
|
|
|
//
|
|
canContinue =
|
|
isBullish
|
|
? iState < 0
|
|
: iState > 0;
|
|
if (!canContinue)
|
|
{
|
|
//
|
|
result = iStr;
|
|
break;
|
|
}
|
|
|
|
//
|
|
index++;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
void Free() override
|
|
{
|
|
Cleanup(10);
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
X121XSTRConditions &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 ...
|
|
|
|
//
|
|
CopyATR(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrBuffer //
|
|
);
|
|
|
|
//
|
|
CopySTR(
|
|
zIndex,
|
|
loopback,
|
|
conditions.strBuffer //
|
|
);
|
|
|
|
//
|
|
CopySTRState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.strStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopySTRPrice(
|
|
zIndex,
|
|
loopback,
|
|
conditions.strPriceBuffer //
|
|
);
|
|
|
|
//
|
|
CopySTRUp(
|
|
zIndex,
|
|
loopback,
|
|
conditions.strUpBuffer //
|
|
);
|
|
|
|
//
|
|
CopySTRDown(
|
|
zIndex,
|
|
loopback,
|
|
conditions.strDownBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
int cIDX = 1;
|
|
int pIDX = cIDX + 1;
|
|
|
|
//
|
|
bool isStrBullish = strStateBuffer[cIDX] > 0;
|
|
bool isStrBullishPrev = strStateBuffer[pIDX] > 0;
|
|
|
|
//
|
|
bool isStrBearish = strStateBuffer[cIDX] < 0;
|
|
bool isStrBearishPrev = strStateBuffer[pIDX] < 0;
|
|
|
|
//
|
|
bool isStrSwitchedToBullish = isStrBullish &&
|
|
!isStrBullishPrev;
|
|
bool isStrSwitchedToBearish = isStrBearish &&
|
|
!isStrBearishPrev;
|
|
|
|
//
|
|
conditions.isStrBullish = isStrBullish;
|
|
conditions.isStrBearish = isStrBearish;
|
|
conditions.isStrSwitchedToBullish = isStrSwitchedToBullish;
|
|
conditions.isStrSwitchedToBearish = isStrSwitchedToBearish;
|
|
|
|
//
|
|
Cleanup();
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
X121XSTRInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double strBuffer[];
|
|
double atrBuffer[];
|
|
double strPriceBuffer[];
|
|
double strUpBuffer[];
|
|
double strDownBuffer[];
|
|
double strStateBuffer[];
|
|
|
|
//
|
|
void Calculate(
|
|
int maxRequiredBars = 100 //
|
|
)
|
|
{
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
// STR ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XSTR_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
strBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// State ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XSTR_STATE_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
strStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Price ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XSTR_PRICE_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
strPriceBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Up ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XSTR_UP_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
strUpBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// STR ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XSTR_DOWN_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
strDownBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// ATR ...
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_XSTR_ATR_LINE,
|
|
0,
|
|
maxRequiredBars,
|
|
atrBuffer
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
void Cleanup(
|
|
int maxAllowed = 100 //
|
|
)
|
|
{
|
|
//
|
|
CleanupArray(
|
|
strBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
atrBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
strPriceBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
strUpBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
strDownBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
CleanupArray(
|
|
strStateBuffer,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Tools ... |