saherelm
f7040490c8
add XCHVWAP Indicator, extends it's Helper class and implement it's usage inside XCH strategy ...
2608 lines
52 KiB
Plaintext
2608 lines
52 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: XSCXCHVWAPHelper
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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.xhelper.class.mq5"
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//
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// Definitions ...
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//
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enum ENUM_XCHVWAP_BUFFERS
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{
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//
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XCHVWAP_S_LINE = 0,
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XCHVWAP_S_STATE_LINE = 10,
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//
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XCHVWAP_M_LINE = 2,
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XCHVWAP_M_STATE_LINE = 11,
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//
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XCHVWAP_L_LINE = 4,
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XCHVWAP_L_STATE_LINE = 12,
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//
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XCHVWAP_H_LINE = 6,
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XCHVWAP_H_STATE_LINE = 13,
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};
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//
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enum ENUM_XCHVWAP_STATES
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{
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//
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XCHVWAP_BULLISH_STATE = 1,
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XCHVWAP_BEARISH_STATE = 2,
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XCHVWAP_NEUTURAL_STATE = 3,
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};
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//
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// Input Models ...
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struct XCHVWAPInputs
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{
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//
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// Props ...
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//
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// Market ...
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ENUM_APPLIED_PRICE appliedTo; // Applied To
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//
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// Cycles ...
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//
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// Short ...
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ENUM_X_PERIOD_METHOD scMethod; // How to Find Period
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ENUM_TIMEFRAMES scPeriod; // Time Period
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//
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// Medium ...
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ENUM_X_PERIOD_METHOD mcMethod; // How to Find Period
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ENUM_TIMEFRAMES mcPeriod; // Time Period
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//
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// Long ...
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ENUM_X_PERIOD_METHOD lcMethod; // How to Find Period
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ENUM_TIMEFRAMES lcPeriod; // Time Period
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//
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// Hind ...
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ENUM_X_PERIOD_METHOD hcMethod; // How to Find Period
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ENUM_TIMEFRAMES hcPeriod; // Time Period
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//
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// Presentation ...
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bool showShort; // Show Short Cycle
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bool showMedium; // Show Medium Cycle
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bool showLong; // Show Long Cycle
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bool showHind; // Show Hind Cycle
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//
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// Constructor(s) ...
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XCHVWAPInputs()
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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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appliedTo = PRICE_CLOSE;
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//
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scMethod = X_PERIOD_AUTO;
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scPeriod = NULL;
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mcMethod = X_PERIOD_AUTO;
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mcPeriod = NULL;
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lcMethod = X_PERIOD_AUTO;
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lcPeriod = NULL;
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hcMethod = X_PERIOD_AUTO;
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hcPeriod = NULL;
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//
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showShort = false;
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showMedium = false;
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showLong = false;
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showHind = false;
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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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appliedTo = PRICE_CLOSE;
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//
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scMethod = X_PERIOD_AUTO;
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scPeriod = NULL;
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mcMethod = X_PERIOD_AUTO;
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mcPeriod = NULL;
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lcMethod = X_PERIOD_AUTO;
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lcPeriod = NULL;
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hcMethod = X_PERIOD_AUTO;
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hcPeriod = NULL;
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//
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showShort = true;
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showMedium = true;
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showLong = true;
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showHind = 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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(IsValid(scMethod, scPeriod) &&
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IsValid(mcMethod, mcPeriod) &&
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IsValid(lcMethod, lcPeriod) &&
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IsValid(hcMethod, hcPeriod))
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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 =
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//
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MathMax(0, 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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//
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// Define Conditions ...
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struct XCHVWAPConditions
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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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//
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// Short ...
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double s[];
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double sState[];
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//
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// Medium ...
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double m[];
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double mState[];
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//
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// Long ...
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double l[];
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double lState[];
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//
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// Hind ...
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double h[];
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double hState[];
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//
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// Conditions ...
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//
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// Power ...
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bool hasBullishPower;
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bool hasBearishPower;
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bool isBullishPowerUp;
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bool isBearishPowerUp;
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bool isBullishPowerIncreasing;
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bool isBullishPowerDecreasing;
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bool isBearishPowerIncreasing;
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bool isBearishPowerDecreasing;
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//
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// Short ...
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bool isSBullish;
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bool isSBearish;
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bool isSSwitchedToBullish;
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bool isSSwitchedToBearish;
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//
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// Medium ...
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bool isMBullish;
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bool isMBearish;
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bool isMSwitchedToBullish;
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bool isMSwitchedToBearish;
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//
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// Long ...
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bool isLBullish;
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bool isLBearish;
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bool isLSwitchedToBullish;
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bool isLSwitchedToBearish;
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//
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// Hind ...
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bool isHBullish;
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bool isHBearish;
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bool isHSwitchedToBullish;
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bool isHSwitchedToBearish;
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//
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void Clean()
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{
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//
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Clean(s);
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Clean(sState);
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Clean(m);
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Clean(mState);
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Clean(l);
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Clean(lState);
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Clean(h);
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Clean(hState);
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//
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ArraySetAsSeries(s, true);
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ArraySetAsSeries(sState, true);
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ArraySetAsSeries(m, true);
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ArraySetAsSeries(mState, true);
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ArraySetAsSeries(l, true);
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ArraySetAsSeries(lState, true);
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ArraySetAsSeries(h, true);
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ArraySetAsSeries(hState, true);
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//
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// Conditions ...
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//
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// Power ...
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hasBullishPower = false;
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hasBearishPower = false;
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isBullishPowerUp = false;
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isBearishPowerUp = false;
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isBullishPowerIncreasing = false;
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isBullishPowerDecreasing = false;
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isBearishPowerIncreasing = false;
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isBearishPowerDecreasing = false;
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//
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// Short ...
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isSBullish = false;
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isSBearish = false;
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isSSwitchedToBullish = false;
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isSSwitchedToBearish = false;
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//
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// Medium ...
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isMBullish = false;
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isMBearish = false;
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isMSwitchedToBullish = false;
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isMSwitchedToBearish = false;
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//
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// Long ...
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isLBullish = false;
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isLBearish = false;
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isLSwitchedToBullish = false;
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isLSwitchedToBearish = false;
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//
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// Hind ...
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isHBullish = false;
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isHBearish = false;
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isHSwitchedToBullish = false;
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isHSwitchedToBearish = false;
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}
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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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// Since We have to Use this
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// Only for Filtering Signals ...
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// We Can Ignore Scoring ...
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// or Complete this later ...
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//
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// Conditions ...
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//
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// Power ...
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if (hasBullishPower)
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{
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bullishScore++;
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}
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if (hasBearishPower)
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{
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bearishScore++;
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}
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if (isBullishPowerUp)
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{
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bullishScore++;
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}
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if (isBearishPowerUp)
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{
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bearishScore++;
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}
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if (isBullishPowerIncreasing)
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{
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bullishScore++;
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}
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if (isBullishPowerDecreasing)
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{
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bearishScore++;
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}
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if (isBearishPowerIncreasing)
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{
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bearishScore++;
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}
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if (isBearishPowerDecreasing)
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{
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bullishScore++;
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}
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//
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// Short ...
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if (isSBullish)
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{
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bullishScore++;
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}
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if (isSBearish)
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{
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bearishScore++;
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}
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if (isSSwitchedToBullish)
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{
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bullishScore++;
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}
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if (isSSwitchedToBearish)
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{
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bearishScore++;
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}
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//
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// Medium ...
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if (isMBullish)
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{
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bullishScore++;
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}
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if (isMBearish)
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{
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bearishScore++;
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}
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if (isMSwitchedToBullish)
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{
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bullishScore++;
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}
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if (isMSwitchedToBearish)
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{
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bearishScore++;
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}
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//
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// Long ...
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if (isLBullish)
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{
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bullishScore++;
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}
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if (isLBearish)
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{
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bearishScore++;
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}
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if (isLSwitchedToBullish)
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{
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bullishScore++;
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}
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if (isLSwitchedToBearish)
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{
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bearishScore++;
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}
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//
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// Hind ...
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if (isHBullish)
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{
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bullishScore++;
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}
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if (isHBearish)
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{
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bearishScore++;
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}
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if (isHSwitchedToBullish)
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{
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bullishScore++;
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}
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if (isHSwitchedToBearish)
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{
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bearishScore++;
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}
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}
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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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// Power ...
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ToString("hasBullishPower", hasBullishPower, ignoreFalseConditions, separator) +
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ToString("hasBearishPower", hasBearishPower, ignoreFalseConditions, separator) +
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ToString("isBullishPowerUp", isBullishPowerUp, ignoreFalseConditions, separator) +
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ToString("isBearishPowerUp", isBearishPowerUp, ignoreFalseConditions, separator) +
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ToString("isBullishPowerIncreasing", isBullishPowerIncreasing, ignoreFalseConditions, separator) +
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ToString("isBullishPowerDecreasing", isBullishPowerDecreasing, ignoreFalseConditions, separator) +
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ToString("isBearishPowerIncreasing", isBearishPowerIncreasing, ignoreFalseConditions, separator) +
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ToString("isBearishPowerDecreasing", isBearishPowerDecreasing, ignoreFalseConditions, separator) +
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//
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// Short ...
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ToString("isSBullish", isSBullish, ignoreFalseConditions, separator) +
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ToString("isSBearish", isSBearish, ignoreFalseConditions, separator) +
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ToString("isSSwitchedToBullish", isSSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isSSwitchedToBearish", isSSwitchedToBearish, ignoreFalseConditions, separator) +
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//
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// Medium ...
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ToString("isMBullish", isMBullish, ignoreFalseConditions, separator) +
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ToString("isMBearish", isMBearish, ignoreFalseConditions, separator) +
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ToString("isMSwitchedToBullish", isMSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isMSwitchedToBearish", isMSwitchedToBearish, ignoreFalseConditions, separator) +
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//
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// Long ...
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ToString("isLBullish", isLBullish, ignoreFalseConditions, separator) +
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ToString("isLBearish", isLBearish, ignoreFalseConditions, separator) +
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ToString("isLSwitchedToBullish", isLSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isLSwitchedToBearish", isLSwitchedToBearish, ignoreFalseConditions, separator) +
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//
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// Hind ...
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ToString("isHBullish", isHBullish, ignoreFalseConditions, separator) +
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ToString("isHBearish", isHBearish, ignoreFalseConditions, separator) +
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ToString("isHSwitchedToBullish", isHSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isHSwitchedToBearish", isHSwitchedToBearish, 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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string GetTag()
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{
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return "XCHVWAP";
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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 XSCXCHVWAPHelper : public XSCBaseHelper
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{
|
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//
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// Public ...
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public:
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//
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// Props ...
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|
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//
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// Constructors ...
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XSCXCHVWAPHelper() : XSCBaseHelper(_Symbol, _Period)
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{
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}
|
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|
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//
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// Deconstructor ...
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~XSCXCHVWAPHelper()
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{
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//
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Clean(sBuffer);
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Clean(sStateBuffer);
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Clean(mBuffer);
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Clean(mStateBuffer);
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Clean(lBuffer);
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Clean(lStateBuffer);
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Clean(hBuffer);
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Clean(hStateBuffer);
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}
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|
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//
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// Tools ...
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bool Init(
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string symbol, // Trading Symbol
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ENUM_TIMEFRAMES period, // Trading Period
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XCHVWAPInputs &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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//
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mSymbol = symbol;
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mPeriod = period;
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|
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//
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result = inputs.IsValid();
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if (!result)
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{
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return result;
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}
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|
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//
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mInputs = inputs;
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|
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//
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ArraySetAsSeries(sBuffer, true);
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ArraySetAsSeries(sStateBuffer, true);
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ArraySetAsSeries(mBuffer, true);
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ArraySetAsSeries(mStateBuffer, true);
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ArraySetAsSeries(lBuffer, true);
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ArraySetAsSeries(lStateBuffer, true);
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ArraySetAsSeries(hBuffer, true);
|
|
ArraySetAsSeries(hStateBuffer, true);
|
|
|
|
//
|
|
mHandler = iCustom(
|
|
mSymbol,
|
|
mPeriod,
|
|
"x-saherelm.xchvwap",
|
|
//
|
|
// Inputs ...
|
|
//
|
|
// Market ...
|
|
"",
|
|
mInputs.appliedTo,
|
|
//
|
|
// Cycles ...
|
|
"",
|
|
//
|
|
// Short ...
|
|
"",
|
|
mInputs.scMethod,
|
|
mInputs.scPeriod,
|
|
//
|
|
// Medium ...
|
|
"",
|
|
mInputs.mcMethod,
|
|
mInputs.mcPeriod,
|
|
//
|
|
// Long ...
|
|
"",
|
|
mInputs.lcMethod,
|
|
mInputs.lcPeriod,
|
|
//
|
|
// Hind ...
|
|
"",
|
|
mInputs.hcMethod,
|
|
mInputs.hcPeriod,
|
|
//
|
|
// Presentation ...
|
|
"",
|
|
mInputs.showShort,
|
|
mInputs.showMedium,
|
|
mInputs.showLong,
|
|
mInputs.showHind
|
|
//
|
|
);
|
|
result = mHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Inputs ...
|
|
|
|
//
|
|
XCHVWAPInputs GetInputs()
|
|
{
|
|
return mInputs;
|
|
}
|
|
|
|
//
|
|
bool SetInputs(
|
|
XCHVWAPInputs &inputs // Configs
|
|
)
|
|
{
|
|
//
|
|
return Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
inputs
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
// Short ...
|
|
|
|
//
|
|
double GetS(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
return sBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Buffer ...
|
|
int CopyS(
|
|
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,
|
|
sBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetSState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
return sStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Buffer ...
|
|
int CopySState(
|
|
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,
|
|
sStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Medium ...
|
|
|
|
//
|
|
double GetM(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
return mBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Buffer ...
|
|
int CopyM(
|
|
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,
|
|
mBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetMState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
return mStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Buffer ...
|
|
int CopyMState(
|
|
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,
|
|
mStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Long ...
|
|
|
|
//
|
|
double GetL(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
return lBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Buffer ...
|
|
int CopyL(
|
|
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,
|
|
lBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetLState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
return lStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Buffer ...
|
|
int CopyLState(
|
|
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,
|
|
lStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Hind ...
|
|
|
|
//
|
|
double GetH(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
return hBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Buffer ...
|
|
int CopyH(
|
|
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,
|
|
hBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetHState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
return hStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Buffer ...
|
|
int CopyHState(
|
|
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,
|
|
hStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
ENUM_XCHVWAP_STATES ToState(double value)
|
|
{
|
|
//
|
|
ENUM_XCHVWAP_STATES result = value == 1
|
|
? XCHVWAP_BULLISH_STATE
|
|
: value == 2
|
|
? XCHVWAP_BEARISH_STATE
|
|
: XCHVWAP_NEUTURAL_STATE;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsBullish(double value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
ToState(value) == XCHVWAP_BULLISH_STATE;
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsBearish(double value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
ToState(value) == XCHVWAP_BEARISH_STATE;
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int GetValues(
|
|
int barIndex, // Bar Index
|
|
double &values[] // Result
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(values);
|
|
|
|
//
|
|
ENUM_X_MARKET_CYCLES cycles[];
|
|
int cyclesCount = GetAllMarketCycles(cycles);
|
|
if (!IsValidSize(cyclesCount))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < cyclesCount; i++)
|
|
{
|
|
//
|
|
double iValue = GetCycleValue(
|
|
barIndex,
|
|
cycles[i] //
|
|
);
|
|
|
|
//
|
|
Add(
|
|
iValue,
|
|
values //
|
|
);
|
|
}
|
|
|
|
//
|
|
result = ArraySize(values);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetCycleValue(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES cycle // Cycle
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
switch (cycle)
|
|
{
|
|
//
|
|
// SHORT ...
|
|
case X_MARKET_CYCLE_SHORT:
|
|
result = GetS(barIndex);
|
|
break;
|
|
|
|
//
|
|
// MEDIUM ...
|
|
case X_MARKET_CYCLE_MEDIUM:
|
|
result = GetM(barIndex);
|
|
break;
|
|
|
|
//
|
|
// LONG ...
|
|
case X_MARKET_CYCLE_LONG:
|
|
result = GetL(barIndex);
|
|
break;
|
|
|
|
//
|
|
// HIND ...
|
|
case X_MARKET_CYCLE_HIND:
|
|
result = GetH(barIndex);
|
|
break;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetCycleState(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES cycle // Cycle
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
switch (cycle)
|
|
{
|
|
//
|
|
// SHORT ...
|
|
case X_MARKET_CYCLE_SHORT:
|
|
result = GetSState(barIndex);
|
|
break;
|
|
|
|
//
|
|
// MEDIUM ...
|
|
case X_MARKET_CYCLE_MEDIUM:
|
|
result = GetMState(barIndex);
|
|
break;
|
|
|
|
//
|
|
// LONG ...
|
|
case X_MARKET_CYCLE_LONG:
|
|
result = GetLState(barIndex);
|
|
break;
|
|
|
|
//
|
|
// HIND ...
|
|
case X_MARKET_CYCLE_HIND:
|
|
result = GetHState(barIndex);
|
|
break;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int GetBullishCycles(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[] // Result
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(cycles);
|
|
|
|
//
|
|
ENUM_X_MARKET_CYCLES allCycles[];
|
|
int allCyclesCount = GetAllMarketCycles(allCycles);
|
|
if (!IsValidSize(allCyclesCount))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < allCyclesCount; i++)
|
|
{
|
|
//
|
|
double cState = GetCycleState(
|
|
barIndex,
|
|
allCycles[i] //
|
|
);
|
|
|
|
//
|
|
if (IsBullish(cState))
|
|
{
|
|
//
|
|
Add(
|
|
allCycles[i],
|
|
cycles //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
result = ArraySize(cycles);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int GetBearishCycles(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[] // Result
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(cycles);
|
|
|
|
//
|
|
ENUM_X_MARKET_CYCLES allCycles[];
|
|
int allCyclesCount = GetAllMarketCycles(allCycles);
|
|
if (!IsValidSize(allCyclesCount))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < allCyclesCount; i++)
|
|
{
|
|
//
|
|
double cState = GetCycleState(
|
|
barIndex,
|
|
allCycles[i] //
|
|
);
|
|
|
|
//
|
|
if (IsBearish(cState))
|
|
{
|
|
//
|
|
Add(
|
|
allCycles[i],
|
|
cycles //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
result = ArraySize(cycles);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int GetCyclesValues(
|
|
int barIndex, // Bar Index
|
|
double &values[], // Values
|
|
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(values);
|
|
|
|
//
|
|
int count = ArraySize(cycles);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
double iValue = GetCycleValue(
|
|
barIndex,
|
|
cycles[i] //
|
|
);
|
|
|
|
//
|
|
Add(
|
|
iValue,
|
|
values //
|
|
);
|
|
}
|
|
|
|
//
|
|
result = ArraySize(values);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int GetBullishCyclesValues(
|
|
int barIndex, // Bar Index
|
|
double &values[] // Values
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(values);
|
|
|
|
//
|
|
ENUM_X_MARKET_CYCLES cycles[];
|
|
int count = GetBullishCycles(
|
|
barIndex,
|
|
cycles //
|
|
);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetCyclesValues(
|
|
barIndex,
|
|
values,
|
|
cycles //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int GetBearishCyclesValues(
|
|
int barIndex, // Bar Index
|
|
double &values[] // Values
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(values);
|
|
|
|
//
|
|
ENUM_X_MARKET_CYCLES cycles[];
|
|
int count = GetBearishCycles(
|
|
barIndex,
|
|
cycles //
|
|
);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetCyclesValues(
|
|
barIndex,
|
|
values,
|
|
cycles //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetCyclesMax(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
double values[];
|
|
int count = GetCyclesValues(
|
|
barIndex,
|
|
values,
|
|
cycles //
|
|
);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetSpecifiedMax(values);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetCyclesMin(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
double values[];
|
|
int count = GetCyclesValues(
|
|
barIndex,
|
|
values,
|
|
cycles //
|
|
);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetSpecifiedMin(values);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetMax(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
double values[];
|
|
int valuesCount = GetValues(
|
|
barIndex,
|
|
values //
|
|
);
|
|
if (!IsValidSize(valuesCount))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetSpecifiedMax(values);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetMin(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
double values[];
|
|
int valuesCount = GetValues(
|
|
barIndex,
|
|
values //
|
|
);
|
|
if (!IsValidSize(valuesCount))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetSpecifiedMin(values);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetBullishPower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
double values[];
|
|
int count = GetBullishCyclesValues(
|
|
barIndex,
|
|
values //
|
|
);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = MathAbs(GetSum(values));
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetBearishPower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
double values[];
|
|
int count = GetBearishCyclesValues(
|
|
barIndex,
|
|
values //
|
|
);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = MathAbs(GetSum(values));
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetCyclesBullishPower(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[] //
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
int cyclesCount = ArraySize(cycles);
|
|
if (!IsValidSize(cyclesCount))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < cyclesCount; i++)
|
|
{
|
|
//
|
|
double power = GetCycleValue(
|
|
barIndex,
|
|
cycles[i] //
|
|
);
|
|
|
|
//
|
|
if (IsBullish(power))
|
|
{
|
|
result += MathAbs(power);
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double GetCyclesBearishPower(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[] //
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
int cyclesCount = ArraySize(cycles);
|
|
if (!IsValidSize(cyclesCount))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < cyclesCount; i++)
|
|
{
|
|
//
|
|
double power = GetCycleValue(
|
|
barIndex,
|
|
cycles[i] //
|
|
);
|
|
|
|
//
|
|
if (IsBearish(power))
|
|
{
|
|
result += MathAbs(power);
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool HasBullishPower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
double bullishPower = GetBullishPower(barIndex);
|
|
double bearishPower = GetBearishPower(barIndex);
|
|
|
|
//
|
|
result =
|
|
//
|
|
bearishPower >= 0 &&
|
|
bullishPower > bearishPower
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool HasBearishPower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
double bullishPower = GetBullishPower(barIndex);
|
|
double bearishPower = GetBearishPower(barIndex);
|
|
|
|
//
|
|
result =
|
|
//
|
|
bullishPower >= 0 &&
|
|
bearishPower > bullishPower
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool HasCyclesBullishPower(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[] //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
double bullishPower = GetCyclesBullishPower(barIndex, cycles);
|
|
double bearishPower = GetCyclesBearishPower(barIndex, cycles);
|
|
|
|
//
|
|
result =
|
|
//
|
|
bearishPower >= 0 &&
|
|
bullishPower > bearishPower
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool HasCyclesBearishPower(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[] //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
double bullishPower = GetCyclesBullishPower(barIndex, cycles);
|
|
double bearishPower = GetCyclesBearishPower(barIndex, cycles);
|
|
|
|
//
|
|
result =
|
|
//
|
|
bullishPower >= 0 &&
|
|
bearishPower > bullishPower
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bullish Power Increasing ...
|
|
bool IsBullishPowerIncreasing(
|
|
int barIndex, // Bar Index
|
|
int loopback = 5 // Loopback
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback <= 0)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
double firstPower = GetBullishPower(barIndex);
|
|
double lastPower = firstPower;
|
|
for (int i = barIndex + 1; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
double iPower = GetBullishPower(i);
|
|
|
|
//
|
|
result =
|
|
//
|
|
iPower > 0 &&
|
|
firstPower > 0 &&
|
|
lastPower > iPower
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
lastPower = iPower;
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
result =
|
|
//
|
|
firstPower > lastPower
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bullish Power Decreasing ...
|
|
bool IsBullishPowerDecreasing(
|
|
int barIndex, // Bar Index
|
|
int loopback = 5 // Loopback
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback <= 0)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
double firstPower = GetBullishPower(barIndex);
|
|
double lastPower = firstPower;
|
|
for (int i = barIndex + 1; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
double iPower = GetBullishPower(i);
|
|
|
|
//
|
|
result =
|
|
//
|
|
iPower > 0 &&
|
|
firstPower > 0 &&
|
|
lastPower < iPower
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
lastPower = iPower;
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
result =
|
|
//
|
|
firstPower < lastPower
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bearish Power Increasing ...
|
|
bool IsBearishPowerIncreasing(
|
|
int barIndex, // Bar Index
|
|
int loopback = 5 // Loopback
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback <= 0)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
double firstPower = GetBearishPower(barIndex);
|
|
double lastPower = firstPower;
|
|
for (int i = barIndex + 1; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
double iPower = GetBearishPower(i);
|
|
|
|
//
|
|
result =
|
|
//
|
|
iPower > 0 &&
|
|
firstPower > 0 &&
|
|
lastPower > iPower
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
lastPower = iPower;
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
result =
|
|
//
|
|
firstPower > lastPower
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bearish Power Decreasing ...
|
|
bool IsBearishPowerDecreasing(
|
|
int barIndex, // Bar Index
|
|
int loopback = 5 // Loopback
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback <= 0)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
double firstPower = GetBearishPower(barIndex);
|
|
double lastPower = firstPower;
|
|
for (int i = barIndex + 1; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
double iPower = GetBearishPower(i);
|
|
|
|
//
|
|
result =
|
|
//
|
|
iPower > 0 &&
|
|
firstPower > 0 &&
|
|
lastPower < iPower
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
lastPower = iPower;
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
result =
|
|
//
|
|
firstPower < lastPower
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bullish Power Increasing ...
|
|
bool IsCyclesBullishPowerIncreasing(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[], //
|
|
int loopback = 5 // Loopback
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback <= 0)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
double firstPower = GetCyclesBullishPower(barIndex, cycles);
|
|
double lastPower = firstPower;
|
|
for (int i = barIndex + 1; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
double iPower = GetCyclesBullishPower(i, cycles);
|
|
|
|
//
|
|
result =
|
|
//
|
|
iPower > 0 &&
|
|
firstPower > 0 &&
|
|
lastPower > iPower
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
lastPower = iPower;
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
result =
|
|
//
|
|
firstPower > lastPower
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bullish Power Decreasing ...
|
|
bool IsCyclesBullishPowerDecreasing(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[], //
|
|
int loopback = 5 // Loopback
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback <= 0)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
double firstPower = GetCyclesBullishPower(barIndex, cycles);
|
|
double lastPower = firstPower;
|
|
for (int i = barIndex + 1; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
double iPower = GetCyclesBullishPower(i, cycles);
|
|
|
|
//
|
|
result =
|
|
//
|
|
iPower > 0 &&
|
|
firstPower > 0 &&
|
|
lastPower < iPower
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
lastPower = iPower;
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
result =
|
|
//
|
|
firstPower < lastPower
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bearish Power Increasing ...
|
|
bool IsCyclesBearishPowerIncreasing(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[], //
|
|
int loopback = 5 // Loopback
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback <= 0)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
double firstPower = GetCyclesBearishPower(barIndex, cycles);
|
|
double lastPower = firstPower;
|
|
for (int i = barIndex + 1; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
double iPower = GetCyclesBearishPower(i, cycles);
|
|
|
|
//
|
|
result =
|
|
//
|
|
iPower > 0 &&
|
|
firstPower > 0 &&
|
|
lastPower > iPower
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
lastPower = iPower;
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
result =
|
|
//
|
|
firstPower > lastPower
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Bearish Power Decreasing ...
|
|
bool IsCyclesBearishPowerDecreasing(
|
|
int barIndex, // Bar Index
|
|
ENUM_X_MARKET_CYCLES &cycles[], //
|
|
int loopback = 5 // Loopback
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (loopback <= 0)
|
|
{
|
|
loopback = 5;
|
|
}
|
|
|
|
//
|
|
double firstPower = GetCyclesBearishPower(barIndex, cycles);
|
|
double lastPower = firstPower;
|
|
for (int i = barIndex + 1; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
double iPower = GetCyclesBearishPower(i, cycles);
|
|
|
|
//
|
|
result =
|
|
//
|
|
iPower > 0 &&
|
|
firstPower > 0 &&
|
|
lastPower < iPower
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
lastPower = iPower;
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
result =
|
|
//
|
|
firstPower < lastPower
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
bool GetConditions(
|
|
XCHVWAPConditions &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 ...
|
|
|
|
//
|
|
// Short ...
|
|
CopyS(
|
|
zIndex,
|
|
loopback,
|
|
conditions.s //
|
|
);
|
|
CopySState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.sState //
|
|
);
|
|
|
|
//
|
|
// Medium ...
|
|
CopyM(
|
|
zIndex,
|
|
loopback,
|
|
conditions.m //
|
|
);
|
|
CopyMState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.mState //
|
|
);
|
|
|
|
//
|
|
// Long ...
|
|
CopyL(
|
|
zIndex,
|
|
loopback,
|
|
conditions.l //
|
|
);
|
|
CopyLState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.lState //
|
|
);
|
|
|
|
//
|
|
// Hind ...
|
|
CopyH(
|
|
zIndex,
|
|
loopback,
|
|
conditions.h //
|
|
);
|
|
CopyHState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.hState //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Power ...
|
|
|
|
//
|
|
bool hasBullishPower = HasBullishPower(cIndex);
|
|
bool hasBullishPowerPrev = HasBullishPower(pIndex);
|
|
|
|
//
|
|
bool hasBearishPower = HasBearishPower(cIndex);
|
|
bool hasBearishPowerPrev = HasBearishPower(pIndex);
|
|
|
|
//
|
|
bool isBullishPowerUp = hasBullishPower &&
|
|
!hasBullishPowerPrev;
|
|
bool isBearishPowerUp = hasBearishPower &&
|
|
!hasBearishPowerPrev;
|
|
|
|
//
|
|
bool isBullishPowerIncreasing = IsBullishPowerIncreasing(cIndex);
|
|
bool isBullishPowerDecreasing = IsBullishPowerDecreasing(cIndex);
|
|
bool isBearishPowerIncreasing = IsBearishPowerIncreasing(cIndex);
|
|
bool isBearishPowerDecreasing = IsBearishPowerDecreasing(cIndex);
|
|
|
|
//
|
|
conditions.hasBullishPower = hasBullishPower;
|
|
conditions.hasBearishPower = hasBearishPower;
|
|
conditions.isBullishPowerUp = isBullishPowerUp;
|
|
conditions.isBearishPowerUp = isBearishPowerUp;
|
|
conditions.isBullishPowerIncreasing = isBullishPowerIncreasing;
|
|
conditions.isBullishPowerDecreasing = isBullishPowerDecreasing;
|
|
conditions.isBearishPowerIncreasing = isBearishPowerIncreasing;
|
|
conditions.isBearishPowerDecreasing = isBearishPowerDecreasing;
|
|
|
|
//
|
|
// Short ...
|
|
|
|
//
|
|
bool isSBullish = IsBullish(conditions.sState[cIndex]);
|
|
bool isSBullishPrev = IsBullish(conditions.sState[pIndex]);
|
|
|
|
//
|
|
bool isSBearish = IsBearish(conditions.sState[cIndex]);
|
|
bool isSBearishPrev = IsBearish(conditions.sState[pIndex]);
|
|
|
|
//
|
|
bool isSSwitchedToBullish = isSBullish &&
|
|
!isSBullishPrev;
|
|
bool isSSwitchedToBearish = isSBearish &&
|
|
!isSBearishPrev;
|
|
|
|
//
|
|
conditions.isSBullish = isSBullish;
|
|
conditions.isSBearish = isSBearish;
|
|
conditions.isSSwitchedToBullish = isSSwitchedToBullish;
|
|
conditions.isSSwitchedToBearish = isSSwitchedToBearish;
|
|
|
|
//
|
|
// Medium ...
|
|
|
|
//
|
|
bool isMBullish = IsBullish(conditions.mState[cIndex]);
|
|
bool isMBullishPrev = IsBullish(conditions.mState[pIndex]);
|
|
|
|
//
|
|
bool isMBearish = IsBearish(conditions.mState[cIndex]);
|
|
bool isMBearishPrev = IsBearish(conditions.mState[pIndex]);
|
|
|
|
//
|
|
bool isMSwitchedToBullish = isMBullish &&
|
|
!isMBullishPrev;
|
|
bool isMSwitchedToBearish = isMBearish &&
|
|
!isMBearishPrev;
|
|
|
|
//
|
|
conditions.isMBullish = isMBullish;
|
|
conditions.isMBearish = isMBearish;
|
|
conditions.isMSwitchedToBullish = isMSwitchedToBullish;
|
|
conditions.isMSwitchedToBearish = isMSwitchedToBearish;
|
|
|
|
//
|
|
// Long ...
|
|
|
|
//
|
|
bool isLBullish = IsBullish(conditions.lState[cIndex]);
|
|
bool isLBullishPrev = IsBullish(conditions.lState[pIndex]);
|
|
|
|
//
|
|
bool isLBearish = IsBearish(conditions.lState[cIndex]);
|
|
bool isLBearishPrev = IsBearish(conditions.lState[pIndex]);
|
|
|
|
//
|
|
bool isLSwitchedToBullish = isLBullish &&
|
|
!isLBullishPrev;
|
|
bool isLSwitchedToBearish = isLBearish &&
|
|
!isLBearishPrev;
|
|
|
|
//
|
|
conditions.isLBullish = isLBullish;
|
|
conditions.isLBearish = isLBearish;
|
|
conditions.isLSwitchedToBullish = isLSwitchedToBullish;
|
|
conditions.isLSwitchedToBearish = isLSwitchedToBearish;
|
|
|
|
//
|
|
// Hind ...
|
|
|
|
//
|
|
bool isHBullish = IsBullish(conditions.hState[cIndex]);
|
|
bool isHBullishPrev = IsBullish(conditions.hState[pIndex]);
|
|
|
|
//
|
|
bool isHBearish = IsBearish(conditions.hState[cIndex]);
|
|
bool isHBearishPrev = IsBearish(conditions.hState[pIndex]);
|
|
|
|
//
|
|
bool isHSwitchedToBullish = isHBullish &&
|
|
!isHBullishPrev;
|
|
bool isHSwitchedToBearish = isHBearish &&
|
|
!isHBearishPrev;
|
|
|
|
//
|
|
conditions.isHBullish = isHBullish;
|
|
conditions.isHBearish = isHBearish;
|
|
conditions.isHSwitchedToBullish = isHSwitchedToBullish;
|
|
conditions.isHSwitchedToBearish = isHSwitchedToBearish;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
XCHVWAPInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
// Short ...
|
|
double sBuffer[];
|
|
double sStateBuffer[];
|
|
|
|
//
|
|
// Medium ...
|
|
double mBuffer[];
|
|
double mStateBuffer[];
|
|
|
|
//
|
|
// Long ...
|
|
double lBuffer[];
|
|
double lStateBuffer[];
|
|
|
|
//
|
|
// Hind ...
|
|
double hBuffer[];
|
|
double hStateBuffer[];
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Calculate Values Until Now ...
|
|
void Calculate()
|
|
{
|
|
//
|
|
int totalBars = CountBars();
|
|
if (totalBars > 1000)
|
|
{
|
|
totalBars = 1000;
|
|
}
|
|
|
|
//
|
|
// Short ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XCHVWAP_S_LINE,
|
|
0,
|
|
totalBars,
|
|
sBuffer
|
|
//
|
|
);
|
|
CopyBuffer(
|
|
mHandler,
|
|
XCHVWAP_S_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
sStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Medium ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XCHVWAP_M_LINE,
|
|
0,
|
|
totalBars,
|
|
mBuffer
|
|
//
|
|
);
|
|
CopyBuffer(
|
|
mHandler,
|
|
XCHVWAP_M_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
mStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Long ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XCHVWAP_L_LINE,
|
|
0,
|
|
totalBars,
|
|
lBuffer
|
|
//
|
|
);
|
|
CopyBuffer(
|
|
mHandler,
|
|
XCHVWAP_L_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
lStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Hind ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XCHVWAP_H_LINE,
|
|
0,
|
|
totalBars,
|
|
hBuffer
|
|
//
|
|
);
|
|
CopyBuffer(
|
|
mHandler,
|
|
XCHVWAP_H_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
hStateBuffer
|
|
//
|
|
);
|
|
};
|
|
};
|
|
|
|
// |