1140 lines
23 KiB
Plaintext
1140 lines
23 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: XSCXRLHelper
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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_XRL_STATES
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{
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//
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XRL_STATE_BULLISH = 1,
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XRL_STATE_BEARISH = -1,
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};
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//
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enum ENUM_XRL_BUFFERS
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{
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//
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XRL_FAST_LINE = 0,
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XRL_SLOW_LINE = 2,
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XRL_VERIFIER_LINE = 2,
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//
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XRL_FAST_STATE_LINE = 8,
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XRL_SLOW_STATE_LINE = 9,
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XRL_VERIFIER_STATE_LINE = 10,
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};
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//
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// Input Models ...
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struct XRLInputs
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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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// Fast ...
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int fastLength; // Length
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ENUM_APPLIED_PRICE fastAppliedTo; // Applied To
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//
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// Slow ...
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int slowLength; // Length
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ENUM_APPLIED_PRICE slowAppliedTo; // Applied To
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//
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// Presentation ...
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bool showFast; // Show Fast
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bool showSlow; // Show Slow
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bool showVerifier; // Show Verifier
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//
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// Constructor(s) ...
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XRLInputs()
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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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fastLength = 0;
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fastAppliedTo = PRICE_CLOSE;
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//
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slowLength = 0;
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slowAppliedTo = PRICE_CLOSE;
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//
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showFast = false;
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showSlow = false;
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showVerifier = 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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fastLength = 9;
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fastAppliedTo = PRICE_CLOSE;
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//
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slowLength = 18;
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slowAppliedTo = PRICE_CLOSE;
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//
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showFast = true;
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showSlow = true;
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showVerifier = 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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fastLength >= 2 &&
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slowLength > fastLength
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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(fastLength, slowLength);
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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 XRLConditions
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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 fast[];
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double fastState[];
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double slow[];
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double slowState[];
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double verifier[];
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double verifierState[];
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//
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// Conditions ...
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//
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bool isFastBullish;
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bool isFastBearish;
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//
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bool isFastSwitchedToBullish;
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bool isFastSwitchedToBearish;
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//
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bool isSlowBullish;
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bool isSlowBearish;
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//
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bool isSlowSwitchedToBullish;
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bool isSlowSwitchedToBearish;
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//
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bool isFastOverSlow;
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bool isFastCrossedOverSlow;
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//
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bool isFastUnderSlow;
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bool isFastCrossedUnderSlow;
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//
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bool isVerifierBullish;
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bool isVerifierSwitchedToBullish;
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//
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bool isVerifierBearish;
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bool isVerifierSwitchedToBearish;
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//
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void Clean()
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{
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//
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Clean(fast);
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Clean(slow);
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Clean(verifier);
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//
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Clean(fastState);
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Clean(slowState);
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Clean(verifierState);
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//
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ArraySetAsSeries(fast, true);
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ArraySetAsSeries(slow, true);
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ArraySetAsSeries(verifier, true);
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//
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ArraySetAsSeries(fastState, true);
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ArraySetAsSeries(slowState, true);
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ArraySetAsSeries(verifierState, true);
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//
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isFastBullish = false;
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isFastBearish = false;
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isSlowBullish = false;
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isSlowBearish = false;
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isFastOverSlow = false;
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isFastUnderSlow = false;
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isVerifierBullish = false;
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isVerifierBearish = false;
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isFastCrossedOverSlow = false;
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isFastCrossedUnderSlow = false;
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isVerifierSwitchedToBullish = false;
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isVerifierSwitchedToBearish = 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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if (isFastBullish)
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{
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bullishScore++;
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}
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if (isSlowBullish)
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{
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bullishScore++;
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}
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if (isFastOverSlow)
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{
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bullishScore++;
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}
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if (isFastCrossedOverSlow)
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{
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bullishScore++;
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}
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if (isVerifierBullish)
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{
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bullishScore++;
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}
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if (isVerifierSwitchedToBullish)
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{
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bullishScore++;
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}
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//
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if (isFastBearish)
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{
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bearishScore++;
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}
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if (isSlowBearish)
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{
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bearishScore++;
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}
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if (isFastUnderSlow)
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{
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bearishScore++;
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}
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if (isFastCrossedUnderSlow)
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{
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bearishScore++;
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}
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if (isVerifierBearish)
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{
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bearishScore++;
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}
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if (isVerifierSwitchedToBearish)
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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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ToString("isFastBullish", isFastBullish, ignoreFalseConditions, separator) +
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ToString("isFastBearish", isFastBearish, ignoreFalseConditions, separator) +
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ToString("isSlowBullish", isSlowBullish, ignoreFalseConditions, separator) +
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ToString("isSlowBearish", isSlowBearish, ignoreFalseConditions, separator) +
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ToString("isFastOverSlow", isFastOverSlow, ignoreFalseConditions, separator) +
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ToString("isFastCrossedOverSlow", isFastCrossedOverSlow, ignoreFalseConditions, separator) +
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ToString("isFastUnderSlow", isFastUnderSlow, ignoreFalseConditions, separator) +
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ToString("isFastCrossedUnderSlow", isFastCrossedUnderSlow, ignoreFalseConditions, separator) +
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ToString("isVerifierBullish", isVerifierBullish, ignoreFalseConditions, separator) +
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ToString("isVerifierSwitchedToBullish", isVerifierSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isVerifierBearish", isVerifierBearish, ignoreFalseConditions, separator) +
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ToString("isVerifierSwitchedToBearish", isVerifierSwitchedToBearish, ignoreFalseConditions, separator) +
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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 ? "" : commonStr) +
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(!includeScores ? "" : scoresStr) +
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" " + separator +
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(onlyCommons ? "" : 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 "XRL";
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}
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};
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//
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// Class ...
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class XSCXRLHelper : 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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// Constructors ...
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XSCXRLHelper() : XSCBaseHelper(_Symbol, _Period)
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{
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}
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//
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// Deconstructor ...
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~XSCXRLHelper()
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{
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//
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Clean(fastBuffer);
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Clean(slowBuffer);
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Clean(verifierBuffer);
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Clean(fastStateBuffer);
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Clean(slowStateBuffer);
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Clean(verifierStateBuffer);
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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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XRLInputs &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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mInputs = inputs;
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//
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ArraySetAsSeries(fastBuffer, true);
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ArraySetAsSeries(slowBuffer, true);
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ArraySetAsSeries(verifierBuffer, true);
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//
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ArraySetAsSeries(fastStateBuffer, true);
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ArraySetAsSeries(slowStateBuffer, true);
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ArraySetAsSeries(verifierStateBuffer, true);
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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.xrl",
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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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//
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// Fast ...
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"",
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mInputs.fastLength,
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mInputs.fastAppliedTo,
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//
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// Slow ...
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"",
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mInputs.slowLength,
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mInputs.slowAppliedTo,
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//
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// Presentation ...
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"",
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mInputs.showFast,
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mInputs.showSlow,
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mInputs.showVerifier
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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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XRLInputs 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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XRLInputs &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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// Buffers ...
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//
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// Fast ...
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//
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double GetFast(
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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(fastBuffer);
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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 fastBuffer[barIndex];
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}
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//
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// Copy Required Items ...
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int CopyFast(
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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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fastBuffer,
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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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// Fast State ...
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//
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double GetFastState(
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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(fastStateBuffer);
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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 fastStateBuffer[barIndex];
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}
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//
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// Copy Required Items ...
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int CopyFastState(
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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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fastStateBuffer,
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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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// Slow ...
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//
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double GetSlow(
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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(slowBuffer);
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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 slowBuffer[barIndex];
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}
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//
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// Copy Required Items ...
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int CopySlow(
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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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slowBuffer,
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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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// Slow State ...
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|
|
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//
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double GetSlowState(
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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(slowStateBuffer);
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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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//
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return slowStateBuffer[barIndex];
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}
|
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|
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//
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// Copy Required Items ...
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|
int CopySlowState(
|
|
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,
|
|
slowStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Verifier ...
|
|
|
|
//
|
|
double GetVerifier(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(verifierBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return verifierBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Items ...
|
|
int CopyVerifier(
|
|
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,
|
|
verifierBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Verifier State ...
|
|
|
|
//
|
|
double GetVerifierState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(verifierStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return verifierStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
// Copy Required Items ...
|
|
int CopyVerifierState(
|
|
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,
|
|
verifierStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
bool IsBullish(double state)
|
|
{
|
|
//
|
|
bool result = state == XRL_STATE_BULLISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsBearish(double state)
|
|
{
|
|
//
|
|
bool result = state == XRL_STATE_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Conditions ...
|
|
bool GetConditions(
|
|
XRLConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 3 //
|
|
)
|
|
{
|
|
//
|
|
bool result = true;
|
|
|
|
//
|
|
if (loopback < 3)
|
|
{
|
|
loopback = 3;
|
|
}
|
|
|
|
//
|
|
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 ...
|
|
|
|
//
|
|
// Fast ...
|
|
CopyFast(
|
|
zIndex,
|
|
loopback,
|
|
conditions.fast //
|
|
);
|
|
|
|
//
|
|
// Fast State ...
|
|
CopyFastState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.fastState //
|
|
);
|
|
|
|
//
|
|
// Slow ...
|
|
CopySlow(
|
|
zIndex,
|
|
loopback,
|
|
conditions.slow //
|
|
);
|
|
|
|
//
|
|
// Slow State ...
|
|
CopySlowState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.slowState //
|
|
);
|
|
|
|
//
|
|
// Verifier ...
|
|
CopyVerifier(
|
|
zIndex,
|
|
loopback,
|
|
conditions.verifier //
|
|
);
|
|
|
|
//
|
|
// Verifier State ...
|
|
CopyVerifierState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.verifierState //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
bool isFastBullish = IsBullish(conditions.fastState[cIndex]);
|
|
bool isFastBullishPrev = IsBullish(conditions.fastState[pIndex]);
|
|
|
|
//
|
|
bool isFastBearish = IsBearish(conditions.fastState[cIndex]);
|
|
bool isFastBearishPrev = IsBearish(conditions.fastState[pIndex]);
|
|
|
|
//
|
|
bool isFastSwitchedToBullish = isFastBullish &&
|
|
!isFastBullishPrev;
|
|
bool isFastSwitchedToBearish = isFastBearish &&
|
|
!isFastBearishPrev;
|
|
|
|
//
|
|
bool isSlowBullish = IsBullish(conditions.slowState[cIndex]);
|
|
bool isSlowBullishPrev = IsBullish(conditions.slowState[pIndex]);
|
|
|
|
//
|
|
bool isSlowBearish = IsBearish(conditions.slowState[cIndex]);
|
|
bool isSlowBearishPrev = IsBearish(conditions.slowState[pIndex]);
|
|
|
|
//
|
|
bool isSlowSwitchedToBullish = isSlowBullish &&
|
|
!isSlowBullishPrev;
|
|
bool isSlowSwitchedToBearish = isSlowBearish &&
|
|
!isSlowBearishPrev;
|
|
|
|
//
|
|
bool isFastOverSlow = conditions.fast[cIndex] > conditions.slow[cIndex];
|
|
bool isFastOverSlowPrev = conditions.fast[pIndex] > conditions.slow[pIndex];
|
|
|
|
//
|
|
bool isFastCrossedOverSlow = isFastOverSlow &&
|
|
!isFastOverSlowPrev;
|
|
|
|
//
|
|
bool isFastUnderSlow = conditions.fast[cIndex] < conditions.slow[cIndex];
|
|
bool isFastUnderSlowPrev = conditions.fast[pIndex] < conditions.slow[pIndex];
|
|
|
|
//
|
|
bool isFastCrossedUnderSlow = isFastUnderSlow &&
|
|
!isFastUnderSlowPrev;
|
|
|
|
//
|
|
bool isVerifierBullish = IsBullish(conditions.verifierState[cIndex]);
|
|
bool isVerifierBullishPrev = IsBullish(conditions.verifierState[pIndex]);
|
|
|
|
//
|
|
bool isVerifierSwitchedToBullish = isVerifierBullish &&
|
|
!isVerifierBullishPrev;
|
|
|
|
//
|
|
bool isVerifierBearish = IsBearish(conditions.verifierState[cIndex]);
|
|
bool isVerifierBearishPrev = IsBearish(conditions.verifierState[pIndex]);
|
|
|
|
//
|
|
bool isVerifierSwitchedToBearish = isVerifierBearish &&
|
|
!isVerifierBearishPrev;
|
|
|
|
//
|
|
conditions.isFastBullish = isFastBullish;
|
|
conditions.isFastBearish = isFastBearish;
|
|
|
|
//
|
|
conditions.isFastSwitchedToBullish = isFastSwitchedToBullish;
|
|
conditions.isFastSwitchedToBearish = isFastSwitchedToBearish;
|
|
|
|
//
|
|
conditions.isSlowBullish = isSlowBullish;
|
|
conditions.isSlowBearish = isSlowBearish;
|
|
|
|
//
|
|
conditions.isSlowSwitchedToBullish = isSlowSwitchedToBullish;
|
|
conditions.isSlowSwitchedToBearish = isSlowSwitchedToBearish;
|
|
|
|
//
|
|
conditions.isFastOverSlow = isFastOverSlow;
|
|
conditions.isFastCrossedOverSlow = isFastCrossedOverSlow;
|
|
|
|
//
|
|
conditions.isFastUnderSlow = isFastUnderSlow;
|
|
conditions.isFastCrossedUnderSlow = isFastCrossedUnderSlow;
|
|
|
|
//
|
|
conditions.isVerifierBullish = isVerifierBullish;
|
|
conditions.isVerifierSwitchedToBullish = isVerifierSwitchedToBullish;
|
|
|
|
//
|
|
conditions.isVerifierBearish = isVerifierBearish;
|
|
conditions.isVerifierSwitchedToBearish = isVerifierSwitchedToBearish;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
XRLInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double fastBuffer[];
|
|
double fastStateBuffer[];
|
|
//
|
|
double slowBuffer[];
|
|
double slowStateBuffer[];
|
|
//
|
|
double verifierBuffer[];
|
|
double verifierStateBuffer[];
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Calculate Values Until Now ...
|
|
void Calculate()
|
|
{
|
|
//
|
|
int totalBars = CountBars();
|
|
if (totalBars > 1000)
|
|
{
|
|
totalBars = 1000;
|
|
}
|
|
|
|
//
|
|
// Fast Buffer ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XRL_FAST_LINE,
|
|
0,
|
|
totalBars,
|
|
fastBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Fast State Buffer ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XRL_FAST_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
fastStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Slow Buffer ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XRL_SLOW_LINE,
|
|
0,
|
|
totalBars,
|
|
slowBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Slow State Buffer ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XRL_SLOW_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
slowStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Verifier Buffer ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XRL_VERIFIER_LINE,
|
|
0,
|
|
totalBars,
|
|
verifierBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// Verifier State Buffer ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
XRL_VERIFIER_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
verifierStateBuffer
|
|
//
|
|
);
|
|
}
|
|
};
|
|
|
|
// |