3565 lines
68 KiB
Plaintext
3565 lines
68 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: XCX121Helper
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// Description: provides all Indicator
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// Helper requirements ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Classes/x-saherelm.x-helper.class.mq5"
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//
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// Definitions ...
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enum ENUM_X121_BUFFERS
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{
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//
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// Main Buffers ...
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X121_PEAKS_LINE = 0,
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X121_VALES_LINE = 1,
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X121_SAR_LINE = 2,
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X121_VWAP_FAST_LINE = 3,
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X121_VWAP_MID_LINE = 5,
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X121_VWAP_SLOW_LINE = 7,
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X121_DON_OPEN_UPPER_LINE = 9,
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X121_DON_OPEN_LOWER_LINE = 10,
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X121_DON_HIGH_UPPER_LINE = 11,
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X121_DON_HIGH_LOWER_LINE = 12,
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X121_DON_LOW_UPPER_LINE = 13,
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X121_DON_LOW_LOWER_LINE = 14,
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X121_DON_CLOSE_UPPER_LINE = 15,
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X121_DON_CLOSE_LOWER_LINE = 16,
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X121_FIB_LEVEL_1_LINE = 17,
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X121_FIB_LEVEL_2_LINE = 18,
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X121_FIB_LEVEL_3_LINE = 19,
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X121_FIB_LEVEL_4_LINE = 20,
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X121_FIB_LEVEL_5_LINE = 21,
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//
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// Data Buffers ...
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//
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// XPV Data ...
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X121_CURRENT_HH_LINE = 22,
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X121_CURRENT_LL_LINE = 23,
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X121_SHORT_HH_LINE = 24,
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X121_SHORT_LL_LINE = 25,
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X121_MEDIUM_HH_LINE = 26,
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X121_MEDIUM_LL_LINE = 27,
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X121_LONG_HH_LINE = 28,
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X121_LONG_LL_LINE = 29,
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X121_HIND_HH_LINE = 30,
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X121_HIND_LL_LINE = 31,
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//
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// VWAP Data ...
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X121_VWAP_VOLUME_LINE = 32,
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X121_VWAP_PRICE_LINE = 33,
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X121_VWAP_FAST_STATE_LINE = 34,
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X121_VWAP_MID_STATE_LINE = 35,
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X121_VWAP_SLOW_STATE_LINE = 36,
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//
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// VALID PEAKS and VALES ...
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X121_VALID_PEAKS_LINE = 37,
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X121_VALID_VALES_LINE = 38,
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};
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//
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// Inputs ...
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struct X121Inputs
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{
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//
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// Props ...
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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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// Boundary Detection ...
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ENUM_SERIESMODE hhMode; // Highest High Calculation Method
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ENUM_SERIESMODE llMode; // Lowest Low Calculation Method
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//
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// Paraboli Sar Detection ...
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double sarStep; // Step
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double sarMax; // Maximum
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//
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// VWap Detection ...
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int vwapFastLength; // Fast Length
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int vwapMidLength; // Mid Length
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int vwapSlowLength; // Slow Length
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ENUM_APPLIED_PRICE vwapAppliedTo; // Applied To
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//
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// Donchain Detection ...
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int donchainLength; // Donchain Length
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//
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// Fibonacci ...
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double fiboLevel1; // Fibio 1st Level
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double fiboLevel2; // Fibio 2st Level
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double fiboLevel3; // Fibio 3rd Level
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double fiboLevel4; // Fibio 4th Level
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double fiboLevel5; // Fibio 5th Level
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//
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// Presentation ...
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//
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int startCalculationForLastBars; // Calculate Last n Bars
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//
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int sarArrowCode; // Parabolic Sar Arrow Code
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int peaksArrowCode; // Peaks Arrow Code
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int valesArrowCode; // Vales Arrow Code
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//
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// Global ...
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bool showSar; // Show Parabolic Sar
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bool showPeaks; // Show Peaks
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bool showVales; // Show Vales
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bool showVWap; // Show VWap
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bool showDonchain; // Show Donchain
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//
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// Fibonachi Presentation ...
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bool showFibo1Levels; // Show Fibo 1st Level
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bool showFibo2Levels; // Show Fibo 2nd Level
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bool showFibo3Levels; // Show Fibo 3rd Level
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bool showFibo4Levels; // Show Fibo 4th Level
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bool showFibo5Levels; // Show Fibo 5th Level
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//
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// VWap Presentation ...
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bool showVWapFast; // Show VWap Fast
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bool showVWapMedium; // Show VWap Medium
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bool showVWapSlow; // Show VWap Slow
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//
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// Donchain Presentation ...
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//
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bool showUpper; // Show Upper Band
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bool showLower; // Show Lower Band
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//
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bool showOpen; // Show Open
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bool showHigh; // Show High
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bool showClose; // Show Close
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bool showLow; // Show Low
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//
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// Constructor ...
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X121Inputs()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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// Cycles ...
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//
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// Short ...
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scMethod = X_PERIOD_NOTHING;
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scPeriod = NULL;
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//
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// Medium ...
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mcMethod = X_PERIOD_NOTHING;
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mcPeriod = NULL;
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//
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// Long ...
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lcMethod = X_PERIOD_NOTHING;
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lcPeriod = NULL;
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//
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// Hind ...
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hcMethod = X_PERIOD_NOTHING;
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hcPeriod = NULL;
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//
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// Boundary Detection ...
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hhMode = MODE_HIGH;
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llMode = MODE_LOW;
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//
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// Paraboli Sar Detection ...
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sarStep = 0;
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sarMax = 0;
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//
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// VWap Detection ...
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vwapFastLength = 0;
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vwapMidLength = 0;
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vwapSlowLength = 0;
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vwapAppliedTo = PRICE_CLOSE;
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//
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// Donchain Detection ...
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donchainLength = 0;
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//
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// Fibonacci ...
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fiboLevel1 = 0;
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fiboLevel2 = 0;
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fiboLevel3 = 0;
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fiboLevel4 = 0;
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fiboLevel5 = 0;
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//
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// Presentation ...
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//
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startCalculationForLastBars = 0;
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//
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sarArrowCode = 0;
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peaksArrowCode = 0;
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valesArrowCode = 0;
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//
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// Globals ...
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showSar = false;
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showPeaks = false;
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showVales = false;
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showVWap = false;
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showDonchain = false;
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//
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// Fibonachi Presentation ...
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showFibo1Levels = false;
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showFibo2Levels = false;
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showFibo3Levels = false;
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showFibo4Levels = false;
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showFibo5Levels = false;
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//
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// VWap Presentation ...
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showVWapFast = false;
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showVWapMedium = false;
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showVWapSlow = false;
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//
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// Donchain Presentation ...
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//
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showUpper = false;
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showLower = false;
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//
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showOpen = false;
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showHigh = false;
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showClose = false;
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showLow = false;
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}
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/**
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* Set Default Values ...
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*/
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void Default()
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{
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//
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// Cycles ...
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//
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// Short ...
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scMethod = X_PERIOD_AUTO;
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scPeriod = NULL;
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//
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// Medium ...
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mcMethod = X_PERIOD_AUTO;
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mcPeriod = NULL;
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//
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// Long ...
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lcMethod = X_PERIOD_AUTO;
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lcPeriod = NULL;
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//
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// Hind ...
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hcMethod = X_PERIOD_AUTO;
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hcPeriod = NULL;
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//
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// Boundary Detection ...
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hhMode = MODE_HIGH;
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llMode = MODE_LOW;
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//
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// Paraboli Sar Detection ...
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sarStep = 0.02;
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sarMax = 0.2;
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//
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// VWap Detection ...
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vwapFastLength = 20;
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vwapMidLength = 40;
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vwapSlowLength = 60;
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vwapAppliedTo = PRICE_CLOSE;
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//
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// Donchain Detection ...
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donchainLength = 40;
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//
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// Fibonacci ...
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fiboLevel1 = 0.236;
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fiboLevel2 = 0.382;
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fiboLevel3 = 0.5;
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fiboLevel4 = 0.618;
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fiboLevel5 = 0.764;
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//
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// Presentation ...
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//
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startCalculationForLastBars = 1500;
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//
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sarArrowCode = 159;
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peaksArrowCode = 159;
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valesArrowCode = 159;
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//
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// Globals ...
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showSar = true;
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showPeaks = true;
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showVales = true;
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showVWap = true;
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showDonchain = true;
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//
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// Fibonachi Presentation ...
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showFibo1Levels = false;
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showFibo2Levels = false;
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showFibo3Levels = true;
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showFibo4Levels = false;
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showFibo5Levels = false;
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//
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// VWap Presentation ...
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showVWapFast = true;
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showVWapMedium = true;
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showVWapSlow = true;
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//
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// Donchain Presentation ...
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//
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showUpper = true;
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showLower = true;
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//
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showOpen = true;
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showHigh = false;
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showClose = true;
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showLow = false;
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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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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// PSAR ...
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sarMax > 0 &&
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sarStep > 0 &&
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sarMax > sarStep &&
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//
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// XDON ...
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donchainLength > 0 &&
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//
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// VWAP ...
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vwapFastLength > 2 &&
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vwapMidLength > vwapFastLength &&
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vwapSlowLength > vwapMidLength &&
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//
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// XPV ...
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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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* Extract Max Input Length ...
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*
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* @return ( int )
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*/
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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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// XVWAP ...
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result = MathMax(result, vwapFastLength);
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result = MathMax(result, vwapMidLength);
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result = MathMax(result, vwapSlowLength);
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//
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return result;
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}
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};
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//
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// Conditions ...
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struct X121Conditions
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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 peaksBuffer[];
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double valesBuffer[];
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double sarBuffer[];
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double vwapFastBuffer[];
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double vwapMidBuffer[];
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double vwapSlowBuffer[];
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double donOpenUpperBuffer[];
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double donOpenLowerBuffer[];
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double donCloseUpperBuffer[];
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double donCloseLowerBuffer[];
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double donHighUpperBuffer[];
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double donHighLowerBuffer[];
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double donLowUpperBuffer[];
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double donLowLowerBuffer[];
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double fl1Buffer[];
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double fl2Buffer[];
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double fl3Buffer[];
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double fl4Buffer[];
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double fl5Buffer[];
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double cHHBuffer[];
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double cLLBuffer[];
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double sHHBuffer[];
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double sLLBuffer[];
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double mHHBuffer[];
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double mLLBuffer[];
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double lHHBuffer[];
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double lLLBuffer[];
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double hHHBuffer[];
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double hLLBuffer[];
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double vwapVolumeBuffer[];
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double vwapPriceBuffer[];
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double vwapFastStateBuffer[];
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double vwapMidStateBuffer[];
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double vwapSlowStateBuffer[];
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double validPeaksBuffer[];
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double validValesBuffer[];
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//
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// Constructor ...
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X121Conditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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// Commons ...
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symbol = NULL;
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period = NULL;
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time = NULL;
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//
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// Buffers ...
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//
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Clean(peaksBuffer);
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Clean(valesBuffer);
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Clean(sarBuffer);
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Clean(vwapFastBuffer);
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Clean(vwapMidBuffer);
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Clean(vwapSlowBuffer);
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Clean(donOpenUpperBuffer);
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Clean(donOpenLowerBuffer);
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Clean(donCloseUpperBuffer);
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Clean(donCloseLowerBuffer);
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Clean(donHighUpperBuffer);
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Clean(donHighLowerBuffer);
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Clean(donLowUpperBuffer);
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Clean(donLowLowerBuffer);
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Clean(fl1Buffer);
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Clean(fl2Buffer);
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Clean(fl3Buffer);
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Clean(fl4Buffer);
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Clean(fl5Buffer);
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Clean(cHHBuffer);
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Clean(cLLBuffer);
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Clean(sHHBuffer);
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Clean(sLLBuffer);
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Clean(mHHBuffer);
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Clean(mLLBuffer);
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Clean(lHHBuffer);
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Clean(lLLBuffer);
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Clean(hHHBuffer);
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Clean(hLLBuffer);
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Clean(vwapVolumeBuffer);
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Clean(vwapPriceBuffer);
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Clean(vwapFastStateBuffer);
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Clean(vwapMidStateBuffer);
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Clean(vwapSlowStateBuffer);
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Clean(validPeaksBuffer);
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Clean(validValesBuffer);
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//
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ArraySetAsSeries(peaksBuffer, true);
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ArraySetAsSeries(valesBuffer, true);
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ArraySetAsSeries(sarBuffer, true);
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ArraySetAsSeries(vwapFastBuffer, true);
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ArraySetAsSeries(vwapMidBuffer, true);
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ArraySetAsSeries(vwapSlowBuffer, true);
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ArraySetAsSeries(donOpenUpperBuffer, true);
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ArraySetAsSeries(donOpenLowerBuffer, true);
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ArraySetAsSeries(donCloseUpperBuffer, true);
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ArraySetAsSeries(donCloseLowerBuffer, true);
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ArraySetAsSeries(donHighUpperBuffer, true);
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ArraySetAsSeries(donHighLowerBuffer, true);
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ArraySetAsSeries(donLowUpperBuffer, true);
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ArraySetAsSeries(donLowLowerBuffer, true);
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ArraySetAsSeries(fl1Buffer, true);
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ArraySetAsSeries(fl2Buffer, true);
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ArraySetAsSeries(fl3Buffer, true);
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ArraySetAsSeries(fl4Buffer, true);
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ArraySetAsSeries(fl5Buffer, true);
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ArraySetAsSeries(cHHBuffer, true);
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ArraySetAsSeries(cLLBuffer, true);
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ArraySetAsSeries(sHHBuffer, true);
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ArraySetAsSeries(sLLBuffer, true);
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ArraySetAsSeries(mHHBuffer, true);
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ArraySetAsSeries(mLLBuffer, true);
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ArraySetAsSeries(lHHBuffer, true);
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ArraySetAsSeries(lLLBuffer, true);
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ArraySetAsSeries(hHHBuffer, true);
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ArraySetAsSeries(hLLBuffer, true);
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ArraySetAsSeries(vwapVolumeBuffer, true);
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ArraySetAsSeries(vwapPriceBuffer, true);
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ArraySetAsSeries(vwapFastStateBuffer, true);
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ArraySetAsSeries(vwapMidStateBuffer, true);
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ArraySetAsSeries(vwapSlowStateBuffer, true);
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ArraySetAsSeries(validPeaksBuffer, true);
|
|
ArraySetAsSeries(validValesBuffer, true);
|
|
}
|
|
|
|
/**
|
|
* Generate Conditions Scores ...
|
|
*
|
|
* @param bullishScore: Double, Directional Scores Reference ...
|
|
* @param bearishScore: Double, Directional Scores Reference ...
|
|
*/
|
|
void GenerateScore(
|
|
double &bullishScore,
|
|
double &bearishScore //
|
|
)
|
|
{
|
|
//
|
|
bullishScore = 0;
|
|
bearishScore = 0;
|
|
|
|
//
|
|
// TODO: Implement if Required ...
|
|
}
|
|
|
|
/**
|
|
* Generate Summary String for Represent Conditions State ...
|
|
*
|
|
* @param onlyCommons: Boolean, Just Generate Only Commons Conditions ...
|
|
* @param onlyConditions: Boolean, Just Generate Only Conditions ...
|
|
* @param includeScores: Boolean, Attach Scores Representations on Result ...
|
|
* @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ...
|
|
* @param separator: String, Separate Lines ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GenerateSummary(
|
|
bool onlyCommons = false,
|
|
bool onlyConditions = false,
|
|
bool includeScores = true,
|
|
bool ignoreFalseConditions = true,
|
|
string separator = "\n" //
|
|
)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
double bullishScore = 0;
|
|
double bearishScore = 0;
|
|
GenerateScore(
|
|
bullishScore,
|
|
bearishScore //
|
|
);
|
|
|
|
//
|
|
string scoresStr =
|
|
//
|
|
"Scores: " + separator +
|
|
"---------------" + separator +
|
|
"Bullish: " + ToString(bullishScore) + separator +
|
|
"Bearish: " + ToString(bearishScore) + separator +
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
string commonStr = GenerateSpecifiedCommonSummary(
|
|
this,
|
|
separator,
|
|
includeScores //
|
|
);
|
|
|
|
//
|
|
// TODO: Implement this if required ...
|
|
string conditionsStr = "";
|
|
|
|
//
|
|
result =
|
|
//
|
|
"[" + GetTag() + "]" + separator +
|
|
(onlyConditions
|
|
? ""
|
|
: commonStr) +
|
|
(!includeScores
|
|
? ""
|
|
: scoresStr) +
|
|
" " + separator +
|
|
(onlyCommons
|
|
? ""
|
|
: conditionsStr) +
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve nique Tag Identifier ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetTag()
|
|
{
|
|
return GetTypeName(this);
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Implementation ...
|
|
|
|
class XCX121Helper : public XCBaseHelper
|
|
{
|
|
//
|
|
public:
|
|
//
|
|
|
|
//
|
|
// Constructors ...
|
|
XCX121Helper()
|
|
: XCBaseHelper(_Symbol, _Period)
|
|
{
|
|
}
|
|
|
|
//
|
|
// Deconstructor ...
|
|
~XCX121Helper()
|
|
{
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Initialize Indicator Helper ...
|
|
*
|
|
* @param symbol: String, Symbol ...
|
|
* @param period: ENUM_TIMEFRAMES member, Period ...
|
|
* @param inputs: X121Inputs instance, Indicator Inputs ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool Init(
|
|
string symbol, // Trading Symbol
|
|
ENUM_TIMEFRAMES period, // Trading Period
|
|
X121Inputs &inputs // Inputs
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
mSymbol = symbol;
|
|
mPeriod = period;
|
|
|
|
//
|
|
// Validate Inputs ...
|
|
result = inputs.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
mInputs = inputs;
|
|
|
|
//
|
|
// Setting Arrays As Series ...
|
|
ArraySetAsSeries(peaksBuffer, true);
|
|
ArraySetAsSeries(valesBuffer, true);
|
|
ArraySetAsSeries(sarBuffer, true);
|
|
ArraySetAsSeries(vwapFastBuffer, true);
|
|
ArraySetAsSeries(vwapMidBuffer, true);
|
|
ArraySetAsSeries(vwapSlowBuffer, true);
|
|
ArraySetAsSeries(donOpenUpperBuffer, true);
|
|
ArraySetAsSeries(donOpenLowerBuffer, true);
|
|
ArraySetAsSeries(donCloseUpperBuffer, true);
|
|
ArraySetAsSeries(donCloseLowerBuffer, true);
|
|
ArraySetAsSeries(donHighUpperBuffer, true);
|
|
ArraySetAsSeries(donHighLowerBuffer, true);
|
|
ArraySetAsSeries(donLowUpperBuffer, true);
|
|
ArraySetAsSeries(donLowLowerBuffer, true);
|
|
ArraySetAsSeries(fl1Buffer, true);
|
|
ArraySetAsSeries(fl2Buffer, true);
|
|
ArraySetAsSeries(fl3Buffer, true);
|
|
ArraySetAsSeries(fl4Buffer, true);
|
|
ArraySetAsSeries(fl5Buffer, true);
|
|
ArraySetAsSeries(cHHBuffer, true);
|
|
ArraySetAsSeries(cLLBuffer, true);
|
|
ArraySetAsSeries(sHHBuffer, true);
|
|
ArraySetAsSeries(sLLBuffer, true);
|
|
ArraySetAsSeries(mHHBuffer, true);
|
|
ArraySetAsSeries(mLLBuffer, true);
|
|
ArraySetAsSeries(lHHBuffer, true);
|
|
ArraySetAsSeries(lLLBuffer, true);
|
|
ArraySetAsSeries(hHHBuffer, true);
|
|
ArraySetAsSeries(hLLBuffer, true);
|
|
ArraySetAsSeries(vwapVolumeBuffer, true);
|
|
ArraySetAsSeries(vwapPriceBuffer, true);
|
|
ArraySetAsSeries(vwapFastStateBuffer, true);
|
|
ArraySetAsSeries(vwapMidStateBuffer, true);
|
|
ArraySetAsSeries(vwapSlowStateBuffer, true);
|
|
ArraySetAsSeries(validPeaksBuffer, true);
|
|
ArraySetAsSeries(validValesBuffer, true);
|
|
|
|
//
|
|
mHandler = iCustom(
|
|
mSymbol,
|
|
mPeriod,
|
|
"x-saherelm.x121",
|
|
//
|
|
// Inputs ...
|
|
//
|
|
// Cycles ...
|
|
"",
|
|
//
|
|
// Short ...
|
|
"",
|
|
mInputs.scMethod,
|
|
mInputs.scPeriod,
|
|
//
|
|
// Medium ...
|
|
"",
|
|
mInputs.mcMethod,
|
|
mInputs.mcPeriod,
|
|
//
|
|
// Long ...
|
|
"",
|
|
mInputs.lcMethod,
|
|
mInputs.lcPeriod,
|
|
//
|
|
// Hind ...
|
|
"",
|
|
mInputs.hcMethod,
|
|
mInputs.hcPeriod,
|
|
//
|
|
// Boundary Detection ...
|
|
"",
|
|
mInputs.hhMode,
|
|
mInputs.llMode,
|
|
//
|
|
// Paraboli Sar Detection ...
|
|
"",
|
|
mInputs.sarStep,
|
|
mInputs.sarMax,
|
|
//
|
|
// VWap Detection ...
|
|
"",
|
|
mInputs.vwapFastLength,
|
|
mInputs.vwapMidLength,
|
|
mInputs.vwapSlowLength,
|
|
mInputs.vwapAppliedTo,
|
|
//
|
|
// Donchain Detection ...
|
|
"",
|
|
mInputs.donchainLength,
|
|
//
|
|
// Fibonacci ...
|
|
"",
|
|
mInputs.fiboLevel1,
|
|
mInputs.fiboLevel2,
|
|
mInputs.fiboLevel3,
|
|
mInputs.fiboLevel4,
|
|
mInputs.fiboLevel5,
|
|
//
|
|
// Presentation ...
|
|
"",
|
|
mInputs.startCalculationForLastBars,
|
|
mInputs.sarArrowCode,
|
|
mInputs.peaksArrowCode,
|
|
mInputs.valesArrowCode,
|
|
//
|
|
// Commons ...
|
|
mInputs.showSar,
|
|
mInputs.showPeaks,
|
|
mInputs.showVales,
|
|
mInputs.showVWap,
|
|
mInputs.showDonchain,
|
|
//
|
|
// Fibonachi Presentation ...
|
|
"",
|
|
mInputs.showFibo1Levels,
|
|
mInputs.showFibo2Levels,
|
|
mInputs.showFibo3Levels,
|
|
mInputs.showFibo4Levels,
|
|
mInputs.showFibo5Levels,
|
|
//
|
|
// VWap Presentation ...
|
|
"",
|
|
mInputs.showVWapFast,
|
|
mInputs.showVWapMedium,
|
|
mInputs.showVWapSlow,
|
|
//
|
|
// Donchain Presentation ...
|
|
"",
|
|
mInputs.showUpper,
|
|
mInputs.showLower,
|
|
mInputs.showOpen,
|
|
mInputs.showHigh,
|
|
mInputs.showClose,
|
|
mInputs.showLow
|
|
//
|
|
);
|
|
result = mHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve Current Indicator Configs ...
|
|
*
|
|
* @return ( Inputs )
|
|
*/
|
|
X121Inputs GetInputs()
|
|
{
|
|
return mInputs;
|
|
}
|
|
|
|
/**
|
|
* Set New Indicator Inputs ...
|
|
*
|
|
* @param inputs: X121Inputs instance, Indicator Inputs ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool SetInputs(
|
|
X121Inputs &inputs // Configs
|
|
)
|
|
{
|
|
//
|
|
return Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
inputs
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Implement Value Getters ...
|
|
|
|
//
|
|
// XSAR ...
|
|
|
|
//
|
|
double GetSar(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(sarBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return sarBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopySar(
|
|
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,
|
|
sarBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// XPV ...
|
|
|
|
//
|
|
// PEAKS ...
|
|
|
|
//
|
|
double GetPeak(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(peaksBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return peaksBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyPeak(
|
|
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,
|
|
peaksBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// VALES ...
|
|
|
|
//
|
|
double GetVale(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(valesBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return valesBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVale(
|
|
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,
|
|
valesBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// CURRENT ...
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
double GetCHH(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(cHHBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return cHHBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyCHH(
|
|
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,
|
|
cHHBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
double GetCLL(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(cLLBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return cLLBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyCLL(
|
|
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,
|
|
cLLBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// SHORT ...
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
double GetSHH(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(sHHBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return sHHBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopySHH(
|
|
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,
|
|
sHHBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
double GetSLL(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(sLLBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return sLLBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopySLL(
|
|
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,
|
|
sLLBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// MEDIUM ...
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
double GetMHH(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(mHHBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return mHHBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyMHH(
|
|
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,
|
|
mHHBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
double GetMLL(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(mLLBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return mLLBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyMLL(
|
|
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,
|
|
mLLBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LONG ...
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
double GetLHH(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(lHHBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return lHHBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyLHH(
|
|
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,
|
|
lHHBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
double GetLLL(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(lLLBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return lLLBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyLLL(
|
|
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,
|
|
lLLBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// HIND ...
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
double GetHHH(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(hHHBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return hHHBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyHHH(
|
|
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,
|
|
hHHBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
double GetHLL(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(hLLBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return hLLBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyHLL(
|
|
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,
|
|
hLLBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// VALID PEAKS ...
|
|
|
|
//
|
|
double GetValidPeak(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(validPeaksBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return validPeaksBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyValidPeak(
|
|
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,
|
|
validPeaksBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// VALID VALES ...
|
|
|
|
//
|
|
double GetValidVale(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(validValesBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return validValesBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyValidVale(
|
|
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,
|
|
validValesBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// XVWAP ...
|
|
|
|
//
|
|
// FAST ...
|
|
|
|
//
|
|
double GetVWapFast(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(vwapFastBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapFastBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapFast(
|
|
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,
|
|
vwapFastBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE FAST ...
|
|
|
|
//
|
|
double GetVWapFastState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(vwapFastStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapFastStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapFastState(
|
|
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,
|
|
vwapFastStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// MID ...
|
|
|
|
//
|
|
double GetVWapMid(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(vwapMidBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapMidBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapMid(
|
|
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,
|
|
vwapMidBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE MID ...
|
|
|
|
//
|
|
double GetVWapMidState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(vwapMidStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapMidStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapMidState(
|
|
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,
|
|
vwapMidStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// SLOW ...
|
|
|
|
//
|
|
double GetVWapSlowBuffer(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(vwapSlowBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapSlowBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapSlow(
|
|
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,
|
|
vwapSlowBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// STATE SLOW ...
|
|
|
|
//
|
|
double GetVWapSlowState(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(vwapSlowStateBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapSlowStateBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapSlowState(
|
|
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,
|
|
vwapSlowStateBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// VOLUME ...
|
|
|
|
//
|
|
double GetVWapVolume(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(vwapVolumeBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapVolumeBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapVolume(
|
|
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,
|
|
vwapVolumeBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// PRICE ...
|
|
|
|
//
|
|
double GetVWapPrice(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(vwapPriceBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return vwapPriceBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyVWapPrice(
|
|
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,
|
|
vwapPriceBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// XDON ...
|
|
|
|
//
|
|
// OPEN ...
|
|
|
|
//
|
|
// UPPER ...
|
|
|
|
//
|
|
double GetDonOpenUpper(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donOpenUpperBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donOpenUpperBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonOpenUpper(
|
|
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,
|
|
donOpenUpperBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LOWER ...
|
|
|
|
//
|
|
double GetDonOpenLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donOpenLowerBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donOpenLowerBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonOpenLower(
|
|
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,
|
|
donOpenLowerBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// CLOSE ...
|
|
|
|
//
|
|
// UPPER ...
|
|
|
|
//
|
|
double GetDonCloseUpper(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donCloseUpperBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donCloseUpperBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonCloseUpper(
|
|
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,
|
|
donCloseUpperBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LOWER ...
|
|
|
|
//
|
|
double GetDonCloseLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donCloseLowerBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donCloseLowerBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonCloseLower(
|
|
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,
|
|
donCloseLowerBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// HIGH ...
|
|
|
|
//
|
|
// UPPER ...
|
|
|
|
//
|
|
double GetDonHighUpper(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donHighUpperBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donHighUpperBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonHighUpper(
|
|
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,
|
|
donHighUpperBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LOWER ...
|
|
|
|
//
|
|
double GetDonHighLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donHighLowerBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donHighLowerBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonHighLower(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
donHighLowerBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LOW ...
|
|
|
|
//
|
|
// UPPER ...
|
|
|
|
//
|
|
double GetDonLowUpper(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donLowUpperBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donLowUpperBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonLowUpper(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
donLowUpperBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LOWER ...
|
|
|
|
//
|
|
double GetDonLoweLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(donLowLowerBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return donLowLowerBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyDonLoweLower(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // Force To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
donLowLowerBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// FIBONACCHI ...
|
|
|
|
//
|
|
// LEVEL 1 ...
|
|
|
|
//
|
|
double GetFiboLevel1(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(fl1Buffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return fl1Buffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyFiboLevel1(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // FiboLevel To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
fl1Buffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LEVEL 2 ...
|
|
|
|
//
|
|
double GetFiboLevel2(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(fl2Buffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return fl2Buffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyFiboLevel2(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // FiboLevel To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
fl2Buffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LEVEL 3 ...
|
|
|
|
//
|
|
double GetFiboLevel3(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(fl3Buffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return fl3Buffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyFiboLevel3(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // FiboLevel To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
fl3Buffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LEVEL 4 ...
|
|
|
|
//
|
|
double GetFiboLevel4(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(fl4Buffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return fl4Buffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyFiboLevel4(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // FiboLevel To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
fl4Buffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// LEVEL 5 ...
|
|
|
|
//
|
|
double GetFiboLevel5(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(fl5Buffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return fl5Buffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyFiboLevel5(
|
|
int start, // Start
|
|
int count, // Number of Items for read
|
|
double &buffer[], // Dest Buffer
|
|
bool forceClean = true // FiboLevel To Clean buffer
|
|
)
|
|
{
|
|
//
|
|
// Update Calculations ...
|
|
Calculate();
|
|
|
|
//
|
|
// Copy Items ...
|
|
return Copy(
|
|
start,
|
|
count,
|
|
fl5Buffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Conditions Generation ...
|
|
|
|
bool GetConditions(
|
|
X121Conditions &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 ...
|
|
|
|
//
|
|
CopySar(
|
|
zIndex,
|
|
loopback,
|
|
conditions.sarBuffer //
|
|
);
|
|
|
|
//
|
|
CopyPeak(
|
|
zIndex,
|
|
loopback,
|
|
conditions.peaksBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVale(
|
|
zIndex,
|
|
loopback,
|
|
conditions.valesBuffer //
|
|
);
|
|
|
|
//
|
|
CopyCHH(
|
|
zIndex,
|
|
loopback,
|
|
conditions.cHHBuffer //
|
|
);
|
|
|
|
//
|
|
CopyCLL(
|
|
zIndex,
|
|
loopback,
|
|
conditions.cLLBuffer //
|
|
);
|
|
|
|
//
|
|
CopySHH(
|
|
zIndex,
|
|
loopback,
|
|
conditions.sHHBuffer //
|
|
);
|
|
|
|
//
|
|
CopySLL(
|
|
zIndex,
|
|
loopback,
|
|
conditions.sLLBuffer //
|
|
);
|
|
|
|
//
|
|
CopyMHH(
|
|
zIndex,
|
|
loopback,
|
|
conditions.mHHBuffer //
|
|
);
|
|
|
|
//
|
|
CopyMLL(
|
|
zIndex,
|
|
loopback,
|
|
conditions.mLLBuffer //
|
|
);
|
|
|
|
//
|
|
CopyLHH(
|
|
zIndex,
|
|
loopback,
|
|
conditions.lHHBuffer //
|
|
);
|
|
|
|
//
|
|
CopyLLL(
|
|
zIndex,
|
|
loopback,
|
|
conditions.lLLBuffer //
|
|
);
|
|
|
|
//
|
|
CopyHHH(
|
|
zIndex,
|
|
loopback,
|
|
conditions.hHHBuffer //
|
|
);
|
|
|
|
//
|
|
CopyHLL(
|
|
zIndex,
|
|
loopback,
|
|
conditions.hLLBuffer //
|
|
);
|
|
|
|
//
|
|
CopyValidPeak(
|
|
zIndex,
|
|
loopback,
|
|
conditions.validPeaksBuffer //
|
|
);
|
|
|
|
//
|
|
CopyValidVale(
|
|
zIndex,
|
|
loopback,
|
|
conditions.validValesBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapFast(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapFastBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapFastState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapFastStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapMid(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapMidBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapMidState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapMidStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapSlow(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapSlowBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapSlowState(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapSlowStateBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapVolume(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapVolumeBuffer //
|
|
);
|
|
|
|
//
|
|
CopyVWapPrice(
|
|
zIndex,
|
|
loopback,
|
|
conditions.vwapPriceBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonOpenUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donOpenUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonOpenLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donOpenLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonCloseUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donCloseUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonCloseLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donCloseLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonHighUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donHighUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonHighLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donHighLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonLowUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donLowUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyDonLoweLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.donLowLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopyFiboLevel1(
|
|
zIndex,
|
|
loopback,
|
|
conditions.fl1Buffer //
|
|
);
|
|
|
|
//
|
|
CopyFiboLevel2(
|
|
zIndex,
|
|
loopback,
|
|
conditions.fl2Buffer //
|
|
);
|
|
|
|
//
|
|
CopyFiboLevel3(
|
|
zIndex,
|
|
loopback,
|
|
conditions.fl3Buffer //
|
|
);
|
|
|
|
//
|
|
CopyFiboLevel4(
|
|
zIndex,
|
|
loopback,
|
|
conditions.fl4Buffer //
|
|
);
|
|
|
|
//
|
|
CopyFiboLevel5(
|
|
zIndex,
|
|
loopback,
|
|
conditions.fl5Buffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
// TODO: Implement this if Required ...
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
protected:
|
|
//
|
|
|
|
//
|
|
private:
|
|
//
|
|
// Props ...
|
|
X121Inputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double peaksBuffer[];
|
|
double valesBuffer[];
|
|
double sarBuffer[];
|
|
double vwapFastBuffer[];
|
|
double vwapMidBuffer[];
|
|
double vwapSlowBuffer[];
|
|
double donOpenUpperBuffer[];
|
|
double donOpenLowerBuffer[];
|
|
double donCloseUpperBuffer[];
|
|
double donCloseLowerBuffer[];
|
|
double donHighUpperBuffer[];
|
|
double donHighLowerBuffer[];
|
|
double donLowUpperBuffer[];
|
|
double donLowLowerBuffer[];
|
|
double fl1Buffer[];
|
|
double fl2Buffer[];
|
|
double fl3Buffer[];
|
|
double fl4Buffer[];
|
|
double fl5Buffer[];
|
|
double cHHBuffer[];
|
|
double cLLBuffer[];
|
|
double sHHBuffer[];
|
|
double sLLBuffer[];
|
|
double mHHBuffer[];
|
|
double mLLBuffer[];
|
|
double lHHBuffer[];
|
|
double lLLBuffer[];
|
|
double hHHBuffer[];
|
|
double hLLBuffer[];
|
|
double vwapVolumeBuffer[];
|
|
double vwapPriceBuffer[];
|
|
double vwapFastStateBuffer[];
|
|
double vwapMidStateBuffer[];
|
|
double vwapSlowStateBuffer[];
|
|
double validPeaksBuffer[];
|
|
double validValesBuffer[];
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Calculate Buffers ...
|
|
*/
|
|
void Calculate()
|
|
{
|
|
//
|
|
int totalBars = CountBars();
|
|
if (totalBars > 1000)
|
|
{
|
|
totalBars = 1000;
|
|
}
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
// XSAR ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_SAR_LINE,
|
|
0,
|
|
totalBars,
|
|
sarBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// XPV ...
|
|
|
|
//
|
|
// PEAKS ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_PEAKS_LINE,
|
|
0,
|
|
totalBars,
|
|
peaksBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// VALES ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VALES_LINE,
|
|
0,
|
|
totalBars,
|
|
valesBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// VALID PEAKS ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VALID_PEAKS_LINE,
|
|
0,
|
|
totalBars,
|
|
validPeaksBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// VALID VALES ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VALID_VALES_LINE,
|
|
0,
|
|
totalBars,
|
|
validValesBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// CURRENT ...
|
|
|
|
//
|
|
// HH ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_CURRENT_HH_LINE,
|
|
0,
|
|
totalBars,
|
|
cHHBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LL ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_CURRENT_LL_LINE,
|
|
0,
|
|
totalBars,
|
|
cLLBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// SHORT ...
|
|
|
|
//
|
|
// HH ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_SHORT_HH_LINE,
|
|
0,
|
|
totalBars,
|
|
sHHBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LL ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_SHORT_LL_LINE,
|
|
0,
|
|
totalBars,
|
|
sLLBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// MEDIUM ...
|
|
|
|
//
|
|
// HH ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_MEDIUM_HH_LINE,
|
|
0,
|
|
totalBars,
|
|
mHHBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LL ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_MEDIUM_LL_LINE,
|
|
0,
|
|
totalBars,
|
|
mLLBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LONG ...
|
|
|
|
//
|
|
// HH ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_LONG_HH_LINE,
|
|
0,
|
|
totalBars,
|
|
lHHBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LL ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_LONG_LL_LINE,
|
|
0,
|
|
totalBars,
|
|
lLLBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// HIND ...
|
|
|
|
//
|
|
// HH ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_HIND_HH_LINE,
|
|
0,
|
|
totalBars,
|
|
hHHBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LL ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_HIND_LL_LINE,
|
|
0,
|
|
totalBars,
|
|
hLLBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// XVWAP ...
|
|
|
|
//
|
|
// FAST ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VWAP_FAST_LINE,
|
|
0,
|
|
totalBars,
|
|
vwapFastBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// FAST STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VWAP_FAST_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
vwapFastStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// MID ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VWAP_MID_LINE,
|
|
0,
|
|
totalBars,
|
|
vwapMidBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// MID STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VWAP_MID_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
vwapMidStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// SLOW ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VWAP_SLOW_LINE,
|
|
0,
|
|
totalBars,
|
|
vwapSlowBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// SLOW STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VWAP_SLOW_STATE_LINE,
|
|
0,
|
|
totalBars,
|
|
vwapSlowStateBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// VOLUME ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VWAP_VOLUME_LINE,
|
|
0,
|
|
totalBars,
|
|
vwapVolumeBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// PRICE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_VWAP_PRICE_LINE,
|
|
0,
|
|
totalBars,
|
|
vwapPriceBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// FIBONACCI ...
|
|
|
|
//
|
|
// LEVEL 1 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_FIB_LEVEL_1_LINE,
|
|
0,
|
|
totalBars,
|
|
fl1Buffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LEVEL 2 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_FIB_LEVEL_2_LINE,
|
|
0,
|
|
totalBars,
|
|
fl2Buffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LEVEL 3 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_FIB_LEVEL_3_LINE,
|
|
0,
|
|
totalBars,
|
|
fl3Buffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LEVEL 4 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_FIB_LEVEL_4_LINE,
|
|
0,
|
|
totalBars,
|
|
fl4Buffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// LEVEL 5 ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_FIB_LEVEL_5_LINE,
|
|
0,
|
|
totalBars,
|
|
fl5Buffer
|
|
//
|
|
);
|
|
}
|
|
};
|
|
|
|
// |