1491 lines
40 KiB
Plaintext
1491 lines
40 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Helper Class Library
|
|
// ----------------------------------------------
|
|
// Name: XCX121Helper
|
|
// Description: provides all Indicator
|
|
// Helper requirements ...
|
|
//
|
|
//
|
|
// Maintainer:
|
|
// ------------
|
|
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
|
//
|
|
//////////////////////////////////////////////////////
|
|
//
|
|
// Global Properties ...
|
|
#property library
|
|
#property copyright "Copyright 2023, SaherElm IT Center"
|
|
#property link "https://www.saherelm.ir"
|
|
#property version "1.00"
|
|
#property strict
|
|
|
|
//
|
|
// Imports ...
|
|
#include "../Helpers/x-saherelm.x121.xatr.helper.mq5"
|
|
#include "../Helpers/x-saherelm.x121.xdon.helper.mq5"
|
|
#include "../Helpers/x-saherelm.x121.xpv.helper.mq5"
|
|
#include "../Helpers/x-saherelm.x121.xstr.helper.mq5"
|
|
#include "../Helpers/x-saherelm.x121.xvwap.helper.mq5"
|
|
|
|
//
|
|
// Inputs ...
|
|
struct X121Inputs
|
|
{
|
|
//
|
|
// Props ...
|
|
X121XPVInputs xpvInputs;
|
|
X121XATRInputs xatrInputs;
|
|
X121XSTRInputs xstrInputs;
|
|
X121XDONInputs xdonInputs;
|
|
X121XVWAPInputs xvwapInputs;
|
|
|
|
//
|
|
// Constructor ...
|
|
X121Inputs()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Cleaning Up ...
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
xpvInputs.Clean();
|
|
xatrInputs.Clean();
|
|
xstrInputs.Clean();
|
|
xdonInputs.Clean();
|
|
xvwapInputs.Clean();
|
|
}
|
|
|
|
/**
|
|
* Set Default Values ...
|
|
*/
|
|
void Default()
|
|
{
|
|
//
|
|
xpvInputs.Default();
|
|
xatrInputs.Default();
|
|
xstrInputs.Default();
|
|
xdonInputs.Default();
|
|
xvwapInputs.Default();
|
|
}
|
|
|
|
/**
|
|
* Validate ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
xpvInputs.IsValid() &&
|
|
xatrInputs.IsValid() &&
|
|
xstrInputs.IsValid() &&
|
|
xdonInputs.IsValid() &&
|
|
xvwapInputs.IsValid()
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Extract Max Input Length ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int Max()
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
int xpvMax = xpvInputs.Max();
|
|
int xatrMax = xatrInputs.Max();
|
|
int xstrMax = xstrInputs.Max();
|
|
int xdonMax = xdonInputs.Max();
|
|
int xvwapMax = xvwapInputs.Max();
|
|
|
|
//
|
|
result = MathMax(xpvMax, xatrMax);
|
|
result = MathMax(result, xstrMax);
|
|
result = MathMax(result, xdonMax);
|
|
result = MathMax(result, xvwapMax);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Conditions ...
|
|
struct X121Conditions
|
|
{
|
|
//
|
|
// Common ...
|
|
string symbol;
|
|
ENUM_TIMEFRAMES period;
|
|
datetime time;
|
|
|
|
//
|
|
// Buffers ...
|
|
double atrUpperBuffer[];
|
|
double atrLowerBuffer[];
|
|
double atrUpperRawBuffer[];
|
|
double atrLowerRawBuffer[];
|
|
double rsiBuffer[];
|
|
double atrBuffer[];
|
|
double strBuffer[];
|
|
double strPriceBuffer[];
|
|
double strUpBuffer[];
|
|
double strDownBuffer[];
|
|
double strStateBuffer[];
|
|
double donOpenUpperBuffer[];
|
|
double donOpenLowerBuffer[];
|
|
double donHighUpperBuffer[];
|
|
double donHighLowerBuffer[];
|
|
double donLowUpperBuffer[];
|
|
double donLowLowerBuffer[];
|
|
double donCloseUpperBuffer[];
|
|
double donCloseLowerBuffer[];
|
|
double peaksBuffer[];
|
|
double valesBuffer[];
|
|
double sarBuffer[];
|
|
double cHHBuffer[];
|
|
double cLLBuffer[];
|
|
double sHHBuffer[];
|
|
double sLLBuffer[];
|
|
double mHHBuffer[];
|
|
double mLLBuffer[];
|
|
double lHHBuffer[];
|
|
double lLLBuffer[];
|
|
double hHHBuffer[];
|
|
double hLLBuffer[];
|
|
double vwapFastBuffer[];
|
|
double vwapMidBuffer[];
|
|
double vwapSlowBuffer[];
|
|
double vwapVolumeBuffer[];
|
|
double vwapPriceBuffer[];
|
|
double vwapFastStateBuffer[];
|
|
double vwapMidStateBuffer[];
|
|
double vwapSlowStateBuffer[];
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
bool isRSIOverBought;
|
|
bool isRSICrossedOverOverBought;
|
|
bool isRSICrossedUnderOverBought;
|
|
bool isRSIOverSold;
|
|
bool isRSICrossedUnderOverSold;
|
|
bool isRSICrossedOverOverSold;
|
|
|
|
//
|
|
bool isCloseOverATRUper;
|
|
bool isCloseOverATRLower;
|
|
bool isCloseUnderATRUpper;
|
|
bool isCloseUnderATRLower;
|
|
|
|
//
|
|
bool isRejectUpATRUpper;
|
|
bool isRejectDownATRUpper;
|
|
|
|
//
|
|
bool isRejectUpATRLower;
|
|
bool isRejectDownATRLower;
|
|
|
|
//
|
|
bool isBreakUpATRUpper;
|
|
bool isBreakDownATRUpper;
|
|
|
|
//
|
|
bool isBreakUpATRLower;
|
|
bool isBreakDownATRLower;
|
|
|
|
//
|
|
bool isRejectDonOpenUpper;
|
|
bool isRejectDonHighUpper;
|
|
bool isRejectDonLowUpper;
|
|
bool isRejectDonCloseUpper;
|
|
|
|
//
|
|
bool isRejectDonOpenLower;
|
|
bool isRejectDonHighLower;
|
|
bool isRejectDonLowLower;
|
|
bool isRejectDonCloseLower;
|
|
|
|
//
|
|
bool isBreakDonOpenUpper;
|
|
bool isBreakDonHighUpper;
|
|
bool isBreakDonLowUpper;
|
|
bool isBreakDonCloseUpper;
|
|
|
|
//
|
|
bool isBreakDonOpenLower;
|
|
bool isBreakDonHighLower;
|
|
bool isBreakDonLowLower;
|
|
bool isBreakDonCloseLower;
|
|
|
|
//
|
|
bool isSarBullish;
|
|
bool isSarBearish;
|
|
bool isSarSwitchedToBullish;
|
|
bool isSarSwitchedToBearish;
|
|
|
|
//
|
|
bool isNewPeak;
|
|
bool isNewPeakOverLast;
|
|
bool isNewPeakUnderLast;
|
|
|
|
//
|
|
bool isNewVale;
|
|
bool isNewValeOverLast;
|
|
bool isNewValeUnderLast;
|
|
|
|
//
|
|
bool isStrBullish;
|
|
bool isStrBearish;
|
|
bool isStrSwitchedToBullish;
|
|
bool isStrSwitchedToBearish;
|
|
|
|
//
|
|
bool isVWapFastBullish;
|
|
bool isVWapFastBearish;
|
|
bool isVWapFastNeutural;
|
|
bool isVWapMidBullish;
|
|
bool isVWapMidBearish;
|
|
bool isVWapMidNeutural;
|
|
bool isVWapSlowBullish;
|
|
bool isVWapSlowBearish;
|
|
bool isVWapSlowNeutural;
|
|
bool isVWapFastOverMid;
|
|
bool isVWapMidOverSlow;
|
|
bool isVWapFastUnderMid;
|
|
bool isVWapMidUnderSlow;
|
|
bool isVWapBullishState;
|
|
bool isVWapBearishState;
|
|
bool isVWapNeuturalState;
|
|
bool isVWapBullishOrdered;
|
|
bool isVWapBearishOrdered;
|
|
bool isVWapSwitchedToBullishOrdered;
|
|
bool isVWapSwitchedToBearishOrdered;
|
|
bool isVWapSwitchedToBullishState;
|
|
bool isVWapSwitchedToBearishState;
|
|
bool isVWapSwitchedToNeuturalState;
|
|
|
|
//
|
|
// Constructor ...
|
|
X121Conditions()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Cleaning Up ...
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
// Commons ...
|
|
symbol = NULL;
|
|
period = NULL;
|
|
time = NULL;
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
Clean(atrUpperBuffer);
|
|
Clean(atrLowerBuffer);
|
|
Clean(atrUpperRawBuffer);
|
|
Clean(atrLowerRawBuffer);
|
|
Clean(rsiBuffer);
|
|
Clean(atrBuffer);
|
|
Clean(strBuffer);
|
|
Clean(strPriceBuffer);
|
|
Clean(strUpBuffer);
|
|
Clean(strDownBuffer);
|
|
Clean(strStateBuffer);
|
|
Clean(donOpenUpperBuffer);
|
|
Clean(donOpenLowerBuffer);
|
|
Clean(donHighUpperBuffer);
|
|
Clean(donHighLowerBuffer);
|
|
Clean(donLowUpperBuffer);
|
|
Clean(donLowLowerBuffer);
|
|
Clean(donCloseUpperBuffer);
|
|
Clean(donCloseLowerBuffer);
|
|
Clean(peaksBuffer);
|
|
Clean(valesBuffer);
|
|
Clean(sarBuffer);
|
|
Clean(cHHBuffer);
|
|
Clean(cLLBuffer);
|
|
Clean(sHHBuffer);
|
|
Clean(sLLBuffer);
|
|
Clean(mHHBuffer);
|
|
Clean(mLLBuffer);
|
|
Clean(lHHBuffer);
|
|
Clean(lLLBuffer);
|
|
Clean(hHHBuffer);
|
|
Clean(hLLBuffer);
|
|
Clean(vwapFastBuffer);
|
|
Clean(vwapMidBuffer);
|
|
Clean(vwapSlowBuffer);
|
|
Clean(vwapVolumeBuffer);
|
|
Clean(vwapPriceBuffer);
|
|
Clean(vwapFastStateBuffer);
|
|
Clean(vwapMidStateBuffer);
|
|
Clean(vwapSlowStateBuffer);
|
|
|
|
//
|
|
ArraySetAsSeries(atrUpperBuffer, true);
|
|
ArraySetAsSeries(atrLowerBuffer, true);
|
|
ArraySetAsSeries(atrUpperRawBuffer, true);
|
|
ArraySetAsSeries(atrLowerRawBuffer, true);
|
|
ArraySetAsSeries(rsiBuffer, true);
|
|
ArraySetAsSeries(atrBuffer, true);
|
|
ArraySetAsSeries(strBuffer, true);
|
|
ArraySetAsSeries(strPriceBuffer, true);
|
|
ArraySetAsSeries(strUpBuffer, true);
|
|
ArraySetAsSeries(strDownBuffer, true);
|
|
ArraySetAsSeries(strStateBuffer, true);
|
|
ArraySetAsSeries(donOpenUpperBuffer, true);
|
|
ArraySetAsSeries(donOpenLowerBuffer, true);
|
|
ArraySetAsSeries(donHighUpperBuffer, true);
|
|
ArraySetAsSeries(donHighLowerBuffer, true);
|
|
ArraySetAsSeries(donLowUpperBuffer, true);
|
|
ArraySetAsSeries(donLowLowerBuffer, true);
|
|
ArraySetAsSeries(donCloseUpperBuffer, true);
|
|
ArraySetAsSeries(donCloseLowerBuffer, true);
|
|
ArraySetAsSeries(peaksBuffer, true);
|
|
ArraySetAsSeries(valesBuffer, true);
|
|
ArraySetAsSeries(sarBuffer, 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(vwapFastBuffer, true);
|
|
ArraySetAsSeries(vwapMidBuffer, true);
|
|
ArraySetAsSeries(vwapSlowBuffer, true);
|
|
ArraySetAsSeries(vwapVolumeBuffer, true);
|
|
ArraySetAsSeries(vwapPriceBuffer, true);
|
|
ArraySetAsSeries(vwapFastStateBuffer, true);
|
|
ArraySetAsSeries(vwapMidStateBuffer, true);
|
|
ArraySetAsSeries(vwapSlowStateBuffer, true);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
isRSIOverBought = false;
|
|
isRSICrossedOverOverBought = false;
|
|
isRSICrossedUnderOverBought = false;
|
|
|
|
//
|
|
isRSIOverSold = false;
|
|
isRSICrossedUnderOverSold = false;
|
|
isRSICrossedOverOverSold = false;
|
|
|
|
//
|
|
isCloseOverATRUper = false;
|
|
isCloseOverATRLower = false;
|
|
|
|
//
|
|
isCloseUnderATRUpper = false;
|
|
isCloseUnderATRLower = false;
|
|
|
|
//
|
|
isRejectUpATRUpper = false;
|
|
isRejectDownATRUpper = false;
|
|
|
|
//
|
|
isRejectUpATRLower = false;
|
|
isRejectDownATRLower = false;
|
|
|
|
//
|
|
isBreakUpATRUpper = false;
|
|
isBreakDownATRUpper = false;
|
|
|
|
//
|
|
isBreakUpATRLower = false;
|
|
isBreakDownATRLower = false;
|
|
|
|
//
|
|
isRejectDonOpenUpper = false;
|
|
isRejectDonHighUpper = false;
|
|
isRejectDonLowUpper = false;
|
|
isRejectDonCloseUpper = false;
|
|
|
|
//
|
|
isRejectDonOpenLower = false;
|
|
isRejectDonHighLower = false;
|
|
isRejectDonLowLower = false;
|
|
isRejectDonCloseLower = false;
|
|
|
|
//
|
|
isBreakDonOpenUpper = false;
|
|
isBreakDonHighUpper = false;
|
|
isBreakDonLowUpper = false;
|
|
isBreakDonCloseUpper = false;
|
|
|
|
//
|
|
isBreakDonOpenLower = false;
|
|
isBreakDonHighLower = false;
|
|
isBreakDonLowLower = false;
|
|
isBreakDonCloseLower = false;
|
|
|
|
//
|
|
isSarBullish = false;
|
|
isSarBearish = false;
|
|
|
|
//
|
|
isSarSwitchedToBullish = false;
|
|
isSarSwitchedToBearish = false;
|
|
|
|
//
|
|
isNewPeak = false;
|
|
isNewPeakOverLast = false;
|
|
isNewPeakUnderLast = false;
|
|
|
|
//
|
|
isNewVale = false;
|
|
isNewValeOverLast = false;
|
|
isNewValeUnderLast = false;
|
|
|
|
//
|
|
isStrBullish = false;
|
|
isStrBearish = false;
|
|
|
|
//
|
|
isStrSwitchedToBullish = false;
|
|
isStrSwitchedToBearish = false;
|
|
|
|
//
|
|
isVWapFastBullish = false;
|
|
isVWapFastBearish = false;
|
|
isVWapFastNeutural = false;
|
|
isVWapMidBullish = false;
|
|
isVWapMidBearish = false;
|
|
isVWapMidNeutural = false;
|
|
isVWapSlowBullish = false;
|
|
isVWapSlowBearish = false;
|
|
isVWapSlowNeutural = false;
|
|
isVWapFastOverMid = false;
|
|
isVWapMidOverSlow = false;
|
|
isVWapFastUnderMid = false;
|
|
isVWapMidUnderSlow = false;
|
|
isVWapBullishState = false;
|
|
isVWapBearishState = false;
|
|
isVWapNeuturalState = false;
|
|
isVWapBullishOrdered = false;
|
|
isVWapBearishOrdered = false;
|
|
isVWapSwitchedToBullishOrdered = false;
|
|
isVWapSwitchedToBearishOrdered = false;
|
|
isVWapSwitchedToBullishState = false;
|
|
isVWapSwitchedToBearishState = false;
|
|
isVWapSwitchedToNeuturalState = false;
|
|
}
|
|
|
|
/**
|
|
* 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;
|
|
}
|
|
|
|
/**
|
|
* 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 //
|
|
);
|
|
|
|
//
|
|
string conditionsStr =
|
|
//
|
|
ToString("isRSIOverBought", isRSIOverBought, ignoreFalseConditions, separator) +
|
|
ToString("isRSICrossedOverOverBought", isRSICrossedOverOverBought, ignoreFalseConditions, separator) +
|
|
ToString("isRSICrossedUnderOverBought", isRSICrossedUnderOverBought, ignoreFalseConditions, separator) +
|
|
ToString("isRSIOverSold", isRSIOverSold, ignoreFalseConditions, separator) +
|
|
ToString("isRSICrossedUnderOverSold", isRSICrossedUnderOverSold, ignoreFalseConditions, separator) +
|
|
ToString("isRSICrossedOverOverSold", isRSICrossedOverOverSold, ignoreFalseConditions, separator) +
|
|
ToString("isCloseOverATRUper", isCloseOverATRUper, ignoreFalseConditions, separator) +
|
|
ToString("isCloseOverATRLower", isCloseOverATRLower, ignoreFalseConditions, separator) +
|
|
ToString("isCloseUnderATRUpper", isCloseUnderATRUpper, ignoreFalseConditions, separator) +
|
|
ToString("isCloseUnderATRLower", isCloseUnderATRLower, ignoreFalseConditions, separator) +
|
|
ToString("isRejectUpATRUpper", isRejectUpATRUpper, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDownATRUpper", isRejectDownATRUpper, ignoreFalseConditions, separator) +
|
|
ToString("isRejectUpATRLower", isRejectUpATRLower, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDownATRLower", isRejectDownATRLower, ignoreFalseConditions, separator) +
|
|
ToString("isBreakUpATRUpper", isBreakUpATRUpper, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDownATRUpper", isBreakDownATRUpper, ignoreFalseConditions, separator) +
|
|
ToString("isBreakUpATRLower", isBreakUpATRLower, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDownATRLower", isBreakDownATRLower, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDonOpenUpper", isRejectDonOpenUpper, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDonHighUpper", isRejectDonHighUpper, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDonLowUpper", isRejectDonLowUpper, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDonCloseUpper", isRejectDonCloseUpper, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDonOpenLower", isRejectDonOpenLower, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDonHighLower", isRejectDonHighLower, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDonLowLower", isRejectDonLowLower, ignoreFalseConditions, separator) +
|
|
ToString("isRejectDonCloseLower", isRejectDonCloseLower, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDonOpenUpper", isBreakDonOpenUpper, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDonHighUpper", isBreakDonHighUpper, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDonLowUpper", isBreakDonLowUpper, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDonCloseUpper", isBreakDonCloseUpper, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDonOpenLower", isBreakDonOpenLower, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDonHighLower", isBreakDonHighLower, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDonLowLower", isBreakDonLowLower, ignoreFalseConditions, separator) +
|
|
ToString("isBreakDonCloseLower", isBreakDonCloseLower, ignoreFalseConditions, separator) +
|
|
ToString("isSarBullish", isSarBullish, ignoreFalseConditions, separator) +
|
|
ToString("isSarBearish", isSarBearish, ignoreFalseConditions, separator) +
|
|
ToString("isSarSwitchedToBullish", isSarSwitchedToBullish, ignoreFalseConditions, separator) +
|
|
ToString("isSarSwitchedToBearish", isSarSwitchedToBearish, ignoreFalseConditions, separator) +
|
|
ToString("isNewPeak", isNewPeak, ignoreFalseConditions, separator) +
|
|
ToString("isNewPeakOverLast", isNewPeakOverLast, ignoreFalseConditions, separator) +
|
|
ToString("isNewPeakUnderLast", isNewPeakUnderLast, ignoreFalseConditions, separator) +
|
|
ToString("isNewVale", isNewVale, ignoreFalseConditions, separator) +
|
|
ToString("isNewValeOverLast", isNewValeOverLast, ignoreFalseConditions, separator) +
|
|
ToString("isNewValeUnderLast", isNewValeUnderLast, ignoreFalseConditions, separator) +
|
|
ToString("isStrBullish", isStrBullish, ignoreFalseConditions, separator) +
|
|
ToString("isStrBearish", isStrBearish, ignoreFalseConditions, separator) +
|
|
ToString("isStrSwitchedToBullish", isStrSwitchedToBullish, ignoreFalseConditions, separator) +
|
|
ToString("isStrSwitchedToBearish", isStrSwitchedToBearish, ignoreFalseConditions, separator) +
|
|
ToString("isVWapFastBullish", isVWapFastBullish, ignoreFalseConditions, separator) +
|
|
ToString("isVWapFastBearish", isVWapFastBearish, ignoreFalseConditions, separator) +
|
|
ToString("isVWapFastNeutural", isVWapFastNeutural, ignoreFalseConditions, separator) +
|
|
ToString("isVWapMidBullish", isVWapMidBullish, ignoreFalseConditions, separator) +
|
|
ToString("isVWapMidBearish", isVWapMidBearish, ignoreFalseConditions, separator) +
|
|
ToString("isVWapMidNeutural", isVWapMidNeutural, ignoreFalseConditions, separator) +
|
|
ToString("isVWapSlowBullish", isVWapSlowBullish, ignoreFalseConditions, separator) +
|
|
ToString("isVWapSlowBearish", isVWapSlowBearish, ignoreFalseConditions, separator) +
|
|
ToString("isVWapSlowNeutural", isVWapSlowNeutural, ignoreFalseConditions, separator) +
|
|
ToString("isVWapFastOverMid", isVWapFastOverMid, ignoreFalseConditions, separator) +
|
|
ToString("isVWapMidOverSlow", isVWapMidOverSlow, ignoreFalseConditions, separator) +
|
|
ToString("isVWapFastUnderMid", isVWapFastUnderMid, ignoreFalseConditions, separator) +
|
|
ToString("isVWapMidUnderSlow", isVWapMidUnderSlow, ignoreFalseConditions, separator) +
|
|
ToString("isVWapBullishState", isVWapBullishState, ignoreFalseConditions, separator) +
|
|
ToString("isVWapBearishState", isVWapBearishState, ignoreFalseConditions, separator) +
|
|
ToString("isVWapNeuturalState", isVWapNeuturalState, ignoreFalseConditions, separator) +
|
|
ToString("isVWapBullishOrdered", isVWapBullishOrdered, ignoreFalseConditions, separator) +
|
|
ToString("isVWapBearishOrdered", isVWapBearishOrdered, ignoreFalseConditions, separator) +
|
|
ToString("isVWapSwitchedToBullishOrdered", isVWapSwitchedToBullishOrdered, ignoreFalseConditions, separator) +
|
|
ToString("isVWapSwitchedToBearishOrdered", isVWapSwitchedToBearishOrdered, ignoreFalseConditions, separator) +
|
|
ToString("isVWapSwitchedToBullishState", isVWapSwitchedToBullishState, ignoreFalseConditions, separator) +
|
|
ToString("isVWapSwitchedToBearishState", isVWapSwitchedToBearishState, ignoreFalseConditions, separator) +
|
|
ToString("isVWapSwitchedToNeuturalState", isVWapSwitchedToNeuturalState, ignoreFalseConditions, separator) +
|
|
//
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
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 XCBase
|
|
{
|
|
//
|
|
public:
|
|
//
|
|
|
|
//
|
|
// Helpers ...
|
|
XCX121XPVHelper *xpvHelper;
|
|
XCX121XATRHelper *xatrHelper;
|
|
XCX121XSTRHelper *xstrHelper;
|
|
XCX121XDONHelper *xdonHelper;
|
|
XCX121XVWAPHelper *xvwapHelper;
|
|
|
|
//
|
|
// Constructors ...
|
|
XCX121Helper()
|
|
{
|
|
}
|
|
|
|
//
|
|
// Deconstructor ...
|
|
~XCX121Helper()
|
|
{
|
|
//
|
|
delete xpvHelper;
|
|
delete xatrHelper;
|
|
delete xstrHelper;
|
|
delete xdonHelper;
|
|
delete xvwapHelper;
|
|
}
|
|
|
|
//
|
|
string GetSymbol()
|
|
{
|
|
return mSymbol;
|
|
}
|
|
|
|
//
|
|
ENUM_TIMEFRAMES GetPeriod()
|
|
{
|
|
return mPeriod;
|
|
}
|
|
|
|
//
|
|
// 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;
|
|
|
|
//
|
|
result =
|
|
IsValid(symbol) &&
|
|
IsValid(period) &&
|
|
inputs.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
mSymbol = symbol;
|
|
mPeriod = period;
|
|
|
|
//
|
|
// Setting Inputs ...
|
|
|
|
//
|
|
mInputs = inputs;
|
|
xpvInputs = inputs.xpvInputs;
|
|
xatrInputs = inputs.xatrInputs;
|
|
xstrInputs = inputs.xstrInputs;
|
|
xdonInputs = inputs.xdonInputs;
|
|
xvwapInputs = inputs.xvwapInputs;
|
|
|
|
//
|
|
// Initial Helpers ...
|
|
|
|
//
|
|
// XPV ...
|
|
xpvHelper = new XCX121XPVHelper();
|
|
result = xpvHelper.Init(
|
|
symbol,
|
|
period,
|
|
xpvInputs //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XATR ...
|
|
xatrHelper = new XCX121XATRHelper();
|
|
result = xatrHelper.Init(
|
|
symbol,
|
|
period,
|
|
xatrInputs //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XSTR ...
|
|
xstrHelper = new XCX121XSTRHelper();
|
|
result = xstrHelper.Init(
|
|
symbol,
|
|
period,
|
|
xstrInputs //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XDON ...
|
|
xdonHelper = new XCX121XDONHelper();
|
|
result = xdonHelper.Init(
|
|
symbol,
|
|
period,
|
|
xdonInputs //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XVWAP ...
|
|
xvwapHelper = new XCX121XVWAPHelper();
|
|
result = xvwapHelper.Init(
|
|
symbol,
|
|
period,
|
|
xvwapInputs //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Conditions Readers ...
|
|
|
|
//
|
|
// XPV ...
|
|
bool GetPVConditions(
|
|
X121XPVConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 5 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = xpvHelper.GetConditions(
|
|
conditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XATR ...
|
|
bool GetATRConditions(
|
|
X121XATRConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 5 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = xatrHelper.GetConditions(
|
|
conditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XSTR ...
|
|
bool GetSTRConditions(
|
|
X121XSTRConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 5 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = xstrHelper.GetConditions(
|
|
conditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XDON ...
|
|
bool GetDONConditions(
|
|
X121XDONConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 5 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = xdonHelper.GetConditions(
|
|
conditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XVWAP ...
|
|
bool GetVWAPConditions(
|
|
X121XVWAPConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 5 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = xvwapHelper.GetConditions(
|
|
conditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
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;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XPV ...
|
|
X121XPVConditions xpvConditions;
|
|
result = GetPVConditions(
|
|
xpvConditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XATR ...
|
|
X121XATRConditions xatrConditions;
|
|
result = GetATRConditions(
|
|
xatrConditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XSTR ...
|
|
X121XSTRConditions xstrConditions;
|
|
result = GetSTRConditions(
|
|
xstrConditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XDON ...
|
|
X121XDONConditions xdonConditions;
|
|
result = GetDONConditions(
|
|
xdonConditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// XVWAP ...
|
|
X121XVWAPConditions xvwapConditions;
|
|
result = GetVWAPConditions(
|
|
xvwapConditions,
|
|
barIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Fill X121 Conditions Reference by Using
|
|
// Retrieved Conditions ...
|
|
|
|
//
|
|
// XPV ...
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.peaksBuffer,
|
|
conditions.peaksBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.valesBuffer,
|
|
conditions.valesBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.sarBuffer,
|
|
conditions.sarBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.cHHBuffer,
|
|
conditions.cHHBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.cLLBuffer,
|
|
conditions.cLLBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.sHHBuffer,
|
|
conditions.sHHBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.sLLBuffer,
|
|
conditions.sLLBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.mHHBuffer,
|
|
conditions.mHHBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.mLLBuffer,
|
|
conditions.mLLBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.lHHBuffer,
|
|
conditions.lHHBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.lLLBuffer,
|
|
conditions.lLLBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.hHHBuffer,
|
|
conditions.hHHBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xpvConditions.hLLBuffer,
|
|
conditions.hLLBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
conditions.isNewPeak = xpvConditions.isNewPeak;
|
|
conditions.isNewVale = xpvConditions.isNewVale;
|
|
conditions.isSarBullish = xpvConditions.isSarBullish;
|
|
conditions.isSarBearish = xpvConditions.isSarBearish;
|
|
conditions.isNewPeakOverLast = xpvConditions.isNewPeakOverLast;
|
|
conditions.isNewValeOverLast = xpvConditions.isNewValeOverLast;
|
|
conditions.isNewPeakUnderLast = xpvConditions.isNewPeakUnderLast;
|
|
conditions.isNewValeUnderLast = xpvConditions.isNewValeUnderLast;
|
|
conditions.isSarSwitchedToBullish = xpvConditions.isSarSwitchedToBullish;
|
|
conditions.isSarSwitchedToBearish = xpvConditions.isSarSwitchedToBearish;
|
|
|
|
//
|
|
// XATR ...
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
Copy(
|
|
xatrConditions.atrUpperBuffer,
|
|
conditions.atrUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xatrConditions.atrLowerBuffer,
|
|
conditions.atrLowerBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xatrConditions.atrUpperRawBuffer,
|
|
conditions.atrUpperRawBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xatrConditions.atrLowerRawBuffer,
|
|
conditions.atrLowerRawBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xatrConditions.atrBuffer,
|
|
conditions.atrBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xatrConditions.rsiBuffer,
|
|
conditions.rsiBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
conditions.isRSIOverSold = xatrConditions.isRSIOverSold;
|
|
conditions.isRSIOverBought = xatrConditions.isRSIOverBought;
|
|
conditions.isBreakUpATRUpper = xatrConditions.isBreakUpATRUpper;
|
|
conditions.isBreakUpATRLower = xatrConditions.isBreakUpATRLower;
|
|
conditions.isCloseOverATRUper = xatrConditions.isCloseOverATRUper;
|
|
conditions.isRejectUpATRUpper = xatrConditions.isRejectUpATRUpper;
|
|
conditions.isRejectUpATRLower = xatrConditions.isRejectUpATRLower;
|
|
conditions.isCloseOverATRLower = xatrConditions.isCloseOverATRLower;
|
|
conditions.isBreakDownATRUpper = xatrConditions.isBreakDownATRUpper;
|
|
conditions.isBreakDownATRLower = xatrConditions.isBreakDownATRLower;
|
|
conditions.isCloseUnderATRUpper = xatrConditions.isCloseUnderATRUpper;
|
|
conditions.isCloseUnderATRLower = xatrConditions.isCloseUnderATRLower;
|
|
conditions.isRejectDownATRUpper = xatrConditions.isRejectDownATRUpper;
|
|
conditions.isRejectDownATRLower = xatrConditions.isRejectDownATRLower;
|
|
conditions.isRSICrossedOverOverSold = xatrConditions.isRSICrossedOverOverSold;
|
|
conditions.isRSICrossedUnderOverSold = xatrConditions.isRSICrossedUnderOverSold;
|
|
conditions.isRSICrossedOverOverBought = xatrConditions.isRSICrossedOverOverBought;
|
|
conditions.isRSICrossedUnderOverBought = xatrConditions.isRSICrossedUnderOverBought;
|
|
|
|
//
|
|
// XSTR ...
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
Copy(
|
|
xstrConditions.strBuffer,
|
|
conditions.strBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xstrConditions.strPriceBuffer,
|
|
conditions.strPriceBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xstrConditions.strUpBuffer,
|
|
conditions.strUpBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xstrConditions.strDownBuffer,
|
|
conditions.strDownBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xstrConditions.strStateBuffer,
|
|
conditions.strStateBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
conditions.isStrBullish = xstrConditions.isStrBullish;
|
|
conditions.isStrBearish = xstrConditions.isStrBearish;
|
|
conditions.isStrSwitchedToBullish = xstrConditions.isStrSwitchedToBullish;
|
|
conditions.isStrSwitchedToBearish = xstrConditions.isStrSwitchedToBearish;
|
|
|
|
//
|
|
// XDON ...
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
Copy(
|
|
xdonConditions.donOpenUpperBuffer,
|
|
conditions.donOpenUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xdonConditions.donOpenLowerBuffer,
|
|
conditions.donOpenLowerBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xdonConditions.donHighUpperBuffer,
|
|
conditions.donHighUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xdonConditions.donHighLowerBuffer,
|
|
conditions.donHighLowerBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xdonConditions.donLowUpperBuffer,
|
|
conditions.donLowUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xdonConditions.donLowLowerBuffer,
|
|
conditions.donLowLowerBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xdonConditions.donCloseUpperBuffer,
|
|
conditions.donCloseUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xdonConditions.donCloseLowerBuffer,
|
|
conditions.donCloseLowerBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
conditions.isBreakDonLowUpper = xdonConditions.isBreakDonLowUpper;
|
|
conditions.isBreakDonLowLower = xdonConditions.isBreakDonLowLower;
|
|
conditions.isRejectDonLowUpper = xdonConditions.isRejectDonLowUpper;
|
|
conditions.isRejectDonLowLower = xdonConditions.isRejectDonLowLower;
|
|
conditions.isBreakDonOpenUpper = xdonConditions.isBreakDonOpenUpper;
|
|
conditions.isBreakDonHighUpper = xdonConditions.isBreakDonHighUpper;
|
|
conditions.isBreakDonOpenLower = xdonConditions.isBreakDonOpenLower;
|
|
conditions.isBreakDonHighLower = xdonConditions.isBreakDonHighLower;
|
|
conditions.isRejectDonOpenUpper = xdonConditions.isRejectDonOpenUpper;
|
|
conditions.isRejectDonHighUpper = xdonConditions.isRejectDonHighUpper;
|
|
conditions.isRejectDonOpenLower = xdonConditions.isRejectDonOpenLower;
|
|
conditions.isRejectDonHighLower = xdonConditions.isRejectDonHighLower;
|
|
conditions.isBreakDonCloseUpper = xdonConditions.isBreakDonCloseUpper;
|
|
conditions.isBreakDonCloseLower = xdonConditions.isBreakDonCloseLower;
|
|
conditions.isRejectDonCloseUpper = xdonConditions.isRejectDonCloseUpper;
|
|
conditions.isRejectDonCloseLower = xdonConditions.isRejectDonCloseLower;
|
|
|
|
//
|
|
// XVWAP ...
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
Copy(
|
|
xvwapConditions.vwapFastBuffer,
|
|
conditions.donOpenUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xvwapConditions.vwapMidBuffer,
|
|
conditions.donOpenLowerBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xvwapConditions.vwapSlowBuffer,
|
|
conditions.donHighUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xvwapConditions.vwapVolumeBuffer,
|
|
conditions.donHighLowerBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xvwapConditions.vwapPriceBuffer,
|
|
conditions.donLowUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xvwapConditions.vwapFastStateBuffer,
|
|
conditions.donLowLowerBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xvwapConditions.vwapMidStateBuffer,
|
|
conditions.donCloseUpperBuffer //
|
|
);
|
|
|
|
//
|
|
Copy(
|
|
xvwapConditions.vwapSlowStateBuffer,
|
|
conditions.donCloseLowerBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
conditions.isVWapMidBullish = xvwapConditions.isVWapMidBullish;
|
|
conditions.isVWapMidBearish = xvwapConditions.isVWapMidBearish;
|
|
conditions.isVWapFastBullish = xvwapConditions.isVWapFastBullish;
|
|
conditions.isVWapFastBearish = xvwapConditions.isVWapFastBearish;
|
|
conditions.isVWapMidNeutural = xvwapConditions.isVWapMidNeutural;
|
|
conditions.isVWapSlowBullish = xvwapConditions.isVWapSlowBullish;
|
|
conditions.isVWapSlowBearish = xvwapConditions.isVWapSlowBearish;
|
|
conditions.isVWapFastOverMid = xvwapConditions.isVWapFastOverMid;
|
|
conditions.isVWapMidOverSlow = xvwapConditions.isVWapMidOverSlow;
|
|
conditions.isVWapFastNeutural = xvwapConditions.isVWapFastNeutural;
|
|
conditions.isVWapSlowNeutural = xvwapConditions.isVWapSlowNeutural;
|
|
conditions.isVWapFastUnderMid = xvwapConditions.isVWapFastUnderMid;
|
|
conditions.isVWapMidUnderSlow = xvwapConditions.isVWapMidUnderSlow;
|
|
conditions.isVWapBullishState = xvwapConditions.isVWapBullishState;
|
|
conditions.isVWapBearishState = xvwapConditions.isVWapBearishState;
|
|
conditions.isVWapNeuturalState = xvwapConditions.isVWapNeuturalState;
|
|
conditions.isVWapBullishOrdered = xvwapConditions.isVWapBullishOrdered;
|
|
conditions.isVWapBearishOrdered = xvwapConditions.isVWapBearishOrdered;
|
|
conditions.isVWapSwitchedToBullishState = xvwapConditions.isVWapSwitchedToBullishState;
|
|
conditions.isVWapSwitchedToBearishState = xvwapConditions.isVWapSwitchedToBearishState;
|
|
conditions.isVWapSwitchedToNeuturalState = xvwapConditions.isVWapSwitchedToNeuturalState;
|
|
conditions.isVWapSwitchedToBullishOrdered = xvwapConditions.isVWapSwitchedToBullishOrdered;
|
|
conditions.isVWapSwitchedToBearishOrdered = xvwapConditions.isVWapSwitchedToBearishOrdered;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
protected:
|
|
//
|
|
|
|
//
|
|
private:
|
|
//
|
|
|
|
//
|
|
string mSymbol; // Trading Symbol
|
|
ENUM_TIMEFRAMES mPeriod; // Trading Period
|
|
|
|
//
|
|
// Inputs ...
|
|
X121Inputs mInputs;
|
|
X121XPVInputs xpvInputs;
|
|
X121XATRInputs xatrInputs;
|
|
X121XDONInputs xdonInputs;
|
|
X121XSTRInputs xstrInputs;
|
|
X121XVWAPInputs xvwapInputs;
|
|
};
|
|
|
|
// |