1573 lines
27 KiB
Plaintext
1573 lines
27 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Seriallize Library
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// ---------------------------------------
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// Name: XPOILib
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// Description: All models related to POIs ...
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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.base.class.mq5"
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#include "../Libraries/x-saherelm.common.lib.mq5"
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#include <Arrays/ArrayObj.mqh>
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//
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// Definitions ...
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/**
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* All Available Market Patterns ...
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**/
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enum ENUM_X_BAR_PATTERN
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{
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X_BAR_PATTERN_NONE = 0,
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X_BAR_PATTERN_HIGH = 1,
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X_BAR_PATTERN_LOW = 2,
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X_BAR_PATTERN_MOMENTUM = 3,
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X_BAR_PATTERN_ENGULFED = 4,
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X_BAR_PATTERN_TRUE_GAPED = 5,
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X_BAR_PATTERN_PINNED = 6,
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X_BAR_PATTERN_STAR = 7,
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X_BAR_PATTERN_PIERCING = 8,
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X_BAR_PATTERN_RISING = 9,
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X_BAR_PATTERN_FLAG = 10,
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X_BAR_PATTERN_SIGNALKEY = 11,
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X_BAR_PATTERN_OB = 12,
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X_BAR_PATTERN_FVG = 13,
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X_BAR_PATTERN_SUPPORT = 14,
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X_BAR_PATTERN_RESISTANCE = 15,
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};
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/**
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* Validate an ENUM member ...
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*
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* @param value: ENUM_X_BAR_PATTERN ...
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*
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* @return ( bool )
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*/
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bool IsXValid(ENUM_X_BAR_PATTERN value)
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{
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return value != X_BAR_PATTERN_NONE;
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}
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/**
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* Converts a Pattern ENUM to String Representation ...
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*
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* @param value: ENUM_X_BAR_PATTERN, member ...
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*
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* @return ( string )
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*/
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string ToXString(ENUM_X_BAR_PATTERN value)
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{
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//
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string result = NULL;
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//
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switch (value)
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{
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//
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case X_BAR_PATTERN_NONE:
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result = "X_NONE";
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break;
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//
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case X_BAR_PATTERN_HIGH:
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result = "XHIGH";
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break;
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//
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case X_BAR_PATTERN_LOW:
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result = "XLOW";
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break;
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//
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case X_BAR_PATTERN_MOMENTUM:
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result = "XMOMENTUM";
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break;
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//
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case X_BAR_PATTERN_ENGULFED:
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result = "XENGULFED";
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break;
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//
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case X_BAR_PATTERN_TRUE_GAPED:
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result = "XGAPED";
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break;
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//
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case X_BAR_PATTERN_PINNED:
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result = "XPINNED";
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break;
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//
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case X_BAR_PATTERN_STAR:
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result = "XSTAR";
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break;
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//
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case X_BAR_PATTERN_PIERCING:
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result = "XPIERCING";
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break;
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//
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case X_BAR_PATTERN_RISING:
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result = "XRISING";
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break;
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//
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case X_BAR_PATTERN_FLAG:
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result = "XFLAG";
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break;
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//
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case X_BAR_PATTERN_SIGNALKEY:
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result = "XSIGNALKEY";
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break;
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//
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case X_BAR_PATTERN_OB:
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result = "XOB";
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break;
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//
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case X_BAR_PATTERN_FVG:
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result = "XFVG";
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break;
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//
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case X_BAR_PATTERN_SUPPORT:
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result = "XSUPPORT";
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break;
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//
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case X_BAR_PATTERN_RESISTANCE:
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result = "XRESISTANCE";
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break;
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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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* Parse an String Representation to it's Corresponding Bar Pattern ENUM ...
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*
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* @param value: string, provided pattern's string ...
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*
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* @return ( ENUM_X_BAR_PATTERN )
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*/
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ENUM_X_BAR_PATTERN ToBarPattern(string value)
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{
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//
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ENUM_X_BAR_PATTERN result = X_BAR_PATTERN_NONE;
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//
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// Validate ...
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if (!IsXValid(value))
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{
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return result;
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}
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//
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if (value == ToXString(X_BAR_PATTERN_NONE))
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{
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result = X_BAR_PATTERN_NONE;
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}
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else if (value == ToXString(X_BAR_PATTERN_HIGH))
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{
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result = X_BAR_PATTERN_HIGH;
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}
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else if (value == ToXString(X_BAR_PATTERN_LOW))
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{
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result = X_BAR_PATTERN_LOW;
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}
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else if (value == ToXString(X_BAR_PATTERN_MOMENTUM))
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{
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result = X_BAR_PATTERN_MOMENTUM;
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}
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else if (value == ToXString(X_BAR_PATTERN_ENGULFED))
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{
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result = X_BAR_PATTERN_ENGULFED;
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}
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else if (value == ToXString(X_BAR_PATTERN_TRUE_GAPED))
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{
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result = X_BAR_PATTERN_TRUE_GAPED;
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}
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else if (value == ToXString(X_BAR_PATTERN_PINNED))
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{
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result = X_BAR_PATTERN_PINNED;
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}
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else if (value == ToXString(X_BAR_PATTERN_STAR))
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{
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result = X_BAR_PATTERN_STAR;
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}
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else if (value == ToXString(X_BAR_PATTERN_PIERCING))
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{
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result = X_BAR_PATTERN_PIERCING;
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}
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else if (value == ToXString(X_BAR_PATTERN_RISING))
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{
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result = X_BAR_PATTERN_RISING;
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}
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else if (value == ToXString(X_BAR_PATTERN_FLAG))
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{
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result = X_BAR_PATTERN_FLAG;
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}
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else if (value == ToXString(X_BAR_PATTERN_SIGNALKEY))
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{
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result = X_BAR_PATTERN_SIGNALKEY;
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}
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else if (value == ToXString(X_BAR_PATTERN_OB))
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{
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result = X_BAR_PATTERN_OB;
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}
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else if (value == ToXString(X_BAR_PATTERN_FVG))
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{
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result = X_BAR_PATTERN_FVG;
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}
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else if (value == ToXString(X_BAR_PATTERN_SUPPORT))
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{
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result = X_BAR_PATTERN_SUPPORT;
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}
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else if (value == ToXString(X_BAR_PATTERN_RESISTANCE))
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{
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result = X_BAR_PATTERN_RESISTANCE;
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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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* Get All Available Valid Bar Patterns ...
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*
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* @param dest: ENUM_X_BAR_PATTERN, reference collection to fill ...
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*
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* @return ( int )
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*/
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int GetAllBarPatters(ENUM_X_BAR_PATTERN &dest[])
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{
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//
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XClean(dest);
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//
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Add(X_BAR_PATTERN_HIGH, dest);
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Add(X_BAR_PATTERN_LOW, dest);
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Add(X_BAR_PATTERN_MOMENTUM, dest);
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Add(X_BAR_PATTERN_ENGULFED, dest);
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Add(X_BAR_PATTERN_TRUE_GAPED, dest);
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Add(X_BAR_PATTERN_PINNED, dest);
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Add(X_BAR_PATTERN_STAR, dest);
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Add(X_BAR_PATTERN_PIERCING, dest);
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Add(X_BAR_PATTERN_RISING, dest);
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Add(X_BAR_PATTERN_FLAG, dest);
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Add(X_BAR_PATTERN_SIGNALKEY, dest);
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Add(X_BAR_PATTERN_OB, dest);
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Add(X_BAR_PATTERN_FVG, dest);
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Add(X_BAR_PATTERN_SUPPORT, dest);
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Add(X_BAR_PATTERN_RESISTANCE, dest);
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//
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return ArraySize(dest);
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}
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//
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// Structures ...
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/**
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* Represent a Pivot ...
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**/
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struct XPivot
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{
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//
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// Props ...
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double value; // Value
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datetime time; // Time
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string symbol; // Symbol
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ENUM_X_DIRECTION dir; // Direction
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ENUM_TIMEFRAMES period; // Period
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ENUM_X_PIVOT_TYPE type; // Type
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//
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string prefix; // Object Prefix
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//
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// Constructor ...
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XPivot()
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{
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Clean();
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}
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//
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// Init ...
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/**
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* Initialize Structure ...
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*
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* @param _value: double, value of point ...
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* @param _time: datetime, time of point ...
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* @param _symbol: string, Symbol ...
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* @param _dir: ENUM_X_DIRECTION, direction of point ...
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* @param _period: ENUM_TIMEFRAMES, period ...
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* @param _type: ENUM_X_PIVOT_TYPE, point type ...
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*
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* @return ( bool )
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*/
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bool Init(
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double _value,
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datetime _time,
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string _symbol,
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ENUM_X_DIRECTION _dir,
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ENUM_TIMEFRAMES _period,
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ENUM_X_PIVOT_TYPE _type //
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)
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{
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//
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bool result = false;
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//
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dir = _dir;
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time = _time;
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type = _type;
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value = _value;
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symbol = _symbol;
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period = _period;
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//
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result = IsValid();
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if (!result)
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{
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Clean();
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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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// Tools ...
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/**
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* Cleanup Model ...
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*/
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void Clean()
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{
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//
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value = 0;
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time = NULL;
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symbol = NULL;
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period = NULL;
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prefix = NULL;
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dir = X_DIRECTION_NONE;
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type = X_PIVOT_TYPE_NONE;
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//
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ZeroMemory(this);
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}
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/**
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* Validate Model ...
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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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value > 0 &&
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IsXValid(type) &&
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HasDirection(dir) &&
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IsSpecifiedValid(time) &&
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IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period);
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//
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return result;
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}
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/**
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* Check Model is Peak or not ...
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*
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* @return ( bool )
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*/
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bool IsPeak()
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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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IsValid() &&
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IsXPeak(type);
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//
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return result;
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}
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/**
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* Check Model is Vale or not ...
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*
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* @return ( bool )
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*/
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bool IsVale()
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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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IsValid() &&
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IsXVale(type);
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//
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return result;
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}
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/**
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* Check Point is Bullish or not ...
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*
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* @return ( bool )
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*/
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bool IsBullish()
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{
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//
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bool result = false;
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//
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result = IsValid() &&
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IsSpecifiedBullish(dir);
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//
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return result;
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}
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/**
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* Check Point is Bearish or not ...
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*
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* @return ( bool )
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*/
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bool IsBearish()
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{
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//
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bool result = false;
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//
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result = IsValid() &&
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IsSpecifiedBearish(dir);
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//
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return result;
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}
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/**
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* Check two Struct are Same or not ...
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*
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* @param item: XPivot ...
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*
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* @return ( bool )
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*/
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bool IsSameAs(XPivot &item)
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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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IsValid() &&
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item.IsValid() &&
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dir == item.dir &&
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type == item.type &&
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time == item.time &&
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value == item.value &&
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symbol == item.symbol &&
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period == item.period;
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//
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return result;
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}
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/**
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* Calculate Pivot Age ...
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*
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* @return ( int )
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*/
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int GetAge()
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{
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//
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int result = -1;
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//
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if (!IsValid())
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{
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return result;
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}
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//
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result = GetBarIndex(
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symbol,
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period,
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time //
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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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* Get Pivot Time Bar ...
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*
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* @param bar: XOHCL, reference to hold result ...
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*
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* @return ( bool )
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*/
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bool GetBar(XOHCL &bar)
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{
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//
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bool result = false;
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//
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// Prepare ...
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bar.Clean();
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//
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// Validate ...
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result = IsValid();
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if (!result)
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{
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return result;
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}
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//
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// Initial Bar ...
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result = bar.Init(
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symbol,
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period,
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time //
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);
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//
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if (!result)
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{
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bar.Clean();
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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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* Check to model Has Same Symbol ...
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*
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* @param item: XPivot, dest model for Checking ...
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*
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* @return ( bool )
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*/
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bool IsSameSymbolAs(XPivot &item)
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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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IsValid() &&
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item.IsValid() &&
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symbol == item.symbol;
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//
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return result;
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}
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/**
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* Check to model Has Same Period ...
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*
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* @param item: XPivot, dest model for Checking ...
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*
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* @return ( bool )
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*/
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bool IsSamePeriodAs(XPivot &item)
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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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IsValid() &&
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item.IsValid() &&
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period == item.period;
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//
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return result;
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}
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/**
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* Check to model Has Same Symbol/Period ...
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*
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* @param item: XPivot, dest model for Checking ...
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*
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* @return ( bool )
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*/
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bool IsSameMarketAs(XPivot &item)
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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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IsValid() &&
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item.IsValid() &&
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IsSameSymbolAs(item) &&
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IsSamePeriodAs(item);
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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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* Check to model Has Same Type ...
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*
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* @param item: XPivot, dest model for Checking ...
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*
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* @return ( bool )
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*/
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bool IsSameTypeAs(XPivot &item)
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{
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//
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bool result = false;
|
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|
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//
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result =
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IsValid() &&
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item.IsValid() &&
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type == item.type;
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//
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return result;
|
|
}
|
|
|
|
/**
|
|
* Check to model Has Same Direction ...
|
|
*
|
|
* @param item: XPivot, dest model for Checking ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsSameDirectionAs(XPivot &item)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
IsValid() &&
|
|
item.IsValid() &&
|
|
dir == item.dir;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Logging Tools ...
|
|
|
|
/**
|
|
* Extract Specified Token of Struct ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetTag()
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
string token = GetToken(this);
|
|
|
|
//
|
|
result =
|
|
(IsSpecifiedValid(prefix)
|
|
? prefix + "_"
|
|
: "") +
|
|
token;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Represent an String Unique Identifier for Chart Objects ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetObjectID()
|
|
{
|
|
//
|
|
string result = "";
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetTag() + "_" + symbol + "_" + ToXString(period) + "_" + ToXString(dir) + "_" + ToXString(type) + "_" + ToXString(TimeToSeconds(time));
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Represent a Point as String ...
|
|
*
|
|
* @param spacer: string, How to Represent Spaces ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetMessage(string spacer = NULL)
|
|
{
|
|
//
|
|
string result = "";
|
|
|
|
//
|
|
// Normalize Spacer ...
|
|
if (!IsSpecifiedValid(spacer))
|
|
{
|
|
spacer = " ";
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
ToXString(dir) + spacer + GetTag() + ":" + spacer +
|
|
"Symbol: " + symbol + spacer +
|
|
"Period: " + ToXString(period) + spacer +
|
|
"Type: " + ToXString(type) + spacer +
|
|
"Direction: " + ToXString(dir) + spacer +
|
|
"Value: " + ToXString(value) + spacer +
|
|
"Time: " + ToXString(time) + spacer;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
/**
|
|
* Model a Box ...
|
|
**/
|
|
struct XBoxZone
|
|
{
|
|
//
|
|
// Props ...
|
|
string symbol;
|
|
ENUM_TIMEFRAMES period;
|
|
|
|
//
|
|
double upper;
|
|
double lower;
|
|
|
|
//
|
|
datetime at;
|
|
datetime from;
|
|
datetime to;
|
|
|
|
//
|
|
string type;
|
|
ENUM_X_DIRECTION dir;
|
|
|
|
//
|
|
// Special Props ...
|
|
datetime breakAt;
|
|
datetime tests[];
|
|
datetime acteds[];
|
|
datetime breaks[];
|
|
datetime insides[];
|
|
datetime fakeBreaks[];
|
|
|
|
//
|
|
// Constructor ...
|
|
XBoxZone()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Cleanup Model ...
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
upper = 0;
|
|
lower = 0;
|
|
to = NULL;
|
|
at = NULL;
|
|
from = NULL;
|
|
symbol = NULL;
|
|
period = NULL;
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
SpecialClean();
|
|
|
|
//
|
|
ZeroMemory(this);
|
|
}
|
|
|
|
/**
|
|
* Clean Special Props ...
|
|
*/
|
|
void SpecialClean()
|
|
{
|
|
//
|
|
breakAt = NULL;
|
|
XClean(tests);
|
|
XClean(acteds);
|
|
XClean(breaks);
|
|
XClean(insides);
|
|
XClean(fakeBreaks);
|
|
}
|
|
|
|
/**
|
|
* Validate Model ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
upper > 0 &&
|
|
lower > 0 &&
|
|
from < to &&
|
|
IsSpecifiedValid(to) &&
|
|
upper >= lower &&
|
|
IsSpecifiedValid(from) &&
|
|
IsSpecifiedValid(symbol) &&
|
|
IsSpecifiedValid(period)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Box is Bullish or not ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsBullish()
|
|
{
|
|
return IsValid() &&
|
|
IsSpecifiedBullish(dir);
|
|
}
|
|
|
|
/**
|
|
* Check Box is Bearish or not ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsBearish()
|
|
{
|
|
return IsValid() &&
|
|
IsSpecifiedBearish(dir);
|
|
}
|
|
|
|
/**
|
|
* Clone Box by Provided Source ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool Clone(XBoxZone &source)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
Clean();
|
|
result = source.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Filling Props ...
|
|
to = source.to;
|
|
dir = source.dir;
|
|
from = source.from;
|
|
type = source.type;
|
|
upper = source.upper;
|
|
lower = source.lower;
|
|
symbol = source.symbol;
|
|
period = source.period;
|
|
|
|
//
|
|
result = IsValid();
|
|
if (!result)
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Box is Same as Other ...
|
|
*
|
|
* @param item: XBoxZone instance Resource ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsSameAs(XBoxZone &item)
|
|
{
|
|
//
|
|
return IsValid() &&
|
|
item.IsValid() &&
|
|
dir == item.dir &&
|
|
from == item.from &&
|
|
type == item.type &&
|
|
lower == item.lower &&
|
|
upper == item.upper &&
|
|
symbol == item.symbol &&
|
|
period == item.period;
|
|
}
|
|
|
|
/**
|
|
* Retrieve Box Age ...
|
|
*
|
|
* @param forPeriod: ENUM_TIMEFRAMES member ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int GetAge(
|
|
ENUM_TIMEFRAMES forPeriod = NULL //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (!IsSpecifiedValid(forPeriod))
|
|
{
|
|
forPeriod = period;
|
|
}
|
|
|
|
//
|
|
result = iBarShift(
|
|
symbol,
|
|
forPeriod,
|
|
from //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Calculate Box Middle Price ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double GetMid()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double diffAvg = (upper - lower) / 2;
|
|
result = lower + diffAvg;
|
|
result = NormalizePrice(result, symbol);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Calculate Box Leg N Price ...
|
|
* N default is 2
|
|
*
|
|
* @param leg: int ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double GetLeg(int leg = 2)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
leg = NormalizeInt(leg, 2);
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double range = (upper - lower) * leg;
|
|
result =
|
|
IsBullish()
|
|
? upper + range
|
|
: lower - range;
|
|
result = NormalizePrice(result, symbol);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Calculate Box Range ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double GetRange()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = (upper - lower);
|
|
result = NormalizePrice(result, symbol);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve Box Applied Price ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double GetDirectionalPrice()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
IsBullish()
|
|
? upper
|
|
: lower;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve Box Breaked Price ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double GetInDirectionalPrice()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
IsBullish()
|
|
? lower
|
|
: upper;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* To Bar Index ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int ToIndex(
|
|
ENUM_TIMEFRAMES forPeriod = NULL //
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (!IsSpecifiedValid(forPeriod))
|
|
{
|
|
forPeriod = period;
|
|
}
|
|
|
|
//
|
|
result = GetBarIndex(
|
|
symbol,
|
|
forPeriod,
|
|
to //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve To Bar ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool ToBar(XOHCL &bar)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
bar.Clean();
|
|
|
|
//
|
|
int idx = ToIndex();
|
|
|
|
//
|
|
result =
|
|
IsValid() &&
|
|
IsValidIndex(idx);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = bar.Init(
|
|
symbol,
|
|
period,
|
|
idx //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* At Bar Index ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int AtIndex(
|
|
ENUM_TIMEFRAMES forPeriod = NULL //
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
if (!IsValid() || !IsXValid(at))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (!IsSpecifiedValid(forPeriod))
|
|
{
|
|
forPeriod = period;
|
|
}
|
|
|
|
//
|
|
result = GetBarIndex(
|
|
symbol,
|
|
forPeriod,
|
|
at //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve At Bar ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool AtBar(XOHCL &bar)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
bar.Clean();
|
|
|
|
//
|
|
int idx = AtIndex();
|
|
|
|
//
|
|
result =
|
|
IsValid() &&
|
|
IsValidIndex(idx);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = bar.Init(
|
|
symbol,
|
|
period,
|
|
idx //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* From Bar Index ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int FromIndex(
|
|
ENUM_TIMEFRAMES forPeriod = NULL //
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (!IsSpecifiedValid(forPeriod))
|
|
{
|
|
forPeriod = period;
|
|
}
|
|
|
|
//
|
|
result = GetBarIndex(
|
|
symbol,
|
|
forPeriod,
|
|
from //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve From Bar ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool FromBar(XOHCL &bar)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
bar.Clean();
|
|
|
|
//
|
|
int idx = FromIndex();
|
|
|
|
//
|
|
result =
|
|
IsValid() &&
|
|
IsValidIndex(idx);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = bar.Init(
|
|
symbol,
|
|
period,
|
|
idx //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve Unique Identifier ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetTag()
|
|
{
|
|
//
|
|
int digits = GetDigits(symbol);
|
|
double nUpper = NormalizeDouble(NormalizePrice(upper, symbol), digits);
|
|
double nLower = NormalizeDouble(NormalizePrice(lower, symbol), digits);
|
|
|
|
//
|
|
string typeStr = IsSpecifiedValid(type)
|
|
? type
|
|
: "XBOX";
|
|
string result =
|
|
//
|
|
typeStr + "_" +
|
|
ToString(dir) + "_" +
|
|
symbol + "_" +
|
|
ToXString(period) + "_" +
|
|
ToXString(nUpper) + "_" +
|
|
ToXString(nLower)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve Unique Middle Identifier ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetMiddleTag()
|
|
{
|
|
//
|
|
int digits = GetDigits(symbol);
|
|
double nMid = NormalizeDouble(NormalizePrice(GetMid(), symbol), digits);
|
|
|
|
//
|
|
string typeStr = IsSpecifiedValid(type)
|
|
? type
|
|
: "XBOX";
|
|
string result =
|
|
//
|
|
typeStr + "_" +
|
|
"Mid_" +
|
|
ToString(dir) + "_" +
|
|
symbol + "_" +
|
|
ToXString(period) + "_" +
|
|
ToXString(nMid)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
/**
|
|
* Model a Direction Shift ...
|
|
**/
|
|
struct XDirectionShift
|
|
{
|
|
//
|
|
// Props ...
|
|
string type;
|
|
datetime at;
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|
double after;
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|
double before;
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|
string symbol;
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|
ENUM_TIMEFRAMES period;
|
|
ENUM_X_DIRECTION shiftTo;
|
|
|
|
//
|
|
// Constructor ...
|
|
XDirectionShift()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
//
|
|
at = NULL;
|
|
after = 0;
|
|
before = 0;
|
|
type = NULL;
|
|
symbol = NULL;
|
|
period = NULL;
|
|
shiftTo = X_DIRECTION_NONE;
|
|
|
|
//
|
|
ZeroMemory(this);
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
after > 0 &&
|
|
IsSpecifiedValid(at) &&
|
|
IsSpecifiedValid(type) &&
|
|
after != before &&
|
|
IsSpecifiedValid(symbol) &&
|
|
IsSpecifiedValid(period) &&
|
|
HasDirection(shiftTo);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Bar Index of Direction Shift ...
|
|
int Index()
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
// Validate ...
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve Bar Index ...
|
|
result = GetBarIndex(
|
|
symbol,
|
|
period,
|
|
at //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get At Bar ...
|
|
bool AtBar(XOHCL &bar)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Normalize ...
|
|
bar.Clean();
|
|
|
|
//
|
|
// Validate ...
|
|
result = IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int idx = Index();
|
|
if (IsValidIndex(idx))
|
|
{
|
|
//
|
|
result = bar.Init(
|
|
symbol,
|
|
period,
|
|
idx //
|
|
);
|
|
}
|
|
|
|
//
|
|
result = bar.IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Same ...
|
|
bool IsSameAs(XDirectionShift &item)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = IsValid() &&
|
|
item.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
at == item.at &&
|
|
type == item.type &&
|
|
after == item.after &&
|
|
before == item.before &&
|
|
symbol == item.symbol &&
|
|
period == item.period &&
|
|
shiftTo == item.shiftTo
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
// |