469 lines
8.7 KiB
Plaintext
469 lines
8.7 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Class Library
|
|
// --------------------------------------
|
|
// Name: XTRND Indicator Provider
|
|
// Description: Trend Finder ...
|
|
//
|
|
//
|
|
// 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
|
|
|
|
//
|
|
// START Import and Inclused requirements ...
|
|
//
|
|
|
|
//
|
|
// Includes ...
|
|
#include "../Libraries/x-saherelm.alert.lib.mq5"
|
|
#include "../Libraries/x-saherelm.models.lib.mq5"
|
|
#include "../Libraries/x-saherelm.common.lib.mq5"
|
|
|
|
//
|
|
// END Import and Inclused requirements ...
|
|
//
|
|
|
|
//
|
|
// START Definitions ...
|
|
//
|
|
|
|
//
|
|
// XPeaksAndVales Exported Buffers ...
|
|
enum ENUM_X_XTRND_BUFFERS
|
|
{
|
|
//
|
|
X_TRND_UP_LINE = 0,
|
|
X_TRND_UP_STATE_LINE = 1,
|
|
//
|
|
X_TRND_DOWN_LINE = 2,
|
|
X_TRND_DOWN_STATE_LINE = 3,
|
|
};
|
|
|
|
//
|
|
// Trend State at unique Bar ...
|
|
enum ENUM_X_XTRND_STATE
|
|
{
|
|
X_TRND_STATE_RANGE = 0,
|
|
X_TRND_STATE_CONSOLIDATION = 1,
|
|
X_TRND_STATE_UP = 2,
|
|
X_TRND_STATE_DOWN = 3,
|
|
};
|
|
|
|
//
|
|
// END Definitions ...
|
|
//
|
|
|
|
//
|
|
// START Overrides ...
|
|
//
|
|
|
|
//
|
|
// END Overrides ...
|
|
//
|
|
|
|
class XSCXTRNDHelper
|
|
{
|
|
//
|
|
public:
|
|
//
|
|
// Properties ...
|
|
double upBuffer[];
|
|
double upStateBuffer[];
|
|
double downBuffer[];
|
|
double downStateBuffer[];
|
|
|
|
//
|
|
// Constructor ...
|
|
void XSCXTRNDHelper()
|
|
{
|
|
mSymbol = _Symbol;
|
|
mPeriod = _Period;
|
|
}
|
|
void XSCXTRNDHelper(
|
|
//
|
|
// Symbol ...
|
|
string symbol,
|
|
//
|
|
// Period ...
|
|
ENUM_TIMEFRAMES period,
|
|
//
|
|
// Buffer Reading ...
|
|
int numberOfItemsReadPerTick = 52,
|
|
//
|
|
// MARKET ...
|
|
int cycleLength = 2, // Cycle Length to Check
|
|
int numberOfVerifications = 2, // Number of Verifications
|
|
//
|
|
// CALCULATION ...
|
|
ENUM_SERIESMODE hhMode = MODE_HIGH, // Detect Up
|
|
ENUM_SERIESMODE llMode = MODE_LOW // Detect Low
|
|
//
|
|
)
|
|
{
|
|
//
|
|
// Setting Requirements ...
|
|
|
|
//
|
|
// Symbol ...
|
|
mSymbol = symbol;
|
|
|
|
//
|
|
// Period ...
|
|
mPeriod = period;
|
|
|
|
//
|
|
// Number of Reading Buffer Items per Tick ...
|
|
mNumberOfItemsReadPerTick = numberOfItemsReadPerTick;
|
|
|
|
//
|
|
// MARKET ...
|
|
mCycleLength = cycleLength;
|
|
mNumberOfVerifications = numberOfVerifications;
|
|
|
|
//
|
|
// CALCULATIONS ...
|
|
mHHMode = hhMode;
|
|
mLLMode = llMode;
|
|
|
|
//
|
|
mTag = "XTRND " + mSymbol + ", " + ToString(mPeriod);
|
|
|
|
//
|
|
// Initial Handler ...
|
|
mHandler = iCustom(
|
|
mSymbol,
|
|
mPeriod,
|
|
"x-saherelm.x121.xtrnd",
|
|
//
|
|
// Inputs ...
|
|
//
|
|
// MARKET ...
|
|
"",
|
|
mCycleLength,
|
|
mNumberOfVerifications,
|
|
//
|
|
// CALCULATIONS ...
|
|
"",
|
|
mHHMode,
|
|
mLLMode,
|
|
//
|
|
// PRESENTATION ...
|
|
"",
|
|
false,
|
|
false
|
|
//
|
|
);
|
|
if (mHandler == INVALID_HANDLE)
|
|
{
|
|
LogMessage("failed to Initialize Indicator: " + (string)GetLastError());
|
|
}
|
|
|
|
//
|
|
ArraySetAsSeries(upBuffer, true);
|
|
ArraySetAsSeries(upStateBuffer, true);
|
|
ArraySetAsSeries(downBuffer, true);
|
|
ArraySetAsSeries(downStateBuffer, true);
|
|
}
|
|
|
|
//
|
|
// DeConstructor ...
|
|
void ~XSCXTRNDHelper()
|
|
{
|
|
//
|
|
// Release Indicators ...
|
|
IndicatorRelease(mHandler);
|
|
}
|
|
|
|
//
|
|
// Reading Buffers ...
|
|
void ReadBuffers()
|
|
{
|
|
//
|
|
// UP ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X_TRND_UP_LINE,
|
|
0,
|
|
mNumberOfItemsReadPerTick,
|
|
upBuffer);
|
|
|
|
//
|
|
// UP STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X_TRND_UP_STATE_LINE,
|
|
0,
|
|
mNumberOfItemsReadPerTick,
|
|
upStateBuffer);
|
|
|
|
//
|
|
// DOWN ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X_TRND_DOWN_LINE,
|
|
0,
|
|
mNumberOfItemsReadPerTick,
|
|
downBuffer);
|
|
|
|
//
|
|
// DOWN STATE ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X_TRND_DOWN_STATE_LINE,
|
|
0,
|
|
mNumberOfItemsReadPerTick,
|
|
downStateBuffer);
|
|
}
|
|
|
|
//
|
|
// START Tools Functions ...
|
|
//
|
|
|
|
//
|
|
// Detect Trend Up ...
|
|
bool IsTrendBullish(
|
|
int bar_index // Bar Index ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!IsValidArraySize(bar_index))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
upStateBuffer[bar_index] == X_TRND_STATE_UP &&
|
|
downStateBuffer[bar_index] == X_TRND_STATE_UP
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Trend Switched Up ...
|
|
bool IsTrendSwitchedBullish(
|
|
int bar_index // Bar Index ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!IsValidArraySize(bar_index + 1))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
IsTrendBullish(bar_index) &&
|
|
!IsTrendBullish(bar_index + 1)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Trend Down ...
|
|
bool IsTrendBearish(
|
|
int bar_index // Bar Index ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!IsValidArraySize(bar_index))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
upStateBuffer[bar_index] == X_TRND_STATE_DOWN &&
|
|
downStateBuffer[bar_index] == X_TRND_STATE_DOWN
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Trend Switched Down ...
|
|
bool IsTrendSwitchedBearish(
|
|
int bar_index // Bar Index ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!IsValidArraySize(bar_index + 1))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
IsTrendBearish(bar_index) &&
|
|
!IsTrendBearish(bar_index + 1)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Trend Consolidation ...
|
|
bool IsTrendConsolidation(
|
|
int bar_index // Bar Index ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!IsValidArraySize(bar_index))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
(upStateBuffer[bar_index] == X_TRND_STATE_RANGE ||
|
|
upStateBuffer[bar_index] == X_TRND_STATE_CONSOLIDATION)
|
|
//
|
|
&&
|
|
//
|
|
(downStateBuffer[bar_index] == X_TRND_STATE_RANGE ||
|
|
downStateBuffer[bar_index] == X_TRND_STATE_CONSOLIDATION)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Trend Switched Consolidation ...
|
|
bool IsTrendSwitchedConsolidation(
|
|
int bar_index // Bar Index ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!IsValidArraySize(bar_index + 1))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
IsTrendConsolidation(bar_index) &&
|
|
!IsTrendConsolidation(bar_index + 1)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// END Tools Functions ...
|
|
//
|
|
|
|
//
|
|
protected:
|
|
//
|
|
private:
|
|
//
|
|
// Symbol ...
|
|
string mSymbol;
|
|
|
|
//
|
|
// Period ...
|
|
ENUM_TIMEFRAMES mPeriod;
|
|
|
|
//
|
|
// Buffer Reading ...
|
|
int mNumberOfItemsReadPerTick;
|
|
|
|
//
|
|
string mTag;
|
|
|
|
//
|
|
int mHandler;
|
|
|
|
//
|
|
// INPUTS ...
|
|
|
|
//
|
|
// MARKET ...
|
|
|
|
//
|
|
// Cycle Length to Check ...
|
|
int mCycleLength;
|
|
|
|
//
|
|
// Number of Verifications ...
|
|
int mNumberOfVerifications;
|
|
|
|
//
|
|
// CALCULATIONS ...
|
|
|
|
//
|
|
// Detect Up ...
|
|
ENUM_SERIESMODE mHHMode;
|
|
|
|
//
|
|
// Detect Low ...
|
|
ENUM_SERIESMODE mLLMode;
|
|
|
|
//
|
|
bool IsValidArraySize(int bar_index)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (bar_index < 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int rCount = ArraySize(upBuffer);
|
|
result = rCount > bar_index + 1;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}; |