690 lines
14 KiB
Plaintext
690 lines
14 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XIchimoku Indicator Provider
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// Description: Provides Features ...
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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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// START Import and Inclused requirements ...
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//
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//
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// Includes ...
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#include "../Libraries/x-saherelm.alert.lib.mq5"
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#include "../Libraries/x-saherelm.models.lib.mq5"
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// END Import and Inclused requirements ...
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//
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//
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// START Definitions ...
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//
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//
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// Ichimoku Lines Calculator Mode ...
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enum ENUM_X_ICHIMOKU_CALCULATION_MODE
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{
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//
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X_XICH_HH_LL_MODE = 1, // Highest High and Lowest Low
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X_XICH_HO_LC_MODE = 2, // Highest Open and Lowest Close
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};
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//
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// Ichimoku Indicator Exported Buffers ...
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enum ENUM_X_ICHIMOKU_BUFFERS
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{
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//
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X_TENKANSEN_LINE = 0,
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X_KIJUNSEN_LINE = 1,
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X_CHIKOUSPAN_LINE = 4,
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X_SENKOUSPAN_A_LINE = 5,
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X_SENKOUSPAN_B_LINE = 6,
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};
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//
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// Model Ichimoku Data ...
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struct XIchiInfo
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{
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//
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int bar;
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//
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double tenkanSen;
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double kijunSen;
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//
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double senkouSpanA;
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double senkouSpanB;
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//
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double senkouSpanAFuture;
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double senkouSpanBFuture;
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};
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//
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// END Definitions ...
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//
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//
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// START Overrides ...
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//
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//
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// END Overrides ...
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//
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class XSCXICHHelper
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{
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//
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// Public ...
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public:
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//
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// Properties ...
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double tenkanSenBuffer[];
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double kijunSenBuffer[];
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double chikouSpanBuffer[];
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double senkouSpanABuffer[];
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double senkouSpanBBuffer[];
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//
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// Constructor ...
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void XSCXICHHelper()
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{
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mSymbol = _Symbol;
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mPeriod = _Period;
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}
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void XSCXICHHelper(
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//
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// Symbol ...
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string symbol,
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//
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// Period ...
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ENUM_TIMEFRAMES period,
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//
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// Buffer Reading ...
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int numberOfItemsReadPerTick = 52,
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//
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// TenkanSen ...
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int tenkanSenLength = 9,
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ENUM_X_ICHIMOKU_CALCULATION_MODE tenkanSenMode = X_XICH_HH_LL_MODE,
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//
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// KijunSen ...
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int kijunSenLength = 26,
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ENUM_X_ICHIMOKU_CALCULATION_MODE kijunSenMode = X_XICH_HH_LL_MODE,
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//
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// Senkou Span B ...
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int senkouSpanBLength = 52,
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ENUM_X_ICHIMOKU_CALCULATION_MODE senkouSpanBMode = X_XICH_HH_LL_MODE,
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//
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// Chikou Span ...
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ENUM_APPLIED_PRICE chikuoSpanAppliedTo = PRICE_CLOSE
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//
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)
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{
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//
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// Setting Requirements ...
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//
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// Symbol ...
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mSymbol = symbol;
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//
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// Period ...
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mPeriod = period;
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//
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// Number of Reading Buffer Items per Tick ...
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mNumberOfItemsReadPerTick = numberOfItemsReadPerTick;
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//
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// TenkanSen ...
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mKijunSenMode = kijunSenMode;
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mKijunSenLength = kijunSenLength;
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//
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// KijunSen ...
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mTenkanSenMode = tenkanSenMode;
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mTenkanSenLength = tenkanSenLength;
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//
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// Senkou Span B ...
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mSenkouSpanBMode = senkouSpanBMode;
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mSenkouSpanBLength = senkouSpanBLength;
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//
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mSenkouSpanBTopMode = NULL;
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mSenkouSpanBBottomMode = NULL;
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//
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// Chikou Span ...
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mChikuoSpanAppliedTo = chikuoSpanAppliedTo;
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//
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mTag = "XICH " + mSymbol + ", " + ToString(mPeriod);
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//
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// Initial Handler ...
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mHandler = iCustom(
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mSymbol,
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mPeriod,
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"x-saherelm.x121.xich",
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//
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// Inputs ...
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//
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// TENKANSEN ...
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"",
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mTenkanSenLength,
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mTenkanSenMode,
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//
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// KIJUNSEN ...
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"",
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kijunSenLength,
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kijunSenMode,
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//
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// SENKOUSPANB ...
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"",
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senkouSpanBLength,
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senkouSpanBMode,
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//
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// CHIKOUSPAN ...
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"",
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mChikuoSpanAppliedTo,
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//
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// PRESENTATION ...
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"",
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false,
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false,
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false,
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false,
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false,
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false,
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false,
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false,
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true // Shift Kumo ...
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//
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);
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if (mHandler == INVALID_HANDLE)
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{
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//
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LogMessage("failed to Initialize Indicator: " + (string)GetLastError());
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}
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//
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ArraySetAsSeries(tenkanSenBuffer, true);
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ArraySetAsSeries(kijunSenBuffer, true);
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ArraySetAsSeries(chikouSpanBuffer, true);
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ArraySetAsSeries(senkouSpanABuffer, true);
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ArraySetAsSeries(senkouSpanBBuffer, true);
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}
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//
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// DeConstructor ...
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void ~XSCXICHHelper()
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{
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//
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// Release Indicators ...
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IndicatorRelease(mHandler);
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}
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//
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// Reading Buffers ...
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void ReadBuffers()
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{
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//
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// TENKANSEN ...
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CopyBuffer(
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mHandler,
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X_TENKANSEN_LINE,
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0,
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mNumberOfItemsReadPerTick,
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tenkanSenBuffer);
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//
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// KIJUNSEN ...
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CopyBuffer(
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mHandler,
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X_KIJUNSEN_LINE,
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0,
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mNumberOfItemsReadPerTick,
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kijunSenBuffer);
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//
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// CHIKOUSPAN ...
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CopyBuffer(
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mHandler,
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X_CHIKOUSPAN_LINE,
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mKijunSenLength - 1,
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mNumberOfItemsReadPerTick,
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chikouSpanBuffer);
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//
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// SENKOUSPANA ...
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CopyBuffer(
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mHandler,
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X_SENKOUSPAN_A_LINE,
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-mKijunSenLength + 1,
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mNumberOfItemsReadPerTick,
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senkouSpanABuffer);
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//
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// SENKOUSPANB ...
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CopyBuffer(
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mHandler,
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X_SENKOUSPAN_B_LINE,
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-mKijunSenLength + 1,
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mNumberOfItemsReadPerTick,
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senkouSpanBBuffer);
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}
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//
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// START Tools Functions ...
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//
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//
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// Retrieve Ichimoku Data at Specific Bar Index ...
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XIchiInfo GetInfo(
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int bar_index // Bar Index ...
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)
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{
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//
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XIchiInfo result = {};
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//
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result.bar = bar_index;
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result.tenkanSen = tenkanSenBuffer[bar_index];
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result.kijunSen = kijunSenBuffer[bar_index];
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result.senkouSpanA = senkouSpanABuffer[bar_index + mKijunSenLength];
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result.senkouSpanB = senkouSpanBBuffer[bar_index + mKijunSenLength];
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result.senkouSpanAFuture = senkouSpanABuffer[bar_index];
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result.senkouSpanBFuture = senkouSpanBBuffer[bar_index];
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//
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return result;
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}
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//
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// Check Tenkan Sen Over Kijun Sen ...
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bool IsTenkanSenOverKijunSen(
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int bar_index // Bar Index ...
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) {
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//
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bool result = false;
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//
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if (!IsValidArraySize(bar_index))
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{
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return result;
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}
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//
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result =
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//
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tenkanSenBuffer[bar_index] > kijunSenBuffer[bar_index]
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//
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;
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//
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return result;
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}
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//
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// Is Tenkan Sen Under Kijun Sen ...
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bool IsTenkanSenUnderKijunSen(
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int bar_index // Bar Index ...
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) {
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//
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bool result = false;
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//
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if (!IsValidArraySize(bar_index))
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{
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return result;
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}
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//
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result =
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//
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tenkanSenBuffer[bar_index] < kijunSenBuffer[bar_index]
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//
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;
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//
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return result;
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}
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//
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// Tenkan Sen Croosed Over Kijun Sen ...
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bool IsTenkanSenCrossedOverKijunSen(
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int bar_index // Bar Index ...
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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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if (!IsValidArraySize(bar_index + 2))
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{
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return result;
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}
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//
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result = IsCrossOver(
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tenkanSenBuffer,
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kijunSenBuffer,
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bar_index);
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//
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return result;
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}
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//
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// Tenkan Sen Croosed Under Kijun Sen ...
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bool IsTenkanSenCrossedUnderKijunSen(
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int bar_index // Bar Index ...
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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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if (!IsValidArraySize(bar_index + 2))
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{
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return result;
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}
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//
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result = IsCrossUnder(
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tenkanSenBuffer,
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kijunSenBuffer,
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bar_index);
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//
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return result;
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}
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//
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// Check Kumo is Bullish ...
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bool IsKumoBullish(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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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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int start = 0;
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//
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if (!onFuture)
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{
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start = (mKijunSenLength - bar_index);
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}
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else
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{
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start = (mKijunSenLength - bar_index) * 2;
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}
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//
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if (!IsValidArraySize(start))
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{
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return result;
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}
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//
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result =
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//
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senkouSpanABuffer[start + 1] > senkouSpanBBuffer[start + 1] &&
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senkouSpanABuffer[start] > senkouSpanBBuffer[start]
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//
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;
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//
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return result;
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}
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//
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// Check Kumo is Bearish ...
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bool IsKumoBearish(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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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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int start = 0;
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//
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if (!onFuture)
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{
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start = (mKijunSenLength - bar_index);
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}
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else
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{
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start = (mKijunSenLength - bar_index) * 2;
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}
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//
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if (!IsValidArraySize(start))
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{
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return result;
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}
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//
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result =
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//
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senkouSpanABuffer[start + 1] < senkouSpanBBuffer[start + 1] &&
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senkouSpanABuffer[start] < senkouSpanBBuffer[start]
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//
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;
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//
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return result;
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}
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//
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// Check Kumo is Change to Bullish ...
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bool IsKumoSwitchedToBullish(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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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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int start = 0;
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//
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if (!onFuture)
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{
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start = (mKijunSenLength - bar_index);
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}
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else
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{
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start = (mKijunSenLength - bar_index) * 2;
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}
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//
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if (!IsValidArraySize(start))
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{
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return result;
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}
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//
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result =
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//
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senkouSpanABuffer[start + 1] > senkouSpanBBuffer[start + 1] &&
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senkouSpanABuffer[start] <= senkouSpanBBuffer[start]
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//
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;
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//
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return result;
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}
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//
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// Check Kumo is Change to Bearish ...
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bool IsKumoSwitchedToBearish(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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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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int start = 0;
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//
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if (!onFuture)
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{
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start = (mKijunSenLength - bar_index);
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}
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else
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{
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start = (mKijunSenLength - bar_index) * 2;
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}
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//
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if (!IsValidArraySize(start))
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{
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return result;
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}
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//
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result =
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//
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senkouSpanABuffer[start + 1] < senkouSpanBBuffer[start + 1] &&
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senkouSpanABuffer[start] >= senkouSpanBBuffer[start]
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//
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;
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//
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return result;
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}
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//
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// Check Ichimokou Common Conditions for Long Trades ...
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// TenkanSen > Kumo
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// KijunSen > Kumo
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// ChikouSpan > Kumo
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// Kumo has Good Body
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bool CheckCommonLongConditions() {
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//
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bool result = false;
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//
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// TODO: Complete this ...
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//
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return result;
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}
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//
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// Check Ichimoku Common Conditions for Short Trades ...
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// TenkanSen < Kumo
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// KijunSen < Kumo
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// ChikouSpan < Kumo
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// Kumo has Good Body
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bool CheckCommonShortConditions() {
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//
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bool result = false;
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//
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// TODO: Complete this ...
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//
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return result;
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}
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//
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// END Tools Functions ...
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//
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//
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// Protected ...
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protected:
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//
|
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// Private ...
|
|
private:
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//
|
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// Symbol ...
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string mSymbol;
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|
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//
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// Period ...
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ENUM_TIMEFRAMES mPeriod;
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|
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//
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// Buffer Reading ...
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int mNumberOfItemsReadPerTick;
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//
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// TenkanSen ...
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int mTenkanSenLength;
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ENUM_X_ICHIMOKU_CALCULATION_MODE mTenkanSenMode;
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|
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//
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// KijunSen ...
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int mKijunSenLength;
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ENUM_X_ICHIMOKU_CALCULATION_MODE mKijunSenMode;
|
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|
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//
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// Senkou Span B ...
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int mSenkouSpanBLength;
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ENUM_X_ICHIMOKU_CALCULATION_MODE mSenkouSpanBMode;
|
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|
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//
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ENUM_SERIESMODE mSenkouSpanBTopMode;
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ENUM_SERIESMODE mSenkouSpanBBottomMode;
|
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|
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//
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// Chikou Span ...
|
|
ENUM_APPLIED_PRICE mChikuoSpanAppliedTo;
|
|
|
|
//
|
|
string mTag;
|
|
|
|
//
|
|
int mHandler;
|
|
|
|
//
|
|
bool IsValidArraySize(int bar_index)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (bar_index < 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int rCount = ArraySize(tenkanSenBuffer);
|
|
result = rCount > bar_index + 1;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}; |