1046 lines
22 KiB
Plaintext
1046 lines
22 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: XMATD
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// Description: provides Indicator implementation
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// requirements ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Classes/x-saherelm.base.class.mq5"
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//
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// Indicator Buffers ...
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enum ENUM_XMATD_BUFFERS
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{
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XMATD_FAST_LINE = 0, // Fast Buffer ...
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XMATD_MID_LINE = 1, // Mid Buffer ...
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XMATD_SLOW_LINE = 2, // Slow Buffer ...
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XMATD_PSAR_LINE = 3, // Parabolic Buffer ...
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};
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//
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string GetTitle(ENUM_XMATD_BUFFERS bufferLine)
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{
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//
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string result = NULL;
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//
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switch (bufferLine)
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{
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//
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case XMATD_FAST_LINE:
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result = "XFats";
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break;
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//
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case XMATD_MID_LINE:
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result = "XMid";
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break;
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//
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case XMATD_SLOW_LINE:
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result = "XSlow";
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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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// XMATD Indicator Inputs ...
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struct XMATDInputs
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{
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//
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// Props ...
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string version;
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//
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// Market ...
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//
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int fastLength; // Fast Length
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int midLength; // Mid Length
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int slowLength; // Slow Length
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//
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double step; // Sar Step
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double maximum; // Sar Maximum
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//
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// Calculation Mode ...
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//
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int shift; // Shift
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ENUM_MA_METHOD method; // Method of MA
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ENUM_APPLIED_PRICE appliedTo; // Applied To
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//
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// Constructor ...
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XMATDInputs()
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{
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Clean();
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}
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//
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// Tools ...
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//
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// Initial Inputs ...
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bool Init(
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int _fastLength = 21, // Fast Length
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int _midLength = 50, // Mid Length
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int _slowLength = 200, // Slow Length
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ENUM_MA_METHOD _method = MODE_SMA, // Shift
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ENUM_APPLIED_PRICE _appliedTo = PRICE_CLOSE, // Method of MA
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int _shift = 0 // Applied To
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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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this.fastLength = _fastLength;
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this.midLength = _midLength;
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this.slowLength = _slowLength;
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//
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this.shift = _shift;
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this.method = _method;
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this.appliedTo = _appliedTo;
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//
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result = IsValid();
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//
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return result;
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}
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//
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// Cleanup ...
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void Clean()
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{
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//
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fastLength = 0;
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midLength = 0;
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slowLength = 0;
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//
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shift = 0;
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//
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step = 0;
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maximum = 0;
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//
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method = MODE_SMA;
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appliedTo = PRICE_CLOSE;
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}
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//
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// Default ...
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void Default()
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{
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//
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fastLength = 21;
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midLength = 50;
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slowLength = 200;
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//
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method = MODE_SMA;
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appliedTo = PRICE_CLOSE;
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//
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step = 0.02;
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maximum = 0.2;
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}
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//
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// Validate ...
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bool IsValid()
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{
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//
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bool result = false;
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//
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result =
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//
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fastLength > 0 &&
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midLength > fastLength &&
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slowLength > midLength
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//
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&&
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//
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step > 0 &&
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maximum > step
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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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// Retrieve Max Length ...
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int Max()
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{
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//
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int result = 0;
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//
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int values[3] = {
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fastLength,
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midLength,
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slowLength //
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};
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//
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result = GetMax(values);
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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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// Define Conditions ...
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struct XMATDConditions
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{
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//
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// Common ...
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string symbol;
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ENUM_TIMEFRAMES period;
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datetime time;
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//
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// Buffers ...
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double fast[];
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double mid[];
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double slow[];
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//
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double psar[];
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//
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// Conditions ...
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//
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// Trend ...
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bool isBullish;
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bool isBearish;
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bool isSwitchedToBullish;
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bool isSwitchedToBearish;
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//
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// Fast Mid ...
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bool isFastOverMid;
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bool isFastUnderMid;
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bool isFastCrossedOverMid;
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bool isFastCrossedUnderMid;
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//
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// Fast Slow ...
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bool isFastOverSlow;
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bool isFastUnderSlow;
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bool isFastCrossedOverSlow;
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bool isFastCrossedUnderSlow;
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//
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// Mid Slow ...
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bool isMidOverSlow;
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bool isMidUnderSlow;
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bool isMidCrossedOverSlow;
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bool isMidCrossedUnderSlow;
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//
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bool isSARBullish;
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bool isSARBearish;
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bool isSARSwitchedToBullish;
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bool isSARSwitchedToBearish;
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//
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void Clean()
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{
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//
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Clean(fast);
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Clean(mid);
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Clean(slow);
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Clean(psar);
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//
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ArraySetAsSeries(fast, true);
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ArraySetAsSeries(mid, true);
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ArraySetAsSeries(slow, true);
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ArraySetAsSeries(psar, true);
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//
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// Trend ...
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isBullish = false;
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isBearish = false;
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isSwitchedToBullish = false;
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isSwitchedToBearish = false;
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//
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// Fast Mid ...
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isFastOverMid = false;
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isFastUnderMid = false;
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isFastCrossedOverMid = false;
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isFastCrossedUnderMid = false;
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//
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// Fast Slow ...
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isFastOverSlow = false;
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isFastUnderSlow = false;
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isFastCrossedOverSlow = false;
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isFastCrossedUnderSlow = false;
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//
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// Mid Slow ...
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isMidOverSlow = false;
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isMidUnderSlow = false;
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isMidCrossedOverSlow = false;
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isMidCrossedUnderSlow = false;
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//
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isSARBullish = false;
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isSARBearish = false;
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isSARSwitchedToBullish = false;
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isSARSwitchedToBearish = false;
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}
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//
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void GenerateScore(
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double &bullishScore,
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double &bearishScore //
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)
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{
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//
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bullishScore = 0;
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bearishScore = 0;
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//
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// Trend ...
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//
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if (isBullish)
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{
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bullishScore++;
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}
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if (isSwitchedToBullish)
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{
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bullishScore++;
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}
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//
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if (isBearish)
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{
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bearishScore++;
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}
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if (isSwitchedToBearish)
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{
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bearishScore++;
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}
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//
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// Fast Mid ...
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//
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if (isFastOverMid)
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{
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bullishScore++;
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}
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if (isFastCrossedOverMid)
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{
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bullishScore++;
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}
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//
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if (isFastUnderMid)
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{
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bearishScore++;
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}
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if (isFastCrossedUnderMid)
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{
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bearishScore++;
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}
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//
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// Fast Slow ...
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//
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if (isFastOverSlow)
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{
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bullishScore++;
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}
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if (isFastCrossedOverSlow)
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{
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bullishScore++;
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}
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//
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if (isFastUnderSlow)
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{
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bearishScore++;
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}
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if (isFastCrossedUnderSlow)
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{
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bearishScore++;
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}
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//
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// Mid Slow ...
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//
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if (isMidOverSlow)
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{
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bullishScore++;
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}
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if (isMidCrossedOverSlow)
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{
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bullishScore++;
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}
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//
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if (isMidUnderSlow)
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{
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bearishScore++;
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}
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if (isMidCrossedUnderSlow)
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{
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bearishScore++;
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}
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//
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if (isSARBullish)
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{
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bullishScore++;
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}
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if (isSARSwitchedToBullish)
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{
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bullishScore++;
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}
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//
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if (isSARBearish)
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{
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bearishScore++;
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}
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if (isSARSwitchedToBearish)
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{
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bearishScore++;
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}
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}
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//
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string GenerateSummary(
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bool onlyCommons = false,
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bool onlyConditions = false,
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bool includeScores = true,
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bool ignoreFalseConditions = true,
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string separator = "\n" //
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)
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{
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//
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string result = NULL;
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//
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double bullishScore = 0;
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double bearishScore = 0;
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GenerateScore(
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bullishScore,
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bearishScore //
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);
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//
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string scoresStr =
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//
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"Scores: " + separator +
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"---------------" + separator +
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"Bullish: " + ToString(bullishScore) + separator +
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"Bearish: " + ToString(bearishScore) + separator +
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""
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//
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;
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//
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string commonStr = GenerateSpecifiedCommonSummary(
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this,
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separator,
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includeScores //
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);
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//
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string conditionsStr =
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//
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// Trend ...
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ToString("isBullish", isBullish, ignoreFalseConditions, separator) +
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ToString("isBearish", isBearish, ignoreFalseConditions, separator) +
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ToString("isSwitchedToBullish", isSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isSwitchedToBearish", isSwitchedToBearish, ignoreFalseConditions, separator) +
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//
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// Fast Mid ...
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ToString("isFastOverMid", isFastOverMid, ignoreFalseConditions, separator) +
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ToString("isFastUnderMid", isFastUnderMid, ignoreFalseConditions, separator) +
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ToString("isFastCrossedOverMid", isFastCrossedOverMid, ignoreFalseConditions, separator) +
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ToString("isFastCrossedUnderMid", isFastCrossedUnderMid, ignoreFalseConditions, separator) +
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//
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// Fast Slow ...
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ToString("isFastOverSlow", isFastOverSlow, ignoreFalseConditions, separator) +
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ToString("isFastUnderSlow", isFastUnderSlow, ignoreFalseConditions, separator) +
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ToString("isFastCrossedOverSlow", isFastCrossedOverSlow, ignoreFalseConditions, separator) +
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ToString("isFastCrossedUnderSlow", isFastCrossedUnderSlow, ignoreFalseConditions, separator) +
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//
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// Mid Slow ...
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ToString("isMidOverSlow", isMidOverSlow, ignoreFalseConditions, separator) +
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ToString("isMidUnderSlow", isMidUnderSlow, ignoreFalseConditions, separator) +
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ToString("isMidCrossedOverSlow", isMidCrossedOverSlow, ignoreFalseConditions, separator) +
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ToString("isMidCrossedUnderSlow", isMidCrossedUnderSlow, ignoreFalseConditions, separator) +
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//
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// Psar ...
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ToString("isSARBullish", isSARBullish, ignoreFalseConditions, separator) +
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ToString("isSARBearish", isSARBearish, ignoreFalseConditions, separator) +
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ToString("isSARSwitchedToBullish", isSARSwitchedToBullish, ignoreFalseConditions, separator) +
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ToString("isSARSwitchedToBearish", isSARSwitchedToBearish, ignoreFalseConditions, separator) +
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//
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""
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//
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;
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//
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result =
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//
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"[" + GetTag() + "]" + separator +
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(onlyConditions
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? ""
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: commonStr) +
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(!includeScores
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? ""
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: scoresStr) +
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" " + separator +
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(onlyCommons
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? ""
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: conditionsStr) +
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""
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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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string GetTag()
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{
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return "XMATD";
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}
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};
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//
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// Indicator Class ...
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class XSCXMATDHelper : public XSCBase
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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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// Props ...
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//
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// Constructor(s) ...
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void XSCXMATDHelper(
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string symbol, // Trading Symbol
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ENUM_TIMEFRAMES period // Trading TimeFrame
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)
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{
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//
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mSymbol = symbol;
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mPeriod = period;
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}
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|
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//
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// Deconstructor ...
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void ~XSCXMATDHelper() {}
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|
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//
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// Initialize Indicator ...
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bool Init(
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XMATDInputs &inputs // Indicator Properties
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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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result = inputs.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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// Set Inputs ...
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this.mInputs = inputs;
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//
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// Validate Indicator State ...
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result = this.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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//
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result = DefineBuffers();
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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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//
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fastHandler = iMA(
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mSymbol,
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mPeriod,
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mInputs.fastLength,
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mInputs.shift,
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mInputs.method,
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mInputs.appliedTo //
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);
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midHandler = iMA(
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mSymbol,
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mPeriod,
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mInputs.midLength,
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mInputs.shift,
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mInputs.method,
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mInputs.appliedTo //
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);
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slowHandler = iMA(
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mSymbol,
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mPeriod,
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mInputs.slowLength,
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mInputs.shift,
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mInputs.method,
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mInputs.appliedTo //
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);
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result =
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//
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fastHandler != INVALID_HANDLE &&
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midHandler != INVALID_HANDLE &&
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slowHandler != INVALID_HANDLE
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//
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;
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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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//
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sarHandler = iSAR(
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_Symbol,
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_Period,
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mInputs.step,
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mInputs.maximum //
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);
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result = sarHandler != INVALID_HANDLE;
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//
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return result;
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}
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//
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XMATDInputs GetInputs()
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{
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return mInputs;
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}
|
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|
|
//
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bool SetInputs(
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XMATDInputs &inputs // Indicator Properties
|
|
)
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|
{
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return Init(inputs);
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|
}
|
|
|
|
//
|
|
// Get Tag ...
|
|
string GetTag()
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|
{
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|
//
|
|
string result = NULL;
|
|
|
|
//
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|
result = GetToken();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Token ...
|
|
string GetToken()
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
result = GetSpecificToken(this);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string GetSymbol()
|
|
{
|
|
return mSymbol;
|
|
}
|
|
|
|
//
|
|
ENUM_TIMEFRAMES GetPeriod()
|
|
{
|
|
return mPeriod;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
mInputs.IsValid() &&
|
|
IsSpecifiedValid(mPeriod) &&
|
|
IsSpecifiedValid(mSymbol)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// De Initialize Class ...
|
|
void DeInit(int reason)
|
|
{
|
|
//
|
|
IndicatorRelease(fastHandler);
|
|
IndicatorRelease(midHandler);
|
|
IndicatorRelease(slowHandler);
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
int CopyData(
|
|
ENUM_XMATD_BUFFERS line,
|
|
double &dest[],
|
|
int start = 0,
|
|
int count = 1 //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
int mHandler = INVALID_HANDLE;
|
|
switch (line)
|
|
{
|
|
//
|
|
case XMATD_FAST_LINE:
|
|
mHandler = fastHandler;
|
|
break;
|
|
|
|
//
|
|
case XMATD_MID_LINE:
|
|
mHandler = midHandler;
|
|
break;
|
|
|
|
//
|
|
case XMATD_SLOW_LINE:
|
|
mHandler = slowHandler;
|
|
break;
|
|
|
|
//
|
|
case XMATD_PSAR_LINE:
|
|
mHandler = sarHandler;
|
|
break;
|
|
}
|
|
|
|
//
|
|
if (mHandler == INVALID_HANDLE)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = CopyBuffer(
|
|
mHandler,
|
|
0,
|
|
start,
|
|
count,
|
|
dest //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
XMATDConditions &conditions, //
|
|
int barIndex = 0, //
|
|
int loopback = 3 //
|
|
)
|
|
{
|
|
//
|
|
bool result = true;
|
|
|
|
//
|
|
if (loopback < 3)
|
|
{
|
|
loopback = 3;
|
|
}
|
|
|
|
//
|
|
conditions.Clean();
|
|
|
|
//
|
|
conditions.symbol = mSymbol;
|
|
conditions.period = mPeriod;
|
|
conditions.time = TimeCurrent();
|
|
|
|
//
|
|
int zIndex = barIndex;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
CopyData(
|
|
XMATD_FAST_LINE,
|
|
conditions.fast,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
CopyData(
|
|
XMATD_MID_LINE,
|
|
conditions.mid,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
CopyData(
|
|
XMATD_SLOW_LINE,
|
|
conditions.slow,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
// Calculate Conditions ...
|
|
|
|
//
|
|
// Trend ...
|
|
|
|
//
|
|
bool isBullish = conditions.fast[cIndex] > conditions.mid[cIndex] &&
|
|
conditions.mid[cIndex] > conditions.slow[cIndex];
|
|
bool isBearish = conditions.fast[cIndex] < conditions.mid[cIndex] &&
|
|
conditions.mid[cIndex] < conditions.slow[cIndex];
|
|
|
|
//
|
|
bool isBullishPrev = conditions.fast[pIndex] > conditions.mid[pIndex] &&
|
|
conditions.mid[pIndex] > conditions.slow[pIndex];
|
|
bool isBearishPrev = conditions.fast[pIndex] < conditions.mid[pIndex] &&
|
|
conditions.mid[pIndex] < conditions.slow[pIndex];
|
|
|
|
//
|
|
bool isSwitchedToBullish = isBullish &&
|
|
!isBullishPrev;
|
|
bool isSwitchedToBearish = isBearish &&
|
|
!isBearishPrev;
|
|
|
|
//
|
|
// Set Conditions to Structure ...
|
|
conditions.isBullish = isBullish;
|
|
conditions.isBearish = isBearish;
|
|
conditions.isSwitchedToBullish = isSwitchedToBullish;
|
|
conditions.isSwitchedToBearish = isSwitchedToBearish;
|
|
|
|
//
|
|
// Fast Mid ...
|
|
|
|
//
|
|
bool isFastOverMid = conditions.fast[cIndex] > conditions.mid[cIndex];
|
|
bool isFastUnderMid = conditions.fast[cIndex] < conditions.mid[cIndex];
|
|
|
|
//
|
|
bool isFastOverMidPrev = conditions.fast[pIndex] > conditions.mid[pIndex];
|
|
bool isFastUnderMidPrev = conditions.fast[pIndex] < conditions.mid[pIndex];
|
|
|
|
//
|
|
bool isFastCrossedOverMid = isFastOverMid &&
|
|
!isFastOverMidPrev;
|
|
bool isFastCrossedUnderMid = isFastUnderMid &&
|
|
!isFastUnderMidPrev;
|
|
|
|
//
|
|
conditions.isFastOverMid = isFastOverMid;
|
|
conditions.isFastUnderMid = isFastUnderMid;
|
|
conditions.isFastCrossedOverMid = isFastCrossedOverMid;
|
|
conditions.isFastCrossedUnderMid = isFastCrossedUnderMid;
|
|
|
|
//
|
|
// Fast Slow ...
|
|
|
|
//
|
|
bool isFastOverSlow = conditions.fast[cIndex] > conditions.slow[cIndex];
|
|
bool isFastUnderSlow = conditions.fast[cIndex] < conditions.slow[cIndex];
|
|
|
|
//
|
|
bool isFastOverSlowPrev = conditions.fast[pIndex] > conditions.slow[pIndex];
|
|
bool isFastUnderSlowPrev = conditions.fast[pIndex] < conditions.slow[pIndex];
|
|
|
|
//
|
|
bool isFastCrossedOverSlow = isFastOverSlow &&
|
|
!isFastOverSlowPrev;
|
|
bool isFastCrossedUnderSlow = isFastUnderSlow &&
|
|
!isFastUnderSlowPrev;
|
|
|
|
//
|
|
conditions.isFastOverSlow = isFastOverSlow;
|
|
conditions.isFastUnderSlow = isFastUnderSlow;
|
|
conditions.isFastCrossedOverSlow = isFastCrossedOverSlow;
|
|
conditions.isFastCrossedUnderSlow = isFastCrossedUnderSlow;
|
|
|
|
//
|
|
// Mid Slow ...
|
|
|
|
//
|
|
bool isMidOverSlow = conditions.mid[cIndex] > conditions.slow[cIndex];
|
|
bool isMidUnderSlow = conditions.mid[cIndex] < conditions.slow[cIndex];
|
|
|
|
//
|
|
bool isMidOverSlowPrev = conditions.mid[pIndex] > conditions.slow[pIndex];
|
|
bool isMidUnderSlowPrev = conditions.mid[pIndex] < conditions.slow[pIndex];
|
|
|
|
//
|
|
bool isMidCrossedOverSlow = isMidOverSlow &&
|
|
!isMidOverSlowPrev;
|
|
bool isMidCrossedUnderSlow = isMidUnderSlow &&
|
|
!isMidUnderSlowPrev;
|
|
|
|
//
|
|
conditions.isMidOverSlow = isMidOverSlow;
|
|
conditions.isMidUnderSlow = isMidUnderSlow;
|
|
conditions.isMidCrossedOverSlow = isMidCrossedOverSlow;
|
|
conditions.isMidCrossedUnderSlow = isMidCrossedUnderSlow;
|
|
|
|
//
|
|
// PSar ...
|
|
|
|
//
|
|
CopyData(
|
|
XMATD_PSAR_LINE,
|
|
conditions.psar,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
XOHCL cBar;
|
|
cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
cIndex //
|
|
);
|
|
|
|
//
|
|
XOHCL pBar;
|
|
pBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
pIndex //
|
|
);
|
|
|
|
//
|
|
bool isSARBullish = conditions.psar[cIndex] < cBar.low;
|
|
bool isSARBearish = conditions.psar[cIndex] > cBar.high;
|
|
|
|
//
|
|
bool isSARBullishPrev = conditions.psar[pIndex] < pBar.low;
|
|
bool isSARBearishPrev = conditions.psar[pIndex] > pBar.high;
|
|
|
|
//
|
|
bool isSARSwitchedToBullish = isSARBullish &&
|
|
!isSARBullishPrev;
|
|
bool isSARSwitchedToBearish = isSARBearish &&
|
|
!isSARBearishPrev;
|
|
|
|
//
|
|
conditions.isSARBullish = isSARBullish;
|
|
conditions.isSARBearish = isSARBearish;
|
|
conditions.isSARSwitchedToBullish = isSARSwitchedToBullish;
|
|
conditions.isSARSwitchedToBearish = isSARSwitchedToBearish;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Props ...
|
|
int fastHandler;
|
|
int midHandler;
|
|
int slowHandler;
|
|
|
|
//
|
|
int sarHandler;
|
|
|
|
//
|
|
// Tools ...
|
|
bool DefineBuffers()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = true;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
//
|
|
string mSymbol; // Symbol
|
|
ENUM_TIMEFRAMES mPeriod; // TimeFrame
|
|
|
|
//
|
|
XMATDInputs mInputs; // Properties
|
|
};
|
|
|
|
// |