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xMQL5/BKPS/14030505/Helpers/x-saherelm.xmc.helper.mq5
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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Helper Class Library
// ----------------------------------------------
// Name: XSCXMCHelper
// Description: provides all Indicator
// Helper requirements ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
#include "../Classes/x-saherelm.xhelper.class.mq5"
//
// Definitions ...
//
enum ENUM_XMC_BUFFERS
{
XMC_FAST_LINE = 0,
XMC_SLOW_LINE = 1,
XMC_VERIFIER_LINE = 2,
XMC_SAR_LINE = 3,
};
//
// Input Models ...
struct XMCInputs
{
//
// Props ...
//
// Market ...
//
// Fast ...
int fastLength; // Length
int fastShift; // Shift
ENUM_MA_METHOD fastMethod; // Method
ENUM_APPLIED_PRICE fastAppliedTo; // Applied To
//
// Slow ...
int slowLength; // Length
int slowShift; // Shift
ENUM_MA_METHOD slowMethod; // Method
ENUM_APPLIED_PRICE slowAppliedTo; // Applied To
//
// Verifier ...
int verifierLength; // Length
int verifierShift; // Shift
ENUM_MA_METHOD verifierMethod; // Method
ENUM_APPLIED_PRICE verifierAppliedTo; // Applied To
//
double step; // Sar Step
double maximum; // Sar Maximum
//
// Presentation ...
bool showFastMa; // Show Fast
bool showSlowMa; // Show Slow
bool showVerifierMa; // Show Verifier
bool showSar; // Show Sar
//
// Constructor(s) ...
XMCInputs()
{
//
Clean();
}
//
// Tools ...
//
// Clean ...
void Clean()
{
//
fastLength = 0;
fastShift = 0;
fastMethod = 0;
fastAppliedTo = PRICE_CLOSE;
//
slowLength = 0;
slowShift = 0;
slowMethod = 0;
slowAppliedTo = PRICE_CLOSE;
//
verifierLength = 0;
verifierShift = 0;
verifierMethod = 0;
verifierAppliedTo = PRICE_CLOSE;
//
step = 0;
maximum = 0;
//
showSar = false;
showFastMa = false;
showSlowMa = false;
showVerifierMa = false;
}
//
// Default ...
void Default()
{
//
fastLength = 21;
fastShift = 0;
fastMethod = MODE_EMA;
fastAppliedTo = PRICE_CLOSE;
//
slowLength = 50;
slowShift = 0;
slowMethod = MODE_EMA;
slowAppliedTo = PRICE_CLOSE;
//
verifierLength = 200;
verifierShift = 0;
verifierMethod = MODE_EMA;
verifierAppliedTo = PRICE_CLOSE;
//
step = 0.02;
maximum = 0.2;
//
showSar = true;
showFastMa = true;
showSlowMa = true;
showVerifierMa = true;
}
//
// Validate ...
bool IsValid()
{
//
bool result = false;
//
result =
//
fastLength > 1 &&
slowLength > fastLength &&
verifierLength > slowLength &&
//
step > 0 &&
maximum > step
//
;
//
return result;
}
//
// Retrieve MAx Length ...
int Max()
{
//
int result = 0;
//
result = MathMax(fastLength, slowLength);
result = MathMax(result, verifierLength);
//
return result;
}
};
//
// Define Conditions ...
struct XMCConditions
{
//
// Common ...
string symbol;
ENUM_TIMEFRAMES period;
datetime time;
//
// Buffers ...
double fast[];
double slow[];
double verifier[];
//
double psar[];
//
// Conditions ...
//
// Trend ...
bool isBullish;
bool isBearish;
bool isSwitchedToBullish;
bool isSwitchedToBearish;
//
// Fast Slow ...
bool isFastOverSlow;
bool isFastUnderSlow;
bool isFastCrossedOverSlow;
bool isFastCrossedUnderSlow;
//
// Fast Verifier ...
bool isFastOverVerifier;
bool isFastUnderVerifier;
bool isFastCrossedOverVerifier;
bool isFastCrossedUnderVerifier;
//
// Slow Verifier ...
bool isSlowOverVerifier;
bool isSlowUnderVerifier;
bool isSlowCrossedOverVerifier;
bool isSlowCrossedUnderVerifier;
//
bool isSARBullish;
bool isSARBearish;
bool isSARSwitchedToBullish;
bool isSARSwitchedToBearish;
//
void Clean()
{
//
Clean(fast);
Clean(slow);
Clean(verifier);
//
ArraySetAsSeries(fast, true);
ArraySetAsSeries(slow, true);
ArraySetAsSeries(verifier, true);
//
// Trend ...
isBullish = false;
isBearish = false;
isSwitchedToBullish = false;
isSwitchedToBearish = false;
//
// Fast Slow ...
isFastOverSlow = false;
isFastUnderSlow = false;
isFastCrossedOverSlow = false;
isFastCrossedUnderSlow = false;
//
// Fast Verifier ...
isFastOverVerifier = false;
isFastUnderVerifier = false;
isFastCrossedOverVerifier = false;
isFastCrossedUnderVerifier = false;
//
// Slow Verifier ...
isSlowOverVerifier = false;
isSlowUnderVerifier = false;
isSlowCrossedOverVerifier = false;
isSlowCrossedUnderVerifier = false;
//
isSARBullish = false;
isSARBearish = false;
isSARSwitchedToBullish = false;
isSARSwitchedToBearish = false;
}
//
void GenerateScore(
double &bullishScore,
double &bearishScore //
)
{
//
bullishScore = 0;
bearishScore = 0;
//
// Trend ...
//
if (isBullish)
{
bullishScore++;
}
if (isSwitchedToBullish)
{
bullishScore++;
}
//
if (isBearish)
{
bearishScore++;
}
if (isSwitchedToBearish)
{
bearishScore++;
}
//
// Fast Slow ...
//
if (isFastOverSlow)
{
bullishScore++;
}
if (isFastCrossedOverSlow)
{
bullishScore++;
}
//
if (isFastUnderSlow)
{
bearishScore++;
}
if (isFastCrossedUnderSlow)
{
bearishScore++;
}
//
// Fast Verifier ...
//
if (isFastOverVerifier)
{
bullishScore++;
}
if (isFastCrossedOverVerifier)
{
bullishScore++;
}
//
if (isFastUnderVerifier)
{
bearishScore++;
}
if (isFastCrossedUnderVerifier)
{
bearishScore++;
}
//
// Slow Verifier ...
//
if (isSlowOverVerifier)
{
bullishScore++;
}
if (isSlowCrossedOverVerifier)
{
bullishScore++;
}
//
if (isSlowUnderVerifier)
{
bearishScore++;
}
if (isSlowCrossedUnderVerifier)
{
bearishScore++;
}
//
if (isSARBullish)
{
bullishScore++;
}
if (isSARSwitchedToBullish)
{
bullishScore++;
}
//
if (isSARBearish)
{
bearishScore++;
}
if (isSARSwitchedToBearish)
{
bearishScore++;
}
}
//
string GenerateSummary(
bool onlyCommons = false,
bool onlyConditions = false,
bool includeScores = true,
bool ignoreFalseConditions = true,
string separator = "\n" //
)
{
//
string result = NULL;
//
double bullishScore = 0;
double bearishScore = 0;
GenerateScore(
bullishScore,
bearishScore //
);
//
string scoresStr =
//
"Scores: " + separator +
"---------------" + separator +
"Bullish: " + ToString(bullishScore) + separator +
"Bearish: " + ToString(bearishScore) + separator +
""
//
;
//
string commonStr = GenerateSpecifiedCommonSummary(
this,
separator,
includeScores //
);
//
string conditionsStr =
//
// Trend ...
ToString("isBullish", isBullish, ignoreFalseConditions, separator) +
ToString("isBearish", isBearish, ignoreFalseConditions, separator) +
ToString("isSwitchedToBullish", isSwitchedToBullish, ignoreFalseConditions, separator) +
ToString("isSwitchedToBearish", isSwitchedToBearish, ignoreFalseConditions, separator) +
//
// Fast Slow ...
ToString("isFastOverSlow", isFastOverSlow, ignoreFalseConditions, separator) +
ToString("isFastUnderSlow", isFastUnderSlow, ignoreFalseConditions, separator) +
ToString("isFastCrossedOverSlow", isFastCrossedOverSlow, ignoreFalseConditions, separator) +
ToString("isFastCrossedUnderSlow", isFastCrossedUnderSlow, ignoreFalseConditions, separator) +
//
// Fast Verifier ...
ToString("isFastOverVerifier", isFastOverVerifier, ignoreFalseConditions, separator) +
ToString("isFastUnderVerifier", isFastUnderVerifier, ignoreFalseConditions, separator) +
ToString("isFastCrossedOverVerifier", isFastCrossedOverVerifier, ignoreFalseConditions, separator) +
ToString("isFastCrossedUnderVerifier", isFastCrossedUnderVerifier, ignoreFalseConditions, separator) +
//
// Slow Verifier ...
ToString("isSlowOverVerifier", isSlowOverVerifier, ignoreFalseConditions, separator) +
ToString("isSlowUnderVerifier", isSlowUnderVerifier, ignoreFalseConditions, separator) +
ToString("isSlowCrossedOverVerifier", isSlowCrossedOverVerifier, ignoreFalseConditions, separator) +
ToString("isSlowCrossedUnderVerifier", isSlowCrossedUnderVerifier, ignoreFalseConditions, separator) +
//
// Psar ...
ToString("isSARBullish", isSARBullish, ignoreFalseConditions, separator) +
ToString("isSARBearish", isSARBearish, ignoreFalseConditions, separator) +
ToString("isSARSwitchedToBullish", isSARSwitchedToBullish, ignoreFalseConditions, separator) +
ToString("isSARSwitchedToBearish", isSARSwitchedToBearish, ignoreFalseConditions, separator) +
//
""
//
;
//
result =
//
"[" + GetTag() + "]" + separator +
(onlyConditions
? ""
: commonStr) +
(!includeScores
? ""
: scoresStr) +
" " + separator +
(onlyCommons
? ""
: conditionsStr) +
""
//
;
//
return result;
}
//
string GetTag()
{
return "XMATD";
}
};
//
// Class ...
class XSCXMCHelper : public XSCBaseHelper
{
//
// Public ...
public:
//
// Props ...
//
// Constructors ...
XSCXMCHelper() : XSCBaseHelper(_Symbol, _Period)
{
}
//
// Deconstructor ...
~XSCXMCHelper()
{
//
Clean(sarBuffer);
Clean(fastBuffer);
Clean(slowBuffer);
Clean(verifierBuffer);
}
//
// Tools ...
bool Init(
string symbol, // Trading Symbol
ENUM_TIMEFRAMES period, // Trading Period
XMCInputs &inputs // Inputs
)
{
//
bool result = false;
//
mSymbol = symbol;
mPeriod = period;
//
result = inputs.IsValid();
if (!result)
{
return result;
}
//
mInputs = inputs;
//
ArraySetAsSeries(fastBuffer, true);
ArraySetAsSeries(slowBuffer, true);
ArraySetAsSeries(verifierBuffer, true);
mHandler = iCustom(
mSymbol,
mPeriod,
"x-saherelm.xmc",
//
// Inputs ...
//
// Fast ...
"",
mInputs.fastLength,
mInputs.fastShift,
mInputs.fastMethod,
mInputs.fastAppliedTo,
//
// Slow ...
"",
mInputs.slowLength,
mInputs.slowShift,
mInputs.slowMethod,
mInputs.slowAppliedTo,
//
// Verifier ...
"",
mInputs.verifierLength,
mInputs.verifierShift,
mInputs.verifierMethod,
mInputs.verifierAppliedTo,
//
// Psar ...
"",
mInputs.step,
mInputs.maximum,
//
// Presentation ...
"",
mInputs.showSar, // Show Sar ...
mInputs.showFastMa, // Show Fast
mInputs.showSlowMa, // Show Slow
mInputs.showVerifierMa // Show Verifier
//
);
result = mHandler != INVALID_HANDLE;
if (!result)
{
return result;
}
//
return result;
}
//
// Inputs ...
//
XMCInputs GetInputs()
{
return mInputs;
}
//
bool SetInputs(
XMCInputs &inputs // Configs
)
{
//
return Init(
mSymbol,
mPeriod,
inputs);
}
//
// Buffers ...
//
// Fast ...
//
double GetFast(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
return fastBuffer[barIndex];
}
//
// Copy Required Buffer ...
int CopyFast(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
fastBuffer,
buffer,
forceClean
//
);
}
//
// Slow ...
//
double GetSlow(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
return slowBuffer[barIndex];
}
//
// Copy Required Buffer ...
int CopySlow(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
slowBuffer,
buffer,
forceClean
//
);
}
//
// Verifier ...
//
double GetVerifier(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
return verifierBuffer[barIndex];
}
//
// Copy Required Buffer ...
int CopyVerifier(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
verifierBuffer,
buffer,
forceClean
//
);
}
//
// Sar ...
//
double GetSar(
int barIndex // Bar Index
)
{
//
if (barIndex < 0)
{
barIndex = 0;
}
//
Calculate();
//
return sarBuffer[barIndex];
}
//
// Copy Required Buffer ...
int CopySar(
int start, // Start
int count, // Number of Items for read
double &buffer[], // Dest Buffer
bool forceClean = true // Force To Clean buffer
)
{
//
// Update Calculations ...
Calculate();
//
// Copy Items ...
return Copy(
start,
count,
sarBuffer,
buffer,
forceClean
//
);
}
//
bool GetConditions(
XMCConditions &conditions, //
int barIndex = 0, //
int loopback = 5 //
)
{
//
bool result = true;
//
if (loopback < 5)
{
loopback = 5;
}
//
conditions.Clean();
//
conditions.symbol = mSymbol;
conditions.period = mPeriod;
conditions.time = TimeCurrent();
//
int zIndex = barIndex;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
CopyFast(
zIndex,
loopback,
conditions.fast //
);
//
CopySlow(
zIndex,
loopback,
conditions.slow //
);
//
CopyVerifier(
zIndex,
loopback,
conditions.verifier //
);
//
CopySar(
zIndex,
loopback,
conditions.psar //
);
//
// Calculate Conditions ...
//
// Trend ...
//
bool isBullish = conditions.fast[cIndex] > conditions.slow[cIndex] &&
conditions.slow[cIndex] > conditions.verifier[cIndex];
bool isBearish = conditions.fast[cIndex] < conditions.slow[cIndex] &&
conditions.slow[cIndex] < conditions.verifier[cIndex];
//
bool isBullishPrev = conditions.fast[pIndex] > conditions.slow[pIndex] &&
conditions.slow[pIndex] > conditions.verifier[pIndex];
bool isBearishPrev = conditions.fast[pIndex] < conditions.slow[pIndex] &&
conditions.slow[pIndex] < conditions.verifier[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 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;
//
// Fast Verifier ...
//
bool isFastOverVerifier = conditions.fast[cIndex] > conditions.verifier[cIndex];
bool isFastUnderVerifier = conditions.fast[cIndex] < conditions.verifier[cIndex];
//
bool isFastOverVerifierPrev = conditions.fast[pIndex] > conditions.verifier[pIndex];
bool isFastUnderVerifierPrev = conditions.fast[pIndex] < conditions.verifier[pIndex];
//
bool isFastCrossedOverVerifier = isFastOverVerifier &&
!isFastOverVerifierPrev;
bool isFastCrossedUnderVerifier = isFastUnderVerifier &&
!isFastUnderVerifierPrev;
//
conditions.isFastOverVerifier = isFastOverVerifier;
conditions.isFastUnderVerifier = isFastUnderVerifier;
conditions.isFastCrossedOverVerifier = isFastCrossedOverVerifier;
conditions.isFastCrossedUnderVerifier = isFastCrossedUnderVerifier;
//
// Slow Verifier ...
//
bool isSlowOverVerifier = conditions.slow[cIndex] > conditions.verifier[cIndex];
bool isSlowUnderVerifier = conditions.slow[cIndex] < conditions.verifier[cIndex];
//
bool isSlowOverVerifierPrev = conditions.slow[pIndex] > conditions.verifier[pIndex];
bool isSlowUnderVerifierPrev = conditions.slow[pIndex] < conditions.verifier[pIndex];
//
bool isSlowCrossedOverVerifier = isSlowOverVerifier &&
!isSlowOverVerifierPrev;
bool isSlowCrossedUnderVerifier = isSlowUnderVerifier &&
!isSlowUnderVerifierPrev;
//
conditions.isSlowOverVerifier = isSlowOverVerifier;
conditions.isSlowUnderVerifier = isSlowUnderVerifier;
conditions.isSlowCrossedOverVerifier = isSlowCrossedOverVerifier;
conditions.isSlowCrossedUnderVerifier = isSlowCrossedUnderVerifier;
//
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:
//
// Private ...
private:
//
// Props ...
XMCInputs mInputs; // Inputs ...
//
// Buffers ...
//
double sarBuffer[];
double fastBuffer[];
double slowBuffer[];
double verifierBuffer[];
//
// Tools ...
//
// Calculate Values Until Now ...
void Calculate()
{
//
int totalBars = CountBars();
if (totalBars > 1000)
{
totalBars = 1000;
}
//
// Sar ...
CopyBuffer(
mHandler,
XMC_SAR_LINE,
0,
totalBars,
sarBuffer
//
);
//
// Fast ...
CopyBuffer(
mHandler,
XMC_FAST_LINE,
0,
totalBars,
fastBuffer
//
);
//
// Slow ...
CopyBuffer(
mHandler,
XMC_SLOW_LINE,
0,
totalBars,
slowBuffer
//
);
//
// Verifier ...
CopyBuffer(
mHandler,
XMC_VERIFIER_LINE,
0,
totalBars,
verifierBuffer
//
);
}
};
//
// Tools ...