556 lines
10 KiB
Plaintext
556 lines
10 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Helper Class Library
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// ----------------------------------------------
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// Name: XSCXVLMHelper
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// Description: provides all Indicator
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// Helper 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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#include "../Classes/x-saherelm.xhelper.class.mq5"
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//
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// Definitions ...
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//
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enum ENUM_XVLM_BUFFERS
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{
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XVLM_VOLUME_LINE = 0
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};
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//
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// Input Models ...
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struct XVLMInputs
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{
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//
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// Props ...
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//
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int length; // Length
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//
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// Constructor(s) ...
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XVLMInputs()
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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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// Clean ...
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void Clean()
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{
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length = 0;
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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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length = 14;
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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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length > 1
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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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result = length;
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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 XVLMConditions
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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 volume[];
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//
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// Conditions ...
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//
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bool isVolumeBullish;
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bool isVolumeBearish;
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bool isVolumeOverLast;
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bool isVolumeUnderLast;
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bool isVolumeChangedToBullish;
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bool isVolumeChangedToBearish;
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//
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void Clean()
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{
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//
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Clean(volume);
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//
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ArraySetAsSeries(volume, true);
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//
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isVolumeBullish = false;
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isVolumeBearish = false;
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isVolumeOverLast = false;
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isVolumeUnderLast = false;
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isVolumeChangedToBullish = false;
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isVolumeChangedToBearish = 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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if (isVolumeBullish)
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{
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bullishScore++;
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}
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if (isVolumeOverLast)
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{
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bullishScore++;
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}
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if (isVolumeChangedToBullish)
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{
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bullishScore++;
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}
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//
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if (isVolumeBearish)
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{
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bearishScore++;
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}
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if (isVolumeUnderLast)
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{
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bearishScore++;
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}
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if (isVolumeChangedToBearish)
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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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ToString("isVolumeBullish", isVolumeBullish, ignoreFalseConditions, separator) +
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ToString("isVolumeBearish", isVolumeBearish, ignoreFalseConditions, separator) +
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ToString("isVolumeOverLast", isVolumeOverLast, ignoreFalseConditions, separator) +
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ToString("isVolumeUnderLast", isVolumeUnderLast, ignoreFalseConditions, separator) +
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ToString("isVolumeChangedToBullish", isVolumeChangedToBullish, ignoreFalseConditions, separator) +
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ToString("isVolumeChangedToBearish", isVolumeChangedToBearish, ignoreFalseConditions, separator) +
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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 "XVLM";
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}
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};
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//
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// Class ...
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class XSCXVLMHelper : public XSCBaseHelper
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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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// Constructors ...
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XSCXVLMHelper() : XSCBaseHelper(_Symbol, _Period)
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{
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}
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//
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// Deconstructor ...
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~XSCXVLMHelper() {
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Clean(volumeBuffer);
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}
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//
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// Tools ...
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bool Init(
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string symbol, // Trading Symbol
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ENUM_TIMEFRAMES period, // Trading Period
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XVLMInputs &inputs // Inputs
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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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mSymbol = symbol;
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mPeriod = period;
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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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mInputs = inputs;
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//
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ArraySetAsSeries(volumeBuffer, true);
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//
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mHandler = iCustom(
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mSymbol,
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mPeriod,
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"x-saherelm.xvlm",
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//
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// Inputs ...
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mInputs.length // Length
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);
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result = mHandler != INVALID_HANDLE;
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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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return result;
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}
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//
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// Inputs ...
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//
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XVLMInputs 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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XVLMInputs &inputs // Configs
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)
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{
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//
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return Init(
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mSymbol,
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mPeriod,
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inputs);
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}
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//
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// Buffers ...
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//
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// Volume ...
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//
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double GetVolume(
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int barIndex // Bar Index
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)
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{
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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Calculate();
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//
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return volumeBuffer[barIndex];
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}
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//
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// Copy Required Buffer ...
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int CopyVolume(
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int start, // Start
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int count, // Number of Items for read
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double &buffer[], // Dest Buffer
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bool forceClean = true // Force To Clean buffer
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)
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{
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//
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// Update Calculations ...
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Calculate();
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//
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// Copy Items ...
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return Copy(
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start,
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count,
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volumeBuffer,
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buffer,
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forceClean
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//
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);
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}
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//
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// Tools ...
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//
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bool IsBullish(double volume)
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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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volume > 0;
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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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bool IsBearish(double volume)
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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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volume < 0
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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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bool GetConditions(
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XVLMConditions &conditions, //
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int barIndex = 0, //
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int loopback = 4 //
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)
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{
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//
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bool result = true;
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//
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if (loopback < 4)
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{
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loopback = 4;
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}
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//
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conditions.Clean();
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//
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conditions.symbol = mSymbol;
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conditions.period = mPeriod;
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conditions.time = TimeCurrent();
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//
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int zIndex = barIndex;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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CopyVolume(
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zIndex,
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loopback,
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conditions.volume //
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);
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//
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// Calculate Conditions ...
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//
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bool isVolumeBullish = conditions.volume[cIndex] > 0;
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bool isVolumeBullishPrev = conditions.volume[pIndex] > 0;
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//
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bool isVolumeBearish = conditions.volume[cIndex] < 0;
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bool isVolumeBearishPrev = conditions.volume[pIndex] < 0;
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//
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bool isVolumeOverLast = conditions.volume[cIndex] > conditions.volume[pIndex];
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bool isVolumeOverLastPrev = conditions.volume[pIndex] > conditions.volume[ppIndex];
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//
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bool isVolumeUnderLast = conditions.volume[cIndex] < conditions.volume[pIndex];
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bool isVolumeUnderLastPrev = conditions.volume[pIndex] < conditions.volume[ppIndex];
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//
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bool isVolumeChangedToBullish = isVolumeBullish &&
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!isVolumeBullishPrev;
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bool isVolumeChangedToBearish = isVolumeBearish &&
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!isVolumeBearishPrev;
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//
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conditions.isVolumeBullish = isVolumeBullish;
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conditions.isVolumeBearish = isVolumeBearish;
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conditions.isVolumeOverLast = isVolumeOverLast;
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conditions.isVolumeUnderLast = isVolumeUnderLast;
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conditions.isVolumeChangedToBullish = isVolumeChangedToBullish;
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conditions.isVolumeChangedToBearish = isVolumeChangedToBearish;
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//
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return result;
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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 ...
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private:
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//
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// Props ...
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XVLMInputs mInputs; // Inputs ...
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//
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// Buffers ...
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double volumeBuffer[];
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//
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// Tools ...
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//
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// Calculate Values Until Now ...
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void Calculate()
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{
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//
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int totalBars = CountBars();
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if (totalBars > 1000) {
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totalBars = 1000;
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}
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//
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// Trend ...
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CopyBuffer(
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mHandler,
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XVLM_VOLUME_LINE,
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0,
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totalBars,
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volumeBuffer
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//
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);
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}
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};
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//
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// Tools ...
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