1215 lines
26 KiB
Plaintext
1215 lines
26 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: XCX121XATRHelper
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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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// Imports ...
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#include "../Classes/x-saherelm.x-helper.class.mq5"
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//
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// Definitions ...
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//
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// Definitions ...
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enum ENUM_X121_XATR_BUFFERS
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{
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//
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X121_ATR_UPPER_LINE = 0,
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X121_ATR_LOWER_LINE = 1,
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X121_ATR_LINE = 2,
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X121_ATR_UPPER_RAW_LINE = 3,
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X121_ATR_LOWER_RAW_LINE = 4,
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X121_RSI_LINE = 5,
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};
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//
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// Input Models ...
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struct X121XATRInputs
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{
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//
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// Props ...
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//
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// RSI ...
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int rsiLength; // Length
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double rsiOverSoldLevel; // Over Sold Level
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double rsiOverBoughtLevel; // Over Bought Level
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ENUM_APPLIED_PRICE rsiAppliedTo; // Applied To
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//
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// ATR Detection ...
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int atrLength; // Length
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double atrMultiplier; // Multiplier
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ENUM_APPLIED_PRICE atrUpperAppliedTo; // Upper Zone Applied To
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ENUM_APPLIED_PRICE atrLowerAppliedTo; // Lower Zone Applied To
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ENUM_X_MA_METHOD atrSmoothingMode; // Smoothing Method
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//
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int startCalculationForLastBars; // Calculate Last n Bars
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//
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bool showATRUpper; // Show Upper Zone
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bool showATRLower; // Show Lower Zone
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//
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// Constructor(s) ...
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X121XATRInputs()
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{
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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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//
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// RSI ...
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rsiLength = 0;
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rsiOverSoldLevel = 0;
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rsiOverBoughtLevel = 0;
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rsiAppliedTo = PRICE_CLOSE;
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//
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// ATR ...
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atrLength = 0; // Length
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atrMultiplier = 0; // Multiplier
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atrUpperAppliedTo = PRICE_HIGH; // Upper Zone Applied To
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atrLowerAppliedTo = PRICE_LOW; // Lower Zone Applied To
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atrSmoothingMode = X_MA_MODE_NONE; // Smoothing Method
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//
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startCalculationForLastBars = 0;
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//
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showATRUpper = false; // Show Upper Zone
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showATRLower = false; // Show Lower Zone
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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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// RSI ...
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rsiLength = 14;
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rsiOverSoldLevel = 30;
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rsiOverBoughtLevel = 70;
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rsiAppliedTo = PRICE_CLOSE;
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//
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// ATR ...
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atrLength = 14; // Length
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atrMultiplier = 1; // Multiplier
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atrUpperAppliedTo = PRICE_HIGH; // Upper Zone Applied To
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atrLowerAppliedTo = PRICE_LOW; // Lower Zone Applied To
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atrSmoothingMode = X_MA_MODE_EMA; // Smoothing Method
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//
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startCalculationForLastBars = 1500;
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showATRUpper = true; // Show Upper Zone
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showATRLower = true; // Show Lower Zone
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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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atrLength > 0 &&
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rsiLength > 0 &&
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atrMultiplier > 0 &&
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rsiOverSoldLevel > 0 &&
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rsiOverBoughtLevel > 0 &&
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startCalculationForLastBars > 0 &&
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rsiOverSoldLevel < rsiOverBoughtLevel
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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 = MathMax(atrLength, rsiLength);
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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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// Conditions ...
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struct X121XATRConditions
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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 atrUpperBuffer[];
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double atrLowerBuffer[];
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double atrUpperRawBuffer[];
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double atrLowerRawBuffer[];
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double rsiBuffer[];
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double atrBuffer[];
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//
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// Conditions ...
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//
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// RSI ...
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//
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bool isRsiOverBought;
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bool isRsiCrossedOverOverBought;
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bool isRsiCrossedUnderOverBought;
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//
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bool isRsiOverSold;
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bool isRsiCrossedUnderOverSold;
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bool isRsiCrossedOverOverSold;
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//
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// ATR ...
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//
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bool isClosedOverAtrUpper;
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bool isClosedOverAtrLower;
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//
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bool isClosedUnderAtrUpper;
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bool isClosedUnderAtrLower;
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//
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bool isRejectedUpAtrUpper;
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bool isRejectedDownAtrUpper;
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//
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bool isRejectedUpAtrLower;
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bool isRejectedDownAtrLower;
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//
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bool isBreakedUpAtrUpper;
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bool isBreakedDownAtrUpper;
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//
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bool isBreakedUpAtrLower;
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bool isBreakedDownAtrLower;
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//
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// bool isCloseLower
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//
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// Constructor ...
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X121XATRConditions()
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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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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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// Commons ...
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symbol = NULL;
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period = NULL;
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time = NULL;
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//
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// Buffers ...
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//
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Clean(rsiBuffer);
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Clean(atrBuffer);
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Clean(atrUpperBuffer);
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Clean(atrLowerBuffer);
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Clean(atrUpperRawBuffer);
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Clean(atrLowerRawBuffer);
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//
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ArraySetAsSeries(rsiBuffer, true);
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ArraySetAsSeries(atrBuffer, true);
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ArraySetAsSeries(atrUpperBuffer, true);
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ArraySetAsSeries(atrLowerBuffer, true);
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ArraySetAsSeries(atrUpperRawBuffer, true);
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ArraySetAsSeries(atrLowerRawBuffer, true);
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//
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// Conditions ...
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//
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// RSI ...
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//
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isRsiOverBought = false;
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isRsiCrossedOverOverBought = false;
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isRsiCrossedUnderOverBought = false;
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//
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isRsiOverSold = false;
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isRsiCrossedUnderOverSold = false;
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isRsiCrossedOverOverSold = false;
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//
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// ATR ...
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//
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isClosedOverAtrUpper = false;
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isClosedOverAtrLower = false;
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//
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isClosedUnderAtrUpper = false;
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isClosedUnderAtrLower = false;
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//
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isRejectedUpAtrUpper = false;
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isRejectedDownAtrUpper = false;
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//
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isRejectedUpAtrLower = false;
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isRejectedDownAtrLower = false;
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//
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isBreakedUpAtrUpper = false;
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isBreakedDownAtrUpper = false;
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//
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isBreakedUpAtrLower = false;
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isBreakedDownAtrLower = false;
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//
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// XDON ...
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}
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/**
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* Generate Conditions Scores ...
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*
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* @param bullishScore: Double, Directional Scores Reference ...
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* @param bearishScore: Double, Directional Scores Reference ...
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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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// TODO: Implement if Required ...
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}
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/**
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* Generate Summary String for Represent Conditions State ...
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*
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* @param onlyCommons: Boolean, Just Generate Only Commons Conditions ...
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* @param onlyConditions: Boolean, Just Generate Only Conditions ...
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* @param includeScores: Boolean, Attach Scores Representations on Result ...
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* @param ignoreFalseConditions: Boolean, Ignore False Conditions on Result ...
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* @param separator: String, Separate Lines ...
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*
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* @return ( string )
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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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// RSI ...
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ToString("isRsiOverBought", isRsiOverBought, ignoreFalseConditions, separator) +
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ToString("isRsiCrossedOverOverBought", isRsiCrossedOverOverBought, ignoreFalseConditions, separator) +
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ToString("isRsiCrossedUnderOverBought", isRsiCrossedUnderOverBought, ignoreFalseConditions, separator) +
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ToString("isRsiOverSold", isRsiOverSold, ignoreFalseConditions, separator) +
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ToString("isRsiCrossedUnderOverSold", isRsiCrossedUnderOverSold, ignoreFalseConditions, separator) +
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ToString("isRsiCrossedOverOverSold", isRsiCrossedOverOverSold, ignoreFalseConditions, separator) +
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//
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// ATR ...
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ToString("isClosedOverAtrUpper", isClosedOverAtrUpper, ignoreFalseConditions, separator) +
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ToString("isClosedOverAtrLower", isClosedOverAtrLower, ignoreFalseConditions, separator) +
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ToString("isClosedUnderAtrUpper", isClosedUnderAtrUpper, ignoreFalseConditions, separator) +
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ToString("isClosedUnderAtrLower", isClosedUnderAtrLower, ignoreFalseConditions, separator) +
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ToString("isRejectedUpAtrUpper", isRejectedUpAtrUpper, ignoreFalseConditions, separator) +
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ToString("isRejectedDownAtrUpper", isRejectedDownAtrUpper, ignoreFalseConditions, separator) +
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ToString("isRejectedUpAtrLower", isRejectedUpAtrLower, ignoreFalseConditions, separator) +
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ToString("isRejectedDownAtrLower", isRejectedDownAtrLower, ignoreFalseConditions, separator) +
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ToString("isBreakedUpAtrUpper", isBreakedUpAtrUpper, ignoreFalseConditions, separator) +
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ToString("isBreakedDownAtrUpper", isBreakedDownAtrUpper, ignoreFalseConditions, separator) +
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ToString("isBreakedUpAtrLower", isBreakedUpAtrLower, ignoreFalseConditions, separator) +
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ToString("isBreakedDownAtrLower", isBreakedDownAtrLower, 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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* Retrieve nique Tag Identifier ...
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*
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* @return ( string )
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*/
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string GetTag()
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{
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return GetTypeName(this);
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}
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//
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};
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//
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// Class ...
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class XCX121XATRHelper : public XCBaseHelper
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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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XCX121XATRHelper()
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: XCBaseHelper(_Symbol, _Period)
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{
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}
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//
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// Deconstructor ...
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~XCX121XATRHelper()
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{
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//
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ArrayFree(rsiBuffer);
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ArrayFree(atrUpperBuffer);
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ArrayFree(atrLowerBuffer);
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ArrayFree(atrBuffer);
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ArrayFree(atrUpperRawBuffer);
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ArrayFree(atrLowerRawBuffer);
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//
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mInputs.Clean();
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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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X121XATRInputs &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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ArraySetAsSeries(rsiBuffer, true);
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ArraySetAsSeries(atrUpperBuffer, true);
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ArraySetAsSeries(atrLowerBuffer, true);
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ArraySetAsSeries(atrBuffer, true);
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ArraySetAsSeries(atrUpperRawBuffer, true);
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ArraySetAsSeries(atrLowerRawBuffer, true);
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//
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mInputs = inputs;
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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.x121.xatr",
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//
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// Inputs ...
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//
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// Market ...
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"",
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//
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// RSI Detection ...
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"",
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mInputs.rsiLength,
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mInputs.rsiAppliedTo,
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//
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// ATR Detection ...
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"",
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mInputs.atrLength,
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mInputs.atrMultiplier,
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mInputs.atrUpperAppliedTo,
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mInputs.atrLowerAppliedTo,
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mInputs.atrSmoothingMode,
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//
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// Presentation ...
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"",
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mInputs.startCalculationForLastBars,
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mInputs.showATRUpper,
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mInputs.showATRLower
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//
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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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X121XATRInputs GetInputs()
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{
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return mInputs;
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}
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|
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//
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bool SetInputs(
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X121XATRInputs &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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}
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//
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// Readers ...
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//
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// RSI ...
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//
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double GetRSI(
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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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int count = ArraySize(rsiBuffer);
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if (barIndex >= count)
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{
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barIndex = count - 1;
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}
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//
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return rsiBuffer[barIndex];
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}
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//
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int CopyRSI(
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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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rsiBuffer,
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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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//
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// ATR ...
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//
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double GetATR(
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|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATR(
|
|
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,
|
|
atrBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetATRUpper(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrUpperBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrUpperBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATRUpper(
|
|
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,
|
|
atrUpperBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetATRUpperRaw(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrUpperRawBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrUpperRawBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATRUpperRaw(
|
|
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,
|
|
atrUpperRawBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetATRLower(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrLowerBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrLowerBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATRLower(
|
|
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,
|
|
atrLowerBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
double GetATRLowerRaw(
|
|
int barIndex // Bar Index
|
|
)
|
|
{
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
Calculate();
|
|
|
|
//
|
|
int count = ArraySize(atrLowerRawBuffer);
|
|
if (barIndex >= count)
|
|
{
|
|
barIndex = count - 1;
|
|
}
|
|
|
|
//
|
|
return atrLowerRawBuffer[barIndex];
|
|
}
|
|
|
|
//
|
|
int CopyATRLowerRaw(
|
|
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,
|
|
atrLowerRawBuffer,
|
|
buffer,
|
|
forceClean
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
bool GetConditions(
|
|
X121XATRConditions &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;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
CopyRSI(
|
|
zIndex,
|
|
loopback,
|
|
conditions.rsiBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATR(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATRUpper(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrUpperBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATRUpperRaw(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrUpperRawBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATRLower(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrLowerBuffer //
|
|
);
|
|
|
|
//
|
|
CopyATRLowerRaw(
|
|
zIndex,
|
|
loopback,
|
|
conditions.atrLowerRawBuffer //
|
|
);
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
int cIDX = 1;
|
|
int pIDX = cIDX + 1;
|
|
|
|
//
|
|
// RSI ...
|
|
|
|
//
|
|
bool isRsiOverBought = conditions.rsiBuffer[cIDX] > mInputs.rsiOverBoughtLevel;
|
|
bool isRsiOverBoughtPrev = conditions.rsiBuffer[pIDX] > mInputs.rsiOverBoughtLevel;
|
|
|
|
//
|
|
bool isRsiCrossedOverOverBought = isRsiOverBought &&
|
|
!isRsiOverBoughtPrev;
|
|
bool isRsiCrossedUnderOverBought = !isRsiOverBought &&
|
|
isRsiOverBoughtPrev;
|
|
|
|
//
|
|
bool isRsiOverSold = conditions.rsiBuffer[cIDX] < mInputs.rsiOverSoldLevel;
|
|
bool isRsiOverSoldPrev = conditions.rsiBuffer[pIDX] < mInputs.rsiOverSoldLevel;
|
|
|
|
//
|
|
bool isRsiCrossedUnderOverSold = isRsiOverSold &&
|
|
!isRsiOverSoldPrev;
|
|
bool isRsiCrossedOverOverSold = !isRsiOverSold &&
|
|
isRsiOverSoldPrev;
|
|
|
|
//
|
|
// ATR ...
|
|
|
|
//
|
|
bool isClosedOverAtrUpper = cBar.close > conditions.atrUpperBuffer[cIDX];
|
|
bool isClosedOverAtrLower = cBar.close > conditions.atrLowerBuffer[cIDX];
|
|
|
|
//
|
|
bool isClosedUnderAtrUpper = cBar.close < conditions.atrUpperBuffer[cIDX];
|
|
bool isClosedUnderAtrLower = cBar.close < conditions.atrLowerBuffer[cIDX];
|
|
|
|
//
|
|
bool isRejectedUpAtrUpper = IsBarReject(
|
|
atrUpperBuffer[cIDX],
|
|
X_DIRECTION_BULLISH,
|
|
cBar //
|
|
);
|
|
bool isRejectedDownAtrUpper = IsBarReject(
|
|
atrUpperBuffer[cIDX],
|
|
X_DIRECTION_BEARISH,
|
|
cBar //
|
|
);
|
|
|
|
//
|
|
bool isRejectedUpAtrLower = IsBarReject(
|
|
atrLowerBuffer[cIDX],
|
|
X_DIRECTION_BULLISH,
|
|
cBar //
|
|
);
|
|
;
|
|
bool isRejectedDownAtrLower = IsBarReject(
|
|
atrLowerBuffer[cIDX],
|
|
X_DIRECTION_BEARISH,
|
|
cBar //
|
|
);
|
|
;
|
|
|
|
//
|
|
bool isBreakedUpAtrUpper = IsBarBreak(
|
|
atrUpperBuffer[cIDX],
|
|
X_DIRECTION_BULLISH,
|
|
cBar //
|
|
);
|
|
bool isBreakedDownAtrUpper = IsBarBreak(
|
|
atrUpperBuffer[cIDX],
|
|
X_DIRECTION_BEARISH,
|
|
cBar //
|
|
);
|
|
|
|
//
|
|
bool isBreakedUpAtrLower = IsBarBreak(
|
|
atrLowerBuffer[cIDX],
|
|
X_DIRECTION_BULLISH,
|
|
cBar //
|
|
);
|
|
bool isBreakedDownAtrLower = IsBarBreak(
|
|
atrLowerBuffer[cIDX],
|
|
X_DIRECTION_BEARISH,
|
|
cBar //
|
|
);
|
|
|
|
//
|
|
conditions.isRsiOverSold = isRsiOverSold;
|
|
conditions.isRsiOverBought = isRsiOverBought;
|
|
conditions.isRejectedUpAtrUpper = isRejectedUpAtrUpper;
|
|
conditions.isRejectedUpAtrLower = isRejectedUpAtrLower;
|
|
conditions.isBreakedUpAtrUpper = isBreakedUpAtrUpper;
|
|
conditions.isBreakedUpAtrLower = isBreakedUpAtrLower;
|
|
conditions.isRejectedDownAtrUpper = isRejectedDownAtrUpper;
|
|
conditions.isRejectedDownAtrLower = isRejectedDownAtrLower;
|
|
conditions.isClosedOverAtrUpper = isClosedOverAtrUpper;
|
|
conditions.isClosedOverAtrLower = isClosedOverAtrLower;
|
|
conditions.isBreakedDownAtrUpper = isBreakedDownAtrUpper;
|
|
conditions.isBreakedDownAtrLower = isBreakedDownAtrLower;
|
|
conditions.isClosedUnderAtrUpper = isClosedUnderAtrUpper;
|
|
conditions.isClosedUnderAtrLower = isClosedUnderAtrLower;
|
|
conditions.isRsiCrossedOverOverSold = isRsiCrossedOverOverSold;
|
|
conditions.isRsiCrossedUnderOverSold = isRsiCrossedUnderOverSold;
|
|
conditions.isRsiCrossedOverOverBought = isRsiCrossedOverOverBought;
|
|
conditions.isRsiCrossedUnderOverBought = isRsiCrossedUnderOverBought;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
X121XATRInputs mInputs; // Inputs ...
|
|
|
|
//
|
|
// Buffers ...
|
|
double rsiBuffer[];
|
|
double atrUpperBuffer[];
|
|
double atrLowerBuffer[];
|
|
double atrBuffer[];
|
|
double atrUpperRawBuffer[];
|
|
double atrLowerRawBuffer[];
|
|
|
|
//
|
|
void Calculate()
|
|
{
|
|
//
|
|
int totalBars = CountBars();
|
|
if (totalBars > 1000)
|
|
{
|
|
totalBars = 1000;
|
|
}
|
|
|
|
//
|
|
// Buffers ...
|
|
|
|
//
|
|
// RSI ...
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_RSI_LINE,
|
|
0,
|
|
totalBars,
|
|
rsiBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
// ATR ...
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_UPPER_LINE,
|
|
0,
|
|
totalBars,
|
|
atrUpperBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_LOWER_LINE,
|
|
0,
|
|
totalBars,
|
|
atrLowerBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_LINE,
|
|
0,
|
|
totalBars,
|
|
atrBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_UPPER_RAW_LINE,
|
|
0,
|
|
totalBars,
|
|
atrUpperRawBuffer
|
|
//
|
|
);
|
|
|
|
//
|
|
CopyBuffer(
|
|
mHandler,
|
|
X121_ATR_LOWER_RAW_LINE,
|
|
0,
|
|
totalBars,
|
|
atrLowerRawBuffer
|
|
//
|
|
);
|
|
}
|
|
};
|
|
|
|
//
|
|
// Tools ... |