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Indicator.mqh
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Indicator.mqh
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//+------------------------------------------------------------------+
//| EA31337 framework |
//| Copyright 2016-2021, EA31337 Ltd |
//| https://github.com/EA31337 |
//+------------------------------------------------------------------+
/*
* This file is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <https://www.gnu.org/licenses/>.
*
*/
// Ignore processing of this file if already included.
#ifndef INDICATOR_MQH
#define INDICATOR_MQH
// Forward declaration.
class Chart;
// Includes.
#include "Array.mqh"
#include "BufferStruct.mqh"
#include "Chart.mqh"
#include "DateTime.mqh"
#include "DrawIndicator.mqh"
#include "Indicator.define.h"
#include "Indicator.enum.h"
#include "Indicator.struct.h"
#include "Indicator.struct.serialize.h"
#include "Math.h"
#include "Object.mqh"
#include "Refs.mqh"
#include "Serializer.mqh"
#include "SerializerCsv.mqh"
#include "SerializerJson.mqh"
#ifndef __MQL4__
// Defines global functions (for MQL4 backward compatibility).
bool IndicatorBuffers(int _count) { return Indicator::SetIndicatorBuffers(_count); }
int IndicatorCounted(int _value = 0) {
static int prev_calculated = 0;
// https://docs.mql4.com/customind/indicatorcounted
prev_calculated = _value > 0 ? _value : prev_calculated;
return prev_calculated;
}
#endif
/**
* Class to deal with indicators.
*/
class Indicator : public Chart {
protected:
// Structs.
BufferStruct<IndicatorDataEntry> idata;
DrawIndicator* draw;
IndicatorParams iparams;
IndicatorState istate;
void* mydata;
bool is_feeding; // Whether FeedHistoryEntries is already working.
bool is_fed; // Whether FeedHistoryEntries already done its job.
DictStruct<int, Ref<Indicator>> indicators; // Indicators list keyed by id.
bool indicator_builtin;
public:
/* Indicator enumerations */
/*
* Default enumerations:
*
* ENUM_MA_METHOD values:
* 0: MODE_SMA (Simple averaging)
* 1: MODE_EMA (Exponential averaging)
* 2: MODE_SMMA (Smoothed averaging)
* 3: MODE_LWMA (Linear-weighted averaging)
*
* ENUM_APPLIED_PRICE values:
* 0: PRICE_CLOSE (Close price)
* 1: PRICE_OPEN (Open price)
* 2: PRICE_HIGH (The maximum price for the period)
* 3: PRICE_LOW (The minimum price for the period)
* 4: PRICE_MEDIAN (Median price) = (high + low)/2
* 5: PRICE_TYPICAL (Typical price) = (high + low + close)/3
* 6: PRICE_WEIGHTED (Average price) = (high + low + close + close)/4
*
*/
/* Special methods */
/**
* Class constructor.
*/
Indicator() {}
Indicator(IndicatorParams& _iparams) : Chart(_iparams.GetTf()), draw(NULL), is_feeding(false), is_fed(false) {
iparams = _iparams;
SetName(_iparams.name != "" ? _iparams.name : EnumToString(iparams.itype));
Init();
}
Indicator(const IndicatorParams& _iparams, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT)
: Chart(_tf), draw(NULL), is_feeding(false), is_fed(false) {
iparams = _iparams;
SetName(_iparams.name != "" ? _iparams.name : EnumToString(iparams.itype));
Init();
}
Indicator(ENUM_INDICATOR_TYPE _itype, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, string _name = "")
: Chart(_tf), draw(NULL), is_feeding(false), is_fed(false) {
iparams.SetIndicatorType(_itype);
SetName(_name != "" ? _name : EnumToString(iparams.itype));
Init();
}
/**
* Class deconstructor.
*/
~Indicator() {
ReleaseHandle();
DeinitDraw();
if (iparams.indi_data_source != NULL && iparams.indi_managed) {
// User selected custom, managed data source.
delete iparams.indi_data_source;
iparams.indi_data_source = NULL;
}
}
/* Init methods */
bool Init() { return InitDraw(); }
/**
* Initialize indicator data drawing on custom data.
*/
bool InitDraw() {
if (iparams.is_draw && !Object::IsValid(draw)) {
draw = new DrawIndicator(&this);
draw.SetColorLine(iparams.indi_color);
}
return iparams.is_draw;
}
/* Deinit methods */
/**
* Deinitialize drawing.
*/
void DeinitDraw() {
if (draw) {
delete draw;
}
}
/* Defines MQL backward compatible methods */
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(DUMMY);
#endif
}
template <typename A>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a);
#endif
}
template <typename A, typename B>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b);
#endif
}
template <typename A, typename B, typename C>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, int _mode,
int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c);
#endif
}
template <typename A, typename B, typename C, typename D>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, D _d, int _mode,
int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _d, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c COMMA _d);
#endif
}
template <typename A, typename B, typename C, typename D, typename E>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, D _d, E _e,
int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _d, _e, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c COMMA _d COMMA _e);
#endif
}
template <typename A, typename B, typename C, typename D, typename E, typename F>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, D _d, E _e, F _f,
int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _d, _e, _f, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c COMMA _d COMMA _e COMMA _f);
#endif
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, D _d, E _e, F _f,
G _g, int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _d, _e, _f, _g, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c COMMA _d COMMA _e COMMA _f COMMA _g);
#endif
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, D _d, E _e, F _f,
G _g, H _h, int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _d, _e, _f, _g, _h, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c COMMA _d COMMA _e COMMA _f COMMA _g COMMA _h);
#endif
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, D _d, E _e, F _f,
G _g, H _h, I _i, int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _d, _e, _f, _g, _h, _i, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c COMMA _d COMMA _e COMMA _f COMMA _g COMMA _h COMMA _i);
#endif
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
typename J>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, D _d, E _e, F _f,
G _g, H _h, I _i, J _j, int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _d, _e, _f, _g, _h, _i, _j, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c COMMA _d COMMA _e COMMA _f COMMA _g COMMA _h COMMA _i COMMA _j);
#endif
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
typename J, typename K>
double iCustom(int& _handle, string _symbol, ENUM_TIMEFRAMES _tf, string _name, A _a, B _b, C _c, D _d, E _e, F _f,
G _g, H _h, I _i, J _j, K _k, int _mode, int _shift) {
#ifdef __MQL4__
return ::iCustom(_symbol, _tf, _name, _a, _b, _c, _d, _e, _f, _g, _h, _i, _j, _k, _mode, _shift);
#else // __MQL5__
ICUSTOM_DEF(COMMA _a COMMA _b COMMA _c COMMA _d COMMA _e COMMA _f COMMA _g COMMA _h COMMA _i COMMA _j COMMA _k);
#endif
}
/* Buffer methods */
/**
* Initializes a cached proxy between i*OnArray() methods and OnCalculate()
* used by custom indicators.
*
* Note that OnCalculateProxy() method sets incoming price array as not
* series. It will be reverted back by SetPrevCalculated(). It is because
* OnCalculate() methods assumes that prices are set as not series.
*
* For real example how you can use this method, look at
* Indi_MA::iMAOnArray() method.
*
* Usage:
*
* static double iFooOnArray(double &price[], int total, int period,
* int foo_shift, int foo_method, int shift, string cache_name = "")
* {
* if (cache_name != "") {
* String cache_key;
* cache_key.Add(cache_name);
* cache_key.Add(period);
* cache_key.Add(foo_method);
*
* Ref<IndicatorCalculateCache> cache = Indicator::OnCalculateProxy(cache_key.ToString(), price, total);
*
* int prev_calculated =
* Indi_Foo::Calculate(total, cache.Ptr().prev_calculated, 0, price, cache.Ptr().buffer1, ma_method, period);
*
* cache.Ptr().SetPrevCalculated(price, prev_calculated);
*
* return cache.Ptr().GetValue(1, shift + ma_shift);
* }
* else {
* // Default iFooOnArray.
* }
*
* WARNING: Do not use shifts when creating cache_key, as this will create many invalid buffers.
*/
static IndicatorCalculateCache OnCalculateProxy(string key, double& price[], int& total) {
if (total == 0) {
total = ArraySize(price);
}
// Stores previously calculated value.
static DictStruct<string, IndicatorCalculateCache> cache;
unsigned int position;
IndicatorCalculateCache cache_item;
if (cache.KeyExists(key, position)) {
cache_item = cache.GetByKey(key);
} else {
IndicatorCalculateCache cache_item_new(1, ArraySize(price));
cache_item = cache_item_new;
cache.Set(key, cache_item);
}
// Number of bars available in the chart. Same as length of the input `array`.
int rates_total = ArraySize(price);
int begin = 0;
cache_item.Resize(rates_total);
cache_item.price_was_as_series = ArrayGetAsSeries(price);
ArraySetAsSeries(price, false);
return cache_item;
}
/**
* Allocates memory for buffers used for custom indicator calculations.
*/
static int IndicatorBuffers(int _count = 0) {
static int indi_buffers = 1;
indi_buffers = _count > 0 ? _count : indi_buffers;
return indi_buffers;
}
static int GetIndicatorBuffers() { return Indicator::IndicatorBuffers(); }
static bool SetIndicatorBuffers(int _count) {
Indicator::IndicatorBuffers(_count);
return GetIndicatorBuffers() > 0 && GetIndicatorBuffers() <= 512;
}
/**
* Gets indicator data from a buffer and copy into struct array.
*
* @return
* Returns true of successful copy.
* Returns false on invalid values.
*/
bool CopyEntries(IndicatorDataEntry& _data[], int _count, int _start_shift = 0) {
bool _is_valid = true;
if (ArraySize(_data) < _count) {
_is_valid &= ArrayResize(_data, _count);
}
for (int i = 0; i < _count; i++) {
IndicatorDataEntry _entry = GetEntry(_start_shift + i);
_is_valid &= _entry.IsValid();
_data[i] = _entry;
}
return _is_valid;
}
/**
* Gets indicator data from a buffer and copy into array of values.
*
* @return
* Returns true of successful copy.
* Returns false on invalid values.
*/
template <typename T>
bool CopyValues(T& _data[], int _count, int _start_shift = 0, int _mode = 0) {
if (ArraySize(_data) < _count) {
bool _is_valid = true;
_is_valid &= ArrayResize(_data, _count);
}
for (int i = 0; i < _count; i++) {
IndicatorDataEntry _entry = GetEntry(_start_shift + i);
_is_valid &= _entry.IsValid();
_data[i] = _entry<T>[_mode];
}
return _is_valid;
}
/**
* Loads and validates built-in indicators whose can be used as data source.
*/
void ValidateDataSource(Indicator* _target, Indicator* _source) {
if (_target == NULL) {
Alert("Internal Error! _target is NULL in ", __FUNCTION_LINE__, ".");
DebugBreak();
return;
}
if (_source == NULL) {
Alert("Error! You have to select source indicator's via SetDataSource().");
DebugBreak();
return;
}
if (!_target.IsDataSourceModeSelectable()) {
// We don't validate source mode as it will use all modes.
return;
}
if (_source.iparams.max_modes > 1 && _target.GetDataSourceMode() == -1) {
// Mode must be selected if source indicator has more that one mode.
Alert("Warning! ", GetName(),
" must select source indicator's mode via SetDataSourceMode(int). Defaulting to mode 0.");
_target.iparams.SetDataSourceMode(0);
DebugBreak();
} else if (_source.iparams.max_modes == 1 && _target.GetDataSourceMode() == -1) {
_target.iparams.SetDataSourceMode(0);
} else if (_target.GetDataSourceMode() < 0 ||
(unsigned int)_target.GetDataSourceMode() > _source.iparams.max_modes) {
Alert("Error! ", _target.GetName(),
" must select valid source indicator's mode via SetDataSourceMode(int) between 0 and ",
_source.iparams.GetMaxModes(), ".");
DebugBreak();
}
}
/**
* Provides built-in indicators whose can be used as data source.
*/
virtual Indicator* FetchDataSource(ENUM_INDICATOR_TYPE _id) { return NULL; }
/**
* Whether data source is selected.
*/
bool HasDataSource() { return iparams.GetDataSource() != NULL || iparams.GetDataSourceId() != -1; }
/**
* Returns currently selected data source.
*/
Indicator* GetDataSource() {
Indicator* _result = NULL;
if (iparams.GetDataSource() != NULL) {
_result = iparams.GetDataSource();
} else if (iparams.GetDataSourceId() != -1) {
int _source_id = iparams.GetDataSourceId();
if (indicators.KeyExists(_source_id)) {
_result = indicators[_source_id].Ptr();
} else {
Ref<Indicator> _source = FetchDataSource((ENUM_INDICATOR_TYPE)_source_id);
if (!_source.IsSet()) {
Alert(GetName(), " has no built-in source indicator ", _source_id);
} else {
indicators.Set(_source_id, _source);
_result = _source.Ptr();
}
}
}
ValidateDataSource(&this, _result);
return _result;
}
/* Operator overloading methods */
/**
* Access indicator entry data using [] operator.
*/
IndicatorDataEntry operator[](int _shift) { return GetEntry(_shift); }
IndicatorDataEntry operator[](ENUM_INDICATOR_INDEX _shift) { return GetEntry(_shift); }
IndicatorDataEntry operator[](datetime _dt) { return idata[_dt]; }
/* State methods */
/**
* Checks for crossover.
*
* @return
* Returns true when values are crossing over, otherwise false.
*/
bool IsCrossover(int _shift1 = 0, int _shift2 = 1, int _mode1 = 0, int _mode2 = 0) {
double _curr_value1 = GetEntry(_shift1)[_mode1];
double _prev_value1 = GetEntry(_shift2)[_mode1];
double _curr_value2 = GetEntry(_shift1)[_mode2];
double _prev_value2 = GetEntry(_shift2)[_mode2];
return ((_curr_value1 > _prev_value1 && _curr_value2 < _prev_value2) ||
(_prev_value1 > _curr_value1 && _prev_value2 < _curr_value2));
}
/**
* Checks if values are decreasing.
*
* @param int _rows
* Numbers of rows to check.
* @param int _mode
* Indicator index mode to check.
* @param int _shift
* Shift which is the final value to take into the account.
*
* @return
* Returns true when values are increasing.
*/
bool IsDecreasing(int _rows = 1, int _mode = 0, int _shift = 0) {
bool _result = true;
for (int i = _shift + _rows - 1; i >= _shift && _result; i--) {
IndicatorDataEntry _entry_curr = GetEntry(i);
IndicatorDataEntry _entry_prev = GetEntry(i + 1);
_result &= _entry_curr.IsValid() && _entry_prev.IsValid() && _entry_curr[_mode] < _entry_prev[_mode];
if (!_result) {
break;
}
}
return _result;
}
/**
* Checks if value decreased by the given percentage value.
*
* @param int _pct
* Percentage value to use for comparison.
* @param int _mode
* Indicator index mode to use.
* @param int _shift
* Indicator value shift to use.
* @param int _count
* Count of bars to compare change backward.
* @param int _hundreds
* When true, use percentage in hundreds, otherwise 1 is 100%.
*
* @return
* Returns true when value increased.
*/
bool IsDecByPct(float _pct, int _mode = 0, int _shift = 0, int _count = 1, bool _hundreds = true) {
bool _result = true;
IndicatorDataEntry _v0 = GetEntry(_shift);
IndicatorDataEntry _v1 = GetEntry(_shift + _count);
_result &= _v0.IsValid() && _v1.IsValid();
_result &= _result && Math::ChangeInPct(_v1[_mode], _v0[_mode], _hundreds) < _pct;
return _result;
}
/**
* Checks if values are increasing.
*
* @param int _rows
* Numbers of rows to check.
* @param int _mode
* Indicator index mode to check.
* @param int _shift
* Shift which is the final value to take into the account.
*
* @return
* Returns true when values are increasing.
*/
bool IsIncreasing(int _rows = 1, int _mode = 0, int _shift = 0) {
bool _result = true;
for (int i = _shift + _rows - 1; i >= _shift && _result; i--) {
IndicatorDataEntry _entry_curr = GetEntry(i);
IndicatorDataEntry _entry_prev = GetEntry(i + 1);
_result &= _entry_curr.IsValid() && _entry_prev.IsValid() && _entry_curr[_mode] > _entry_prev[_mode];
if (!_result) {
break;
}
}
return _result;
}
/**
* Checks if value increased by the given percentage value.
*
* @param int _pct
* Percentage value to use for comparison.
* @param int _mode
* Indicator index mode to use.
* @param int _shift
* Indicator value shift to use.
* @param int _count
* Count of bars to compare change backward.
* @param int _hundreds
* When true, use percentage in hundreds, otherwise 1 is 100%.
*
* @return
* Returns true when value increased.
*/
bool IsIncByPct(float _pct, int _mode = 0, int _shift = 0, int _count = 1, bool _hundreds = true) {
bool _result = true;
IndicatorDataEntry _v0 = GetEntry(_shift);
IndicatorDataEntry _v1 = GetEntry(_shift + _count);
_result &= _v0.IsValid() && _v1.IsValid();
_result &= _result && Math::ChangeInPct(_v1[_mode], _v0[_mode], _hundreds) > _pct;
return _result;
}
/* Getters */
int GetDataSourceMode() { return iparams.GetDataSourceMode(); }
/**
* Returns the highest bar's index (shift).
*/
template <typename T>
int GetHighest(int count = WHOLE_ARRAY, int start_bar = 0) {
int max_idx = -1;
double max = NULL;
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
for (int shift = start_bar; shift <= last_bar; ++shift) {
double value = GetEntry(shift).GetMax<T>(iparams.max_modes);
if (max == NULL || value > max) {
max = value;
max_idx = shift;
}
}
return max_idx;
}
/**
* Returns the lowest bar's index (shift).
*/
template <typename T>
int GetLowest(int count = WHOLE_ARRAY, int start_bar = 0) {
int min_idx = -1;
double min = NULL;
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
for (int shift = start_bar; shift <= last_bar; ++shift) {
double value = GetEntry(shift).GetMin<T>(iparams.max_modes);
if (min == NULL || value < min) {
min = value;
min_idx = shift;
}
}
return min_idx;
}
/**
* Returns the highest value.
*/
template <typename T>
double GetMax(int start_bar = 0, int count = WHOLE_ARRAY) {
double max = NULL;
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
for (int shift = start_bar; shift <= last_bar; ++shift) {
double value = GetEntry(shift).GetMax<T>(iparams.max_modes);
if (max == NULL || value > max) {
max = value;
}
}
return max;
}
/**
* Returns the lowest value.
*/
template <typename T>
double GetMin(int start_bar, int count = WHOLE_ARRAY) {
double min = NULL;
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
for (int shift = start_bar; shift <= last_bar; ++shift) {
double value = GetEntry(shift).GetMin<T>(iparams.max_modes);
if (min == NULL || value < min) {
min = value;
}
}
return min;
}
/**
* Returns average value.
*/
template <typename T>
double GetAvg(int start_bar, int count = WHOLE_ARRAY) {
int num_values = 0;
double sum = 0;
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
for (int shift = start_bar; shift <= last_bar; ++shift) {
double value_min = GetEntry(shift).GetMin<T>(iparams.max_modes);
double value_max = GetEntry(shift).GetMax<T>(iparams.max_modes);
sum += value_min + value_max;
num_values += 2;
}
return sum / num_values;
}
/**
* Returns median of values.
*/
template <typename T>
double GetMed(int start_bar, int count = WHOLE_ARRAY) {
double array[];
int last_bar = count == WHOLE_ARRAY ? (int)(GetBarShift(GetLastBarTime())) : (start_bar + count - 1);
int num_bars = last_bar - start_bar + 1;
int index = 0;
ArrayResize(array, num_bars);
for (int shift = start_bar; shift <= last_bar; ++shift) {
array[index++] = GetEntry(shift).GetAvg<T>(iparams.max_modes);
}
ArraySort(array);
double median;
int len = ArraySize(array);
if (len % 2 == 0) {
median = (array[len / 2] + array[(len / 2) - 1]) / 2;
} else {
median = array[len / 2];
}
return median;
}
/**
* Gets indicator's params.
*/
IndicatorParams GetParams() { return iparams; }
/**
* Gets indicator's signals.
*
* When indicator values are not valid, returns empty signals.
*/
IndicatorSignal GetSignals(int _count = 3, int _shift = 0, int _mode1 = 0, int _mode2 = 0) {
bool _is_valid = true;
IndicatorDataEntry _data[];
if (!CopyEntries(_data, _count, _shift)) {
// Some copied data is invalid, so returns empty signals.
IndicatorSignal _signals(0);
return _signals;
}
// Returns signals.
IndicatorSignal _signals(_data, iparams, cparams, _mode1, _mode2);
return _signals;
}
/**
* Get indicator type.
*/
ENUM_INDICATOR_TYPE GetType() { return iparams.itype; }
/**
* Get pointer to data of indicator.
*/
BufferStruct<IndicatorDataEntry>* GetData() { return GetPointer(idata); }
/**
* Get data type of indicator.
*/
ENUM_DATATYPE GetDataType() { return iparams.dtype; }
/**
* Get name of the indicator.
*/
string GetName() { return iparams.name; }
/**
* Get full name of the indicator (with "over ..." part).
*/
string GetFullName() {
return iparams.name + "[" + IntegerToString(iparams.GetMaxModes()) + "]" +
(HasDataSource() ? (" (over " + GetDataSource().GetName() + "[" +
IntegerToString(GetDataSource().GetParams().GetMaxModes()) + "])")
: "");
}
/**
* Get more descriptive name of the indicator.
*/
string GetDescriptiveName() {
string name = iparams.name + " (";
switch (iparams.idstype) {
case IDATA_BUILTIN:
name += "built-in, ";
break;
case IDATA_ICUSTOM:
name += "custom, ";
break;
case IDATA_INDICATOR:
name += "over " + GetDataSource().GetDescriptiveName() + ", ";
break;
}
name += IntegerToString(iparams.max_modes) + (iparams.max_modes == 1 ? " mode" : " modes");
return name + ")";
}
/**
* Get indicator's state.
*/
IndicatorState GetState() { return istate; }
/* Setters */
/**
* Sets name of the indicator.
*/
void SetName(string _name) { iparams.SetName(_name); }
/**
* Sets indicator's handle.
*
* Note: Not supported in MT4.
*/
void SetHandle(int _handle) {
istate.handle = _handle;
istate.is_changed = true;
}
/**
* Sets indicator's params.
*/
void SetParams(IndicatorParams& _iparams) { iparams = _iparams; }
/* Conditions */
/**
* Checks for indicator condition.
*
* @param ENUM_INDICATOR_CONDITION _cond
* Indicator condition.
* @param MqlParam[] _args
* Condition arguments.
* @return
* Returns true when the condition is met.
*/
bool CheckCondition(ENUM_INDICATOR_CONDITION _cond, DataParamEntry& _args[]) {
switch (_cond) {
case INDI_COND_ENTRY_IS_MAX:
// @todo: Add arguments, check if the entry value is max.
return false;
case INDI_COND_ENTRY_IS_MIN:
// @todo: Add arguments, check if the entry value is min.
return false;
case INDI_COND_ENTRY_GT_AVG:
// @todo: Add arguments, check if...
// Indicator entry value is greater than average.
return false;
case INDI_COND_ENTRY_GT_MED:
// @todo: Add arguments, check if...
// Indicator entry value is greater than median.
return false;
case INDI_COND_ENTRY_LT_AVG:
// @todo: Add arguments, check if...
// Indicator entry value is lesser than average.
return false;
case INDI_COND_ENTRY_LT_MED:
// @todo: Add arguments, check if...
// Indicator entry value is lesser than median.
return false;
default:
Logger().Error(StringFormat("Invalid indicator condition: %s!", EnumToString(_cond), __FUNCTION_LINE__));
return false;
}
}
bool CheckCondition(ENUM_INDICATOR_CONDITION _cond) {
DataParamEntry _args[] = {};
return Indicator::CheckCondition(_cond, _args);
}
/**
* Execute Indicator action.
*
* @param ENUM_INDICATOR_ACTION _action
* Indicator action to execute.
* @param MqlParam _args
* Indicator action arguments.
* @return
* Returns true when the action has been executed successfully.
*/
virtual bool ExecuteAction(ENUM_INDICATOR_ACTION _action, DataParamEntry& _args[]) {
bool _result = true;
long _arg1 = ArraySize(_args) > 0 ? Convert::MqlParamToInteger(_args[0]) : WRONG_VALUE;
switch (_action) {
case INDI_ACTION_CLEAR_CACHE:
_arg1 = _arg1 > 0 ? _arg1 : TimeCurrent();
idata.Clear(_arg1);
return true;
default:
Logger().Error(StringFormat("Invalid Indicator action: %s!", EnumToString(_action), __FUNCTION_LINE__));
return false;
}
return _result;
}
bool ExecuteAction(ENUM_INDICATOR_ACTION _action) {
DataParamEntry _args[] = {};
return ExecuteAction(_action, _args);
}
bool ExecuteAction(ENUM_INDICATOR_ACTION _action, long _arg1) {
DataParamEntry _args[] = {{TYPE_LONG}};
_args[0].integer_value = _arg1;
return ExecuteAction(_action, _args);
}
/* Other methods */
/**
* Releases indicator's handle.
*
* Note: Not supported in MT4.
*/
void ReleaseHandle() {
#ifdef __MQL5__
if (istate.handle != INVALID_HANDLE) {
IndicatorRelease(istate.handle);
}
#endif
istate.handle = INVALID_HANDLE;
istate.is_changed = true;
}
/**
* Checks whether indicator has a valid value for a given shift.
*/
virtual bool HasValidEntry(int _shift = 0) {
unsigned int position;
long bar_time = GetBarTime(_shift);
if (idata.KeyExists(bar_time, position)) {
return idata.GetByPos(position).IsValid();
}
return false;
}
/**
* Adds entry to the indicator's buffer. Invalid entry won't be added.
*/
bool AddEntry(IndicatorDataEntry& entry, int _shift = 0) {
if (!entry.IsValid()) return false;
datetime timestamp = GetBarTime(_shift);
entry.timestamp = timestamp;
idata.Add(entry, timestamp);
return true;
}
/**
* Returns shift at which the last known valid entry exists for a given
* period (or from the start, when period is not specified).
*/
bool GetLastValidEntryShift(int& out_shift, int period = 0) {
out_shift = 0;
while (true) {
if ((period != 0 && out_shift >= period) || !HasValidEntry(out_shift + 1))
return out_shift > 0; // Current shift is always invalid.
++out_shift;
}
return out_shift > 0;
}
/**
* Returns shift at which the oldest known valid entry exists for a given
* period (or from the start, when period is not specified).
*/
bool GetOldestValidEntryShift(int& out_shift, int& out_num_valid, int shift = 0, int period = 0) {
bool found = false;
// Counting from previous up to previous - period.
for (out_shift = shift + 1; out_shift < shift + period + 1; ++out_shift) {
if (!HasValidEntry(out_shift)) {
--out_shift;
out_num_valid = out_shift - shift;
return found;
} else